TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.78
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1126.80 | 16 | -2.55 | 18.84 | 1,413 | -37 | 572 | |||||||||
| 14 Sept | 1103.90 | 8.55 | -1.9 | 16.69 | 388 | -1 | 584 | |||||||||
| 17 Aug | 1051.20 | 30.7 | 0 | 4.98 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1130 expiring on 30SEP2025
Delta for 1130 CE is 0.53
Historical price for 1130 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 16, which was -2.55 lower than the previous day. The implied volatity was 18.84, the open interest changed by -37 which decreased total open position to 572
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 8.55, which was -1.9 lower than the previous day. The implied volatity was 16.69, the open interest changed by -1 which decreased total open position to 584
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.78
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 14.2 | -0.2 | 19.74 | 694 | -69 | 347 |
| 14 Sept | 1103.90 | 31.6 | -0.4 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1051.20 | 76.05 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1130 expiring on 30SEP2025
Delta for 1130 PE is -0.47
Historical price for 1130 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 14.2, which was -0.2 lower than the previous day. The implied volatity was 19.74, the open interest changed by -69 which decreased total open position to 347
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 31.6, which was -0.4 lower than the previous day. The implied volatity was 0.00, 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 76.05, 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
