TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
11 Apr 2025 04:10 PM IST
| TATACOMM 24APR2025 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.96
Theta: -1.54
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1564.25 | 17.5 | -0.7 | 38.85 | 625 | -39 | 201 | |||
| 9 Apr | 1547.35 | 18.4 | -7.6 | 40.29 | 203 | -5 | 246 | |||
| 8 Apr | 1565.50 | 26.7 | 0.4 | 40.94 | 330 | -35 | 252 | |||
| 7 Apr | 1549.85 | 25.8 | -8.15 | 38.37 | 544 | -68 | 286 | |||
| 4 Apr | 1598.05 | 36 | -13.8 | 32.86 | 1,050 | 35 | 358 | |||
| 3 Apr | 1631.25 | 47.55 | 15.45 | 31.00 | 1,375 | 185 | 337 | |||
| 2 Apr | 1595.20 | 32.3 | 4.7 | 31.08 | 175 | -8 | 151 | |||
| 1 Apr | 1579.65 | 27.2 | -2.4 | 30.00 | 286 | 24 | 158 | |||
| 28 Mar | 1578.20 | 29.55 | -11.45 | 29.80 | 273 | 38 | 134 | |||
| 27 Mar | 1594.55 | 42.15 | -3.25 | 33.20 | 83 | 14 | 95 | |||
| 26 Mar | 1604.95 | 45 | 9.4 | 30.41 | 51 | 8 | 81 | |||
| 25 Mar | 1578.25 | 35.7 | -14.6 | 30.95 | 49 | 19 | 72 | |||
| 24 Mar | 1611.95 | 51 | 7.7 | 30.65 | 86 | 32 | 54 | |||
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| 21 Mar | 1610.00 | 43.3 | -6.75 | 25.58 | 16 | 0 | 22 | |||
| 20 Mar | 1605.20 | 50.05 | 16.1 | 30.58 | 17 | 5 | 22 | |||
| 19 Mar | 1561.10 | 33.95 | 15.6 | 29.82 | 18 | 13 | 17 | |||
| 18 Mar | 1506.20 | 18.35 | -2.75 | 29.82 | 2 | 0 | 2 | |||
| 17 Mar | 1502.60 | 21.1 | 0 | 0.00 | 0 | 2 | 0 | |||
| 13 Mar | 1503.95 | 21.1 | -70.35 | 29.13 | 2 | 1 | 1 | |||
| 12 Mar | 1508.05 | 91.45 | 0 | 5.70 | 0 | 0 | 0 | |||
| 21 Feb | 1450.15 | 0 | 0 | 6.45 | 0 | 0 | 0 | |||
| 20 Feb | 1486.30 | 0 | 0 | 5.04 | 0 | 0 | 0 | |||
| 19 Feb | 1501.80 | 0 | 0 | 4.18 | 0 | 0 | 0 | |||
| 18 Feb | 1488.30 | 0 | 0 | 4.68 | 0 | 0 | 0 | |||
| 17 Feb | 1507.45 | 0 | 0 | 4.01 | 0 | 0 | 0 | |||
| 14 Feb | 1503.20 | 0 | 0 | 3.99 | 0 | 0 | 0 | |||
| 13 Feb | 1523.20 | 0 | 0 | 3.27 | 0 | 0 | 0 | |||
| 12 Feb | 1522.15 | 0 | 0 | 3.36 | 0 | 0 | 0 | |||
| 11 Feb | 1525.35 | 0 | 0 | 3.05 | 0 | 0 | 0 | |||
| 10 Feb | 1572.00 | 0 | 0 | 1.39 | 0 | 0 | 0 | |||
| 7 Feb | 1605.80 | 0 | 0 | 0.12 | 0 | 0 | 0 | |||
| 6 Feb | 1586.90 | 0 | 0 | 0.72 | 0 | 0 | 0 | |||
| 5 Feb | 1605.35 | 0 | 0 | 0.09 | 0 | 0 | 0 | |||
| 4 Feb | 1586.45 | 0 | 0 | 0.72 | 0 | 0 | 0 | |||
| 3 Feb | 1560.50 | 0 | 0 | 1.66 | 0 | 0 | 0 | |||
| 1 Feb | 1616.70 | 0 | 0 | - | 0 | 0 | 0 | |||
For Tata Communications Ltd - strike price 1640 expiring on 24APR2025
Delta for 1640 CE is 0.26
Historical price for 1640 CE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 17.5, which was -0.7 lower than the previous day. The implied volatity was 38.85, the open interest changed by -39 which decreased total open position to 201
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 18.4, which was -7.6 lower than the previous day. The implied volatity was 40.29, the open interest changed by -5 which decreased total open position to 246
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 26.7, which was 0.4 higher than the previous day. The implied volatity was 40.94, the open interest changed by -35 which decreased total open position to 252
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 25.8, which was -8.15 lower than the previous day. The implied volatity was 38.37, the open interest changed by -68 which decreased total open position to 286
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 36, which was -13.8 lower than the previous day. The implied volatity was 32.86, the open interest changed by 35 which increased total open position to 358
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 47.55, which was 15.45 higher than the previous day. The implied volatity was 31.00, the open interest changed by 185 which increased total open position to 337
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 32.3, which was 4.7 higher than the previous day. The implied volatity was 31.08, the open interest changed by -8 which decreased total open position to 151
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 27.2, which was -2.4 lower than the previous day. The implied volatity was 30.00, the open interest changed by 24 which increased total open position to 158
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 29.55, which was -11.45 lower than the previous day. The implied volatity was 29.80, the open interest changed by 38 which increased total open position to 134
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 42.15, which was -3.25 lower than the previous day. The implied volatity was 33.20, the open interest changed by 14 which increased total open position to 95
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 45, which was 9.4 higher than the previous day. The implied volatity was 30.41, the open interest changed by 8 which increased total open position to 81
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 35.7, which was -14.6 lower than the previous day. The implied volatity was 30.95, the open interest changed by 19 which increased total open position to 72
