TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 1710.45 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1768.00 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1795.55 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1813.55 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1856.25 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1840.95 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1851.10 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1839.95 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1775.10 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1785.35 | 209.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1788.10 | 209.7 | 4.70 | 41.14 | 1 | 0 | 9 | |||
| 5 Dec | 1805.70 | 205 | 50.00 | - | 2 | 0 | 7 | |||
| 4 Dec | 1800.85 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1807.90 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1792.15 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1755.10 | 155 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 1745.10 | 155 | -29.00 | - | 1 | 0 | 6 | |||
| 27 Nov | 1763.00 | 184 | 34.00 | 31.93 | 4 | 2 | 4 | |||
| 26 Nov | 1765.05 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1784.10 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1738.15 | 150 | -428.60 | - | 2 | 1 | 1 | |||
| 21 Nov | 1711.55 | 578.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 578.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 578.6 | 578.60 | - | 0 | 0 | 0 | |||
| 31 Oct | 1774.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1787.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1784.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1787.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1777.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1787.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1779.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1600 expiring on 26DEC2024
Delta for 1600 CE is 0.00
Historical price for 1600 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 209.7, which was 0.00 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 Dec TATACOMM was trading at 1768.00. The strike last trading price was 209.7, which was 0.00 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 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 209.7, which was 0.00 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 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 209.7, which was 0.00 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 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 209.7, which was 0.00 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 Dec TATACOMM was trading at 1840.95. The strike last trading price was 209.7, which was 0.00 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 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 209.7, which was 0.00 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 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 209.7, which was 0.00 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 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 209.7, which was 0.00 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 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 209.7, which was 0.00 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 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 209.7, which was 4.70 higher than the previous day. The implied volatity was 41.14, the open interest changed by 0 which decreased total open position to 9
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 205, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 155, which was 0.00 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 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 155, which was 0.00 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 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 155, which was 0.00 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 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 155, which was 0.00 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 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 155, which was -29.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 184, which was 34.00 higher than the previous day. The implied volatity was 31.93, the open interest changed by 2 which increased total open position to 4
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 150, which was 0.00 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 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 150, which was 0.00 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 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 150, which was -428.60 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 578.6, 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 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 578.6, 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 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 578.6, which was 578.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACOMM was trading at 1784.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACOMM was trading at 1787.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACOMM was trading at 1779.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACOMM was trading at 1799.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 26DEC2024 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.21
Theta: -0.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1710.45 | 1.3 | 0.40 | 32.01 | 52 | -7 | 211 |
| 19 Dec | 1768.00 | 0.9 | 0.10 | 37.75 | 36 | -4 | 219 |
| 18 Dec | 1795.55 | 0.8 | 0.00 | 39.44 | 14 | -3 | 223 |
| 17 Dec | 1813.55 | 0.8 | -0.65 | 38.83 | 220 | -47 | 245 |
| 16 Dec | 1856.25 | 1.45 | 0.25 | 46.18 | 26 | 15 | 293 |
| 13 Dec | 1840.95 | 1.2 | -0.30 | 38.84 | 99 | 68 | 281 |
| 12 Dec | 1851.10 | 1.5 | -0.30 | 40.32 | 12 | -2 | 213 |
| 11 Dec | 1839.95 | 1.8 | 0.15 | 39.33 | 16 | 3 | 214 |
| 10 Dec | 1775.10 | 1.65 | 0.05 | 29.43 | 19 | 0 | 212 |
