TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 1749.90 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1759.65 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1805.80 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 449.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1790.80 | 449.05 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1520 expiring on 28NOV2024
Delta for 1520 CE is -
Historical price for 1520 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 449.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 449.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 28NOV2024 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.13
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 0.9 | -1.10 | 44.35 | 2 | -0.5 | 45 |
| 14 Nov | 1749.90 | 2 | 0.75 | 42.23 | 4.5 | 0.5 | 45.5 |
| 13 Nov | 1745.10 | 1.25 | -0.10 | 36.48 | 2 | 0 | 45 |
| 12 Nov | 1759.65 | 1.35 | -0.30 | 36.77 | 3 | 0.5 | 45.5 |
| 11 Nov | 1767.95 | 1.65 | 0.00 | 0.00 | 0 | -6.5 | 0 |
| 8 Nov | 1774.65 | 1.65 | 0.60 | 35.64 | 39.5 | -5.5 | 46 |
| 7 Nov | 1805.80 | 1.05 | 0.15 | 35.78 | 3 | 0 | 51.5 |
| 6 Nov | 1809.05 | 0.9 | -1.45 | 35.11 | 23 | 0 | 51.5 |
| 5 Nov | 1756.05 | 2.35 | -0.95 | 34.01 | 58 | 23 | 53.5 |
| 4 Nov | 1746.35 | 3.3 | -5.50 | 34.56 | 42 | 30 | 30 |
| 1 Nov | 1790.80 | 8.8 | 16.45 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1520 expiring on 28NOV2024
Delta for 1520 PE is -0.02
Historical price for 1520 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 0.9, which was -1.10 lower than the previous day. The implied volatity was 44.35, the open interest changed by -1 which decreased total open position to 90
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 2, which was 0.75 higher than the previous day. The implied volatity was 42.23, the open interest changed by 1 which increased total open position to 91
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 36.48, the open interest changed by 0 which decreased total open position to 90
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 36.77, the open interest changed by 1 which increased total open position to 91
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 1.65, which was 0.60 higher than the previous day. The implied volatity was 35.64, the open interest changed by -11 which decreased total open position to 92
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 35.78, the open interest changed by 0 which decreased total open position to 103
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 0.9, which was -1.45 lower than the previous day. The implied volatity was 35.11, the open interest changed by 0 which decreased total open position to 103
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 34.01, the open interest changed by 46 which increased total open position to 107
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 3.3, which was -5.50 lower than the previous day. The implied volatity was 34.56, the open interest changed by 60 which increased total open position to 60
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was 16.45, the open interest changed by 0 which decreased total open position to 0
