TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1150 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.71
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 8.3 | -1.85 | 19.84 | 809 | -10 | 465 | |||||||||
| 14 Sept | 1103.90 | 4.7 | -1.15 | 17.97 | 1,217 | 102 | 1,027 | |||||||||
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| 17 Aug | 1051.20 | 7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1150 expiring on 30SEP2025
Delta for 1150 CE is 0.33
Historical price for 1150 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 8.3, which was -1.85 lower than the previous day. The implied volatity was 19.84, the open interest changed by -10 which decreased total open position to 465
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 4.7, which was -1.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by 102 which increased total open position to 1027
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1150 PE | |||||||
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Delta: -0.66
Vega: 0.72
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 27 | 1.05 | 21.04 | 90 | -12 | 66 |
| 14 Sept | 1103.90 | 49.9 | 2.4 | 25.65 | 4 | 1 | 15 |
| 17 Aug | 1051.20 | 89.7 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1150 expiring on 30SEP2025
Delta for 1150 PE is -0.66
Historical price for 1150 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 27, which was 1.05 higher than the previous day. The implied volatity was 21.04, the open interest changed by -12 which decreased total open position to 66
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 49.9, which was 2.4 higher than the previous day. The implied volatity was 25.65, the open interest changed by 1 which increased total open position to 15
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 89.7, 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