| 9 Dec | 1785.35 | 1.6 | -1.65 | 30.25 | 108 | -38 | 211 |
| 6 Dec | 1788.10 | 3.25 | 0.85 | 32.53 | 146 | -21 | 262 |
| 5 Dec | 1805.70 | 2.4 | -0.40 | 31.23 | 101 | -51 | 283 |
| 4 Dec | 1800.85 | 2.8 | -0.55 | 31.53 | 136 | 49 | 335 |
| 3 Dec | 1807.90 | 3.35 | -1.55 | 32.12 | 209 | 21 | 288 |
| 2 Dec | 1792.15 | 4.9 | -2.65 | 32.52 | 197 | 31 | 267 |
| 29 Nov | 1755.10 | 7.55 | -1.20 | 30.53 | 114 | 57 | 232 |
| 28 Nov | 1745.10 | 8.75 | 0.80 | 29.92 | 161 | 57 | 176 |
| 27 Nov | 1763.00 | 7.95 | -0.20 | 30.66 | 37 | 23 | 116 |
| 26 Nov | 1765.05 | 8.15 | -1.75 | 30.85 | 698 | 10 | 95 |
| 25 Nov | 1784.10 | 9.9 | -2.10 | 35.04 | 877 | 35 | 85 |
| 22 Nov | 1738.15 | 12 | -4.50 | 29.80 | 66 | 29 | 79 |
| 21 Nov | 1711.55 | 16.5 | -1.10 | 29.12 | 52 | 29 | 51 |
| 20 Nov | 1736.70 | 17.6 | 0.00 | 31.80 | 30 | 22 | 13 |
| 19 Nov | 1736.70 | 17.6 | 13.00 | 31.80 | 30 | 13 | 13 |
| 31 Oct | 1774.65 | 4.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1787.15 | 4.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1784.05 | 4.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1787.35 | 4.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1777.60 | 4.6 | 4.60 | - | 0 | 0 | 0 |
| 24 Oct | 1787.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1779.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1600 expiring on 26DEC2024
Delta for 1600 PE is -0.04
Historical price for 1600 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 32.01, the open interest changed by -7 which decreased total open position to 211
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 37.75, the open interest changed by -4 which decreased total open position to 219
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 39.44, the open interest changed by -3 which decreased total open position to 223
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 38.83, the open interest changed by -47 which decreased total open position to 245
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 46.18, the open interest changed by 15 which increased total open position to 293
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 38.84, the open interest changed by 68 which increased total open position to 281
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 40.32, the open interest changed by -2 which decreased total open position to 213
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 39.33, the open interest changed by 3 which increased total open position to 214
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 29.43, the open interest changed by 0 which decreased total open position to 212
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 1.6, which was -1.65 lower than the previous day. The implied volatity was 30.25, the open interest changed by -38 which decreased total open position to 211
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 3.25, which was 0.85 higher than the previous day. The implied volatity was 32.53, the open interest changed by -21 which decreased total open position to 262
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 31.23, the open interest changed by -51 which decreased total open position to 283
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 31.53, the open interest changed by 49 which increased total open position to 335
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 3.35, which was -1.55 lower than the previous day. The implied volatity was 32.12, the open interest changed by 21 which increased total open position to 288
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 4.9, which was -2.65 lower than the previous day. The implied volatity was 32.52, the open interest changed by 31 which increased total open position to 267
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 7.55, which was -1.20 lower than the previous day. The implied volatity was 30.53, the open interest changed by 57 which increased total open position to 232
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 8.75, which was 0.80 higher than the previous day. The implied volatity was 29.92, the open interest changed by 57 which increased total open position to 176
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 7.95, which was -0.20 lower than the previous day. The implied volatity was 30.66, the open interest changed by 23 which increased total open position to 116
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 8.15, which was -1.75 lower than the previous day. The implied volatity was 30.85, the open interest changed by 10 which increased total open position to 95
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 9.9, which was -2.10 lower than the previous day. The implied volatity was 35.04, the open interest changed by 35 which increased total open position to 85
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 12, which was -4.50 lower than the previous day. The implied volatity was 29.80, the open interest changed by 29 which increased total open position to 79
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 16.5, which was -1.10 lower than the previous day. The implied volatity was 29.12, the open interest changed by 29 which increased total open position to 51
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 17.6, which was 0.00 lower than the previous day. The implied volatity was 31.80, the open interest changed by 22 which increased total open position to 13
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 17.6, which was 13.00 higher than the previous day. The implied volatity was 31.80, the open interest changed by 13 which increased total open position to 13
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACOMM was trading at 1784.05. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 4.6, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACOMM was trading at 1787.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACOMM was trading at 1779.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACOMM was trading at 1799.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
