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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 1560 CE
Delta: 0.52
Vega: 1.17
Theta: -2.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1564.25 47.65 -0.1 40.22 273 -13 117
9 Apr 1547.35 45.05 -14.7 40.45 339 27 134
8 Apr 1565.50 60.25 2.35 42.37 402 8 105
7 Apr 1549.85 58.15 -16.5 38.60 474 10 97
4 Apr 1598.05 74.9 -23.15 31.23 81 9 87
3 Apr 1631.25 97.6 25.65 32.28 199 5 77
2 Apr 1595.20 71.4 8.25 31.13 165 5 72
1 Apr 1579.65 62.75 -3.05 29.77 139 13 67
28 Mar 1578.20 67 -5.95 31.11 38 15 54
27 Mar 1594.55 72.95 -6.2 28.37 22 -6 41
26 Mar 1604.95 79.15 -22.1 25.19 3 2 47
25 Mar 1578.25 101.25 0 0.00 0 12 0
24 Mar 1611.95 101.25 11.15 34.44 14 10 43
21 Mar 1610.00 90.1 0.2 26.45 9 -1 32
20 Mar 1605.20 89.9 20.75 28.69 23 -12 33
19 Mar 1561.10 68.5 23.5 30.26 55 41 43
18 Mar 1506.20 45 2 31.94 1 0 1
17 Mar 1502.60 43 -86.95 31.48 1 0 0
13 Mar 1503.95 129.95 0 1.83 0 0 0
12 Mar 1508.05 129.95 0 1.97 0 0 0
11 Mar 1492.35 129.95 0 2.86 0 0 0
27 Feb 1388.95 129.95 0 6.86 0 0 0
26 Feb 1402.55 129.95 0 6.17 0 0 0
25 Feb 1405.45 129.95 0 6.17 0 0 0
24 Feb 1436.05 129.95 0 4.30 0 0 0
21 Feb 1450.15 129.95 0 3.90 0 0 0
20 Feb 1486.30 129.95 0 2.05 0 0 0
19 Feb 1501.80 0 0 1.20 0 0 0
18 Feb 1488.30 0 0 1.80 0 0 0
17 Feb 1507.45 0 0 1.06 0 0 0
14 Feb 1503.20 0 0 1.11 0 0 0
13 Feb 1523.20 0 0 0.33 0 0 0
12 Feb 1522.15 0 0 0.47 0 0 0
11 Feb 1525.35 0 0 0.11 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 1560 expiring on 24APR2025

Delta for 1560 CE is 0.52

Historical price for 1560 CE is as follows

On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 47.65, which was -0.1 lower than the previous day. The implied volatity was 40.22, the open interest changed by -13 which decreased total open position to 117


On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 45.05, which was -14.7 lower than the previous day. The implied volatity was 40.45, the open interest changed by 27 which increased total open position to 134


On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 60.25, which was 2.35 higher than the previous day. The implied volatity was 42.37, the open interest changed by 8 which increased total open position to 105


On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 58.15, which was -16.5 lower than the previous day. The implied volatity was 38.60, the open interest changed by 10 which increased total open position to 97


On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 74.9, which was -23.15 lower than the previous day. The implied volatity was 31.23, the open interest changed by 9 which increased total open position to 87


On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 97.6, which was 25.65 higher than the previous day. The implied volatity was 32.28, the open interest changed by 5 which increased total open position to 77


On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 71.4, which was 8.25 higher than the previous day. The implied volatity was 31.13, the open interest changed by 5 which increased total open position to 72


On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 62.75, which was -3.05 lower than the previous day. The implied volatity was 29.77, the open interest changed by 13 which increased total open position to 67


On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 67, which was -5.95 lower than the previous day. The implied volatity was 31.11, the open interest changed by 15 which increased total open position to 54


On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 72.95, which was -6.2 lower than the previous day. The implied volatity was 28.37, the open interest changed by -6 which decreased total open position to 41


On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 79.15, which was -22.1 lower than the previous day. The implied volatity was 25.19, the open interest changed by 2 which increased total open position to 47


On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 101.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 101.25, which was 11.15 higher than the previous day. The implied volatity was 34.44, the open interest changed by 10 which increased total open position to 43


