TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
24 Apr 2025 01:40 PM IST
| TATACOMM 24APR2025 1580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 0.09
Theta: -17.91
Gamma: 0.05
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Apr | 1582.10 | 4.15 | -14.95 | 31.10 | 302 | -71 | 130 | |||
| 23 Apr | 1584.40 | 21.55 | -26.9 | 54.41 | 1,308 | -119 | 201 | |||
| 22 Apr | 1598.70 | 49.65 | 11.75 | 84.22 | 1,383 | -43 | 322 | |||
| 21 Apr | 1573.80 | 36.3 | 1.95 | 68.59 | 1,563 | 156 | 366 | |||
| 17 Apr | 1565.00 | 36.25 | -17.75 | 47.27 | 331 | -14 | 212 | |||
| 16 Apr | 1593.70 | 53.25 | 2.25 | 48.82 | 266 | -36 | 228 | |||
| 15 Apr | 1591.00 | 51.95 | 11.3 | 46.12 | 771 | 65 | 266 | |||
| 11 Apr | 1564.25 | 37.3 | -0.9 | 39.12 | 656 | 30 | 201 | |||
| 9 Apr | 1547.35 | 38.05 | -11.75 | 41.52 | 140 | 12 | 171 | |||
| 8 Apr | 1565.50 | 50.15 | 1.7 | 41.99 | 317 | -17 | 160 | |||
|
|
||||||||||
| 7 Apr | 1549.85 | 47.75 | -15.65 | 38.13 | 336 | -40 | 176 | |||
| 4 Apr | 1598.05 | 63.4 | -20.75 | 31.81 | 128 | 16 | 215 | |||
| 3 Apr | 1631.25 | 82.1 | 22.15 | 31.06 | 248 | 26 | 199 | |||
| 2 Apr | 1595.20 | 60.6 | 8.65 | 31.72 | 212 | 11 | 175 | |||
| 1 Apr | 1579.65 | 51.8 | -2.55 | 29.77 | 290 | 31 | 163 | |||
| 28 Mar | 1578.20 | 56 | -14.35 | 30.86 | 195 | 57 | 132 | |||
| 27 Mar | 1594.55 | 70.35 | -6.55 | 33.80 | 90 | 24 | 75 | |||
| 26 Mar | 1604.95 | 76.9 | 15.05 | 31.50 | 51 | 37 | 51 | |||
| 25 Mar | 1578.25 | 61.85 | -8.95 | 31.25 | 15 | 14 | 14 | |||
| 24 Mar | 1611.95 | 70.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 1610.00 | 70.8 | 0 | 0.00 | 0 | -1 | 0 | |||
| 20 Mar | 1605.20 | 70.8 | 18.8 | 26.50 | 7 | 2 | 3 | |||
| 19 Mar | 1561.10 | 52 | 31.9 | 26.93 | 1 | 0 | 0 | |||
| 18 Mar | 1506.20 | 20.1 | 0 | 3.28 | 0 | 0 | 0 | |||
| 17 Mar | 1502.60 | 20.1 | 0 | 3.49 | 0 | 0 | 0 | |||
| 13 Mar | 1503.95 | 20.1 | 0 | 2.87 | 0 | 0 | 0 | |||
| 12 Mar | 1508.05 | 20.1 | 0 | 3.00 | 0 | 0 | 0 | |||
| 11 Mar | 1492.35 | 20.1 | 0 | 3.85 | 0 | 0 | 0 | |||
For Tata Communications Ltd - strike price 1580 expiring on 24APR2025
Delta for 1580 CE is 0.63
Historical price for 1580 CE is as follows
On 24 Apr TATACOMM was trading at 1582.10. The strike last trading price was 4.15, which was -14.95 lower than the previous day. The implied volatity was 31.10, the open interest changed by -71 which decreased total open position to 130
On 23 Apr TATACOMM was trading at 1584.40. The strike last trading price was 21.55, which was -26.9 lower than the previous day. The implied volatity was 54.41, the open interest changed by -119 which decreased total open position to 201
On 22 Apr TATACOMM was trading at 1598.70. The strike last trading price was 49.65, which was 11.75 higher than the previous day. The implied volatity was 84.22, the open interest changed by -43 which decreased total open position to 322
On 21 Apr TATACOMM was trading at 1573.80. The strike last trading price was 36.3, which was 1.95 higher than the previous day. The implied volatity was 68.59, the open interest changed by 156 which increased total open position to 366
On 17 Apr TATACOMM was trading at 1565.00. The strike last trading price was 36.25, which was -17.75 lower than the previous day. The implied volatity was 47.27, the open interest changed by -14 which decreased total open position to 212
On 16 Apr TATACOMM was trading at 1593.70. The strike last trading price was 53.25, which was 2.25 higher than the previous day. The implied volatity was 48.82, the open interest changed by -36 which decreased total open position to 228
On 15 Apr TATACOMM was trading at 1591.00. The strike last trading price was 51.95, which was 11.3 higher than the previous day. The implied volatity was 46.12, the open interest changed by 65 which increased total open position to 266
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 37.3, which was -0.9 lower than the previous day. The implied volatity was 39.12, the open interest changed by 30 which increased total open position to 201
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 38.05, which was -11.75 lower than the previous day. The implied volatity was 41.52, the open interest changed by 12 which increased total open position to 171
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 50.15, which was 1.7 higher than the previous day. The implied volatity was 41.99, the open interest changed by -17 which decreased total open position to 160
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 47.75, which was -15.65 lower than the previous day. The implied volatity was 38.13, the open interest changed by -40 which decreased total open position to 176
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 63.4, which was -20.75 lower than the previous day. The implied volatity was 31.81, the open interest changed by 16 which increased total open position to 215
