TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
15 Apr 2025 04:10 PM IST
| TATACOMM 24APR2025 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.70
Theta: -2.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1591.00 | 105.75 | 19.95 | 47.64 | 118 | -12 | 169 | |||
| 11 Apr | 1564.25 | 83.4 | 0.5 | 40.73 | 74 | 6 | 181 | |||
| 9 Apr | 1547.35 | 82.3 | -22.25 | 44.71 | 43 | 0 | 175 | |||
| 8 Apr | 1565.50 | 104.55 | 18.6 | 49.95 | 16 | 6 | 174 | |||
| 7 Apr | 1549.85 | 85.95 | -33.55 | 30.48 | 203 | 48 | 171 | |||
| 4 Apr | 1598.05 | 121.05 | -21.6 | 33.19 | 21 | -9 | 122 | |||
| 3 Apr | 1631.25 | 142.65 | 26.35 | 28.66 | 52 | 32 | 130 | |||
| 2 Apr | 1595.20 | 116.3 | 11.6 | 33.48 | 8 | -1 | 97 | |||
| 1 Apr | 1579.65 | 104.85 | -1.45 | 31.11 | 50 | 19 | 95 | |||
| 28 Mar | 1578.20 | 105.95 | -16.05 | 31.29 | 11 | -1 | 76 | |||
| 27 Mar | 1594.55 | 122 | -4 | 34.18 | 23 | 6 | 76 | |||
| 26 Mar | 1604.95 | 126 | 14.25 | 26.12 | 11 | 3 | 70 | |||
| 25 Mar | 1578.25 | 111.75 | -31.25 | 31.52 | 60 | -19 | 63 | |||
| 24 Mar | 1611.95 | 143 | 9 | 34.07 | 42 | 34 | 80 | |||
| 21 Mar | 1610.00 | 134 | -1.75 | 25.27 | 2 | 1 | 46 | |||
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| 20 Mar | 1605.20 | 135.75 | 32.75 | 32.25 | 45 | -8 | 44 | |||
| 19 Mar | 1561.10 | 103.5 | 33.8 | 29.51 | 98 | -14 | 53 | |||
| 18 Mar | 1506.20 | 69.7 | -2.15 | 30.52 | 72 | 20 | 68 | |||
| 17 Mar | 1502.60 | 71.8 | -3.65 | 32.61 | 15 | 5 | 49 | |||
| 13 Mar | 1503.95 | 75.45 | -0.55 | 30.40 | 35 | 3 | 44 | |||
| 12 Mar | 1508.05 | 75.1 | 11.7 | 30.75 | 85 | -7 | 43 | |||
| 11 Mar | 1492.35 | 69.9 | 32.05 | 32.53 | 82 | 49 | 49 | |||
For Tata Communications Ltd - strike price 1500 expiring on 24APR2025
Delta for 1500 CE is 0.80
Historical price for 1500 CE is as follows
On 15 Apr TATACOMM was trading at 1591.00. The strike last trading price was 105.75, which was 19.95 higher than the previous day. The implied volatity was 47.64, the open interest changed by -12 which decreased total open position to 169
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 83.4, which was 0.5 higher than the previous day. The implied volatity was 40.73, the open interest changed by 6 which increased total open position to 181
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 82.3, which was -22.25 lower than the previous day. The implied volatity was 44.71, the open interest changed by 0 which decreased total open position to 175
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 104.55, which was 18.6 higher than the previous day. The implied volatity was 49.95, the open interest changed by 6 which increased total open position to 174
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 85.95, which was -33.55 lower than the previous day. The implied volatity was 30.48, the open interest changed by 48 which increased total open position to 171
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 121.05, which was -21.6 lower than the previous day. The implied volatity was 33.19, the open interest changed by -9 which decreased total open position to 122
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 142.65, which was 26.35 higher than the previous day. The implied volatity was 28.66, the open interest changed by 32 which increased total open position to 130
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 116.3, which was 11.6 higher than the previous day. The implied volatity was 33.48, the open interest changed by -1 which decreased total open position to 97
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 104.85, which was -1.45 lower than the previous day. The implied volatity was 31.11, the open interest changed by 19 which increased total open position to 95
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 105.95, which was -16.05 lower than the previous day. The implied volatity was 31.29, the open interest changed by -1 which decreased total open position to 76
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 122, which was -4 lower than the previous day. The implied volatity was 34.18, the open interest changed by 6 which increased total open position to 76
