TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
21 Sep 2025 04:12 PM IST
| TATACONSUM 30SEP2025 1240 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1126.80 | 0.25 | -0.15 | 23.99 | 200 | -2 | 522 | |||||||||
| 14 Sept | 1103.90 | 0.5 | 0 | 24.84 | 2 | 0 | 343 | |||||||||
For Tata Consumer Product Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.02
Historical price for 1240 CE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 23.99, the open interest changed by -2 which decreased total open position to 522
On 14 Sept TATACONSUM was trading at 1103.90. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 343
| TATACONSUM 30SEP2025 1240 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 | 113.45 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1103.90 | 113.45 | 0 | - | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is -
Historical price for 1240 PE is as follows
On 21 Sept TATACONSUM was trading at 1126.80. The strike last trading price was 113.45, 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 113.45, 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
