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[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

951.1 -1.65 (-0.17%)

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Historical option data for TATACONSUM

14 Nov 2024 09:33 AM IST
TATACONSUM 28NOV2024 990 CE
Delta: 0.20
Vega: 0.53
Theta: -0.44
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 952.30 4.3 -0.45 20.69 350.613 -14.187 471.2
13 Nov 952.75 4.75 -3.15 20.22 1,096.427 -57.76 498.56
12 Nov 967.55 7.9 -5.55 18.98 1,649.707 152 589.76
11 Nov 975.95 13.45 -7.65 20.59 1,457.173 89.173 436.747
8 Nov 992.95 21.1 -0.30 18.25 1,602.08 96.267 345.547
7 Nov 984.85 21.4 -11.55 21.63 971.787 47.627 248.267
6 Nov 1007.05 32.95 2.05 22.07 559.36 -12.16 200.64
5 Nov 1000.75 30.9 1.40 22.19 697.173 -33.44 214.827
4 Nov 994.60 29.5 -6.10 23.33 1,140 179.36 247.253
1 Nov 1004.10 35.6 -0.70 21.69 17.227 -6.08 67.893
31 Oct 1002.55 36.3 -13.45 - 83.093 -7.093 72.96
30 Oct 1022.70 49.75 16.75 - 264.48 5.067 80.053
29 Oct 992.05 33 5.00 - 328.32 64.853 74.987
28 Oct 975.90 28 -209.05 - 47.627 20.267 20.267
25 Oct 973.05 237.05 0.00 - 0 0 0
24 Oct 996.45 237.05 0.00 - 0 0 0
23 Oct 1014.55 237.05 0.00 - 0 0 0
22 Oct 998.25 237.05 0.00 - 0 0 0
21 Oct 1017.05 237.05 - 0 0 0


For Tata Consumer Product Ltd - strike price 990 expiring on 28NOV2024

Delta for 990 CE is 0.20

Historical price for 990 CE is as follows

On 14 Nov TATACONSUM was trading at 952.30. The strike last trading price was 4.3, which was -0.45 lower than the previous day. The implied volatity was 20.69, the open interest changed by -14 which decreased total open position to 465


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 4.75, which was -3.15 lower than the previous day. The implied volatity was 20.22, the open interest changed by -57 which decreased total open position to 492


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 7.9, which was -5.55 lower than the previous day. The implied volatity was 18.98, the open interest changed by 150 which increased total open position to 582


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 13.45, which was -7.65 lower than the previous day. The implied volatity was 20.59, the open interest changed by 88 which increased total open position to 431


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 21.1, which was -0.30 lower than the previous day. The implied volatity was 18.25, the open interest changed by 95 which increased total open position to 341


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 21.4, which was -11.55 lower than the previous day. The implied volatity was 21.63, the open interest changed by 47 which increased total open position to 245


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 32.95, which was 2.05 higher than the previous day. The implied volatity was 22.07, the open interest changed by -12 which decreased total open position to 198


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 30.9, which was 1.40 higher than the previous day. The implied volatity was 22.19, the open interest changed by -33 which decreased total open position to 212


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 29.5, which was -6.10 lower than the previous day. The implied volatity was 23.33, the open interest changed by 177 which increased total open position to 244


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 35.6, which was -0.70 lower than the previous day. The implied volatity was 21.69, the open interest changed by -6 which decreased total open position to 67


