TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1050 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 | 88.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1103.90 | 57.1 | -4.1 | - | 30 | 4 | 49 | |||||||||
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| 17 Aug | 1051.20 | 67.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 CE is 0.00
Historical price for 1050 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 88.95, 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 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 57.1, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 49
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 67.15, 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 1050 PE | |||||||
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Delta: -0.04
Vega: 0.16
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 0.7 | 0 | 24.43 | 25 | -10 | 142 |
| 14 Sept | 1103.90 | 2.65 | -0.15 | 20.66 | 178 | -12 | 265 |
| 17 Aug | 1051.20 | 33 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 PE is -0.04
Historical price for 1050 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 24.43, the open interest changed by -10 which decreased total open position to 142
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 20.66, the open interest changed by -12 which decreased total open position to 265
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 33, 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
