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[--[65.84.65.76]--]
TATACOMM
Tata Communications Ltd

1564.25 16.90 (1.09%)

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Historical option data for TATACOMM

11 Apr 2025 04:10 PM IST
TATACOMM 24APR2025 1520 CE
Delta: 0.65
Vega: 1.09
Theta: -1.94
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1564.25 69.9 -0.15 40.29 93 1 28
9 Apr 1547.35 70.8 -14.85 44.94 37 2 26
8 Apr 1565.50 85.45 4.95 44.49 51 4 23
7 Apr 1549.85 79.75 -41.05 37.31 400 -3 21
4 Apr 1598.05 120.8 -5 46.05 15 -6 23
3 Apr 1631.25 125.8 25.7 29.32 14 6 29
2 Apr 1595.20 100.6 12.1 32.85 28 9 23
1 Apr 1579.65 88.45 -8.95 29.68 30 7 15
28 Mar 1578.20 97.4 -7.65 34.94 5 1 8
27 Mar 1594.55 105.05 -8.9 32.06 4 0 7
26 Mar 1604.95 113.95 -12.05 29.38 5 0 7
25 Mar 1578.25 126 0 0.00 0 -2 0
24 Mar 1611.95 126 36.45 31.94 4 0 9
21 Mar 1610.00 89.55 0 0.00 0 0 0
20 Mar 1605.20 89.55 0 0.00 0 5 0
19 Mar 1561.10 89.55 32.95 29.09 9 1 5
18 Mar 1506.20 56.6 -5.4 28.99 3 1 3
17 Mar 1502.60 62 -5.9 32.64 1 0 1
13 Mar 1503.95 67.9 0 0.00 0 1 0
12 Mar 1508.05 67.9 -84.9 32.17 1 0 0
11 Mar 1492.35 152.8 0 0.83 0 0 0
27 Feb 1388.95 152.8 0 5.19 0 0 0
26 Feb 1402.55 152.8 0 4.48 0 0 0
25 Feb 1405.45 152.8 0 4.48 0 0 0
24 Feb 1436.05 152.8 0 2.93 0 0 0
21 Feb 1450.15 152.8 0 2.18 0 0 0
20 Feb 1486.30 152.8 0 0.30 0 0 0
19 Feb 1501.80 0 0 - 0 0 0
18 Feb 1488.30 0 0 0.06 0 0 0
17 Feb 1507.45 0 0 - 0 0 0
14 Feb 1503.20 0 0 - 0 0 0
13 Feb 1523.20 0 0 - 0 0 0
12 Feb 1522.15 0 0 - 0 0 0
11 Feb 1525.35 0 0 - 0 0 0
10 Feb 1572.00 0 0 - 0 0 0
7 Feb 1605.80 0 0 - 0 0 0
6 Feb 1586.90 0 0 - 0 0 0
5 Feb 1605.35 0 0 - 0 0 0
4 Feb 1586.45 0 0 - 0 0 0
3 Feb 1560.50 0 0 - 0 0 0
1 Feb 1616.70 0 0 - 0 0 0


For Tata Communications Ltd - strike price 1520 expiring on 24APR2025

Delta for 1520 CE is 0.65

Historical price for 1520 CE is as follows

On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 69.9, which was -0.15 lower than the previous day. The implied volatity was 40.29, the open interest changed by 1 which increased total open position to 28


On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 70.8, which was -14.85 lower than the previous day. The implied volatity was 44.94, the open interest changed by 2 which increased total open position to 26


On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 85.45, which was 4.95 higher than the previous day. The implied volatity was 44.49, the open interest changed by 4 which increased total open position to 23


On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 79.75, which was -41.05 lower than the previous day. The implied volatity was 37.31, the open interest changed by -3 which decreased total open position to 21


On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 120.8, which was -5 lower than the previous day. The implied volatity was 46.05, the open interest changed by -6 which decreased total open position to 23


On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 125.8, which was 25.7 higher than the previous day. The implied volatity was 29.32, the open interest changed by 6 which increased total open position to 29


On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 100.6, which was 12.1 higher than the previous day. The implied volatity was 32.85, the open interest changed by 9 which increased total open position to 23


On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 88.45, which was -8.95 lower than the previous day. The implied volatity was 29.68, the open interest changed by 7 which increased total open position to 15


