TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1170 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.51
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 3.65 | -1.35 | 19.98 | 393 | 7 | 575 | |||||||||
| 14 Sept | 1103.90 | 2.8 | -0.5 | 19.66 | 71 | -29 | 121 | |||||||||
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| 17 Aug | 1051.20 | 19.5 | 0 | 7.41 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1170 expiring on 30SEP2025
Delta for 1170 CE is 0.18
Historical price for 1170 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 3.65, which was -1.35 lower than the previous day. The implied volatity was 19.98, the open interest changed by 7 which increased total open position to 575
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 2.8, which was -0.5 lower than the previous day. The implied volatity was 19.66, the open interest changed by -29 which decreased total open position to 121
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30SEP2025 1170 PE | |||||||
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Delta: -0.80
Vega: 0.55
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 42.7 | 1.6 | 22.37 | 9 | 1 | 33 |
| 14 Sept | 1103.90 | 63.5 | -40.9 | 22.38 | 1 | 1 | 0 |
| 17 Aug | 1051.20 | 104.4 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1170 expiring on 30SEP2025
Delta for 1170 PE is -0.80
Historical price for 1170 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 42.7, which was 1.6 higher than the previous day. The implied volatity was 22.37, the open interest changed by 1 which increased total open position to 33
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 63.5, which was -40.9 lower than the previous day. The implied volatity was 22.38, the open interest changed by 1 which increased total open position to 0
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 104.4, 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
