TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.83
Theta: -0.64
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 26 Dec | 1733.35 | 148.5 | 5.00 | 20.95 | 10 | 6 | 21 | |||
| 24 Dec | 1721.80 | 143.5 | -101.80 | 30.62 | 15 | 12 | 12 | |||
| 23 Dec | 1709.45 | 245.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1710.45 | 245.3 | 245.30 | - | 0 | 0 | 0 | |||
| 28 Nov | 1745.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1763.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1765.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1784.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1738.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1711.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1727.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1759.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1600 expiring on 30JAN2025
Delta for 1600 CE is 0.92
Historical price for 1600 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 148.5, which was 5.00 higher than the previous day. The implied volatity was 20.95, the open interest changed by 6 which increased total open position to 21
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 143.5, which was -101.80 lower than the previous day. The implied volatity was 30.62, the open interest changed by 12 which increased total open position to 12
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 245.3, 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 Dec TATACOMM was trading at 1710.45. The strike last trading price was 245.3, which was 245.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACOMM was trading at 1745.10. 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 0 which decreased total open position to 0
On 27 Nov TATACOMM was trading at 1763.00. 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 0 which decreased total open position to 0
On 26 Nov TATACOMM was trading at 1765.05. 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 0 which decreased total open position to 0
On 25 Nov TATACOMM was trading at 1784.10. 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 0 which decreased total open position to 0
On 22 Nov TATACOMM was trading at 1738.15. 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 0 which decreased total open position to 0
On 21 Nov TATACOMM was trading at 1711.55. 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 0 which decreased total open position to 0
On 20 Nov TATACOMM was trading at 1736.70. 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 0 which decreased total open position to 0
On 19 Nov TATACOMM was trading at 1736.70. 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 0 which decreased total open position to 0
On 18 Nov TATACOMM was trading at 1727.35. 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 0 which decreased total open position to 0
On 14 Nov TATACOMM was trading at 1749.90. 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 0 which decreased total open position to 0
On 13 Nov TATACOMM was trading at 1745.10. 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 0 which decreased total open position to 0
On 12 Nov TATACOMM was trading at 1759.65. 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 0 which decreased total open position to 0
On 11 Nov TATACOMM was trading at 1767.95. 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 0 which decreased total open position to 0
On 8 Nov 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 0 which decreased total open position to 0
On 5 Nov TATACOMM was trading at 1756.05. 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 0 which decreased total open position to 0
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 30JAN2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 1.20
Theta: -0.40
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 10.9 | -1.00 | 27.20 | 265 | 77 | 220 |
| 24 Dec | 1721.80 | 11.9 | -2.10 | 24.78 | 623 | 35 | 144 |
| 23 Dec | 1709.45 | 14 | -2.95 | 27.19 | 802 | 96 | 107 |
| 20 Dec | 1710.45 | 16.95 | -24.95 | 27.73 | 18 | 11 | 11 |
| 28 Nov | 1745.10 | 41.9 | 0.00 | 6.33 | 0 | 0 | 0 |
| 27 Nov | 1763.00 | 41.9 | 0.00 | 6.77 | 0 | 0 | 0 |
| 26 Nov | 1765.05 | 41.9 | 0.00 | 6.84 | 0 | 0 | 0 |
| 25 Nov | 1784.10 | 41.9 | 0.00 | 7.50 | 0 | 0 | 0 |
| 22 Nov | 1738.15 | 41.9 | 0.00 | 5.35 | 0 | 0 | 0 |
| 21 Nov | 1711.55 | 41.9 | 0.00 | 5.04 | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 41.9 | 0.00 | 5.85 | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 41.9 | 0.00 | 5.85 | 0 | 0 | 0 |
| 18 Nov | 1727.35 | 41.9 | 0.00 | 5.53 | 0 | 0 | 0 |
| 14 Nov | 1749.90 | 41.9 | 0.00 | 6.02 | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 41.9 | 0.00 | 5.75 | 0 | 0 | 0 |
| 12 Nov | 1759.65 | 41.9 | 0.00 | 6.57 | 0 | 0 | 0 |
| 11 Nov | 1767.95 | 41.9 | 41.90 | 6.50 | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 0 | 0.00 | 6.64 | 0 | 0 | 0 |
| 5 Nov | 1756.05 | 0 | 0.00 | 6.04 | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 0 | 5.80 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1600 expiring on 30JAN2025
Delta for 1600 PE is -0.14
Historical price for 1600 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 10.9, which was -1.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by 77 which increased total open position to 220
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 11.9, which was -2.10 lower than the previous day. The implied volatity was 24.78, the open interest changed by 35 which increased total open position to 144
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 14, which was -2.95 lower than the previous day. The implied volatity was 27.19, the open interest changed by 96 which increased total open position to 107
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 16.95, which was -24.95 lower than the previous day. The implied volatity was 27.73, the open interest changed by 11 which increased total open position to 11
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 6.84, 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 41.9, which was 0.00 lower than the previous day. The implied volatity was 7.50, 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 41.9, which was 0.00 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 41.9, which was 0.00 lower than the previous day. The implied volatity was 5.85, 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 41.9, which was 0.00 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 6.02, 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 41.9, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 41.9, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 41.9, which was 41.90 higher than the previous day. The implied volatity was 6.50, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.80, the open interest changed by 0 which decreased total open position to 0