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 36.3, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 49.75, which was 16.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 33, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 28, which was -209.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 237.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct TATACONSUM was trading at 996.45. The strike last trading price was 237.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 237.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct TATACONSUM was trading at 998.25. The strike last trading price was 237.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 237.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 28NOV2024 990 PE
Delta: -0.78
Vega: 0.56
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 952.30 39.05 -1.15 22.45 30.4 15.2 255.36
13 Nov 952.75 40.2 10.80 25.97 153.013 -79.04 242.187
12 Nov 967.55 29.4 7.00 22.80 796.48 50.667 358.72
11 Nov 975.95 22.4 6.55 21.07 1,074.133 52.693 308.053
8 Nov 992.95 15.85 -3.75 21.18 994.08 -43.573 255.36
7 Nov 984.85 19.6 6.55 21.82 978.88 46.613 294.88
6 Nov 1007.05 13.05 -5.40 22.18 503.627 -10.133 250.293
5 Nov 1000.75 18.45 -3.60 25.81 586.72 43.573 260.427
4 Nov 994.60 22.05 1.65 26.88 801.547 121.6 218.88
1 Nov 1004.10 20.4 0.90 27.83 30.4 3.04 98.293
31 Oct 1002.55 19.5 5.50 - 421.547 42.56 97.28
30 Oct 1022.70 14 -10.30 - 212.8 -23.307 50.667
29 Oct 992.05 24.3 -7.50 - 133.76 29.387 74.987
28 Oct 975.90 31.8 1.80 - 25.333 -2.027 46.613
25 Oct 973.05 30 5.05 - 1.013 0 48.64
24 Oct 996.45 24.95 5.45 - 55.733 39.52 47.627
23 Oct 1014.55 19.5 -4.60 - 2.027 -1.013 8.107
22 Oct 998.25 24.1 2.90 - 16.213 5.067 10.133
21 Oct 1017.05 21.2 - 62.827 5.067 5.067


For Tata Consumer Product Ltd - strike price 990 expiring on 28NOV2024

Delta for 990 PE is -0.78

Historical price for 990 PE is as follows

On 14 Nov TATACONSUM was trading at 952.30. The strike last trading price was 39.05, which was -1.15 lower than the previous day. The implied volatity was 22.45, the open interest changed by 15 which increased total open position to 252


On 13 Nov TATACONSUM was trading at 952.75. The strike last trading price was 40.2, which was 10.80 higher than the previous day. The implied volatity was 25.97, the open interest changed by -78 which decreased total open position to 239


On 12 Nov TATACONSUM was trading at 967.55. The strike last trading price was 29.4, which was 7.00 higher than the previous day. The implied volatity was 22.80, the open interest changed by 50 which increased total open position to 354


On 11 Nov TATACONSUM was trading at 975.95. The strike last trading price was 22.4, which was 6.55 higher than the previous day. The implied volatity was 21.07, the open interest changed by 52 which increased total open position to 304


On 8 Nov TATACONSUM was trading at 992.95. The strike last trading price was 15.85, which was -3.75 lower than the previous day. The implied volatity was 21.18, the open interest changed by -43 which decreased total open position to 252


On 7 Nov TATACONSUM was trading at 984.85. The strike last trading price was 19.6, which was 6.55 higher than the previous day. The implied volatity was 21.82, the open interest changed by 46 which increased total open position to 291


On 6 Nov TATACONSUM was trading at 1007.05. The strike last trading price was 13.05, which was -5.40 lower than the previous day. The implied volatity was 22.18, the open interest changed by -10 which decreased total open position to 247


On 5 Nov TATACONSUM was trading at 1000.75. The strike last trading price was 18.45, which was -3.60 lower than the previous day. The implied volatity was 25.81, the open interest changed by 43 which increased total open position to 257


On 4 Nov TATACONSUM was trading at 994.60. The strike last trading price was 22.05, which was 1.65 higher than the previous day. The implied volatity was 26.88, the open interest changed by 120 which increased total open position to 216


On 1 Nov TATACONSUM was trading at 1004.10. The strike last trading price was 20.4, which was 0.90 higher than the previous day. The implied volatity was 27.83, the open interest changed by 3 which increased total open position to 97


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 19.5, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TATACONSUM was trading at 1022.70. The strike last trading price was 14, which was -10.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 24.3, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 31.8, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 30, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct TATACONSUM was trading at 996.45. The strike last trading price was 24.95, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 19.5, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct TATACONSUM was trading at 998.25. The strike last trading price was 24.1, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 21.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to