TATACONSUM
Tata Consumer Product Ltd
Historical option data for TATACONSUM
12 Mar 2026 04:12 PM IST
| TATACONSUM 30-MAR-2026 1110 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.7
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 1057.80 | 7.4 | -4.55 | 25.13 | 126 | 5 | 111 | |||||||||
| 11 Mar | 1073.40 | 12.1 | -9.05 | 25.66 | 179 | 28 | 107 | |||||||||
| 10 Mar | 1099.50 | 21 | -2.95 | 22.27 | 164 | 23 | 79 | |||||||||
| 9 Mar | 1102.50 | 22.65 | -9.75 | 23.63 | 65 | 5 | 56 | |||||||||
| 6 Mar | 1116.70 | 32.7 | 1.25 | 21.01 | 23 | 0 | 49 | |||||||||
| 5 Mar | 1119.10 | 31.25 | -0.4 | 17.73 | 257 | 18 | 49 | |||||||||
| 4 Mar | 1110.60 | 31.25 | -7.85 | 21.43 | 125 | 20 | 32 | |||||||||
| 2 Mar | 1125.20 | 41.5 | -12.3 | 23.22 | 50 | 10 | 11 | |||||||||
| 27 Feb | 1141.00 | 53.8 | -51.8 | 19.73 | 1 | 0 | 0 | |||||||||
| 26 Feb | 1159.50 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1172.30 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1178.00 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1171.80 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 20 Feb | 1156.20 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1160.50 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1169.70 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1148.50 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1139.20 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1132.20 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1149.30 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1152.60 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1152.20 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1167.20 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1159.30 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1155.90 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1153.00 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1155.40 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1125.40 | 105.6 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1087.30 | 105.6 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1133.90 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1107.20 | 105.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1131.80 | 105.6 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Tata Consumer Product Ltd - strike price 1110 expiring on 30MAR2026
Delta for 1110 CE is 0.22
Historical price for 1110 CE is as follows
On 12 Mar TATACONSUM was trading at 1057.80. The strike last trading price was 7.4, which was -4.55 lower than the previous day. The implied volatity was 25.13, the open interest changed by 5 which increased total open position to 111
On 11 Mar TATACONSUM was trading at 1073.40. The strike last trading price was 12.1, which was -9.05 lower than the previous day. The implied volatity was 25.66, the open interest changed by 28 which increased total open position to 107
On 10 Mar TATACONSUM was trading at 1099.50. The strike last trading price was 21, which was -2.95 lower than the previous day. The implied volatity was 22.27, the open interest changed by 23 which increased total open position to 79
On 9 Mar TATACONSUM was trading at 1102.50. The strike last trading price was 22.65, which was -9.75 lower than the previous day. The implied volatity was 23.63, the open interest changed by 5 which increased total open position to 56
On 6 Mar TATACONSUM was trading at 1116.70. The strike last trading price was 32.7, which was 1.25 higher than the previous day. The implied volatity was 21.01, the open interest changed by 0 which decreased total open position to 49
On 5 Mar TATACONSUM was trading at 1119.10. The strike last trading price was 31.25, which was -0.4 lower than the previous day. The implied volatity was 17.73, the open interest changed by 18 which increased total open position to 49
On 4 Mar TATACONSUM was trading at 1110.60. The strike last trading price was 31.25, which was -7.85 lower than the previous day. The implied volatity was 21.43, the open interest changed by 20 which increased total open position to 32
On 2 Mar TATACONSUM was trading at 1125.20. The strike last trading price was 41.5, which was -12.3 lower than the previous day. The implied volatity was 23.22, the open interest changed by 10 which increased total open position to 11
On 27 Feb TATACONSUM was trading at 1141.00. The strike last trading price was 53.8, which was -51.8 lower than the previous day. The implied volatity was 19.73, the open interest changed by 0 which decreased total open position to 0
