TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1070 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 | 65.7 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1103.90 | 41.55 | -2.15 | 12.55 | 39 | -5 | 193 | |||||||||
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| 17 Aug | 1051.20 | 56.15 | 0 | 0.90 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1070 expiring on 30SEP2025
Delta for 1070 CE is 0.00
Historical price for 1070 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 65.7, which was 0.05 higher 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 41.55, which was -2.15 lower than the previous day. The implied volatity was 12.55, the open interest changed by -5 which decreased total open position to 193
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 56.15, which was 0 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1070 PE | |||||||
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Delta: -0.06
Vega: 0.24
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 1.15 | -0.1 | 21.42 | 384 | -84 | 509 |
| 14 Sept | 1103.90 | 5.3 | -0.35 | 19.80 | 587 | 52 | 413 |
| 17 Aug | 1051.20 | 42.1 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1070 expiring on 30SEP2025
Delta for 1070 PE is -0.06
Historical price for 1070 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 21.42, the open interest changed by -84 which decreased total open position to 509
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 5.3, which was -0.35 lower than the previous day. The implied volatity was 19.80, the open interest changed by 52 which increased total open position to 413
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 42.1, 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
