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.

implied move
3.0%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
-0.05%
the future traded level with the share
option prices
34
dearer than 34 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————8908,25000.06—
short covering93.28−55024,7509001,19,900−9,9001.05—
————91087,450+15,9501.10short build-up
—73.73012,10092089,650−18,1501.35long unwinding
—64.2301,6509301,30,900−79,7501.85long unwinding
—55.04041,2509401,72,150−17,6002.50long unwinding
short covering45.10−4,4001,32,5509503,41,550+1,06,1503.35short build-up
short covering35.60−6,6005,21,9509604,73,550+1,32,5505.00short build-up
short covering27.75−85,8002,23,8509702,35,400+3,8507.40short build-up
short covering21.10−78,6501,66,6509802,15,600−13,75010.35long unwinding
short covering15.35−52,2501,32,000990at the money97,350−13,20014.65long unwinding
long build-up10.85+1,08,9008,97,050wall1,000wall5,13,150+50,05020.20short build-up
short covering7.25−1,57,3003,14,6001,01050,050+46,75026.55short build-up
long build-up4.80+1,56,2004,60,3501,02051,700+18,70033.45short build-up
long build-up3.05+2,27,7003,83,9001,03013,750+12,10042.45short build-up
long build-up1.95+3,12,9503,81,7001,0401,100049.58—
short covering1.20−2,2006,96,8501,05042,350058.70—
—0.85+17,60075,3501,0609,350067.70—
short build-up0.68+4,95018,1501,070550077.20—
long build-up0.55+4,95047,3001,080550086.89—
long unwinding0.21−5501,1001,090————

The options were priced for a move of about 3.0% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

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

as of Thu 15 Oct 15:30

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

as of Thu 15 Oct 15:30

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

as of Thu 15 Oct 15:30
  • 24 Jul 2026: options priced about 3.1%; the share moved 0.0% by 27 Jul.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover3.0%-0.05%
Wed 14 Octshort cover3.1%-0.21%
Tue 13 Octlong build3.4%0.72%
Mon 12 Octshort build3.6%0.06%
Fri 9 Octlong build3.8%0.73%
Thu 8 Octlong unwind4.2%-0.01%
Wed 7 Octlong unwind4.2%0.16%
Tue 6 Octlong build4.2%0.05%
Mon 5 Octshort build4.5%0.21%
Thu 1 Octlong unwind4.7%-0.02%
Wed 30 Seplong unwind4.7%0.85%
Tue 29 Seplong build4.6%-0.08%
Mon 28 Sepshort build4.9%0.69%
Fri 25 Sepshort build1.4%0.12%
Thu 24 Seplong unwind1.7%-0.11%
Wed 23 Sepshort cover1.7%-0.01%
Tue 22 Sepshort build2.3%0.56%
Mon 21 Sepshort cover2.3%0.49%
Fri 18 Seplong unwind2.6%0.72%
Thu 17 Sepshort cover2.8%0.45%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • 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

as of Thu 15 Oct 15:30

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.