TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
11 Apr 2025 04:10 PM IST
| TATACOMM 24APR2025 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 1.14
Theta: -1.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1564.25 | 57.55 | -0.55 | 39.77 | 166 | 6 | 69 | |||
| 9 Apr | 1547.35 | 57.95 | -14.2 | 43.16 | 151 | 10 | 61 | |||
| 8 Apr | 1565.50 | 72.9 | 4.85 | 43.87 | 150 | -22 | 53 | |||
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| 7 Apr | 1549.85 | 69.5 | -14.7 | 38.89 | 359 | 40 | 77 | |||
| 4 Apr | 1598.05 | 84.2 | -28.9 | 27.59 | 18 | 3 | 37 | |||
| 3 Apr | 1631.25 | 112 | 25.8 | 31.80 | 48 | 4 | 34 | |||
| 2 Apr | 1595.20 | 86.15 | 10.45 | 32.46 | 33 | 2 | 30 | |||
| 1 Apr | 1579.65 | 75 | -5.35 | 29.76 | 123 | 5 | 28 | |||
| 28 Mar | 1578.20 | 80.35 | -14.65 | 32.11 | 23 | 8 | 23 | |||
| 27 Mar | 1594.55 | 95 | 7 | 34.51 | 4 | 3 | 14 | |||
| 26 Mar | 1604.95 | 88 | -17 | 21.24 | 6 | 3 | 11 | |||
| 25 Mar | 1578.25 | 105 | 0 | 0.00 | 0 | 6 | 0 | |||
| 24 Mar | 1611.95 | 105 | 48 | 28.20 | 6 | 5 | 7 | |||
| 21 Mar | 1610.00 | 57 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 1605.20 | 57 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 1561.10 | 57 | 0 | 0.00 | 0 | 1 | 0 | |||
| 18 Mar | 1506.20 | 57 | 0 | 33.97 | 1 | 0 | 1 | |||
| 17 Mar | 1502.60 | 57 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 1503.95 | 57 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 1508.05 | 57 | 29.15 | 31.32 | 1 | 0 | 0 | |||
| 11 Mar | 1492.35 | 27.85 | 0 | 1.83 | 0 | 0 | 0 | |||
For Tata Communications Ltd - strike price 1540 expiring on 24APR2025
Delta for 1540 CE is 0.59
Historical price for 1540 CE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 57.55, which was -0.55 lower than the previous day. The implied volatity was 39.77, the open interest changed by 6 which increased total open position to 69
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 57.95, which was -14.2 lower than the previous day. The implied volatity was 43.16, the open interest changed by 10 which increased total open position to 61
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 72.9, which was 4.85 higher than the previous day. The implied volatity was 43.87, the open interest changed by -22 which decreased total open position to 53
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 69.5, which was -14.7 lower than the previous day. The implied volatity was 38.89, the open interest changed by 40 which increased total open position to 77
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 84.2, which was -28.9 lower than the previous day. The implied volatity was 27.59, the open interest changed by 3 which increased total open position to 37
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 112, which was 25.8 higher than the previous day. The implied volatity was 31.80, the open interest changed by 4 which increased total open position to 34
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 86.15, which was 10.45 higher than the previous day. The implied volatity was 32.46, the open interest changed by 2 which increased total open position to 30
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 75, which was -5.35 lower than the previous day. The implied volatity was 29.76, the open interest changed by 5 which increased total open position to 28
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 80.35, which was -14.65 lower than the previous day. The implied volatity was 32.11, the open interest changed by 8 which increased total open position to 23
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 95, which was 7 higher than the previous day. The implied volatity was 34.51, the open interest changed by 3 which increased total open position to 14
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 88, which was -17 lower than the previous day. The implied volatity was 21.24, the open interest changed by 3 which increased total open position to 11
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 105, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 105, which was 48 higher than the previous day. The implied volatity was 28.20, the open interest changed by 5 which increased total open position to 7
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 57, 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 57, 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 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 57, 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 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was 33.97, the open interest changed by 0 which decreased total open position to 1
On 17 Mar TATACOMM was trading at 1502.60. The strike last trading price was 57, 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 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 57, 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 57, which was 29.15 higher than the previous day. The implied volatity was 31.32, 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 27.85, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 24APR2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 1.15
