TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 70.65 | -25.85 | - | 0.5 | 0 | 1.5 | |||
| 20 Nov | 1736.70 | 96.5 | 0.00 | 23.91 | 1 | 1 | 0.5 | |||
| 19 Nov | 1736.70 | 96.5 | -36.60 | 23.91 | 1 | 0 | 0.5 | |||
| 18 Nov | 1727.35 | 133.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 133.1 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 13 Nov | 1745.10 | 133.1 | -212.30 | 45.22 | 0.5 | 0 | 0 | |||
| 12 Nov | 1759.65 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1805.80 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 1 Nov | 1790.80 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1774.65 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1787.15 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1784.05 | 345.4 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1640 expiring on 28NOV2024
Delta for 1640 CE is -
Historical price for 1640 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 70.65, which was -25.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 96.5, which was 0.00 lower than the previous day. The implied volatity was 23.91, the open interest changed by 2 which increased total open position to 1
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 96.5, which was -36.60 lower than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 1
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 133.1, 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 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 133.1, 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 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 133.1, which was -212.30 lower than the previous day. The implied volatity was 45.22, 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 345.4, 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 345.4, 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 345.4, 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 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 345.4, 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 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 345.4, 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 345.4, 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 345.4, 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 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 345.4, 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 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 345.4, 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 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 345.4, 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 345.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.57
Theta: -1.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 6.3 | -1.00 | 31.94 | 80.5 | -19 | 73.5 |
| 20 Nov | 1736.70 | 7.3 | 0.00 | 34.89 | 118.5 | 8.5 | 93 |
| 19 Nov | 1736.70 | 7.3 | 0.30 | 34.89 | 118.5 | 9 | 93 |
| 18 Nov | 1727.35 | 7 | -0.05 | 32.01 | 91 | -10.5 | 92 |
| 14 Nov | 1749.90 | 7.05 | -0.95 | 31.60 | 107 | 11 | 103 |
| 13 Nov | 1745.10 | 8 | 1.65 | 31.04 | 44.5 | -3 | 87 |
| 12 Nov | 1759.65 | 6.35 | -0.70 | 29.32 | 148.5 | 13 | 90 |
| 11 Nov | 1767.95 | 7.05 | 1.05 | 32.87 | 47.5 | 0.5 | 77 |
| 8 Nov | 1774.65 | 6 | 1.50 | 27.90 | 46.5 | 8.5 | 74.5 |
| 7 Nov | 1805.80 | 4.5 | 0.45 | 29.79 | 14 | -5 | 65 |
| 6 Nov | 1809.05 | 4.05 | -7.95 | 29.60 | 92.5 | 18 | 71 |
| 5 Nov | 1756.05 | 12 | -2.70 | 30.41 | 65 | 5 | 53 |
| 4 Nov | 1746.35 | 14.7 | 3.70 | 30.61 | 52 | 0 | 48 |
| 1 Nov | 1790.80 | 11 | -3.65 | 31.98 | 12 | 7.5 | 45.5 |
| 31 Oct | 1774.65 | 14.65 | 4.15 | - | 41 | 37 | 38 |
| 30 Oct | 1787.15 | 10.5 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 1784.05 | 10.5 | - | 1 | 0 | 0 | |
For Tata Communications Ltd - strike price 1640 expiring on 28NOV2024
Delta for 1640 PE is -0.16
Historical price for 1640 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 6.3, which was -1.00 lower than the previous day. The implied volatity was 31.94, the open interest changed by -38 which decreased total open position to 147
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 7.3, which was 0.00 lower than the previous day. The implied volatity was 34.89, the open interest changed by 17 which increased total open position to 186
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 7.3, which was 0.30 higher than the previous day. The implied volatity was 34.89, the open interest changed by 18 which increased total open position to 186
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 7, which was -0.05 lower than the previous day. The implied volatity was 32.01, the open interest changed by -21 which decreased total open position to 184
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 31.60, the open interest changed by 22 which increased total open position to 206
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 8, which was 1.65 higher than the previous day. The implied volatity was 31.04, the open interest changed by -6 which decreased total open position to 174
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 6.35, which was -0.70 lower than the previous day. The implied volatity was 29.32, the open interest changed by 26 which increased total open position to 180
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 7.05, which was 1.05 higher than the previous day. The implied volatity was 32.87, the open interest changed by 1 which increased total open position to 154
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 6, which was 1.50 higher than the previous day. The implied volatity was 27.90, the open interest changed by 17 which increased total open position to 149
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 4.5, which was 0.45 higher than the previous day. The implied volatity was 29.79, the open interest changed by -10 which decreased total open position to 130
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 4.05, which was -7.95 lower than the previous day. The implied volatity was 29.60, the open interest changed by 36 which increased total open position to 142
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 12, which was -2.70 lower than the previous day. The implied volatity was 30.41, the open interest changed by 10 which increased total open position to 106
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 14.7, which was 3.70 higher than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 96
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 11, which was -3.65 lower than the previous day. The implied volatity was 31.98, the open interest changed by 15 which increased total open position to 91
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 14.65, which was 4.15 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 10.5, 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 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
