Historical option data for TATACONSUM
22 Jun 2026 01:19 PM IST
| TATACONSUM 28-Jul-2026 (36d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.01
Theta: -0.57
Gamma: 0.00417
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1107.00 | 43.7 | -4.3 (-8.96%) | 26.97 | 17 | 9 | 49 | |||||||||
| 19 Jun | 1111.50 | 48.15 | -0.85 (-1.73%) | 26.53 | 28 | 19 | 39 | |||||||||
| 18 Jun | 1111.40 | 47.15 | -7.85 (-14.27%) | 25.98 | 14 | 9 | 21 | |||||||||
| 17 Jun | 1124.50 | 55.25 | -3.75 (-6.36%) | 25.89 | 5 | 1 | 12 | |||||||||
| 16 Jun | 1130.90 | 60.05 | 15.05 (33.44%) | 26.3 | 26 | 3 | 11 | |||||||||
| 15 Jun | 1100.40 | 45.05 | 0.05 (0.11%) | 26.57 | 16 | 1 | 7 | |||||||||
| 12 Jun | 1100.70 | 45.05 | -12.95 (-22.33%) | 25.92 | 6 | 3 | 6 | |||||||||
| 11 Jun | 1108.60 | 58 | 0 (0.00%) | 28.03 | 1 | 0 | 3 | |||||||||
| 10 Jun | 1108.00 | 58 | 10 (20.83%) | 28.03 | 1 | 1 | 3 | |||||||||
| 9 Jun | 1106.50 | 48 | -22 (-31.43%) | 25.76 | 7 | 1 | 2 | |||||||||
| 8 Jun | 1107.00 | 90.65 | -0.35 (-0.38%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 1130.90 | 90.65 | -0.35 (-0.38%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 1149.30 | 90.65 | -0.35 (-0.38%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 1144.00 | 90.65 | -0.35 (-0.38%) | 15.06 | 1 | 0 | 1 | |||||||||
| 2 Jun | 1154.70 | 70 | -28 (-28.57%) | 15.06 | 1 | 1 | 1 | |||||||||
| 1 Jun | 1143.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 1178.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1100 expiring on 28JUL2026
Delta for 1100 CE is 0.57
Historical price for 1100 CE is as follows
On 22 Jun TATACONSUM was trading at 1107.00. The strike last trading price was 43.7, which was -4.3 lower than the previous day. The implied volatity was 26.97, the open interest changed by 9 which increased total open position to 49
On 19 Jun TATACONSUM was trading at 1111.50. The strike last trading price was 48.15, which was -0.85 lower than the previous day. The implied volatity was 26.53, the open interest changed by 19 which increased total open position to 39
On 18 Jun TATACONSUM was trading at 1111.40. The strike last trading price was 47.15, which was -7.85 lower than the previous day. The implied volatity was 25.98, the open interest changed by 9 which increased total open position to 21
On 17 Jun TATACONSUM was trading at 1124.50. The strike last trading price was 55.25, which was -3.75 lower than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 12
On 16 Jun TATACONSUM was trading at 1130.90. The strike last trading price was 60.05, which was 15.05 higher than the previous day. The implied volatity was 26.3, the open interest changed by 3 which increased total open position to 11
On 15 Jun TATACONSUM was trading at 1100.40. The strike last trading price was 45.05, which was 0.05 higher than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 7
On 12 Jun TATACONSUM was trading at 1100.70. The strike last trading price was 45.05, which was -12.95 lower than the previous day. The implied volatity was 25.92, the open interest changed by 3 which increased total open position to 6
On 11 Jun TATACONSUM was trading at 1108.60. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 3
On 10 Jun TATACONSUM was trading at 1108.00. The strike last trading price was 58, which was 10 higher than the previous day. The implied volatity was 28.03, the open interest changed by 1 which increased total open position to 3
On 9 Jun TATACONSUM was trading at 1106.50. The strike last trading price was 48, which was -22 lower than the previous day. The implied volatity was 25.76, the open interest changed by 1 which increased total open position to 2
On 8 Jun TATACONSUM was trading at 1107.00. The strike last trading price was 90.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun TATACONSUM was trading at 1130.90. The strike last trading price was 90.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun TATACONSUM was trading at 1149.30. The strike last trading price was 90.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun TATACONSUM was trading at 1144.00. The strike last trading price was 90.65, which was -0.35 lower than the previous day. The implied volatity was 15.06, the open interest changed by 0 which decreased total open position to 1
On 2 Jun TATACONSUM was trading at 1154.70. The strike last trading price was 70, which was -28 lower than the previous day. The implied volatity was 15.06, the open interest changed by 1 which increased total open position to 1
On 1 Jun TATACONSUM was trading at 1143.30. The strike last trading price was 0, 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 29 May TATACONSUM was trading at 1178.40. The strike last trading price was 0, 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