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 51, which was 7.7 higher than the previous day. The implied volatity was 30.65, the open interest changed by 32 which increased total open position to 54
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 43.3, which was -6.75 lower than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 22
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 50.05, which was 16.1 higher than the previous day. The implied volatity was 30.58, the open interest changed by 5 which increased total open position to 22
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 33.95, which was 15.6 higher than the previous day. The implied volatity was 29.82, the open interest changed by 13 which increased total open position to 17
On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 18.35, which was -2.75 lower than the previous day. The implied volatity was 29.82, the open interest changed by 0 which decreased total open position to 2
On 17 Mar TATACOMM was trading at 1502.60. The strike last trading price was 21.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 21.1, which was -70.35 lower than the previous day. The implied volatity was 29.13, 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 91.45, which was 0 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0
On 21 Feb TATACOMM was trading at 1450.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 20 Feb TATACOMM was trading at 1486.30. The strike last trading price was 0, which was 0 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 19 Feb TATACOMM was trading at 1501.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TATACOMM was trading at 1488.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TATACOMM was trading at 1507.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 14 Feb TATACOMM was trading at 1503.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TATACOMM was trading at 1523.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATACOMM was trading at 1522.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATACOMM was trading at 1525.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATACOMM was trading at 1572.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TATACOMM was trading at 1605.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATACOMM was trading at 1586.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TATACOMM was trading at 1605.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATACOMM was trading at 1586.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TATACOMM was trading at 1560.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATACOMM was trading at 1616.70. The strike last trading price was 0, 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
| TATACOMM 24APR2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.99
Theta: -1.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1564.25 | 99.6 | -4.55 | 42.47 | 150 | 9 | 61 |
| 9 Apr | 1547.35 | 104.15 | 12.15 | 34.60 | 7 | 1 | 53 |
| 8 Apr | 1565.50 | 92 | -18 | 37.15 | 23 | -6 | 52 |
| 7 Apr | 1549.85 | 107.9 | 39.05 | 50.19 | 48 | -16 | 58 |
| 4 Apr | 1598.05 | 67.2 | 15.8 | 33.65 | 317 | -77 | 75 |
| 3 Apr | 1631.25 | 53.65 | -18.2 | 33.90 | 641 | 136 | 154 |
| 2 Apr | 1595.20 | 71.6 | -10.4 | 31.85 | 16 | 0 | 18 |
| 1 Apr | 1579.65 | 82 | 11.35 | 33.10 | 45 | 12 | 19 |
| 28 Mar | 1578.20 | 70.65 | -46.6 | 22.19 | 10 | 7 | 7 |
| 27 Mar | 1594.55 | 117.25 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1604.95 | 117.25 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1578.25 | 117.25 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1611.95 | 117.25 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 1610.00 | 117.25 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1605.20 | 117.25 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1561.10 | 117.25 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1506.20 | 117.25 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1502.60 | 117.25 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1503.95 | 117.25 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1508.05 | 117.25 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1450.15 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1486.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1501.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1488.30 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1507.45 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1503.20 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1523.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1522.15 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1525.35 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1572.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1605.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1586.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1605.35 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1586.45 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1560.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1616.70 | 0 | 0 | 0.47 | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1640 expiring on 24APR2025
