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Historical option data for TATACONSUM

18 Jun 2026 04:10 PM IST
TATACONSUM 30-Jun-2026 (11d) 1130 CE
Delta: 0.36
Vega: 0.01
Theta: -0.78
Gamma: 0.00798
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 1111.40 11.5 -6.5 (-36.11%) 23.08 2,461 387 1,154
17 Jun 1124.50 17.7 -3.3 (-15.71%) 22.78 1,984 289 768
16 Jun 1130.90 21.1 11.1 (111.00%) 21.84 5,247 178 466
15 Jun 1100.40 9.75 -1.25 (-11.36%) 22.95 506 -43 287
12 Jun 1100.70 10.45 -4.55 (-30.33%) 21.09 519 9 329
11 Jun 1108.60 14.55 -0.45 (-3.00%) 21.96 464 -4 321
10 Jun 1108.00 16.5 1.5 (10.00%) 22.67 2,281 168 327
9 Jun 1106.50 15 -3 (-16.67%) 22.12 253 34 158
8 Jun 1107.00 17.2 -13.8 (-44.52%) 23.52 298 51 127
5 Jun 1130.90 30.2 -12.8 (-29.77%) 22.79 99 28 76
4 Jun 1149.30 42.55 -0.45 (-1.05%) 25.05 29 5 48
3 Jun 1144.00 41.9 -8.1 (-16.20%) 25.8 31 7 43
2 Jun 1154.70 50.5 -29.5 (-36.88%) 25.32 101 32 37
1 Jun 1143.30 79.9 -0.1 (-0.12%) - 5 0 5
29 May 1178.40 79.9 -0.1 (-0.12%) - 5 0 5
27 May 1204.60 79.9 -0.1 (-0.12%) 26.59 5 0 5
26 May 1187.60 79.9 12.9 (19.25%) 26.59 5 5 5
25 May 1187.20 0 0 - 0 0 0
22 May 1191.80 0 0 - 0 0 0
21 May 1194.90 0 0 - 0 0 0
20 May 1208.70 0 0 - 0 0 0
19 May 1210.90 0 0 - 0 0 0
18 May 1231.00 0 0 (-100.00%) - 0 0 0
15 May 1234.00 0 -67.3 (-100.00%) - 0 0 0
14 May 1228.30 0 -67.3 (-100.00%) 0 0 0 0
13 May 1235.00 0 -67.3 (-100.00%) 0 0 0 0
12 May 1253.00 0 -67.3 (-100.00%) 0 0 0 0
11 May 1271.00 0 -67.3 (-100.00%) 0 0 0 0
8 May 1176.20 0 0 - 0 0 0
7 May 1151.70 0 0 - 0 0 0
6 May 1152.20 0 0 - 0 0 0
5 May 1153.50 0 0 - 0 0 0
4 May 1160.40 0 0 - 0 0 0
30 Apr 1144.60 0 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 1130 expiring on 30JUN2026

Delta for 1130 CE is 0.36

Historical price for 1130 CE is as follows

On 18 Jun TATACONSUM was trading at 1111.40. The strike last trading price was 11.5, which was -6.5 lower than the previous day. The implied volatity was 23.08, the open interest changed by 387 which increased total open position to 1154


On 17 Jun TATACONSUM was trading at 1124.50. The strike last trading price was 17.7, which was -3.3 lower than the previous day. The implied volatity was 22.78, the open interest changed by 289 which increased total open position to 768


On 16 Jun TATACONSUM was trading at 1130.90. The strike last trading price was 21.1, which was 11.1 higher than the previous day. The implied volatity was 21.84, the open interest changed by 178 which increased total open position to 466


On 15 Jun TATACONSUM was trading at 1100.40. The strike last trading price was 9.75, which was -1.25 lower than the previous day. The implied volatity was 22.95, the open interest changed by -43 which decreased total open position to 287


On 12 Jun TATACONSUM was trading at 1100.70. The strike last trading price was 10.45, which was -4.55 lower than the previous day. The implied volatity was 21.09, the open interest changed by 9 which increased total open position to 329


On 11 Jun TATACONSUM was trading at 1108.60. The strike last trading price was 14.55, which was -0.45 lower than the previous day. The implied volatity was 21.96, the open interest changed by -4 which decreased total open position to 321


On 10 Jun TATACONSUM was trading at 1108.00. The strike last trading price was 16.5, which was 1.5 higher than the previous day. The implied volatity was 22.67, the open interest changed by 168 which increased total open position to 327


On 9 Jun TATACONSUM was trading at 1106.50. The strike last trading price was 15, which was -3 lower than the previous day. The implied volatity was 22.12, the open interest changed by 34 which increased total open position to 158


On 8 Jun TATACONSUM was trading at 1107.00. The strike last trading price was 17.2, which was -13.8 lower than the previous day. The implied volatity was 23.52, the open interest changed by 51 which increased total open position to 127