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 82.1, which was 22.15 higher than the previous day. The implied volatity was 31.06, the open interest changed by 26 which increased total open position to 199
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 60.6, which was 8.65 higher than the previous day. The implied volatity was 31.72, the open interest changed by 11 which increased total open position to 175
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 51.8, which was -2.55 lower than the previous day. The implied volatity was 29.77, the open interest changed by 31 which increased total open position to 163
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 56, which was -14.35 lower than the previous day. The implied volatity was 30.86, the open interest changed by 57 which increased total open position to 132
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 70.35, which was -6.55 lower than the previous day. The implied volatity was 33.80, the open interest changed by 24 which increased total open position to 75
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 76.9, which was 15.05 higher than the previous day. The implied volatity was 31.50, the open interest changed by 37 which increased total open position to 51
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 61.85, which was -8.95 lower than the previous day. The implied volatity was 31.25, the open interest changed by 14 which increased total open position to 14
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 70.8, 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 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 70.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 70.8, which was 18.8 higher than the previous day. The implied volatity was 26.50, the open interest changed by 2 which increased total open position to 3
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 52, which was 31.9 higher than the previous day. The implied volatity was 26.93, 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 20.1, which was 0 lower than the previous day. The implied volatity was 3.28, 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 20.1, which was 0 lower than the previous day. The implied volatity was 3.49, 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 20.1, which was 0 lower than the previous day. The implied volatity was 2.87, 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 20.1, which was 0 lower than the previous day. The implied volatity was 3.00, 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 20.1, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 24APR2025 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.09
Theta: -30.82
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Apr | 1582.10 | 3.8 | -10.45 | 52.62 | 714 | -86 | 70 |
| 23 Apr | 1584.40 | 13.05 | -18.9 | 48.99 | 4,023 | -172 | 156 |
| 22 Apr | 1598.70 | 32.05 | -9.95 | 86.97 | 1,379 | 181 | 329 |
| 21 Apr | 1573.80 | 42.7 | -8.25 | 69.82 | 498 | 33 | 147 |
| 17 Apr | 1565.00 | 53.1 | 13.65 | 55.22 | 360 | -13 | 113 |
| 16 Apr | 1593.70 | 39.7 | -0.65 | 49.80 | 160 | 7 | 126 |
| 15 Apr | 1591.00 | 40.2 | -19.15 | 46.37 | 343 | -13 | 118 |
| 11 Apr | 1564.25 | 58.4 | -8.75 | 41.11 | 893 | 21 | 131 |
| 9 Apr | 1547.35 | 67.45 | 10.2 | 39.82 | 39 | -6 | 111 |
| 8 Apr | 1565.50 | 57.45 | -14.1 | 39.97 | 468 | -68 | 116 |
| 7 Apr | 1549.85 | 66.55 | 28.5 | 46.40 | 336 | 0 | 185 |
| 4 Apr | 1598.05 | 36.45 | 9.65 | 33.68 | 431 | -30 | 183 |
| 3 Apr | 1631.25 | 28.7 | -10.95 | 34.45 | 641 | 31 | 214 |
| 2 Apr | 1595.20 | 40.3 | -6.65 | 32.50 | 335 | -6 | 183 |
| 1 Apr | 1579.65 | 46.15 | -0.15 | 32.17 | 495 | 48 | 188 |
| 28 Mar | 1578.20 | 46.1 | 5.5 | 28.95 | 442 | 90 | 140 |
| 27 Mar | 1594.55 | 40.9 | 1.35 | 29.22 | 73 | -7 | 47 |
| 26 Mar | 1604.95 | 38.45 | -7.85 | 30.95 | 73 | 40 | 55 |
| 25 Mar | 1578.25 | 46.3 | -147.55 | 28.70 | 23 | 16 | 16 |
| 24 Mar | 1611.95 | 193.85 | 0 | 2.78 | 0 | 0 | 0 |
| 21 Mar | 1610.00 | 193.85 | 0 | 2.61 | 0 | 0 | 0 |
| 20 Mar | 1605.20 | 193.85 | 0 | 2.11 | 0 | 0 | 0 |
| 19 Mar | 1561.10 | 193.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1506.20 | 193.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1502.60 | 193.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1503.95 | 193.85 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1508.05 | 193.85 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1492.35 | 193.85 | 0 | - | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1580 expiring on 24APR2025
Delta for 1580 PE is -0.43
Historical price for 1580 PE is as follows
On 24 Apr TATACOMM was trading at 1582.10. The strike last trading price was 3.8, which was -10.45 lower than the previous day. The implied volatity was 52.62, the open interest changed by -86 which decreased total open position to 70
