TATACONSUM TATA CONSUMER PRODUCT LTD
TATA CONSUMER PRODUCT LTD — on this desk since 2 Jan 2006.
Prices before Fri 26 Jul 2024 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 890 | 8,250 | 0 | 0.06 | — |
| short covering | 93.28 | −550 | 24,750 | 900 | 1,19,900 | −9,900 | 1.05 | — |
| — | — | — | — | 910 | 87,450 | +15,950 | 1.10 | short build-up |
| — | 73.73 | 0 | 12,100 | 920 | 89,650 | −18,150 | 1.35 | long unwinding |
| — | 64.23 | 0 | 1,650 | 930 | 1,30,900 | −79,750 | 1.85 | long unwinding |
| — | 55.04 | 0 | 41,250 | 940 | 1,72,150 | −17,600 | 2.50 | long unwinding |
| short covering | 45.10 | −4,400 | 1,32,550 | 950 | 3,41,550 | +1,06,150 | 3.35 | short build-up |
| short covering | 35.60 | −6,600 | 5,21,950 | 960 | 4,73,550 | +1,32,550 | 5.00 | short build-up |
| short covering | 27.75 | −85,800 | 2,23,850 | 970 | 2,35,400 | +3,850 | 7.40 | short build-up |
| short covering | 21.10 | −78,650 | 1,66,650 | 980 | 2,15,600 | −13,750 | 10.35 | long unwinding |
| short covering | 15.35 | −52,250 | 1,32,000 | 990at the money | 97,350 | −13,200 | 14.65 | long unwinding |
| long build-up | 10.85 | +1,08,900 | 8,97,050wall | 1,000 | wall5,13,150 | +50,050 | 20.20 | short build-up |
| short covering | 7.25 | −1,57,300 | 3,14,600 | 1,010 | 50,050 | +46,750 | 26.55 | short build-up |
| long build-up | 4.80 | +1,56,200 | 4,60,350 | 1,020 | 51,700 | +18,700 | 33.45 | short build-up |
| long build-up | 3.05 | +2,27,700 | 3,83,900 | 1,030 | 13,750 | +12,100 | 42.45 | short build-up |
| long build-up | 1.95 | +3,12,950 | 3,81,700 | 1,040 | 1,100 | 0 | 49.58 | — |
| short covering | 1.20 | −2,200 | 6,96,850 | 1,050 | 42,350 | 0 | 58.70 | — |
| — | 0.85 | +17,600 | 75,350 | 1,060 | 9,350 | 0 | 67.70 | — |
| short build-up | 0.68 | +4,950 | 18,150 | 1,070 | 550 | 0 | 77.20 | — |
| long build-up | 0.55 | +4,950 | 47,300 | 1,080 | 550 | 0 | 86.89 | — |
| long unwinding | 0.21 | −550 | 1,100 | 1,090 | — | — | — | — |
The options were priced for a move of about 3.0% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 52 of 130 times the close 5 sessions later was higher.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded level with the share.
Not in the F&O ban this session; open interest stood at 40% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.0% by 27 Oct; over the sessions the desk holds it ranged 1.3–6.7%.
Option prices were dearer than 34 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
- 24 Jul 2026: options priced about 3.1%; the share moved 0.0% by 27 Jul.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 3.0% | -0.05% | |
| Wed 14 Oct | short cover | 3.1% | -0.21% | |
| Tue 13 Oct | long build | 3.4% | 0.72% | |
| Mon 12 Oct | short build | 3.6% | 0.06% | |
| Fri 9 Oct | long build | 3.8% | 0.73% | |
| Thu 8 Oct | long unwind | 4.2% | -0.01% | |
| Wed 7 Oct | long unwind | 4.2% | 0.16% | |
| Tue 6 Oct | long build | 4.2% | 0.05% | |
| Mon 5 Oct | short build | 4.5% | 0.21% | |
| Thu 1 Oct | long unwind | 4.7% | -0.02% | |
| Wed 30 Sep | long unwind | 4.7% | 0.85% | |
| Tue 29 Sep | long build | 4.6% | -0.08% | |
| Mon 28 Sep | short build | 4.9% | 0.69% | |
| Fri 25 Sep | short build | 1.4% | 0.12% | |
| Thu 24 Sep | long unwind | 1.7% | -0.11% | |
| Wed 23 Sep | short cover | 1.7% | -0.01% | |
| Tue 22 Sep | short build | 2.3% | 0.56% | |
| Mon 21 Sep | short cover | 2.3% | 0.49% | |
| Fri 18 Sep | long unwind | 2.6% | 0.72% | |
| Thu 17 Sep | short cover | 2.8% | 0.45% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.