TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1140 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.77
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 11.75 | -2.3 | 19.59 | 1,704 | -219 | 978 | |||||||||
| 14 Sept | 1103.90 | 6.4 | -1.4 | 17.40 | 1,015 | 95 | 427 | |||||||||
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| 17 Aug | 1051.20 | 79.45 | 0 | 5.62 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.43
Historical price for 1140 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 11.75, which was -2.3 lower than the previous day. The implied volatity was 19.59, the open interest changed by -219 which decreased total open position to 978
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 6.4, which was -1.4 lower than the previous day. The implied volatity was 17.40, the open interest changed by 95 which increased total open position to 427
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 79.45, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1140 PE | |||||||
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Delta: -0.58
Vega: 0.77
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 19.25 | -0.55 | 19.11 | 307 | -49 | 126 |
| 14 Sept | 1103.90 | 41.45 | 1.5 | 24.14 | 33 | -2 | 24 |
| 17 Aug | 1051.20 | 55.75 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.58
Historical price for 1140 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 19.25, which was -0.55 lower than the previous day. The implied volatity was 19.11, the open interest changed by -49 which decreased total open position to 126
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 41.45, which was 1.5 higher than the previous day. The implied volatity was 24.14, the open interest changed by -2 which decreased total open position to 24
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 55.75, 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
