TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.69
Theta: -1.79
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 61.7 | -20.65 | 29.30 | 1.5 | 0 | 2 | |||
| 20 Nov | 1736.70 | 82.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 82.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 1727.35 | 82.35 | -33.80 | 31.78 | 2.5 | 0.5 | 1.5 | |||
| 14 Nov | 1749.90 | 116.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 116.15 | 19.40 | 43.10 | 0.5 | 0 | 1 | |||
| 12 Nov | 1759.65 | 96.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Nov | 1767.95 | 96.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 96.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1805.80 | 96.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 96.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 1756.05 | 96.75 | -412.50 | - | 1.5 | 0.5 | 0.5 | |||
| 4 Nov | 1746.35 | 509.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1790.80 | 509.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1774.65 | 509.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1787.15 | 509.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1784.05 | 509.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 509.25 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1660 expiring on 28NOV2024
Delta for 1660 CE is 0.79
Historical price for 1660 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 61.7, which was -20.65 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 4
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 82.35, 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 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 82.35, which was 0.00 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 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 82.35, which was -33.80 lower than the previous day. The implied volatity was 31.78, the open interest changed by 1 which increased total open position to 3
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 116.15, 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 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 116.15, which was 19.40 higher than the previous day. The implied volatity was 43.10, the open interest changed by 0 which decreased total open position to 2
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 96.75, 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 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 96.75, 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 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 96.75, 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 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 96.75, 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 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 96.75, which was 0.00 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 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 96.75, which was -412.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 509.25, 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 509.25, 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 509.25, 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 509.25, 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 509.25, 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 22 Oct TATACOMM was trading at 1799.20. The strike last trading price was 509.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.71
Theta: -1.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 9.85 | -0.65 | 31.20 | 183.5 | -4 | 33 |
| 20 Nov | 1736.70 | 10.5 | 0.00 | 34.18 | 90 | 9 | 36 |
| 19 Nov | 1736.70 | 10.5 | 0.30 | 34.18 | 90 | 8 | 36 |
| 18 Nov | 1727.35 | 10.2 | 1.55 | 31.33 | 105 | -2 | 28 |
| 14 Nov | 1749.90 | 8.65 | -1.60 | 29.65 | 310 | -11.5 | 31 |
| 13 Nov | 1745.10 | 10.25 | 1.15 | 29.65 | 195.5 | 1 | 42 |
| 12 Nov | 1759.65 | 9.1 | -0.25 | 29.01 | 205 | 6.5 | 45 |
| 11 Nov | 1767.95 | 9.35 | 1.20 | 32.20 | 38 | -0.5 | 39.5 |
| 8 Nov | 1774.65 | 8.15 | 2.30 | 27.26 | 65.5 | 0.5 | 40 |
| 7 Nov | 1805.80 | 5.85 | 0.60 | 28.92 | 42 | -12.5 | 41 |
| 6 Nov | 1809.05 | 5.25 | -10.45 | 28.76 | 199 | 12.5 | 54.5 |
| 5 Nov | 1756.05 | 15.7 | -5.35 | 30.10 | 180 | 9.5 | 42 |
| 4 Nov | 1746.35 | 21.05 | 7.95 | 31.85 | 213 | 10 | 33 |
| 1 Nov | 1790.80 | 13.1 | -1.80 | 30.26 | 1 | 0 | 23 |
| 31 Oct | 1774.65 | 14.9 | 2.45 | - | 43 | 25 | 25 |
| 30 Oct | 1787.15 | 12.45 | 0.15 | - | 3 | 0 | 0 |
| 29 Oct | 1784.05 | 12.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 12.3 | - | 3 | 1 | 1 | |
For Tata Communications Ltd - strike price 1660 expiring on 28NOV2024
Delta for 1660 PE is -0.23
Historical price for 1660 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 9.85, which was -0.65 lower than the previous day. The implied volatity was 31.20, the open interest changed by -8 which decreased total open position to 66
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 34.18, the open interest changed by 18 which increased total open position to 72
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 10.5, which was 0.30 higher than the previous day. The implied volatity was 34.18, the open interest changed by 16 which increased total open position to 72
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 10.2, which was 1.55 higher than the previous day. The implied volatity was 31.33, the open interest changed by -4 which decreased total open position to 56
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 8.65, which was -1.60 lower than the previous day. The implied volatity was 29.65, the open interest changed by -23 which decreased total open position to 62
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 10.25, which was 1.15 higher than the previous day. The implied volatity was 29.65, the open interest changed by 2 which increased total open position to 84
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 9.1, which was -0.25 lower than the previous day. The implied volatity was 29.01, the open interest changed by 13 which increased total open position to 90
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 9.35, which was 1.20 higher than the previous day. The implied volatity was 32.20, the open interest changed by -1 which decreased total open position to 79
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 8.15, which was 2.30 higher than the previous day. The implied volatity was 27.26, the open interest changed by 1 which increased total open position to 80
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 5.85, which was 0.60 higher than the previous day. The implied volatity was 28.92, the open interest changed by -25 which decreased total open position to 82
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 5.25, which was -10.45 lower than the previous day. The implied volatity was 28.76, the open interest changed by 25 which increased total open position to 109
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 15.7, which was -5.35 lower than the previous day. The implied volatity was 30.10, the open interest changed by 19 which increased total open position to 84
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 21.05, which was 7.95 higher than the previous day. The implied volatity was 31.85, the open interest changed by 20 which increased total open position to 66
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 13.1, which was -1.80 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 46
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 14.9, which was 2.45 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 12.45, which was 0.15 higher 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 12.3, 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 22 Oct TATACOMM was trading at 1799.20. The strike last trading price was 12.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
