TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1040 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 | 101.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1103.90 | 67.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1051.20 | 142.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.00
Historical price for 1040 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 101.3, 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 67.95, 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 142.75, 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 1040 PE | |||||||
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Delta: -0.03
Vega: 0.13
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 0.6 | 0.05 | 26.24 | 45 | -33 | 151 |
| 14 Sept | 1103.90 | 1.95 | 0 | 21.40 | 80 | -4 | 224 |
| 17 Aug | 1051.20 | 20.65 | 0 | 1.56 | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.03
Historical price for 1040 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 26.24, the open interest changed by -33 which decreased total open position to 151
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 21.40, the open interest changed by -4 which decreased total open position to 224
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 20.65, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