On 23 Apr TATACOMM was trading at 1584.40. The strike last trading price was 13.05, which was -18.9 lower than the previous day. The implied volatity was 48.99, the open interest changed by -172 which decreased total open position to 156
On 22 Apr TATACOMM was trading at 1598.70. The strike last trading price was 32.05, which was -9.95 lower than the previous day. The implied volatity was 86.97, the open interest changed by 181 which increased total open position to 329
On 21 Apr TATACOMM was trading at 1573.80. The strike last trading price was 42.7, which was -8.25 lower than the previous day. The implied volatity was 69.82, the open interest changed by 33 which increased total open position to 147
On 17 Apr TATACOMM was trading at 1565.00. The strike last trading price was 53.1, which was 13.65 higher than the previous day. The implied volatity was 55.22, the open interest changed by -13 which decreased total open position to 113
On 16 Apr TATACOMM was trading at 1593.70. The strike last trading price was 39.7, which was -0.65 lower than the previous day. The implied volatity was 49.80, the open interest changed by 7 which increased total open position to 126
On 15 Apr TATACOMM was trading at 1591.00. The strike last trading price was 40.2, which was -19.15 lower than the previous day. The implied volatity was 46.37, the open interest changed by -13 which decreased total open position to 118
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 58.4, which was -8.75 lower than the previous day. The implied volatity was 41.11, the open interest changed by 21 which increased total open position to 131
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 67.45, which was 10.2 higher than the previous day. The implied volatity was 39.82, the open interest changed by -6 which decreased total open position to 111
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 57.45, which was -14.1 lower than the previous day. The implied volatity was 39.97, the open interest changed by -68 which decreased total open position to 116
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 66.55, which was 28.5 higher than the previous day. The implied volatity was 46.40, the open interest changed by 0 which decreased total open position to 185
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 36.45, which was 9.65 higher than the previous day. The implied volatity was 33.68, the open interest changed by -30 which decreased total open position to 183
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 28.7, which was -10.95 lower than the previous day. The implied volatity was 34.45, the open interest changed by 31 which increased total open position to 214
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 40.3, which was -6.65 lower than the previous day. The implied volatity was 32.50, the open interest changed by -6 which decreased total open position to 183
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 46.15, which was -0.15 lower than the previous day. The implied volatity was 32.17, the open interest changed by 48 which increased total open position to 188
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 46.1, which was 5.5 higher than the previous day. The implied volatity was 28.95, the open interest changed by 90 which increased total open position to 140
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 40.9, which was 1.35 higher than the previous day. The implied volatity was 29.22, the open interest changed by -7 which decreased total open position to 47
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 38.45, which was -7.85 lower than the previous day. The implied volatity was 30.95, the open interest changed by 40 which increased total open position to 55
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 46.3, which was -147.55 lower than the previous day. The implied volatity was 28.70, the open interest changed by 16 which increased total open position to 16
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 193.85, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 193.85, which was 0 lower than the previous day. The implied volatity was 2.61, 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 193.85, which was 0 lower than the previous day. The implied volatity was 2.11, 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 193.85, 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 Mar TATACOMM was trading at 1506.20. The strike last trading price was 193.85, 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 193.85, 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 193.85, 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 193.85, 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 193.85, 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