Theta: -1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1564.25 | 39.6 | -7.5 | 42.50 | 382 | -2 | 151 |
| 9 Apr | 1547.35 | 47.1 | 6.85 | 41.16 | 267 | -5 | 143 |
| 8 Apr | 1565.50 | 40.6 | -11.6 | 41.96 | 320 | -6 | 147 |
| 7 Apr | 1549.85 | 49.75 | 25.75 | 48.43 | 519 | 36 | 153 |
| 4 Apr | 1598.05 | 23.25 | 6.9 | 34.58 | 306 | -30 | 118 |
| 3 Apr | 1631.25 | 17.1 | -8.75 | 34.43 | 436 | 3 | 148 |
| 2 Apr | 1595.20 | 26.2 | -4.85 | 33.42 | 245 | 28 | 149 |
| 1 Apr | 1579.65 | 29.55 | -1.25 | 32.35 | 321 | 12 | 122 |
| 28 Mar | 1578.20 | 30.45 | 2.85 | 29.86 | 170 | 33 | 110 |
| 27 Mar | 1594.55 | 27.6 | 2.5 | 30.59 | 25 | 21 | 78 |
| 26 Mar | 1604.95 | 24.75 | 0.15 | 31.20 | 34 | 25 | 54 |
| 25 Mar | 1578.25 | 24.6 | 2.15 | 25.64 | 2 | 0 | 29 |
| 24 Mar | 1611.95 | 22.45 | -6.25 | 30.08 | 11 | 0 | 29 |
| 21 Mar | 1610.00 | 28.7 | -1.25 | 32.63 | 8 | 0 | 28 |
| 20 Mar | 1605.20 | 29.95 | -16.75 | 31.34 | 6 | 1 | 28 |
| 19 Mar | 1561.10 | 48 | -114.05 | 33.77 | 35 | 28 | 28 |
| 18 Mar | 1506.20 | 162.05 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1502.60 | 162.05 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1503.95 | 162.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1508.05 | 162.05 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1492.35 | 162.05 | 0 | - | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1540 expiring on 24APR2025
Delta for 1540 PE is -0.42
Historical price for 1540 PE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 39.6, which was -7.5 lower than the previous day. The implied volatity was 42.50, the open interest changed by -2 which decreased total open position to 151
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 47.1, which was 6.85 higher than the previous day. The implied volatity was 41.16, the open interest changed by -5 which decreased total open position to 143
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 40.6, which was -11.6 lower than the previous day. The implied volatity was 41.96, the open interest changed by -6 which decreased total open position to 147
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 49.75, which was 25.75 higher than the previous day. The implied volatity was 48.43, the open interest changed by 36 which increased total open position to 153
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 23.25, which was 6.9 higher than the previous day. The implied volatity was 34.58, the open interest changed by -30 which decreased total open position to 118
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 17.1, which was -8.75 lower than the previous day. The implied volatity was 34.43, the open interest changed by 3 which increased total open position to 148
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 26.2, which was -4.85 lower than the previous day. The implied volatity was 33.42, the open interest changed by 28 which increased total open position to 149
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 29.55, which was -1.25 lower than the previous day. The implied volatity was 32.35, the open interest changed by 12 which increased total open position to 122
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 30.45, which was 2.85 higher than the previous day. The implied volatity was 29.86, the open interest changed by 33 which increased total open position to 110
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 27.6, which was 2.5 higher than the previous day. The implied volatity was 30.59, the open interest changed by 21 which increased total open position to 78
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 24.75, which was 0.15 higher than the previous day. The implied volatity was 31.20, the open interest changed by 25 which increased total open position to 54
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 24.6, which was 2.15 higher than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 29
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 22.45, which was -6.25 lower than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 29
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 28.7, which was -1.25 lower than the previous day. The implied volatity was 32.63, the open interest changed by 0 which decreased total open position to 28
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 29.95, which was -16.75 lower than the previous day. The implied volatity was 31.34, the open interest changed by 1 which increased total open position to 28
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 48, which was -114.05 lower than the previous day. The implied volatity was 33.77, the open interest changed by 28 which increased total open position to 28
On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 162.05, 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 162.05, 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 162.05, 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 Mar TATACOMM was trading at 1508.05. The strike last trading price was 162.05, 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 Mar TATACOMM was trading at 1492.35. The strike last trading price was 162.05, 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
