TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
TATACOMM 30JAN2025 1540 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 1733.35 | 245 | 0.00 | - | 0 | 0 | 0 | |||
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24 Dec | 1721.80 | 245 | - | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1540 expiring on 30JAN2025
Delta for 1540 CE is -
Historical price for 1540 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 245, 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 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 245, 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 30JAN2025 1540 PE | |||||||
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Delta: -0.09
Vega: 0.88
Theta: -0.35
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 1733.35 | 7.45 | -13.20 | 31.49 | 4 | 0 | 0 |
24 Dec | 1721.80 | 20.65 | 9.78 | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1540 expiring on 30JAN2025
Delta for 1540 PE is -0.09
Historical price for 1540 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 7.45, which was -13.20 lower than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 0
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was 9.78, the open interest changed by 0 which decreased total open position to 0