TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 28OCT2025 1100 CE | ||||||||||||||||
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Delta: 0.73
Vega: 1.23
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 53.05 | -2.45 | 19.65 | 5 | -1 | 164 | |||||||||
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| 14 Sept | 1103.90 | 37.9 | -1.9 | 17.73 | 27 | -1 | 148 | |||||||||
| 17 Aug | 1051.20 | 0 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1100 expiring on 28OCT2025
Delta for 1100 CE is 0.73
Historical price for 1100 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 53.05, which was -2.45 lower than the previous day. The implied volatity was 19.65, the open interest changed by -1 which decreased total open position to 164
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 37.9, which was -1.9 lower than the previous day. The implied volatity was 17.73, the open interest changed by -1 which decreased total open position to 148
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 28OCT2025 1100 PE | |||||||
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Delta: -0.29
Vega: 1.27
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 15.5 | 0.45 | 21.93 | 152 | 75 | 220 |
| 14 Sept | 1103.90 | 26.5 | 0.5 | 22.62 | 34 | 11 | 136 |
| 17 Aug | 1051.20 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1100 expiring on 28OCT2025
Delta for 1100 PE is -0.29
Historical price for 1100 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 15.5, which was 0.45 higher than the previous day. The implied volatity was 21.93, the open interest changed by 75 which increased total open position to 220
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 26.5, which was 0.5 higher than the previous day. The implied volatity was 22.62, the open interest changed by 11 which increased total open position to 136
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 0, 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