On 26 Feb TATACONSUM was trading at 1159.50. The strike last trading price was 105.6, 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 25 Feb TATACONSUM was trading at 1172.30. The strike last trading price was 105.6, 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 24 Feb TATACONSUM was trading at 1178.00. The strike last trading price was 105.6, 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 23 Feb TATACONSUM was trading at 1171.80. The strike last trading price was 105.6, 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 20 Feb TATACONSUM was trading at 1156.20. The strike last trading price was 105.6, 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 19 Feb TATACONSUM was trading at 1160.50. The strike last trading price was 105.6, 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 18 Feb TATACONSUM was trading at 1169.70. The strike last trading price was 105.6, 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 17 Feb TATACONSUM was trading at 1148.50. The strike last trading price was 105.6, 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 16 Feb TATACONSUM was trading at 1139.20. The strike last trading price was 105.6, 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 13 Feb TATACONSUM was trading at 1132.20. The strike last trading price was 105.6, 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 12 Feb TATACONSUM was trading at 1149.30. The strike last trading price was 105.6, 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 11 Feb TATACONSUM was trading at 1152.60. The strike last trading price was 105.6, 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 10 Feb TATACONSUM was trading at 1152.20. The strike last trading price was 105.6, 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 9 Feb TATACONSUM was trading at 1167.20. The strike last trading price was 105.6, 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 6 Feb TATACONSUM was trading at 1159.30. The strike last trading price was 105.6, 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 5 Feb TATACONSUM was trading at 1155.90. The strike last trading price was 105.6, 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 4 Feb TATACONSUM was trading at 1153.00. The strike last trading price was 105.6, 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 3 Feb TATACONSUM was trading at 1155.40. The strike last trading price was 105.6, 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 2 Feb TATACONSUM was trading at 1125.40. The strike last trading price was 105.6, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATACONSUM was trading at 1087.30. The strike last trading price was 105.6, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 30 Jan TATACONSUM was trading at 1133.90. The strike last trading price was 105.6, 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 Jan TATACONSUM was trading at 1107.20. The strike last trading price was 105.6, 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 28 Jan TATACONSUM was trading at 1131.80. The strike last trading price was 105.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| TATACONSUM 30MAR2026 1110 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.68
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 1057.80 | 54.3 | 10.1 | 24.21 | 43 | -8 | 80 |
| 11 Mar | 1073.40 | 44.5 | 18.65 | 24.45 | 35 | -13 | 88 |
| 10 Mar | 1099.50 | 25.8 | -2.9 | 23.11 | 175 | 30 | 104 |
| 9 Mar | 1102.50 | 28.95 | 7 | 25.22 | 69 | -22 | 73 |
| 6 Mar | 1116.70 | 21.25 | 1.95 | 25.11 | 64 | 5 | 96 |
| 5 Mar | 1119.10 | 19.15 | -6.4 | 23.68 | 115 | 9 | 91 |
| 4 Mar | 1110.60 | 25.8 | 6.75 | 26.35 | 240 | 49 | 82 |
| 2 Mar | 1125.20 | 17.65 | 4.6 | 22.47 | 83 | 8 | 33 |
| 27 Feb | 1141.00 | 12.3 | 5.05 | 22.45 | 83 | 1 | 26 |
| 26 Feb | 1159.50 | 7.15 | -12.9 | - | 0 | 0 | 25 |
| 25 Feb | 1172.30 | 7.15 | -12.9 | 22.91 | 39 | 21 | 24 |
| 24 Feb | 1178.00 | 20.05 | -10.15 | - | 0 | 0 | 3 |
| 23 Feb | 1171.80 | 20.05 | -10.15 | - | 0 | 0 | 3 |
| 20 Feb | 1156.20 | 20.05 | -10.15 | - | 0 | 0 | 3 |
| 19 Feb | 1160.50 | 20.05 | -10.15 | - | 0 | 0 | 3 |
| 18 Feb | 1169.70 | 20.05 | -10.15 | - | 0 | 0 | 3 |
| 17 Feb | 1148.50 | 20.05 | -10.15 | - | 0 | 0 | 3 |
| 16 Feb | 1139.20 | 20.05 | -10.15 | - | 0 | 0 | 3 |
| 13 Feb | 1132.20 | 20.05 | -10.15 | 22.21 | 2 | 0 | 1 |
| 12 Feb | 1149.30 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 11 Feb | 1152.60 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 10 Feb | 1152.20 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 9 Feb | 1167.20 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 6 Feb | 1159.30 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 5 Feb | 1155.90 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 4 Feb | 1153.00 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 3 Feb | 1155.40 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 2 Feb | 1125.40 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 1 Feb | 1087.30 | 30.2 | 13.65 | - | 0 | 0 | 1 |
| 30 Jan | 1133.90 | 30.2 | 13.65 | 26.63 | 4 | 1 | 1 |
| 29 Jan | 1107.20 | 16.55 | 0 | 0.88 | 0 | 0 | 0 |
| 28 Jan | 1131.80 | 16.55 | 0 | 2.43 | 0 | 0 | 0 |
For Tata Consumer Product Ltd - strike price 1110 expiring on 30MAR2026
Delta for 1110 PE is -0.79
Historical price for 1110 PE is as follows