On 5 Jun TATACONSUM was trading at 1130.90. The strike last trading price was 30.2, which was -12.8 lower than the previous day. The implied volatity was 22.79, the open interest changed by 28 which increased total open position to 76


On 4 Jun TATACONSUM was trading at 1149.30. The strike last trading price was 42.55, which was -0.45 lower than the previous day. The implied volatity was 25.05, the open interest changed by 5 which increased total open position to 48


On 3 Jun TATACONSUM was trading at 1144.00. The strike last trading price was 41.9, which was -8.1 lower than the previous day. The implied volatity was 25.8, the open interest changed by 7 which increased total open position to 43


On 2 Jun TATACONSUM was trading at 1154.70. The strike last trading price was 50.5, which was -29.5 lower than the previous day. The implied volatity was 25.32, the open interest changed by 32 which increased total open position to 37


On 1 Jun TATACONSUM was trading at 1143.30. The strike last trading price was 79.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 29 May TATACONSUM was trading at 1178.40. The strike last trading price was 79.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 27 May TATACONSUM was trading at 1204.60. The strike last trading price was 79.9, which was -0.1 lower than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 5


On 26 May TATACONSUM was trading at 1187.60. The strike last trading price was 79.9, which was 12.9 higher than the previous day. The implied volatity was 26.59, the open interest changed by 5 which increased total open position to 5


On 25 May TATACONSUM was trading at 1187.20. 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 22 May TATACONSUM was trading at 1191.80. 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 21 May TATACONSUM was trading at 1194.90. 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 20 May TATACONSUM was trading at 1208.70. 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 19 May TATACONSUM was trading at 1210.90. 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 18 May TATACONSUM was trading at 1231.00. 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 15 May TATACONSUM was trading at 1234.00. The strike last trading price was 0, which was -67.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May TATACONSUM was trading at 1228.30. The strike last trading price was 0, which was -67.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May TATACONSUM was trading at 1235.00. The strike last trading price was 0, which was -67.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May TATACONSUM was trading at 1253.00. The strike last trading price was 0, which was -67.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May TATACONSUM was trading at 1271.00. The strike last trading price was 0, which was -67.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May TATACONSUM was trading at 1176.20. 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 7 May TATACONSUM was trading at 1151.70. 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 6 May TATACONSUM was trading at 1152.20. 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 5 May TATACONSUM was trading at 1153.50. 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 4 May TATACONSUM was trading at 1160.40. 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


On 30 Apr TATACONSUM was trading at 1144.60. 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 30-Jun-2026 (11d) 1130 PE
Delta: -0.65
Vega: 0.01
Theta: -0.55
Gamma: 0.00852
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 1111.40 27.6 8.05 (41.18%) 21.37 325 -12 329
17 Jun 1124.50 19.35 2.15 (12.50%) 20.29 508 -3 341
16 Jun 1130.90 17.7 -16.5 (-48.25%) 20.26 1,190 108 342
15 Jun 1100.40 34.2 34.2 (-12.57%) 21.04 34 0 234
12 Jun 1100.70 34.5 4.4 (14.62%) 17.77 34 -5 232
11 Jun 1108.60 30.1 -3.35 (-10.01%) 19.5 53 -3 237
10 Jun 1108.00 32.05 -0.3 (-0.93%) 21.69 403 0 241
9 Jun 1106.50 31.6 -2.45 (-7.20%) 18.16 58 6 241
8 Jun 1107.00 35.25 13.25 (60.23%) 21.85 187 29 235
5 Jun 1130.90 21.7 6 (38.22%) 19.99 143 9 205
4 Jun 1149.30 15.8 -1.2 (-7.06%) 20.67 58 -3 194
3 Jun 1144.00 17.1 3.15 (22.58%) 20.27 81 -20 199
2 Jun 1154.70 14.2 -4.65 (-24.67%) 20.37 290 11 218
1 Jun 1143.30 19.3 11.6 (150.65%) 21.24 100 8 206
29 May 1178.40 9.05 2.85 (45.97%) 19.96 267 181 196
27 May 1204.60 6.2 -11.8 (-65.56%) 21.75 19 14 15
26 May 1187.60 18 0 (0.00%) - 1 0 1
25 May 1187.20 18 0 (0.00%) - 1 0 1
22 May 1191.80 18 0 (0.00%) - 1 0 1
21 May 1194.90 18 0 (0.00%) - 1 0 1
20 May 1208.70 18 0 (0.00%) - 1 0 1
19 May 1210.90 18 0 (0.00%) - 1 0 1
18 May 1231.00 18 0 (0.00%) - 1 0 1
15 May 1234.00 18 0 (0.00%) - 0 0 1
14 May 1228.30 18 0 (0.00%) 0 0 0 1
13 May 1235.00 18 0 (0.00%) 0 0 0 1
12 May 1253.00 18 0 (0.00%) 0 0 0 1
11 May 1271.00 18 -20.35 (-53.06%) 38.53 1 1 1
8 May 1176.20 0 0 - 0 0 0
7 May 1151.70 0 0 - 0 0 0
6 May 1152.20 0 0 - 0 0 0
5 May 1153.50 0 0 - 0 0 0
4 May 1160.40 0 0 - 0 0 0
30 Apr 1144.60 0 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 1130 expiring on 30JUN2026

