TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.53
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 35.85 | -2.45 | 18.93 | 240 | -23 | 646 | |||||||||
| 14 Sept | 1103.90 | 20.05 | -2.85 | 15.34 | 1,946 | 19 | 1,192 | |||||||||
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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 0.81
Historical price for 1100 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 35.85, which was -2.45 lower than the previous day. The implied volatity was 18.93, the open interest changed by -23 which decreased total open position to 646
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 20.05, which was -2.85 lower than the previous day. The implied volatity was 15.34, the open interest changed by 19 which increased total open position to 1192
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: -0.19
Vega: 0.53
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 4 | -0.5 | 19.23 | 1,763 | -36 | 708 |
| 14 Sept | 1103.90 | 15.5 | 0.7 | 20.82 | 1,043 | -49 | 476 |
| 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 -0.19
Historical price for 1100 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 19.23, the open interest changed by -36 which decreased total open position to 708
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 15.5, which was 0.7 higher than the previous day. The implied volatity was 20.82, the open interest changed by -49 which decreased total open position to 476
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
