TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 139 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1103.90 | 106.15 | -2.05 | - | 1 | 0 | 26 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1051.20 | 65 | -16.7 | 18.06 | 2 | 0 | 2 | |||||||||
For Tata Consumer Product Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.00
Historical price for 1000 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 139, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 106.15, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 65, which was -16.7 lower than the previous day. The implied volatity was 18.06, the open interest changed by 0 which decreased total open position to 2
| TATACONSUM 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.06
Theta: -0.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 0.25 | -0.05 | 31.82 | 10 | -9 | 351 |
| 14 Sept | 1103.90 | 0.45 | -0.15 | 23.46 | 20 | -13 | 433 |
| 17 Aug | 1051.20 | 11.7 | 0.7 | 22.65 | 16 | 12 | 17 |
For Tata Consumer Product Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.01
Historical price for 1000 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.82, the open interest changed by -9 which decreased total open position to 351
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 23.46, the open interest changed by -13 which decreased total open position to 433
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 11.7, which was 0.7 higher than the previous day. The implied volatity was 22.65, the open interest changed by 12 which increased total open position to 17