Delta for 1130 PE is -0.65

Historical price for 1130 PE is as follows

On 18 Jun TATACONSUM was trading at 1111.40. The strike last trading price was 27.6, which was 8.05 higher than the previous day. The implied volatity was 21.37, the open interest changed by -12 which decreased total open position to 329


On 17 Jun TATACONSUM was trading at 1124.50. The strike last trading price was 19.35, which was 2.15 higher than the previous day. The implied volatity was 20.29, the open interest changed by -3 which decreased total open position to 341


On 16 Jun TATACONSUM was trading at 1130.90. The strike last trading price was 17.7, which was -16.5 lower than the previous day. The implied volatity was 20.26, the open interest changed by 108 which increased total open position to 342


On 15 Jun TATACONSUM was trading at 1100.40. The strike last trading price was 34.2, which was 34.2 higher than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 234


On 12 Jun TATACONSUM was trading at 1100.70. The strike last trading price was 34.5, which was 4.4 higher than the previous day. The implied volatity was 17.77, the open interest changed by -5 which decreased total open position to 232


On 11 Jun TATACONSUM was trading at 1108.60. The strike last trading price was 30.1, which was -3.35 lower than the previous day. The implied volatity was 19.5, the open interest changed by -3 which decreased total open position to 237


On 10 Jun TATACONSUM was trading at 1108.00. The strike last trading price was 32.05, which was -0.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 241


On 9 Jun TATACONSUM was trading at 1106.50. The strike last trading price was 31.6, which was -2.45 lower than the previous day. The implied volatity was 18.16, the open interest changed by 6 which increased total open position to 241


On 8 Jun TATACONSUM was trading at 1107.00. The strike last trading price was 35.25, which was 13.25 higher than the previous day. The implied volatity was 21.85, the open interest changed by 29 which increased total open position to 235


On 5 Jun TATACONSUM was trading at 1130.90. The strike last trading price was 21.7, which was 6 higher than the previous day. The implied volatity was 19.99, the open interest changed by 9 which increased total open position to 205


On 4 Jun TATACONSUM was trading at 1149.30. The strike last trading price was 15.8, which was -1.2 lower than the previous day. The implied volatity was 20.67, the open interest changed by -3 which decreased total open position to 194


On 3 Jun TATACONSUM was trading at 1144.00. The strike last trading price was 17.1, which was 3.15 higher than the previous day. The implied volatity was 20.27, the open interest changed by -20 which decreased total open position to 199


On 2 Jun TATACONSUM was trading at 1154.70. The strike last trading price was 14.2, which was -4.65 lower than the previous day. The implied volatity was 20.37, the open interest changed by 11 which increased total open position to 218


On 1 Jun TATACONSUM was trading at 1143.30. The strike last trading price was 19.3, which was 11.6 higher than the previous day. The implied volatity was 21.24, the open interest changed by 8 which increased total open position to 206


On 29 May TATACONSUM was trading at 1178.40. The strike last trading price was 9.05, which was 2.85 higher than the previous day. The implied volatity was 19.96, the open interest changed by 181 which increased total open position to 196


On 27 May TATACONSUM was trading at 1204.60. The strike last trading price was 6.2, which was -11.8 lower than the previous day. The implied volatity was 21.75, the open interest changed by 14 which increased total open position to 15


On 26 May TATACONSUM was trading at 1187.60. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 May TATACONSUM was trading at 1187.20. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 May TATACONSUM was trading at 1191.80. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 May TATACONSUM was trading at 1194.90. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May TATACONSUM was trading at 1208.70. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 May TATACONSUM was trading at 1210.90. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 May TATACONSUM was trading at 1231.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 May TATACONSUM was trading at 1234.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 May TATACONSUM was trading at 1228.30. The strike last trading price was 18, 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 1


On 13 May TATACONSUM was trading at 1235.00. The strike last trading price was 18, 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 1


On 12 May TATACONSUM was trading at 1253.00. The strike last trading price was 18, 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 1


On 11 May TATACONSUM was trading at 1271.00. The strike last trading price was 18, which was -20.35 lower than the previous day. The implied volatity was 38.53, the open interest changed by 1 which increased total open position to 1


On 8 May TATACONSUM was trading at 1176.20. 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 7 May TATACONSUM was trading at 1151.70. 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 6 May TATACONSUM was trading at 1152.20. 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 5 May TATACONSUM was trading at 1153.50. 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 4 May TATACONSUM was trading at 1160.40. 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


On 30 Apr TATACONSUM was trading at 1144.60. 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