TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
11 Apr 2025 04:10 PM IST
| TATACOMM 24APR2025 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.85
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1564.25 | 13.3 | -0.5 | 38.94 | 403 | 41 | 293 | |||
| 9 Apr | 1547.35 | 13.75 | -6.95 | 39.70 | 193 | 64 | 252 | |||
| 8 Apr | 1565.50 | 21 | 0.1 | 40.58 | 239 | -3 | 188 | |||
| 7 Apr | 1549.85 | 20.1 | -6.75 | 38.02 | 447 | 73 | 191 | |||
| 4 Apr | 1598.05 | 27.65 | -12.1 | 32.01 | 395 | -21 | 118 | |||
| 3 Apr | 1631.25 | 38.15 | 12.65 | 30.68 | 512 | -15 | 136 | |||
| 2 Apr | 1595.20 | 25.6 | 3.55 | 31.05 | 267 | 38 | 150 | |||
| 1 Apr | 1579.65 | 21.7 | -1.75 | 30.30 | 423 | 30 | 111 | |||
| 28 Mar | 1578.20 | 24.65 | -6.15 | 30.51 | 297 | 49 | 81 | |||
| 27 Mar | 1594.55 | 30.8 | -1.8 | 30.73 | 45 | 7 | 32 | |||
| 26 Mar | 1604.95 | 32.6 | 3.6 | 27.80 | 7 | 2 | 26 | |||
| 25 Mar | 1578.25 | 29 | -13 | 30.79 | 3 | 0 | 23 | |||
| 24 Mar | 1611.95 | 42 | 2 | 30.26 | 10 | 5 | 22 | |||
| 21 Mar | 1610.00 | 40 | -2.5 | 28.07 | 12 | 4 | 16 | |||
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| 20 Mar | 1605.20 | 42.5 | 14.05 | 30.74 | 8 | 3 | 11 | |||
| 19 Mar | 1561.10 | 28.45 | 9.65 | 30.10 | 13 | 4 | 9 | |||
| 18 Mar | 1506.20 | 19.15 | 0.35 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 1502.60 | 19.15 | 0.35 | 0.00 | 0 | 4 | 0 | |||
| 13 Mar | 1503.95 | 19.15 | -1.65 | 30.48 | 9 | 4 | 5 | |||
| 12 Mar | 1508.05 | 20.8 | 10.85 | 31.21 | 2 | 1 | 1 | |||
For Tata Communications Ltd - strike price 1660 expiring on 24APR2025
Delta for 1660 CE is 0.21
Historical price for 1660 CE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 13.3, which was -0.5 lower than the previous day. The implied volatity was 38.94, the open interest changed by 41 which increased total open position to 293
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 13.75, which was -6.95 lower than the previous day. The implied volatity was 39.70, the open interest changed by 64 which increased total open position to 252
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 21, which was 0.1 higher than the previous day. The implied volatity was 40.58, the open interest changed by -3 which decreased total open position to 188
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 20.1, which was -6.75 lower than the previous day. The implied volatity was 38.02, the open interest changed by 73 which increased total open position to 191
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 27.65, which was -12.1 lower than the previous day. The implied volatity was 32.01, the open interest changed by -21 which decreased total open position to 118
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 38.15, which was 12.65 higher than the previous day. The implied volatity was 30.68, the open interest changed by -15 which decreased total open position to 136
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 25.6, which was 3.55 higher than the previous day. The implied volatity was 31.05, the open interest changed by 38 which increased total open position to 150
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 21.7, which was -1.75 lower than the previous day. The implied volatity was 30.30, the open interest changed by 30 which increased total open position to 111
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 24.65, which was -6.15 lower than the previous day. The implied volatity was 30.51, the open interest changed by 49 which increased total open position to 81
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 30.8, which was -1.8 lower than the previous day. The implied volatity was 30.73, the open interest changed by 7 which increased total open position to 32
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 32.6, which was 3.6 higher than the previous day. The implied volatity was 27.80, the open interest changed by 2 which increased total open position to 26
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 29, which was -13 lower than the previous day. The implied volatity was 30.79, the open interest changed by 0 which decreased total open position to 23
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 42, which was 2 higher than the previous day. The implied volatity was 30.26, the open interest changed by 5 which increased total open position to 22
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 40, which was -2.5 lower than the previous day. The implied volatity was 28.07, the open interest changed by 4 which increased total open position to 16
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 42.5, which was 14.05 higher than the previous day. The implied volatity was 30.74, the open interest changed by 3 which increased total open position to 11
