TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1620 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 184.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 1721.80 | 184.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1709.45 | 184.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Dec | 1710.45 | 184.85 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1620 expiring on 30JAN2025
Delta for 1620 CE is -
Historical price for 1620 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 184.85, 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 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 184.85, 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 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 184.85, 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 184.85, 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 1620 PE | |||||||
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Delta: -0.18
Vega: 1.38
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 14.3 | -1.65 | 27.08 | 37 | 16 | 17 |
| 24 Dec | 1721.80 | 15.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 23 Dec | 1709.45 | 15.95 | -23.55 | 25.75 | 2 | 1 | 1 |
| 20 Dec | 1710.45 | 39.5 | 5.41 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1620 expiring on 30JAN2025
Delta for 1620 PE is -0.18
Historical price for 1620 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 14.3, which was -1.65 lower than the previous day. The implied volatity was 27.08, the open interest changed by 16 which increased total open position to 17
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 15.95, 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 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 15.95, which was -23.55 lower than the previous day. The implied volatity was 25.75, the open interest changed by 1 which increased total open position to 1
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 39.5, which was lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