| TATACONSUM 28-Jul-2026 (36d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.01
Theta: -0.36
Gamma: 0.00455
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1107.00 | 26.7 | 1.35 (5.33%) | 24.41 | 24 | 13 | 79 |
| 19 Jun | 1111.50 | 25.5 | -0.5 (-1.92%) | 23.46 | 63 | 12 | 66 |
| 18 Jun | 1111.40 | 26 | 4.45 (20.65%) | 23.2 | 31 | 16 | 54 |
| 17 Jun | 1124.50 | 21.55 | 1.6 (8.02%) | 23.4 | 7 | 3 | 37 |
| 16 Jun | 1130.90 | 19.9 | -9.1 (-31.38%) | 23.61 | 29 | 8 | 34 |
| 15 Jun | 1100.40 | 29 | -2.35 (-7.50%) | 22.3 | 31 | 16 | 26 |
| 12 Jun | 1100.70 | 31.35 | 2.3 (7.92%) | 22.89 | 8 | -1 | 10 |
| 11 Jun | 1108.60 | 29.05 | -3.25 (-10.06%) | 24.77 | 1 | 0 | 11 |
| 10 Jun | 1108.00 | 32.3 | 1.3 (4.19%) | 24.78 | 5 | 1 | 9 |
| 9 Jun | 1106.50 | 31 | 31 (72.22%) | 24.02 | 1 | 0 | 8 |
| 8 Jun | 1107.00 | 31 | 13 (72.22%) | 24.02 | 1 | 1 | 8 |
| 5 Jun | 1130.90 | 18 | 0 (0.00%) | 20.91 | 1 | 1 | 7 |
| 4 Jun | 1149.30 | 18 | 18 | - | 1 | 0 | 6 |
| 3 Jun | 1144.00 | 18 | 18 (0.00%) | - | 1 | 0 | 6 |
| 2 Jun | 1154.70 | 18 | 0 (0.00%) | 24.16 | 1 | 0 | 6 |
| 1 Jun | 1143.30 | 18 | 6.75 (60.00%) | 24.16 | 1 | 1 | 6 |
| 29 May | 1178.40 | 11.25 | -23.15 (-67.30%) | 21.69 | 5 | 5 | 5 |
For Tata Consumer Product Ltd - strike price 1100 expiring on 28JUL2026
Delta for 1100 PE is -0.41
Historical price for 1100 PE is as follows
On 22 Jun TATACONSUM was trading at 1107.00. The strike last trading price was 26.7, which was 1.35 higher than the previous day. The implied volatity was 24.41, the open interest changed by 13 which increased total open position to 79
On 19 Jun TATACONSUM was trading at 1111.50. The strike last trading price was 25.5, which was -0.5 lower than the previous day. The implied volatity was 23.46, the open interest changed by 12 which increased total open position to 66
On 18 Jun TATACONSUM was trading at 1111.40. The strike last trading price was 26, which was 4.45 higher than the previous day. The implied volatity was 23.2, the open interest changed by 16 which increased total open position to 54
On 17 Jun TATACONSUM was trading at 1124.50. The strike last trading price was 21.55, which was 1.6 higher than the previous day. The implied volatity was 23.4, the open interest changed by 3 which increased total open position to 37
On 16 Jun TATACONSUM was trading at 1130.90. The strike last trading price was 19.9, which was -9.1 lower than the previous day. The implied volatity was 23.61, the open interest changed by 8 which increased total open position to 34
On 15 Jun TATACONSUM was trading at 1100.40. The strike last trading price was 29, which was -2.35 lower than the previous day. The implied volatity was 22.3, the open interest changed by 16 which increased total open position to 26
On 12 Jun TATACONSUM was trading at 1100.70. The strike last trading price was 31.35, which was 2.3 higher than the previous day. The implied volatity was 22.89, the open interest changed by -1 which decreased total open position to 10
On 11 Jun TATACONSUM was trading at 1108.60. The strike last trading price was 29.05, which was -3.25 lower than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 11
On 10 Jun TATACONSUM was trading at 1108.00. The strike last trading price was 32.3, which was 1.3 higher than the previous day. The implied volatity was 24.78, the open interest changed by 1 which increased total open position to 9
On 9 Jun TATACONSUM was trading at 1106.50. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 8
On 8 Jun TATACONSUM was trading at 1107.00. The strike last trading price was 31, which was 13 higher than the previous day. The implied volatity was 24.02, the open interest changed by 1 which increased total open position to 8
On 5 Jun TATACONSUM was trading at 1130.90. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 20.91, the open interest changed by 1 which increased total open position to 7
On 4 Jun TATACONSUM was trading at 1149.30. The strike last trading price was 18, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Jun TATACONSUM was trading at 1144.00. The strike last trading price was 18, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Jun TATACONSUM was trading at 1154.70. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 24.16, the open interest changed by 0 which decreased total open position to 6
On 1 Jun TATACONSUM was trading at 1143.30. The strike last trading price was 18, which was 6.75 higher than the previous day. The implied volatity was 24.16, the open interest changed by 1 which increased total open position to 6
On 29 May TATACONSUM was trading at 1178.40. The strike last trading price was 11.25, which was -23.15 lower than the previous day. The implied volatity was 21.69, the open interest changed by 5 which increased total open position to 5
