TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
13 Mar 2025 04:10 PM IST
| TATACOMM 27MAR2025 1460 CE | ||||||||||
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Delta: 0.79
Vega: 0.86
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1503.95 | 63.45 | -4.05 | 24.34 | 220 | -8 | 276 | |||
| 12 Mar | 1508.05 | 68.7 | 9.75 | 31.28 | 548 | -50 | 292 | |||
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| 11 Mar | 1492.35 | 56.8 | 48.4 | 30.23 | 6,039 | 133 | 351 | |||
| 10 Mar | 1373.20 | 8.25 | -3.7 | 29.99 | 474 | 34 | 213 | |||
| 7 Mar | 1383.85 | 12.35 | -4.7 | 27.55 | 319 | 1 | 179 | |||
| 6 Mar | 1398.40 | 16.3 | -2.25 | 28.23 | 772 | 38 | 176 | |||
| 5 Mar | 1390.00 | 19.8 | 14.9 | 30.78 | 439 | -4 | 150 | |||
| 4 Mar | 1316.25 | 4.9 | -2.1 | 30.21 | 108 | 0 | 159 | |||
| 3 Mar | 1323.95 | 6.85 | -3.65 | 31.70 | 117 | 42 | 159 | |||
| 28 Feb | 1352.50 | 10.4 | -10.6 | 28.31 | 210 | 50 | 115 | |||
| 27 Feb | 1388.95 | 21 | -9.5 | 28.29 | 99 | 42 | 65 | |||
| 26 Feb | 1402.55 | 30.5 | -14.1 | 30.68 | 26 | 15 | 22 | |||
| 25 Feb | 1405.45 | 30.5 | -14.1 | 30.68 | 26 | 14 | 22 | |||
| 24 Feb | 1436.05 | 44.6 | -10.6 | 29.98 | 5 | 4 | 9 | |||
| 21 Feb | 1450.15 | 55.2 | -116.3 | 33.23 | 7 | 4 | 4 | |||
| 20 Feb | 1486.30 | 171.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1501.80 | 171.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1488.30 | 171.5 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1507.45 | 171.5 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1503.20 | 171.5 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1522.15 | 171.5 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1525.35 | 171.5 | 0 | - | 0 | 0 | 0 | |||
For Tata Communications Ltd - strike price 1460 expiring on 27MAR2025
Delta for 1460 CE is 0.79
Historical price for 1460 CE is as follows
On 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 63.45, which was -4.05 lower than the previous day. The implied volatity was 24.34, the open interest changed by -8 which decreased total open position to 276
On 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 68.7, which was 9.75 higher than the previous day. The implied volatity was 31.28, the open interest changed by -50 which decreased total open position to 292
On 11 Mar TATACOMM was trading at 1492.35. The strike last trading price was 56.8, which was 48.4 higher than the previous day. The implied volatity was 30.23, the open interest changed by 133 which increased total open position to 351
On 10 Mar TATACOMM was trading at 1373.20. The strike last trading price was 8.25, which was -3.7 lower than the previous day. The implied volatity was 29.99, the open interest changed by 34 which increased total open position to 213
On 7 Mar TATACOMM was trading at 1383.85. The strike last trading price was 12.35, which was -4.7 lower than the previous day. The implied volatity was 27.55, the open interest changed by 1 which increased total open position to 179
On 6 Mar TATACOMM was trading at 1398.40. The strike last trading price was 16.3, which was -2.25 lower than the previous day. The implied volatity was 28.23, the open interest changed by 38 which increased total open position to 176
On 5 Mar TATACOMM was trading at 1390.00. The strike last trading price was 19.8, which was 14.9 higher than the previous day. The implied volatity was 30.78, the open interest changed by -4 which decreased total open position to 150
On 4 Mar TATACOMM was trading at 1316.25. The strike last trading price was 4.9, which was -2.1 lower than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 159
On 3 Mar TATACOMM was trading at 1323.95. The strike last trading price was 6.85, which was -3.65 lower than the previous day. The implied volatity was 31.70, the open interest changed by 42 which increased total open position to 159
On 28 Feb TATACOMM was trading at 1352.50. The strike last trading price was 10.4, which was -10.6 lower than the previous day. The implied volatity was 28.31, the open interest changed by 50 which increased total open position to 115
On 27 Feb TATACOMM was trading at 1388.95. The strike last trading price was 21, which was -9.5 lower than the previous day. The implied volatity was 28.29, the open interest changed by 42 which increased total open position to 65
On 26 Feb TATACOMM was trading at 1402.55. The strike last trading price was 30.5, which was -14.1 lower than the previous day. The implied volatity was 30.68, the open interest changed by 15 which increased total open position to 22
On 25 Feb TATACOMM was trading at 1405.45. The strike last trading price was 30.5, which was -14.1 lower than the previous day. The implied volatity was 30.68, the open interest changed by 14 which increased total open position to 22
On 24 Feb TATACOMM was trading at 1436.05. The strike last trading price was 44.6, which was -10.6 lower than the previous day. The implied volatity was 29.98, the open interest changed by 4 which increased total open position to 9
On 21 Feb TATACOMM was trading at 1450.15. The strike last trading price was 55.2, which was -116.3 lower than the previous day. The implied volatity was 33.23, the open interest changed by 4 which increased total open position to 4
On 20 Feb TATACOMM was trading at 1486.30. The strike last trading price was 171.5, 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 TATACOMM was trading at 1501.80. The strike last trading price was 171.5, 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 TATACOMM was trading at 1488.30. The strike last trading price was 171.5, 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 TATACOMM was trading at 1507.45. The strike last trading price was 171.5, 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 Feb TATACOMM was trading at 1503.20. The strike last trading price was 171.5, 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 TATACOMM was trading at 1522.15. The strike last trading price was 171.5, 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 TATACOMM was trading at 1525.35. The strike last trading price was 171.5, 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
