TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1200 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.24
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1126.80 | 1.15 | -0.55 | 21.68 | 686 | -70 | 1,233 | |||||||||
| 14 Sept | 1103.90 | 1.2 | -0.35 | 21.49 | 321 | -17 | 1,571 | |||||||||
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| 17 Aug | 1051.20 | 4.65 | 0 | 26.48 | 1 | 1 | 2 | |||||||||
For Tata Consumer Product Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.06
Historical price for 1200 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 21.68, the open interest changed by -70 which decreased total open position to 1233
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 21.49, the open interest changed by -17 which decreased total open position to 1571
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 26.48, the open interest changed by 1 which increased total open position to 2
| TATACONSUM 30SEP2025 1200 PE | |||||||
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Delta: -0.91
Vega: 0.32
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 69.75 | 2.75 | 24.89 | 20 | -8 | 42 |
| 14 Sept | 1103.90 | 94.8 | -3.2 | 32.01 | 3 | -1 | 51 |
| 17 Aug | 1051.20 | 87.8 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.91
Historical price for 1200 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 69.75, which was 2.75 higher than the previous day. The implied volatity was 24.89, the open interest changed by -8 which decreased total open position to 42
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 94.8, which was -3.2 lower than the previous day. The implied volatity was 32.01, the open interest changed by -1 which decreased total open position to 51
On 17 Aug TATACONSUM was trading at 1051.20. The strike last trading price was 87.8, 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
