TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1090 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.17
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 42.4 | -4.3 | 12.67 | 48 | -7 | 155 | |||||||||
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| 14 Sept | 1103.90 | 26 | -2.95 | 14.81 | 334 | 9 | 301 | |||||||||
| 17 Aug | 1051.20 | 46.45 | 0 | 2.29 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1090 expiring on 30SEP2025
Delta for 1090 CE is 0.96
Historical price for 1090 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 42.4, which was -4.3 lower than the previous day. The implied volatity was 12.67, the open interest changed by -7 which decreased total open position to 155
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 26, which was -2.95 lower than the previous day. The implied volatity was 14.81, the open interest changed by 9 which increased total open position to 301
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 46.45, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1090 PE | |||||||
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Delta: -0.13
Vega: 0.40
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 2.4 | -0.55 | 19.32 | 658 | -54 | 671 |
| 14 Sept | 1103.90 | 11.2 | 0.2 | 20.35 | 562 | -38 | 241 |
| 17 Aug | 1051.20 | 52.2 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1090 expiring on 30SEP2025
Delta for 1090 PE is -0.13
Historical price for 1090 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 19.32, the open interest changed by -54 which decreased total open position to 671
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 11.2, which was 0.2 higher than the previous day. The implied volatity was 20.35, the open interest changed by -38 which decreased total open position to 241
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 52.2, 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
