TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.25
Theta: -0.48
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 53 | -2.3 | 18.24 | 36 | 2 | 247 | |||||||||
| 14 Sept | 1103.90 | 33.9 | -1.95 | 14.23 | 149 | -4 | 300 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1051.20 | 114.7 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.93
Historical price for 1080 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 53, which was -2.3 lower than the previous day. The implied volatity was 18.24, the open interest changed by 2 which increased total open position to 247
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 33.9, which was -1.95 lower than the previous day. The implied volatity was 14.23, the open interest changed by -4 which decreased total open position to 300
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 114.7, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.31
Theta: -0.26
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 1.6 | -0.3 | 20.19 | 402 | 38 | 564 |
| 14 Sept | 1103.90 | 8 | 0.15 | 20.23 | 322 | -10 | 391 |
| 17 Aug | 1051.20 | 32 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.09
Historical price for 1080 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 20.19, the open interest changed by 38 which increased total open position to 564
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 8, which was 0.15 higher than the previous day. The implied volatity was 20.23, the open interest changed by -10 which decreased total open position to 391
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 32, 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