On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 90.1, which was 0.2 higher than the previous day. The implied volatity was 26.45, the open interest changed by -1 which decreased total open position to 32


On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 89.9, which was 20.75 higher than the previous day. The implied volatity was 28.69, the open interest changed by -12 which decreased total open position to 33


On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 68.5, which was 23.5 higher than the previous day. The implied volatity was 30.26, the open interest changed by 41 which increased total open position to 43


On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 45, which was 2 higher than the previous day. The implied volatity was 31.94, 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 43, which was -86.95 lower than the previous day. The implied volatity was 31.48, 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 129.95, 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


On 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 129.95, which was 0 lower than the previous day. The implied volatity was 1.97, 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 129.95, which was 0 lower than the previous day. The implied volatity was 2.86, 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 129.95, which was 0 lower than the previous day. The implied volatity was 6.86, 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 129.95, which was 0 lower than the previous day. The implied volatity was 6.17, 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 129.95, which was 0 lower than the previous day. The implied volatity was 6.17, 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 129.95, which was 0 lower than the previous day. The implied volatity was 4.30, 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 129.95, which was 0 lower than the previous day. The implied volatity was 3.90, 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 129.95, which was 0 lower than the previous day. The implied volatity was 2.05, 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 1.20, 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 1.80, 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 1.06, 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 1.11, 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 0.33, 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 0.47, 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 0.11, 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 1560 PE
Delta: -0.48
Vega: 1.17
Theta: -1.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1564.25 48.6 -5.95 42.01 470 -21 117
9 Apr 1547.35 56.15 8.05 40.08 374 14 140
8 Apr 1565.50 49.85 -11.6 42.04 451 6 130
7 Apr 1549.85 56 25.7 46.16 321 6 123
4 Apr 1598.05 29.15 8.05 34.02 399 20 115
3 Apr 1631.25 22.45 -10.15 34.50 487 -32 96
2 Apr 1595.20 33.05 -5.2 33.21 148 22 130
1 Apr 1579.65 37.05 -1.05 32.14 274 23 107
28 Mar 1578.20 38 5.9 29.60 183 32 84
27 Mar 1594.55 33.05 -0.8 29.61 33 3 52
26 Mar 1604.95 33.85 -7.75 32.81 32 7 49
25 Mar 1578.25 41.65 10.55 31.18 50 14 41
24 Mar 1611.95 31.1 -3.55 31.62 17 8 25
21 Mar 1610.00 34.65 -0.35 32.08 4 -3 18
20 Mar 1605.20 35 -19.25 30.75 17 6 21
19 Mar 1561.10 55.9 -21.15 33.22 26 14 14
18 Mar 1506.20 77.05 0 - 0 0 0
17 Mar 1502.60 77.05 0 - 0 0 0
13 Mar 1503.95 77.05 0 - 0 0 0
12 Mar 1508.05 77.05 0 - 0 0 0
11 Mar 1492.35 77.05 0 - 0 0 0
27 Feb 1388.95 77.05 0 - 0 0 0
26 Feb 1402.55 77.05 0 - 0 0 0
25 Feb 1405.45 77.05 0 - 0 0 0
24 Feb 1436.05 77.05 0 - 0 0 0
21 Feb 1450.15 77.05 0 - 0 0 0
20 Feb 1486.30 77.05 0 - 0 0 0
19 Feb 1501.80 77.05 0 - 0 0 0
18 Feb 1488.30 77.05 0 - 0 0 0
17 Feb 1507.45 77.05 0 - 0 0 0
14 Feb 1503.20 77.05 0 - 0 0 0
13 Feb 1523.20 77.05 0 - 0 0 0
12 Feb 1522.15 77.05 0 - 0 0 0
11 Feb 1525.35 77.05 0 - 0 0 0
10 Feb 1572.00 77.05 0 1.69 0 0 0
7 Feb 1605.80 77.05 0 2.71 0 0 0
6 Feb 1586.90 0 0 2.43 0 0 0
5 Feb 1605.35 0 0 2.79 0 0 0
4 Feb 1586.45 0 0 2.34 0 0 0
3 Feb 1560.50 0 0 1.39 0 0 0
1 Feb 1616.70 0 0 3.16 0 0 0