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 28.45, which was 9.65 higher than the previous day. The implied volatity was 30.10, the open interest changed by 4 which increased total open position to 9
On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 19.15, which was 0.35 higher 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 19.15, which was 0.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Mar TATACOMM was trading at 1503.95. The strike last trading price was 19.15, which was -1.65 lower than the previous day. The implied volatity was 30.48, the open interest changed by 4 which increased total open position to 5
On 12 Mar TATACOMM was trading at 1508.05. The strike last trading price was 20.8, which was 10.85 higher than the previous day. The implied volatity was 31.21, the open interest changed by 1 which increased total open position to 1
| TATACOMM 24APR2025 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.86
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1564.25 | 112.2 | -6.15 | 39.41 | 45 | 1 | 29 |
| 9 Apr | 1547.35 | 118.35 | 11.95 | 31.60 | 2 | -1 | 29 |
| 8 Apr | 1565.50 | 106.4 | -26.3 | 36.62 | 11 | -3 | 30 |
| 7 Apr | 1549.85 | 132.7 | 51.55 | 59.08 | 6 | 5 | 32 |
| 4 Apr | 1598.05 | 81.15 | 19.25 | 34.55 | 40 | -2 | 28 |
| 3 Apr | 1631.25 | 65 | -19.3 | 34.16 | 64 | 26 | 30 |
| 2 Apr | 1595.20 | 84.3 | -12.7 | 31.52 | 4 | 2 | 6 |
| 1 Apr | 1579.65 | 97 | -165.85 | 34.04 | 4 | 3 | 3 |
| 28 Mar | 1578.20 | 262.85 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1594.55 | 262.85 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1604.95 | 262.85 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1578.25 | 262.85 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1611.95 | 262.85 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 1610.00 | 262.85 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1605.20 | 262.85 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1561.10 | 262.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1506.20 | 262.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1502.60 | 262.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1503.95 | 262.85 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1508.05 | 262.85 | 0 | - | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1660 expiring on 24APR2025
Delta for 1660 PE is -0.78
Historical price for 1660 PE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 112.2, which was -6.15 lower than the previous day. The implied volatity was 39.41, the open interest changed by 1 which increased total open position to 29
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 118.35, which was 11.95 higher than the previous day. The implied volatity was 31.60, the open interest changed by -1 which decreased total open position to 29
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 106.4, which was -26.3 lower than the previous day. The implied volatity was 36.62, the open interest changed by -3 which decreased total open position to 30
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 132.7, which was 51.55 higher than the previous day. The implied volatity was 59.08, the open interest changed by 5 which increased total open position to 32
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 81.15, which was 19.25 higher than the previous day. The implied volatity was 34.55, the open interest changed by -2 which decreased total open position to 28
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 65, which was -19.3 lower than the previous day. The implied volatity was 34.16, the open interest changed by 26 which increased total open position to 30
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 84.3, which was -12.7 lower than the previous day. The implied volatity was 31.52, the open interest changed by 2 which increased total open position to 6
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 97, which was -165.85 lower than the previous day. The implied volatity was 34.04, the open interest changed by 3 which increased total open position to 3
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 262.85, 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 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 262.85, 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 262.85, 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 262.85, 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 262.85, 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 262.85, 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 262.85, 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 262.85, 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 262.85, 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 262.85, 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 262.85, 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 262.85, 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