On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 97.4, which was -7.65 lower than the previous day. The implied volatity was 34.94, the open interest changed by 1 which increased total open position to 8


On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 105.05, which was -8.9 lower than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 7


On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 113.95, which was -12.05 lower than the previous day. The implied volatity was 29.38, the open interest changed by 0 which decreased total open position to 7


On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 126, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 126, which was 36.45 higher than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 9


On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 89.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 89.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 89.55, which was 32.95 higher than the previous day. The implied volatity was 29.09, the open interest changed by 1 which increased total open position to 5


On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 56.6, which was -5.4 lower than the previous day. The implied volatity was 28.99, the open interest changed by 1 which increased total open position to 3


On 17 Mar TATACOMM was trading at 1502.60. The strike last trading price was 62, which was -5.9 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 1


On 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 67.9, 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 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 67.9, which was -84.9 lower than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 0


On 11 Mar TATACOMM was trading at 1492.35. The strike last trading price was 152.8, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0


On 27 Feb TATACOMM was trading at 1388.95. The strike last trading price was 152.8, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0


On 26 Feb TATACOMM was trading at 1402.55. The strike last trading price was 152.8, which was 0 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0


On 25 Feb TATACOMM was trading at 1405.45. The strike last trading price was 152.8, which was 0 lower than the previous day. The implied volatity was 4.48, 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 152.8, which was 0 lower than the previous day. The implied volatity was 2.93, 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 152.8, which was 0 lower than the previous day. The implied volatity was 2.18, 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 152.8, which was 0 lower than the previous day. The implied volatity was 0.30, 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 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 Feb TATACOMM was trading at 1488.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.06, 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 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 14 Feb TATACOMM was trading at 1503.20. 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 13 Feb TATACOMM was trading at 1523.20. 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 12 Feb TATACOMM was trading at 1522.15. 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 11 Feb TATACOMM was trading at 1525.35. 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 10 Feb TATACOMM was trading at 1572.00. 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 7 Feb TATACOMM was trading at 1605.80. 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 6 Feb TATACOMM was trading at 1586.90. 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 5 Feb TATACOMM was trading at 1605.35. 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 Feb TATACOMM was trading at 1586.45. 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 3 Feb TATACOMM was trading at 1560.50. 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 1 Feb TATACOMM was trading at 1616.70. 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


TATACOMM 24APR2025 1520 PE
Delta: -0.35
Vega: 1.09
Theta: -1.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1564.25 31.2 -7.1 42.41 415 14 181
9 Apr 1547.35 39 6.55 42.03 163 -18 171
8 Apr 1565.50 33.15 -11.8 42.41 238 -3 192
7 Apr 1549.85 42.7 23.7 49.43 562 62 196
4 Apr 1598.05 18.55 5.95 35.32 226 -38 134
3 Apr 1631.25 14 -6.3 35.61 262 58 172
2 Apr 1595.20 21.1 -3.25 34.16 108 -6 113
1 Apr 1579.65 23.3 -0.6 32.65 263 24 120
28 Mar 1578.20 23.7 1.9 29.89 174 16 96
27 Mar 1594.55 21.8 2.25 30.91 23 15 80
26 Mar 1604.95 19.65 -6.45 31.53 67 57 63
25 Mar 1578.25 26.1 8.35 30.74 4 1 5
24 Mar 1611.95 17.75 -4 30.39 2 0 2
21 Mar 1610.00 21.75 -17.25 31.79 1 0 1
20 Mar 1605.20 39 0 0.00 0 1 0
19 Mar 1561.10 39 -21.55 33.22 1 0 0
18 Mar 1506.20 60.55 0 - 0 0 0
17 Mar 1502.60 60.55 0 - 0 0 0
13 Mar 1503.95 60.55 0 0.39 0 0 0
12 Mar 1508.05 60.55 0 0.44 0 0 0
11 Mar 1492.35 60.55 0 - 0 0 0
27 Feb 1388.95 60.55 0 - 0 0 0
26 Feb 1402.55 60.55 0 - 0 0 0
25 Feb 1405.45 60.55 0 - 0 0 0
24 Feb 1436.05 60.55 0 - 0 0 0
21 Feb 1450.15 60.55 0 - 0 0 0
20 Feb 1486.30 60.55 0 - 0 0 0
19 Feb 1501.80 60.55 0 0.30 0 0 0
18 Feb 1488.30 60.55 0 - 0 0 0
17 Feb 1507.45 60.55 0 0.87 0 0 0
14 Feb 1503.20 60.55 0 - 0 0 0
13 Feb 1523.20 60.55 0 1.36 0 0 0
12 Feb 1522.15 60.55 0 1.50 0 0 0
11 Feb 1525.35 60.55 0 1.06 0 0 0
10 Feb 1572.00 60.55 0 3.08 0 0 0
7 Feb 1605.80 0 0 4.23 0 0 0
6 Feb 1586.90 0 0 3.71 0 0 0
5 Feb 1605.35 0 0 4.19 0 0 0
4 Feb 1586.45 0 0 3.61 0 0 0
3 Feb 1560.50 0 0 2.74 0 0 0
1 Feb 1616.70 0 0 4.53 0 0 0