For Tata Communications Ltd - strike price 1560 expiring on 24APR2025

Delta for 1560 PE is -0.48

Historical price for 1560 PE is as follows

On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 48.6, which was -5.95 lower than the previous day. The implied volatity was 42.01, the open interest changed by -21 which decreased total open position to 117


On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 56.15, which was 8.05 higher than the previous day. The implied volatity was 40.08, the open interest changed by 14 which increased total open position to 140


On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 49.85, which was -11.6 lower than the previous day. The implied volatity was 42.04, the open interest changed by 6 which increased total open position to 130


On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 56, which was 25.7 higher than the previous day. The implied volatity was 46.16, the open interest changed by 6 which increased total open position to 123


On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 29.15, which was 8.05 higher than the previous day. The implied volatity was 34.02, the open interest changed by 20 which increased total open position to 115


On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 22.45, which was -10.15 lower than the previous day. The implied volatity was 34.50, the open interest changed by -32 which decreased total open position to 96


On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 33.05, which was -5.2 lower than the previous day. The implied volatity was 33.21, the open interest changed by 22 which increased total open position to 130


On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 37.05, which was -1.05 lower than the previous day. The implied volatity was 32.14, the open interest changed by 23 which increased total open position to 107


On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 38, which was 5.9 higher than the previous day. The implied volatity was 29.60, the open interest changed by 32 which increased total open position to 84


On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 33.05, which was -0.8 lower than the previous day. The implied volatity was 29.61, the open interest changed by 3 which increased total open position to 52


On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 33.85, which was -7.75 lower than the previous day. The implied volatity was 32.81, the open interest changed by 7 which increased total open position to 49


On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 41.65, which was 10.55 higher than the previous day. The implied volatity was 31.18, the open interest changed by 14 which increased total open position to 41


On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 31.1, which was -3.55 lower than the previous day. The implied volatity was 31.62, the open interest changed by 8 which increased total open position to 25


On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 34.65, which was -0.35 lower than the previous day. The implied volatity was 32.08, the open interest changed by -3 which decreased total open position to 18


On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 35, which was -19.25 lower than the previous day. The implied volatity was 30.75, the open interest changed by 6 which increased total open position to 21


On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 55.9, which was -21.15 lower than the previous day. The implied volatity was 33.22, the open interest changed by 14 which increased total open position to 14


On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 77.05, 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 77.05, 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 77.05, 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 77.05, 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 77.05, 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 27 Feb TATACOMM was trading at 1388.95. The strike last trading price was 77.05, 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 26 Feb TATACOMM was trading at 1402.55. The strike last trading price was 77.05, 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 25 Feb TATACOMM was trading at 1405.45. The strike last trading price was 77.05, 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 24 Feb TATACOMM was trading at 1436.05. The strike last trading price was 77.05, 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 21 Feb TATACOMM was trading at 1450.15. The strike last trading price was 77.05, 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 20 Feb TATACOMM was trading at 1486.30. The strike last trading price was 77.05, 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 19 Feb TATACOMM was trading at 1501.80. The strike last trading price was 77.05, 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 18 Feb TATACOMM was trading at 1488.30. The strike last trading price was 77.05, 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 Feb TATACOMM was trading at 1507.45. The strike last trading price was 77.05, 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 14 Feb TATACOMM was trading at 1503.20. The strike last trading price was 77.05, 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 Feb TATACOMM was trading at 1523.20. The strike last trading price was 77.05, 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 Feb TATACOMM was trading at 1522.15. The strike last trading price was 77.05, 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 Feb TATACOMM was trading at 1525.35. The strike last trading price was 77.05, 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 10 Feb TATACOMM was trading at 1572.00. The strike last trading price was 77.05, which was 0 lower than the previous day. The implied volatity was 1.69, 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 77.05, which was 0 lower than the previous day. The implied volatity was 2.71, 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 2.43, 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 2.79, 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 2.34, 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 1.39, 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 3.16, the open interest changed by 0 which decreased total open position to 0