TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
27 Dec 2024 04:12 PM IST
| TATACONSUM 30JAN2025 990 CE | ||||||||||
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Delta: 0.12
Vega: 0.56
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 907.95 | 3.45 | 0.20 | 21.39 | 123 | 46 | 95 | |||
| 26 Dec | 900.95 | 3.25 | -1.65 | 22.13 | 13 | 4 | 48 | |||
| 24 Dec | 907.30 | 4.9 | -24.95 | 23.08 | 56 | 41 | 41 | |||
| 23 Dec | 902.75 | 29.85 | 0.00 | 7.02 | 0 | 0 | 0 | |||
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| 20 Dec | 889.45 | 29.85 | 0.00 | 7.31 | 0 | 0 | 0 | |||
| 19 Dec | 907.10 | 29.85 | 0.00 | 6.09 | 0 | 0 | 0 | |||
| 18 Dec | 909.35 | 29.85 | 0.00 | 5.77 | 0 | 0 | 0 | |||
| 17 Dec | 904.90 | 29.85 | 0.00 | 6.20 | 0 | 0 | 0 | |||
| 16 Dec | 920.35 | 29.85 | 0.00 | 4.80 | 0 | 0 | 0 | |||
| 13 Dec | 929.70 | 29.85 | 0.00 | 3.80 | 0 | 0 | 0 | |||
| 12 Dec | 921.25 | 29.85 | 0.00 | 4.37 | 0 | 0 | 0 | |||
| 11 Dec | 935.05 | 29.85 | 0.00 | 3.35 | 0 | 0 | 0 | |||
| 10 Dec | 926.75 | 29.85 | 0.00 | 3.86 | 0 | 0 | 0 | |||
| 9 Dec | 933.95 | 29.85 | 0.00 | 3.23 | 0 | 0 | 0 | |||
| 5 Dec | 966.45 | 29.85 | 0.00 | 0.75 | 0 | 0 | 0 | |||
| 3 Dec | 955.00 | 29.85 | 0.00 | 1.50 | 0 | 0 | 0 | |||
| 2 Dec | 957.00 | 29.85 | 1.44 | 0 | 0 | 0 | ||||
For Tata Consumer Product Ltd - strike price 990 expiring on 30JAN2025
Delta for 990 CE is 0.12
Historical price for 990 CE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 3.45, which was 0.20 higher than the previous day. The implied volatity was 21.39, the open interest changed by 46 which increased total open position to 95
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 3.25, which was -1.65 lower than the previous day. The implied volatity was 22.13, the open interest changed by 4 which increased total open position to 48
On 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 4.9, which was -24.95 lower than the previous day. The implied volatity was 23.08, the open interest changed by 41 which increased total open position to 41
On 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0
On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 5.77, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 3.35, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 29.85, which was 0.00 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 29.85, which was lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30JAN2025 990 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.69
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 907.95 | 79.95 | 13.55 | 25.49 | 6 | 4 | 4 |
| 26 Dec | 900.95 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 907.30 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 902.75 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 889.45 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 907.10 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 909.35 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 904.90 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 920.35 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 929.70 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 921.25 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 935.05 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 926.75 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 933.95 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 966.45 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 955.00 | 66.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 957.00 | 66.4 | - | 0 | 0 | 0 | |
For Tata Consumer Product Ltd - strike price 990 expiring on 30JAN2025
Delta for 990 PE is -0.83
Historical price for 990 PE is as follows
On 27 Dec TATACONSUM was trading at 907.95. The strike last trading price was 79.95, which was 13.55 higher than the previous day. The implied volatity was 25.49, the open interest changed by 4 which increased total open position to 4
On 26 Dec TATACONSUM was trading at 900.95. The strike last trading price was 66.4, 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 24 Dec TATACONSUM was trading at 907.30. The strike last trading price was 66.4, 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 23 Dec TATACONSUM was trading at 902.75. The strike last trading price was 66.4, 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 Dec TATACONSUM was trading at 889.45. The strike last trading price was 66.4, 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 Dec TATACONSUM was trading at 907.10. The strike last trading price was 66.4, 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 Dec TATACONSUM was trading at 909.35. The strike last trading price was 66.4, 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 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 66.4, 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 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 66.4, 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 Dec TATACONSUM was trading at 929.70. The strike last trading price was 66.4, 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 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 66.4, 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 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 66.4, 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 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 66.4, 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 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 66.4, 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 Dec TATACONSUM was trading at 966.45. The strike last trading price was 66.4, 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 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 66.4, 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 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 66.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
