TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 103.95 | -28.55 | - | 0.5 | 0 | 23 | |||
| 20 Nov | 1736.70 | 132.5 | 0.00 | - | 1.5 | 0 | 23 | |||
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| 19 Nov | 1736.70 | 132.5 | -17.35 | - | 1.5 | 0 | 23 | |||
| 18 Nov | 1727.35 | 149.85 | -76.15 | 57.91 | 1 | -0.5 | 23.5 | |||
| 14 Nov | 1749.90 | 226 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 226 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1759.65 | 226 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 226 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 226 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1805.80 | 226 | 76.00 | 49.09 | 0.5 | 0 | 24 | |||
| 6 Nov | 1809.05 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 150 | -1.00 | - | 0.5 | 0 | 24 | |||
| 4 Nov | 1746.35 | 151 | -31.00 | - | 8 | 6 | 22 | |||
| 1 Nov | 1790.80 | 182 | 0.00 | 0.00 | 0 | 16 | 0 | |||
| 31 Oct | 1774.65 | 182 | -196.80 | - | 16 | 12 | 12 | |||
| 30 Oct | 1787.15 | 378.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1784.05 | 378.8 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1600 expiring on 28NOV2024
Delta for 1600 CE is -
Historical price for 1600 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 103.95, which was -28.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 132.5, 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 46
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 132.5, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 149.85, which was -76.15 lower than the previous day. The implied volatity was 57.91, the open interest changed by -1 which decreased total open position to 47
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 226, 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 Nov TATACOMM was trading at 1745.10. The strike last trading price was 226, 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 Nov TATACOMM was trading at 1759.65. The strike last trading price was 226, 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 Nov TATACOMM was trading at 1767.95. The strike last trading price was 226, 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 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 226, 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 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 226, which was 76.00 higher than the previous day. The implied volatity was 49.09, the open interest changed by 0 which decreased total open position to 48
On 6 Nov TATACOMM was trading at 1809.05. 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 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 150, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 151, which was -31.00 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 44
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 182, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 182, which was -196.80 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 378.8, 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 378.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.35
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 3.1 | -0.25 | 35.69 | 176 | -7.5 | 122.5 |
| 20 Nov | 1736.70 | 3.35 | 0.00 | 36.37 | 71 | -2.5 | 130 |
| 19 Nov | 1736.70 | 3.35 | -0.35 | 36.37 | 71 | -2.5 | 130 |
| 18 Nov | 1727.35 | 3.7 | -0.05 | 34.81 | 48.5 | -6.5 | 132.5 |
| 14 Nov | 1749.90 | 3.75 | -0.30 | 33.35 | 49 | -8 | 138.5 |
| 13 Nov | 1745.10 | 4.05 | 0.00 | 32.19 | 89.5 | 15 | 146.5 |
| 12 Nov | 1759.65 | 4.05 | 0.50 | 32.40 | 138 | 25 | 136 |
| 11 Nov | 1767.95 | 3.55 | 0.05 | 33.47 | 132 | -39 | 111.5 |
| 8 Nov | 1774.65 | 3.5 | 1.00 | 29.85 | 120 | 31 | 150.5 |
| 7 Nov | 1805.80 | 2.5 | 0.15 | 31.16 | 43 | -13 | 119.5 |
| 6 Nov | 1809.05 | 2.35 | -4.75 | 31.18 | 126.5 | -8.5 | 133 |
| 5 Nov | 1756.05 | 7.1 | -2.95 | 31.51 | 184.5 | 37.5 | 141 |
| 4 Nov | 1746.35 | 10.05 | 3.10 | 32.89 | 186.5 | 62 | 103 |
| 1 Nov | 1790.80 | 6.95 | -1.15 | 33.15 | 18.5 | 8 | 41 |
| 31 Oct | 1774.65 | 8.1 | 1.70 | - | 52 | 23 | 34 |
| 30 Oct | 1787.15 | 6.4 | -1.60 | - | 2 | 0 | 11 |
| 29 Oct | 1784.05 | 8 | - | 14 | 11 | 11 | |
For Tata Communications Ltd - strike price 1600 expiring on 28NOV2024
Delta for 1600 PE is -0.08
Historical price for 1600 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 35.69, the open interest changed by -15 which decreased total open position to 245
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 36.37, the open interest changed by -5 which decreased total open position to 260
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 36.37, the open interest changed by -5 which decreased total open position to 260
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 3.7, which was -0.05 lower than the previous day. The implied volatity was 34.81, the open interest changed by -13 which decreased total open position to 265
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 3.75, which was -0.30 lower than the previous day. The implied volatity was 33.35, the open interest changed by -16 which decreased total open position to 277
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 4.05, which was 0.00 lower than the previous day. The implied volatity was 32.19, the open interest changed by 30 which increased total open position to 293
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 4.05, which was 0.50 higher than the previous day. The implied volatity was 32.40, the open interest changed by 50 which increased total open position to 272
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 33.47, the open interest changed by -78 which decreased total open position to 223
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 3.5, which was 1.00 higher than the previous day. The implied volatity was 29.85, the open interest changed by 62 which increased total open position to 301
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 31.16, the open interest changed by -26 which decreased total open position to 239
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 2.35, which was -4.75 lower than the previous day. The implied volatity was 31.18, the open interest changed by -17 which decreased total open position to 266
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 7.1, which was -2.95 lower than the previous day. The implied volatity was 31.51, the open interest changed by 75 which increased total open position to 282
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 10.05, which was 3.10 higher than the previous day. The implied volatity was 32.89, the open interest changed by 124 which increased total open position to 206
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 6.95, which was -1.15 lower than the previous day. The implied volatity was 33.15, the open interest changed by 16 which increased total open position to 82
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 8.1, which was 1.70 higher 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 6.4, which was -1.60 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 8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