| TATACOMM 27MAR2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.98
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1503.95 | 16.3 | -2.45 | 32.33 | 812 | -81 | 344 |
| 12 Mar | 1508.05 | 19.95 | -6.65 | 33.96 | 1,584 | 76 | 444 |
| 11 Mar | 1492.35 | 27.25 | -60.45 | 34.39 | 2,051 | 362 | 385 |
| 10 Mar | 1373.20 | 87.7 | 4.65 | 14.98 | 17 | -4 | 22 |
| 7 Mar | 1383.85 | 81.8 | 7.55 | 29.90 | 17 | -1 | 26 |
| 6 Mar | 1398.40 | 74.25 | -7.75 | 28.56 | 2 | -1 | 27 |
| 5 Mar | 1390.00 | 82 | -51.55 | 33.80 | 9 | -3 | 26 |
| 4 Mar | 1316.25 | 133.55 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 1323.95 | 133.55 | 20.85 | 26.55 | 7 | 0 | 28 |
| 28 Feb | 1352.50 | 111.4 | 30.9 | 30.04 | 8 | 4 | 28 |
| 27 Feb | 1388.95 | 79.7 | 21.65 | 28.18 | 31 | 22 | 24 |
| 26 Feb | 1402.55 | 58.05 | 29.75 | 18.39 | 2 | 2 | 0 |
| 25 Feb | 1405.45 | 58.05 | 29.75 | 18.39 | 2 | 0 | 0 |
| 24 Feb | 1436.05 | 28.3 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1450.15 | 28.3 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1486.30 | 28.3 | 0 | 2.61 | 0 | 0 | 0 |
| 19 Feb | 1501.80 | 28.3 | 0 | 3.28 | 0 | 0 | 0 |
| 18 Feb | 1488.30 | 28.3 | 0 | 2.11 | 0 | 0 | 0 |
| 17 Feb | 1507.45 | 28.3 | 0 | 3.84 | 0 | 0 | 0 |
| 14 Feb | 1503.20 | 28.3 | 0 | 3.24 | 0 | 0 | 0 |
| 12 Feb | 1522.15 | 28.3 | 0 | 4.49 | 0 | 0 | 0 |
| 11 Feb | 1525.35 | 28.3 | 0 | 3.94 | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1460 expiring on 27MAR2025
Delta for 1460 PE is -0.27
Historical price for 1460 PE is as follows
On 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 16.3, which was -2.45 lower than the previous day. The implied volatity was 32.33, the open interest changed by -81 which decreased total open position to 344
On 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 19.95, which was -6.65 lower than the previous day. The implied volatity was 33.96, the open interest changed by 76 which increased total open position to 444
On 11 Mar TATACOMM was trading at 1492.35. The strike last trading price was 27.25, which was -60.45 lower than the previous day. The implied volatity was 34.39, the open interest changed by 362 which increased total open position to 385
On 10 Mar TATACOMM was trading at 1373.20. The strike last trading price was 87.7, which was 4.65 higher than the previous day. The implied volatity was 14.98, the open interest changed by -4 which decreased total open position to 22
On 7 Mar TATACOMM was trading at 1383.85. The strike last trading price was 81.8, which was 7.55 higher than the previous day. The implied volatity was 29.90, the open interest changed by -1 which decreased total open position to 26
On 6 Mar TATACOMM was trading at 1398.40. The strike last trading price was 74.25, which was -7.75 lower than the previous day. The implied volatity was 28.56, the open interest changed by -1 which decreased total open position to 27
On 5 Mar TATACOMM was trading at 1390.00. The strike last trading price was 82, which was -51.55 lower than the previous day. The implied volatity was 33.80, the open interest changed by -3 which decreased total open position to 26
On 4 Mar TATACOMM was trading at 1316.25. The strike last trading price was 133.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Mar TATACOMM was trading at 1323.95. The strike last trading price was 133.55, which was 20.85 higher than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 28
On 28 Feb TATACOMM was trading at 1352.50. The strike last trading price was 111.4, which was 30.9 higher than the previous day. The implied volatity was 30.04, the open interest changed by 4 which increased total open position to 28
On 27 Feb TATACOMM was trading at 1388.95. The strike last trading price was 79.7, which was 21.65 higher than the previous day. The implied volatity was 28.18, the open interest changed by 22 which increased total open position to 24
On 26 Feb TATACOMM was trading at 1402.55. The strike last trading price was 58.05, which was 29.75 higher than the previous day. The implied volatity was 18.39, the open interest changed by 2 which increased total open position to 0
On 25 Feb TATACOMM was trading at 1405.45. The strike last trading price was 58.05, which was 29.75 higher than the previous day. The implied volatity was 18.39, the open interest changed by 0 which decreased total open position to 0
On 24 Feb TATACOMM was trading at 1436.05. The strike last trading price was 28.3, 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 Feb TATACOMM was trading at 1450.15. The strike last trading price was 28.3, 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 TATACOMM was trading at 1486.30. The strike last trading price was 28.3, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 19 Feb TATACOMM was trading at 1501.80. The strike last trading price was 28.3, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TATACOMM was trading at 1488.30. The strike last trading price was 28.3, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TATACOMM was trading at 1507.45. The strike last trading price was 28.3, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 14 Feb TATACOMM was trading at 1503.20. The strike last trading price was 28.3, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATACOMM was trading at 1522.15. The strike last trading price was 28.3, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATACOMM was trading at 1525.35. The strike last trading price was 28.3, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
