TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1010 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 86.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1103.90 | 86.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1051.20 | 92.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 CE is 0.00
Historical price for 1010 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 86.55, 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 86.55, 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 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 92.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1010 PE | |||||||
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Delta: -0.02
Vega: 0.08
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 0.35 | 0.05 | 31.00 | 42 | 1 | 89 |
| 14 Sept | 1103.90 | 0.75 | -0.05 | 23.49 | 34 | 14 | 130 |
| 17 Aug | 1051.20 | 19.55 | 0 | 3.69 | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 PE is -0.02
Historical price for 1010 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 31.00, the open interest changed by 1 which increased total open position to 89
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 23.49, the open interest changed by 14 which increased total open position to 130
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 19.55, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
