TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
20 Dec 2024 04:12 PM IST
| TATACONSUM 26DEC2024 990 CE | ||||||||||
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Delta: 0.03
Vega: 0.07
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 889.45 | 0.5 | -0.30 | 40.39 | 365 | -122 | 825 | |||
| 19 Dec | 907.10 | 0.8 | -0.20 | 35.78 | 332 | -58 | 949 | |||
| 18 Dec | 909.35 | 1 | -0.10 | 33.82 | 559 | -124 | 1,009 | |||
| 17 Dec | 904.90 | 1.1 | -0.45 | 34.83 | 555 | 51 | 1,143 | |||
| 16 Dec | 920.35 | 1.55 | -0.50 | 29.54 | 539 | 77 | 1,093 | |||
| 13 Dec | 929.70 | 2.05 | -0.30 | 24.59 | 805 | -76 | 1,019 | |||
| 12 Dec | 921.25 | 2.35 | -1.15 | 26.76 | 875 | -45 | 1,096 | |||
| 11 Dec | 935.05 | 3.5 | 0.45 | 24.67 | 884 | -37 | 1,142 | |||
| 10 Dec | 926.75 | 3.05 | -1.45 | 24.48 | 1,288 | 164 | 1,193 | |||
| 9 Dec | 933.95 | 4.5 | -7.85 | 25.19 | 2,103 | 408 | 1,039 | |||
| 6 Dec | 974.45 | 12.35 | 2.35 | 18.26 | 1,465 | 140 | 634 | |||
| 5 Dec | 966.45 | 10 | 1.20 | 19.02 | 999 | 147 | 493 | |||
| 4 Dec | 961.20 | 8.8 | -0.15 | 19.23 | 667 | 117 | 347 | |||
| 3 Dec | 955.00 | 8.95 | -1.95 | 20.45 | 444 | 63 | 232 | |||
| 2 Dec | 957.00 | 10.9 | -1.25 | 22.10 | 367 | 49 | 159 | |||
| 29 Nov | 958.65 | 12.15 | 0.40 | 20.92 | 321 | 0 | 110 | |||
| 28 Nov | 941.05 | 11.75 | -3.50 | 24.48 | 223 | 81 | 101 | |||
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| 27 Nov | 960.05 | 15.25 | -1.75 | 22.23 | 13 | 2 | 16 | |||
| 26 Nov | 963.55 | 17 | 3.60 | 22.62 | 24 | 3 | 14 | |||
| 25 Nov | 955.70 | 13.4 | 5.60 | 21.51 | 15 | 9 | 11 | |||
| 22 Nov | 945.20 | 7.8 | -3.80 | 18.50 | 2 | 1 | 3 | |||
| 21 Nov | 911.70 | 11.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 917.15 | 11.6 | 0.00 | 28.19 | 1 | 0 | 2 | |||
| 19 Nov | 917.15 | 11.6 | 3.60 | 28.19 | 1 | 0 | 2 | |||
| 18 Nov | 930.75 | 8 | -21.05 | 20.27 | 1 | 0 | 1 | |||
| 14 Nov | 925.00 | 29.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 952.75 | 29.05 | -28.10 | 30.31 | 1 | 0 | 0 | |||
| 6 Nov | 1007.05 | 57.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1000.75 | 57.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 994.60 | 57.15 | 57.15 | - | 0 | 0 | 0 | |||
| 1 Nov | 1004.10 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 990 expiring on 26DEC2024
Delta for 990 CE is 0.03
Historical price for 990 CE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 40.39, the open interest changed by -122 which decreased total open position to 825
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 35.78, the open interest changed by -58 which decreased total open position to 949
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 33.82, the open interest changed by -124 which decreased total open position to 1009
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 34.83, the open interest changed by 51 which increased total open position to 1143
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 1.55, which was -0.50 lower than the previous day. The implied volatity was 29.54, the open interest changed by 77 which increased total open position to 1093
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 24.59, the open interest changed by -76 which decreased total open position to 1019
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 2.35, which was -1.15 lower than the previous day. The implied volatity was 26.76, the open interest changed by -45 which decreased total open position to 1096
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 3.5, which was 0.45 higher than the previous day. The implied volatity was 24.67, the open interest changed by -37 which decreased total open position to 1142
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 3.05, which was -1.45 lower than the previous day. The implied volatity was 24.48, the open interest changed by 164 which increased total open position to 1193
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 4.5, which was -7.85 lower than the previous day. The implied volatity was 25.19, the open interest changed by 408 which increased total open position to 1039
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 12.35, which was 2.35 higher than the previous day. The implied volatity was 18.26, the open interest changed by 140 which increased total open position to 634
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 10, which was 1.20 higher than the previous day. The implied volatity was 19.02, the open interest changed by 147 which increased total open position to 493
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 8.8, which was -0.15 lower than the previous day. The implied volatity was 19.23, the open interest changed by 117 which increased total open position to 347
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 8.95, which was -1.95 lower than the previous day. The implied volatity was 20.45, the open interest changed by 63 which increased total open position to 232
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 10.9, which was -1.25 lower than the previous day. The implied volatity was 22.10, the open interest changed by 49 which increased total open position to 159
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 12.15, which was 0.40 higher than the previous day. The implied volatity was 20.92, the open interest changed by 0 which decreased total open position to 110
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 11.75, which was -3.50 lower than the previous day. The implied volatity was 24.48, the open interest changed by 81 which increased total open position to 101
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 15.25, which was -1.75 lower than the previous day. The implied volatity was 22.23, the open interest changed by 2 which increased total open position to 16
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 17, which was 3.60 higher than the previous day. The implied volatity was 22.62, the open interest changed by 3 which increased total open position to 14
