TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
28 Sep 2025 10:08 PM IST
| TATACONSUM 28OCT2025 1120 CE | ||||||||||||||||
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Delta: 0.57
Vega: 1.30
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1119.00 | 32.7 | -9.9 | 20.91 | 55 | 13 | 68 | |||||||||
| 21 Sept | 1126.80 | 38.9 | -2.5 | 18.77 | 62 | 0 | 47 | |||||||||
| 14 Sept | 1103.90 | 28 | -2.7 | 18.20 | 14 | 8 | 29 | |||||||||
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| 17 Aug | 1051.20 | 0 | 0 | 2.63 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1120 expiring on 28OCT2025
Delta for 1120 CE is 0.57
Historical price for 1120 CE is as follows
On 28 Sept TATACONSUM was trading at 1119.00. The strike last trading price was 32.7, which was -9.9 lower than the previous day. The implied volatity was 20.91, the open interest changed by 13 which increased total open position to 68
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 38.9, which was -2.5 lower than the previous day. The implied volatity was 18.77, the open interest changed by 0 which decreased total open position to 47
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 28, which was -2.7 lower than the previous day. The implied volatity was 18.20, the open interest changed by 8 which increased total open position to 29
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 2.63, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 28OCT2025 1120 PE | |||||||
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Delta: -0.44
Vega: 1.31
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1119.00 | 25.8 | 5.7 | 23.11 | 88 | 0 | 68 |
| 21 Sept | 1126.80 | 24.35 | 2.5 | 23.08 | 28 | 12 | 68 |
| 14 Sept | 1103.90 | 76.5 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1051.20 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1120 expiring on 28OCT2025
Delta for 1120 PE is -0.44
Historical price for 1120 PE is as follows
On 28 Sept TATACONSUM was trading at 1119.00. The strike last trading price was 25.8, which was 5.7 higher than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 68
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 24.35, which was 2.5 higher than the previous day. The implied volatity was 23.08, the open interest changed by 12 which increased total open position to 68
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 76.5, 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
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
