TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1110 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.64
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 28 | -3 | 18.57 | 307 | -25 | 223 | |||||||||
| 14 Sept | 1103.90 | 15.3 | -2.5 | 15.97 | 902 | 89 | 548 | |||||||||
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| 17 Aug | 1051.20 | 38 | 0 | 3.67 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1110 expiring on 30SEP2025
Delta for 1110 CE is 0.73
Historical price for 1110 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 28, which was -3 lower than the previous day. The implied volatity was 18.57, the open interest changed by -25 which decreased total open position to 223
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 15.3, which was -2.5 lower than the previous day. The implied volatity was 15.97, the open interest changed by 89 which increased total open position to 548
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1110 PE | |||||||
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Delta: -0.27
Vega: 0.65
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 6.4 | -0.5 | 19.25 | 1,140 | -68 | 180 |
| 14 Sept | 1103.90 | 20.55 | 0.8 | 21.23 | 259 | 9 | 75 |
| 17 Aug | 1051.20 | 63.5 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1110 expiring on 30SEP2025
Delta for 1110 PE is -0.27
Historical price for 1110 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 6.4, which was -0.5 lower than the previous day. The implied volatity was 19.25, the open interest changed by -68 which decreased total open position to 180
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 20.55, which was 0.8 higher than the previous day. The implied volatity was 21.23, the open interest changed by 9 which increased total open position to 75
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 63.5, 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
