TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
11 Apr 2025 04:10 PM IST
| TATACOMM 24APR2025 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 1.05
Theta: -1.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1564.25 | 23.5 | -0.25 | 39.51 | 496 | 9 | 230 | |||
| 9 Apr | 1547.35 | 24 | -8.85 | 40.83 | 119 | -14 | 221 | |||
| 8 Apr | 1565.50 | 33.3 | 1.35 | 41.19 | 161 | -4 | 235 | |||
| 7 Apr | 1549.85 | 32.35 | -10.2 | 38.56 | 541 | 0 | 240 | |||
| 4 Apr | 1598.05 | 44.9 | -14.65 | 33.22 | 546 | 0 | 238 | |||
| 3 Apr | 1631.25 | 57.2 | 17.3 | 30.65 | 1,031 | -27 | 240 | |||
| 2 Apr | 1595.20 | 40 | 5.25 | 30.99 | 322 | 57 | 267 | |||
| 1 Apr | 1579.65 | 34.45 | -2.7 | 30.13 | 646 | 64 | 212 | |||
| 28 Mar | 1578.20 | 37.85 | -11.3 | 30.55 | 302 | 52 | 148 | |||
| 27 Mar | 1594.55 | 49.45 | -4.55 | 32.88 | 119 | 19 | 96 | |||
| 26 Mar | 1604.95 | 53.85 | 10.85 | 30.38 | 169 | 39 | 76 | |||
| 25 Mar | 1578.25 | 43 | -16.05 | 30.86 | 68 | 27 | 38 | |||
| 24 Mar | 1611.95 | 60.15 | 3.25 | 30.54 | 17 | 8 | 10 | |||
| 21 Mar | 1610.00 | 56.9 | 16.85 | 27.78 | 1 | 0 | 1 | |||
| 20 Mar | 1605.20 | 40.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 19 Mar | 1561.10 | 40.05 | 12.7 | 29.40 | 1 | 0 | 0 | |||
| 18 Mar | 1506.20 | 27.35 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 17 Mar | 1502.60 | 27.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 1503.95 | 27.35 | 13.1 | 30.01 | 2 | 1 | 1 | |||
| 12 Mar | 1508.05 | 14.25 | 0 | 4.94 | 0 | 0 | 0 | |||
For Tata Communications Ltd - strike price 1620 expiring on 24APR2025
Delta for 1620 CE is 0.32
Historical price for 1620 CE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 23.5, which was -0.25 lower than the previous day. The implied volatity was 39.51, the open interest changed by 9 which increased total open position to 230
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 24, which was -8.85 lower than the previous day. The implied volatity was 40.83, the open interest changed by -14 which decreased total open position to 221
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 33.3, which was 1.35 higher than the previous day. The implied volatity was 41.19, the open interest changed by -4 which decreased total open position to 235
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 32.35, which was -10.2 lower than the previous day. The implied volatity was 38.56, the open interest changed by 0 which decreased total open position to 240
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 44.9, which was -14.65 lower than the previous day. The implied volatity was 33.22, the open interest changed by 0 which decreased total open position to 238
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 57.2, which was 17.3 higher than the previous day. The implied volatity was 30.65, the open interest changed by -27 which decreased total open position to 240
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 40, which was 5.25 higher than the previous day. The implied volatity was 30.99, the open interest changed by 57 which increased total open position to 267
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 34.45, which was -2.7 lower than the previous day. The implied volatity was 30.13, the open interest changed by 64 which increased total open position to 212
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 37.85, which was -11.3 lower than the previous day. The implied volatity was 30.55, the open interest changed by 52 which increased total open position to 148
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 49.45, which was -4.55 lower than the previous day. The implied volatity was 32.88, the open interest changed by 19 which increased total open position to 96
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 53.85, which was 10.85 higher than the previous day. The implied volatity was 30.38, the open interest changed by 39 which increased total open position to 76
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 43, which was -16.05 lower than the previous day. The implied volatity was 30.86, the open interest changed by 27 which increased total open position to 38
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 60.15, which was 3.25 higher than the previous day. The implied volatity was 30.54, the open interest changed by 8 which increased total open position to 10
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 56.9, which was 16.85 higher than the previous day. The implied volatity was 27.78, the open interest changed by 0 which decreased total open position to 1
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 40.05, which was 0 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 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 40.05, which was 12.7 higher than the previous day. The implied volatity was 29.40, 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 27.35, 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 17 Mar TATACOMM was trading at 1502.60. The strike last trading price was 27.35, 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 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 27.35, which was 13.1 higher than the previous day. The implied volatity was 30.01, the open interest changed by 1 which increased total open position to 1