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 126, which was 14.25 higher than the previous day. The implied volatity was 26.12, the open interest changed by 3 which increased total open position to 70
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 111.75, which was -31.25 lower than the previous day. The implied volatity was 31.52, the open interest changed by -19 which decreased total open position to 63
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 143, which was 9 higher than the previous day. The implied volatity was 34.07, the open interest changed by 34 which increased total open position to 80
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 134, which was -1.75 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 46
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 135.75, which was 32.75 higher than the previous day. The implied volatity was 32.25, the open interest changed by -8 which decreased total open position to 44
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 103.5, which was 33.8 higher than the previous day. The implied volatity was 29.51, the open interest changed by -14 which decreased total open position to 53
On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 69.7, which was -2.15 lower than the previous day. The implied volatity was 30.52, the open interest changed by 20 which increased total open position to 68
On 17 Mar TATACOMM was trading at 1502.60. The strike last trading price was 71.8, which was -3.65 lower than the previous day. The implied volatity was 32.61, the open interest changed by 5 which increased total open position to 49
On 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 75.45, which was -0.55 lower than the previous day. The implied volatity was 30.40, the open interest changed by 3 which increased total open position to 44
On 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 75.1, which was 11.7 higher than the previous day. The implied volatity was 30.75, the open interest changed by -7 which decreased total open position to 43
On 11 Mar TATACOMM was trading at 1492.35. The strike last trading price was 69.9, which was 32.05 higher than the previous day. The implied volatity was 32.53, the open interest changed by 49 which increased total open position to 49
| TATACOMM 24APR2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.71
Theta: -1.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1591.00 | 14.15 | -12.9 | 47.92 | 504 | -36 | 388 |
| 11 Apr | 1564.25 | 25.35 | -5.7 | 43.58 | 1,073 | 110 | 424 |
| 9 Apr | 1547.35 | 30.8 | 4.3 | 41.84 | 260 | -42 | 312 |
| 8 Apr | 1565.50 | 26.2 | -11.7 | 42.37 | 477 | -46 | 355 |
| 7 Apr | 1549.85 | 33.7 | 19 | 48.10 | 867 | 73 | 405 |
| 4 Apr | 1598.05 | 14.2 | 4.4 | 35.59 | 353 | -36 | 333 |
| 3 Apr | 1631.25 | 10.45 | -5.25 | 35.67 | 421 | 19 | 357 |
| 2 Apr | 1595.20 | 16.55 | -2.5 | 34.62 | 267 | -27 | 338 |
| 1 Apr | 1579.65 | 18.55 | -0.55 | 33.32 | 575 | 82 | 367 |
| 28 Mar | 1578.20 | 19 | 2.45 | 30.62 | 616 | -42 | 285 |
| 27 Mar | 1594.55 | 16.85 | 1 | 30.97 | 345 | 109 | 327 |
| 26 Mar | 1604.95 | 15.45 | -5.55 | 31.84 | 139 | 46 | 218 |
| 25 Mar | 1578.25 | 21 | 6.25 | 31.22 | 130 | 45 | 172 |
| 24 Mar | 1611.95 | 14.9 | -0.85 | 31.55 | 89 | 31 | 127 |
| 21 Mar | 1610.00 | 15.4 | -4.05 | 30.54 | 58 | 2 | 95 |
| 20 Mar | 1605.20 | 19.45 | -11.75 | 31.74 | 58 | -1 | 94 |
| 19 Mar | 1561.10 | 30.75 | -21.6 | 32.50 | 177 | 54 | 96 |
| 18 Mar | 1506.20 | 52.35 | -5.15 | 33.06 | 34 | 18 | 41 |
| 17 Mar | 1502.60 | 57.5 | -0.2 | 34.30 | 14 | 5 | 22 |
| 13 Mar | 1503.95 | 57.7 | -1.75 | 34.59 | 29 | 10 | 17 |
| 12 Mar | 1508.05 | 59.45 | -73 | 34.44 | 7 | 6 | 6 |
| 11 Mar | 1492.35 | 132.45 | 0 | 0.36 | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1500 expiring on 24APR2025
Delta for 1500 PE is -0.20
Historical price for 1500 PE is as follows
On 15 Apr TATACOMM was trading at 1591.00. The strike last trading price was 14.15, which was -12.9 lower than the previous day. The implied volatity was 47.92, the open interest changed by -36 which decreased total open position to 388
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 25.35, which was -5.7 lower than the previous day. The implied volatity was 43.58, the open interest changed by 110 which increased total open position to 424