Delta for 1640 PE is -0.72
Historical price for 1640 PE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 99.6, which was -4.55 lower than the previous day. The implied volatity was 42.47, the open interest changed by 9 which increased total open position to 61
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 104.15, which was 12.15 higher than the previous day. The implied volatity was 34.60, the open interest changed by 1 which increased total open position to 53
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 92, which was -18 lower than the previous day. The implied volatity was 37.15, the open interest changed by -6 which decreased total open position to 52
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 107.9, which was 39.05 higher than the previous day. The implied volatity was 50.19, the open interest changed by -16 which decreased total open position to 58
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 67.2, which was 15.8 higher than the previous day. The implied volatity was 33.65, the open interest changed by -77 which decreased total open position to 75
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 53.65, which was -18.2 lower than the previous day. The implied volatity was 33.90, the open interest changed by 136 which increased total open position to 154
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 71.6, which was -10.4 lower than the previous day. The implied volatity was 31.85, the open interest changed by 0 which decreased total open position to 18
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 82, which was 11.35 higher than the previous day. The implied volatity was 33.10, the open interest changed by 12 which increased total open position to 19
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 70.65, which was -46.6 lower than the previous day. The implied volatity was 22.19, the open interest changed by 7 which increased total open position to 7
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 117.25, 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 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 117.25, 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 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 117.25, 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 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 117.25, 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 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 117.25, 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 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 117.25, 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 117.25, 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 117.25, 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 117.25, 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 117.25, 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 117.25, 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 21 Feb TATACOMM was trading at 1450.15. The strike last trading price was 0, 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 20 Feb TATACOMM was trading at 1486.30. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1501.80. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1488.30. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1507.45. The strike last trading price was 0, 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 14 Feb TATACOMM was trading at 1503.20. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1523.20. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1522.15. The strike last trading price was 0, 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 11 Feb TATACOMM was trading at 1525.35. The strike last trading price was 0, 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 10 Feb TATACOMM was trading at 1572.00. The strike last trading price was 0, 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 7 Feb TATACOMM was trading at 1605.80. The strike last trading price was 0, 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 6 Feb TATACOMM was trading at 1586.90. The strike last trading price was 0, 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 5 Feb TATACOMM was trading at 1605.35. The strike last trading price was 0, 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 4 Feb TATACOMM was trading at 1586.45. The strike last trading price was 0, 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 3 Feb TATACOMM was trading at 1560.50. The strike last trading price was 0, 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 1 Feb TATACOMM was trading at 1616.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