On 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 14.25, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 24APR2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 1.08
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1564.25 | 86 | -0.25 | 43.13 | 171 | -18 | 155 |
| 9 Apr | 1547.35 | 86.25 | 0.05 | 32.25 | 16 | -9 | 173 |
| 8 Apr | 1565.50 | 86.2 | -7.05 | 43.71 | 19 | -3 | 182 |
| 7 Apr | 1549.85 | 90.05 | 32.4 | 46.45 | 49 | -9 | 185 |
| 4 Apr | 1598.05 | 56.15 | 13.6 | 33.96 | 545 | 54 | 194 |
| 3 Apr | 1631.25 | 44.15 | -15.65 | 34.07 | 538 | 34 | 132 |
| 2 Apr | 1595.20 | 61.6 | -7.45 | 33.14 | 139 | -3 | 98 |
| 1 Apr | 1579.65 | 68 | 0.4 | 32.21 | 427 | -10 | 101 |
| 28 Mar | 1578.20 | 68.2 | 5.25 | 28.93 | 266 | 91 | 111 |
| 27 Mar | 1594.55 | 62.95 | 3.9 | 30.24 | 44 | -1 | 20 |
| 26 Mar | 1604.95 | 59.05 | -10.35 | 32.10 | 24 | 14 | 22 |
| 25 Mar | 1578.25 | 69.4 | 16.3 | 29.46 | 28 | 8 | 9 |
| 24 Mar | 1611.95 | 53.1 | -174.5 | 29.95 | 1 | 0 | 0 |
| 21 Mar | 1610.00 | 227.6 | 0 | 0.35 | 0 | 0 | 0 |
| 20 Mar | 1605.20 | 227.6 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1561.10 | 227.6 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1506.20 | 227.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1502.60 | 227.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1503.95 | 227.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1508.05 | 227.6 | 0 | - | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1620 expiring on 24APR2025
Delta for 1620 PE is -0.66
Historical price for 1620 PE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 86, which was -0.25 lower than the previous day. The implied volatity was 43.13, the open interest changed by -18 which decreased total open position to 155
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 86.25, which was 0.05 higher than the previous day. The implied volatity was 32.25, the open interest changed by -9 which decreased total open position to 173
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 86.2, which was -7.05 lower than the previous day. The implied volatity was 43.71, the open interest changed by -3 which decreased total open position to 182
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 90.05, which was 32.4 higher than the previous day. The implied volatity was 46.45, the open interest changed by -9 which decreased total open position to 185
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 56.15, which was 13.6 higher than the previous day. The implied volatity was 33.96, the open interest changed by 54 which increased total open position to 194
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 44.15, which was -15.65 lower than the previous day. The implied volatity was 34.07, the open interest changed by 34 which increased total open position to 132
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 61.6, which was -7.45 lower than the previous day. The implied volatity was 33.14, the open interest changed by -3 which decreased total open position to 98
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 68, which was 0.4 higher than the previous day. The implied volatity was 32.21, the open interest changed by -10 which decreased total open position to 101
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 68.2, which was 5.25 higher than the previous day. The implied volatity was 28.93, the open interest changed by 91 which increased total open position to 111
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 62.95, which was 3.9 higher than the previous day. The implied volatity was 30.24, the open interest changed by -1 which decreased total open position to 20
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 59.05, which was -10.35 lower than the previous day. The implied volatity was 32.10, the open interest changed by 14 which increased total open position to 22
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 69.4, which was 16.3 higher than the previous day. The implied volatity was 29.46, the open interest changed by 8 which increased total open position to 9
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 53.1, which was -174.5 lower than the previous day. The implied volatity was 29.95, 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 227.6, which was 0 lower than the previous day. The implied volatity was 0.35, 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 227.6, 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 Mar TATACOMM was trading at 1561.10. The strike last trading price was 227.6, 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 227.6, 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 227.6, 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 227.6, 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 227.6, 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