On 12 Mar TATACONSUM was trading at 1057.80. The strike last trading price was 54.3, which was 10.1 higher than the previous day. The implied volatity was 24.21, the open interest changed by -8 which decreased total open position to 80
On 11 Mar TATACONSUM was trading at 1073.40. The strike last trading price was 44.5, which was 18.65 higher than the previous day. The implied volatity was 24.45, the open interest changed by -13 which decreased total open position to 88
On 10 Mar TATACONSUM was trading at 1099.50. The strike last trading price was 25.8, which was -2.9 lower than the previous day. The implied volatity was 23.11, the open interest changed by 30 which increased total open position to 104
On 9 Mar TATACONSUM was trading at 1102.50. The strike last trading price was 28.95, which was 7 higher than the previous day. The implied volatity was 25.22, the open interest changed by -22 which decreased total open position to 73
On 6 Mar TATACONSUM was trading at 1116.70. The strike last trading price was 21.25, which was 1.95 higher than the previous day. The implied volatity was 25.11, the open interest changed by 5 which increased total open position to 96
On 5 Mar TATACONSUM was trading at 1119.10. The strike last trading price was 19.15, which was -6.4 lower than the previous day. The implied volatity was 23.68, the open interest changed by 9 which increased total open position to 91
On 4 Mar TATACONSUM was trading at 1110.60. The strike last trading price was 25.8, which was 6.75 higher than the previous day. The implied volatity was 26.35, the open interest changed by 49 which increased total open position to 82
On 2 Mar TATACONSUM was trading at 1125.20. The strike last trading price was 17.65, which was 4.6 higher than the previous day. The implied volatity was 22.47, the open interest changed by 8 which increased total open position to 33
On 27 Feb TATACONSUM was trading at 1141.00. The strike last trading price was 12.3, which was 5.05 higher than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 26
On 26 Feb TATACONSUM was trading at 1159.50. The strike last trading price was 7.15, which was -12.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 25 Feb TATACONSUM was trading at 1172.30. The strike last trading price was 7.15, which was -12.9 lower than the previous day. The implied volatity was 22.91, the open interest changed by 21 which increased total open position to 24
On 24 Feb TATACONSUM was trading at 1178.00. The strike last trading price was 20.05, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb TATACONSUM was trading at 1171.80. The strike last trading price was 20.05, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb TATACONSUM was trading at 1156.20. The strike last trading price was 20.05, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb TATACONSUM was trading at 1160.50. The strike last trading price was 20.05, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb TATACONSUM was trading at 1169.70. The strike last trading price was 20.05, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb TATACONSUM was trading at 1148.50. The strike last trading price was 20.05, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb TATACONSUM was trading at 1139.20. The strike last trading price was 20.05, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb TATACONSUM was trading at 1132.20. The strike last trading price was 20.05, which was -10.15 lower than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 1
On 12 Feb TATACONSUM was trading at 1149.30. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb TATACONSUM was trading at 1152.60. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb TATACONSUM was trading at 1152.20. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb TATACONSUM was trading at 1167.20. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb TATACONSUM was trading at 1159.30. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb TATACONSUM was trading at 1155.90. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb TATACONSUM was trading at 1153.00. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb TATACONSUM was trading at 1155.40. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb TATACONSUM was trading at 1125.40. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb TATACONSUM was trading at 1087.30. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan TATACONSUM was trading at 1133.90. The strike last trading price was 30.2, which was 13.65 higher than the previous day. The implied volatity was 26.63, the open interest changed by 1 which increased total open position to 1
On 29 Jan TATACONSUM was trading at 1107.20. The strike last trading price was 16.55, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 28 Jan TATACONSUM was trading at 1131.80. The strike last trading price was 16.55, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