For Tata Communications Ltd - strike price 1520 expiring on 24APR2025

Delta for 1520 PE is -0.35

Historical price for 1520 PE is as follows

On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 31.2, which was -7.1 lower than the previous day. The implied volatity was 42.41, the open interest changed by 14 which increased total open position to 181


On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 39, which was 6.55 higher than the previous day. The implied volatity was 42.03, the open interest changed by -18 which decreased total open position to 171


On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 33.15, which was -11.8 lower than the previous day. The implied volatity was 42.41, the open interest changed by -3 which decreased total open position to 192


On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 42.7, which was 23.7 higher than the previous day. The implied volatity was 49.43, the open interest changed by 62 which increased total open position to 196


On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 18.55, which was 5.95 higher than the previous day. The implied volatity was 35.32, the open interest changed by -38 which decreased total open position to 134


On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 14, which was -6.3 lower than the previous day. The implied volatity was 35.61, the open interest changed by 58 which increased total open position to 172


On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 21.1, which was -3.25 lower than the previous day. The implied volatity was 34.16, the open interest changed by -6 which decreased total open position to 113


On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 23.3, which was -0.6 lower than the previous day. The implied volatity was 32.65, the open interest changed by 24 which increased total open position to 120


On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 23.7, which was 1.9 higher than the previous day. The implied volatity was 29.89, the open interest changed by 16 which increased total open position to 96


On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 21.8, which was 2.25 higher than the previous day. The implied volatity was 30.91, the open interest changed by 15 which increased total open position to 80


On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 19.65, which was -6.45 lower than the previous day. The implied volatity was 31.53, the open interest changed by 57 which increased total open position to 63


On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 26.1, which was 8.35 higher than the previous day. The implied volatity was 30.74, the open interest changed by 1 which increased total open position to 5


On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 17.75, which was -4 lower than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 2


On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 21.75, which was -17.25 lower than the previous day. The implied volatity was 31.79, the open interest changed by 0 which decreased total open position to 1


On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 39, 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 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 39, which was -21.55 lower than the previous day. The implied volatity was 33.22, the open interest changed by 0 which decreased total open position to 0


On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 60.55, 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 Mar TATACOMM was trading at 1502.60. The strike last trading price was 60.55, 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 Mar TATACOMM was trading at 1503.95. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 11 Mar TATACOMM was trading at 1492.35. The strike last trading price was 60.55, 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 27 Feb TATACOMM was trading at 1388.95. The strike last trading price was 60.55, 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 26 Feb TATACOMM was trading at 1402.55. The strike last trading price was 60.55, 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 TATACOMM was trading at 1405.45. The strike last trading price was 60.55, 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 TATACOMM was trading at 1436.05. The strike last trading price was 60.55, 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 60.55, 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 60.55, 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 60.55, which was 0 lower than the previous day. The implied volatity was 0.30, 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 60.55, 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 60.55, which was 0 lower than the previous day. The implied volatity was 0.87, 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 60.55, 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 TATACOMM was trading at 1523.20. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 1.36, 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 60.55, which was 0 lower than the previous day. The implied volatity was 1.50, 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 60.55, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0


On 10 Feb TATACOMM was trading at 1572.00. The strike last trading price was 60.55, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0


On 7 Feb TATACOMM was trading at 1605.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0


On 6 Feb TATACOMM was trading at 1586.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0


On 5 Feb TATACOMM was trading at 1605.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0


On 4 Feb TATACOMM was trading at 1586.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0


On 3 Feb TATACOMM was trading at 1560.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0


On 1 Feb TATACOMM was trading at 1616.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0