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[--[65.84.65.76]--]
TATACOMM
Tata Communications Ltd

1733.35 11.55 (0.67%)

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Historical option data for TATACOMM

26 Dec 2024 04:10 PM IST
TATACOMM 30JAN2025 1660 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1733.35 158.15 0.00 - 0 0 0
24 Dec 1721.80 158.15 0.00 - 0 0 0
23 Dec 1709.45 158.15 0.00 - 0 0 0
20 Dec 1710.45 158.15 0.00 - 0 0 0
29 Nov 1755.10 158.15 - 0 0 0


For Tata Communications Ltd - strike price 1660 expiring on 30JAN2025

Delta for 1660 CE is -

Historical price for 1660 CE is as follows

On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 158.15, 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 158.15, 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 158.15, 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 158.15, 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 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 158.15, 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 1660 PE
Delta: -0.25
Vega: 1.71
Theta: -0.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1733.35 21.6 -7.40 25.75 310 77 79
24 Dec 1721.80 29 -23.25 25.91 2 0 0
23 Dec 1709.45 52.25 0.00 3.80 0 0 0
20 Dec 1710.45 52.25 52.25 3.49 0 0 0
29 Nov 1755.10 0 4.57 0 0 0


For Tata Communications Ltd - strike price 1660 expiring on 30JAN2025

Delta for 1660 PE is -0.25

Historical price for 1660 PE is as follows

On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 21.6, which was -7.40 lower than the previous day. The implied volatity was 25.75, the open interest changed by 77 which increased total open position to 79


On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 29, which was -23.25 lower than the previous day. The implied volatity was 25.91, 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 52.25, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 52.25, which was 52.25 higher than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0