TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1210 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.19
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1126.80 | 0.8 | -0.4 | 22.36 | 65 | -6 | 126 | |||||||||
| 14 Sept | 1103.90 | 0.7 | -0.7 | 21.04 | 2 | 0 | 39 | |||||||||
For Tata Consumer Product Ltd - strike price 1210 expiring on 30SEP2025
Delta for 1210 CE is 0.05
Historical price for 1210 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 22.36, the open interest changed by -6 which decreased total open position to 126
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 39
| TATACONSUM 30SEP2025 1210 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1126.80 | 136.35 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1103.90 | 136.35 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1210 expiring on 30SEP2025
Delta for 1210 PE is -
Historical price for 1210 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 136.35, 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
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 136.35, 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
