TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Nov 2024 04:12 PM IST
| TATACONSUM 28NOV2024 990 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.11
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 911.70 | 0.65 | -0.30 | 32.04 | 242.187 | -38.507 | 412.427 | |||
| 20 Nov | 917.15 | 0.95 | 0.00 | 28.82 | 641.44 | -74.987 | 452.96 | |||
| 19 Nov | 917.15 | 0.95 | -0.50 | 28.82 | 641.44 | -72.96 | 452.96 | |||
| 18 Nov | 930.75 | 1.45 | -0.50 | 24.88 | 850.187 | 27.36 | 536.053 | |||
| 14 Nov | 925.00 | 1.95 | -2.80 | 22.87 | 1,770.293 | 30.4 | 515.787 | |||
| 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 | |||
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| 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 0.04
Historical price for 990 CE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 32.04, the open interest changed by -38 which decreased total open position to 407
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 28.82, the open interest changed by -74 which decreased total open position to 447
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 28.82, the open interest changed by -72 which decreased total open position to 447
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 24.88, the open interest changed by 27 which increased total open position to 529
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 1.95, which was -2.80 lower than the previous day. The implied volatity was 22.87, the open interest changed by 30 which increased total open position to 509
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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 911.70 | 70 | 9.05 | - | 1.013 | 0 | 190.507 |
| 20 Nov | 917.15 | 60.95 | 0.00 | - | 23.307 | -9.12 | 190.507 |
| 19 Nov | 917.15 | 60.95 | 2.50 | - | 23.307 | -9.12 | 190.507 |
| 18 Nov | 930.75 | 58.45 | -1.55 | 30.80 | 45.6 | -13.173 | 201.653 |
| 14 Nov | 925.00 | 60 | 19.80 | 28.72 | 150.987 | -24.32 | 215.84 |
| 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 -
Historical price for 990 PE is as follows
On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 70, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 188
On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 60.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 188
On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 60.95, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 188
On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 58.45, which was -1.55 lower than the previous day. The implied volatity was 30.80, the open interest changed by -13 which decreased total open position to 199
On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 60, which was 19.80 higher than the previous day. The implied volatity was 28.72, the open interest changed by -24 which decreased total open position to 213
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