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 30.8, which was 4.3 higher than the previous day. The implied volatity was 41.84, the open interest changed by -42 which decreased total open position to 312
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 26.2, which was -11.7 lower than the previous day. The implied volatity was 42.37, the open interest changed by -46 which decreased total open position to 355
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 33.7, which was 19 higher than the previous day. The implied volatity was 48.10, the open interest changed by 73 which increased total open position to 405
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 14.2, which was 4.4 higher than the previous day. The implied volatity was 35.59, the open interest changed by -36 which decreased total open position to 333
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 10.45, which was -5.25 lower than the previous day. The implied volatity was 35.67, the open interest changed by 19 which increased total open position to 357
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 16.55, which was -2.5 lower than the previous day. The implied volatity was 34.62, the open interest changed by -27 which decreased total open position to 338
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 18.55, which was -0.55 lower than the previous day. The implied volatity was 33.32, the open interest changed by 82 which increased total open position to 367
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 19, which was 2.45 higher than the previous day. The implied volatity was 30.62, the open interest changed by -42 which decreased total open position to 285
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 16.85, which was 1 higher than the previous day. The implied volatity was 30.97, the open interest changed by 109 which increased total open position to 327
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 15.45, which was -5.55 lower than the previous day. The implied volatity was 31.84, the open interest changed by 46 which increased total open position to 218
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 21, which was 6.25 higher than the previous day. The implied volatity was 31.22, the open interest changed by 45 which increased total open position to 172
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 14.9, which was -0.85 lower than the previous day. The implied volatity was 31.55, the open interest changed by 31 which increased total open position to 127
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 15.4, which was -4.05 lower than the previous day. The implied volatity was 30.54, the open interest changed by 2 which increased total open position to 95
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 19.45, which was -11.75 lower than the previous day. The implied volatity was 31.74, the open interest changed by -1 which decreased total open position to 94
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 30.75, which was -21.6 lower than the previous day. The implied volatity was 32.50, the open interest changed by 54 which increased total open position to 96
On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 52.35, which was -5.15 lower than the previous day. The implied volatity was 33.06, the open interest changed by 18 which increased total open position to 41
On 17 Mar TATACOMM was trading at 1502.60. The strike last trading price was 57.5, which was -0.2 lower than the previous day. The implied volatity was 34.30, the open interest changed by 5 which increased total open position to 22
On 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 57.7, which was -1.75 lower than the previous day. The implied volatity was 34.59, the open interest changed by 10 which increased total open position to 17
On 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 59.45, which was -73 lower than the previous day. The implied volatity was 34.44, the open interest changed by 6 which increased total open position to 6
On 11 Mar TATACOMM was trading at 1492.35. The strike last trading price was 132.45, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
