TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1120 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.73
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 21 | -3.1 | 18.20 | 1,511 | 10 | 322 | |||||||||
| 14 Sept | 1103.90 | 11.75 | -1.95 | 16.33 | 819 | -59 | 521 | |||||||||
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| 17 Aug | 1051.20 | 90.25 | 0 | 4.34 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.64
Historical price for 1120 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 21, which was -3.1 lower than the previous day. The implied volatity was 18.20, the open interest changed by 10 which increased total open position to 322
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 11.75, which was -1.95 lower than the previous day. The implied volatity was 16.33, the open interest changed by -59 which decreased total open position to 521
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1120 PE | |||||||
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Delta: -0.36
Vega: 0.74
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 9.65 | -0.5 | 19.38 | 1,674 | -84 | 300 |
| 14 Sept | 1103.90 | 25.35 | 0 | 20.60 | 130 | -13 | 63 |
| 17 Aug | 1051.20 | 46.9 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.36
Historical price for 1120 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 9.65, which was -0.5 lower than the previous day. The implied volatity was 19.38, the open interest changed by -84 which decreased total open position to 300
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 25.35, which was 0 lower than the previous day. The implied volatity was 20.60, the open interest changed by -13 which decreased total open position to 63
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 46.9, 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
