TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
17 Aug 2025 12:57 AM IST
| TATACONSUM 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.31
Vega: 1.33
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1051.20 | 14.9 | -2.5 | 20.36 | 41 | 26 | 53 | |||||||||
For Tata Consumer Product Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.31
Historical price for 1100 CE is as follows
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 14.9, which was -2.5 lower than the previous day. The implied volatity was 20.36, the open interest changed by 26 which increased total open position to 53
| TATACONSUM 30SEP2025 1100 PE | |||||||
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Delta: -0.71
Vega: 1.29
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1051.20 | 53 | -7 | 18.51 | 1 | 1 | 9 |
For Tata Consumer Product Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.71
Historical price for 1100 PE is as follows
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 53, which was -7 lower than the previous day. The implied volatity was 18.51, the open interest changed by 1 which increased total open position to 9