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 13.4, which was 5.60 higher than the previous day. The implied volatity was 21.51, the open interest changed by 9 which increased total open position to 11
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 7.8, which was -3.80 lower than the previous day. The implied volatity was 18.50, the open interest changed by 1 which increased total open position to 3
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 11.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 11.6, which was 0.00 lower than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 2
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 11.6, which was 3.60 higher than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 2
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 8, which was -21.05 lower than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 1
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 29.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 29.05, which was -28.10 lower than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 57.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 57.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 57.15, which was 57.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 26DEC2024 990 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 889.45 | 77.45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 907.10 | 77.45 | -8.95 | - | 7 | -1 | 94 |
| 18 Dec | 909.35 | 86.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 904.90 | 86.4 | 17.10 | 38.95 | 2 | 0 | 95 |
| 16 Dec | 920.35 | 69.3 | 8.60 | 31.48 | 9 | -8 | 96 |
| 13 Dec | 929.70 | 60.7 | 2.25 | 27.97 | 9 | -2 | 102 |
| 12 Dec | 921.25 | 58.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 935.05 | 58.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 926.75 | 58.45 | 0.00 | 0.00 | 0 | -10 | 0 |
| 9 Dec | 933.95 | 58.45 | 33.45 | 30.17 | 34 | -10 | 104 |
| 6 Dec | 974.45 | 25 | -7.05 | 21.68 | 298 | 75 | 114 |
| 5 Dec | 966.45 | 32.05 | -3.85 | 23.08 | 13 | 6 | 40 |
| 4 Dec | 961.20 | 35.9 | -2.80 | 23.05 | 5 | 1 | 35 |
| 3 Dec | 955.00 | 38.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 957.00 | 38.7 | 0.90 | 22.59 | 4 | 1 | 33 |
| 29 Nov | 958.65 | 37.8 | -11.20 | 22.83 | 18 | 2 | 31 |
| 28 Nov | 941.05 | 49 | 15.40 | 25.16 | 45 | 26 | 26 |
| 27 Nov | 960.05 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 963.55 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 955.70 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 945.20 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 911.70 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 917.15 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 917.15 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 930.75 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 925.00 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 952.75 | 33.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1007.05 | 33.6 | 0.00 | 2.13 | 0 | 0 | 0 |
| 5 Nov | 1000.75 | 33.6 | 0.00 | 1.83 | 0 | 0 | 0 |
| 4 Nov | 994.60 | 33.6 | 33.60 | 1.54 | 0 | 0 | 0 |
| 1 Nov | 1004.10 | 0 | 2.10 | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 990 expiring on 26DEC2024
Delta for 990 PE is 0.00
Historical price for 990 PE is as follows
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 77.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 77.45, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 94
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 86.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 86.4, which was 17.10 higher than the previous day. The implied volatity was 38.95, the open interest changed by 0 which decreased total open position to 95
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 69.3, which was 8.60 higher than the previous day. The implied volatity was 31.48, the open interest changed by -8 which decreased total open position to 96
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 60.7, which was 2.25 higher than the previous day. The implied volatity was 27.97, the open interest changed by -2 which decreased total open position to 102
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 58.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 58.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 58.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 58.45, which was 33.45 higher than the previous day. The implied volatity was 30.17, the open interest changed by -10 which decreased total open position to 104
On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 25, which was -7.05 lower than the previous day. The implied volatity was 21.68, the open interest changed by 75 which increased total open position to 114
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 32.05, which was -3.85 lower than the previous day. The implied volatity was 23.08, the open interest changed by 6 which increased total open position to 40
On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 35.9, which was -2.80 lower than the previous day. The implied volatity was 23.05, the open interest changed by 1 which increased total open position to 35
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 38.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 38.7, which was 0.90 higher than the previous day. The implied volatity was 22.59, the open interest changed by 1 which increased total open position to 33
On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 37.8, which was -11.20 lower than the previous day. The implied volatity was 22.83, the open interest changed by 2 which increased total open position to 31
On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 49, which was 15.40 higher than the previous day. The implied volatity was 25.16, the open interest changed by 26 which increased total open position to 26
On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 33.6, which was 0.00 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 33.6, which was 33.60 higher than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
