TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 1.80
Theta: -0.89
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 86 | -105.80 | 22.26 | 7 | 5 | 5 | |||
| 24 Dec | 1721.80 | 191.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1709.45 | 191.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1710.45 | 191.8 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 29 Nov | 1755.10 | 191.8 | 191.80 | - | 0 | 0 | 0 | |||
| 28 Nov | 1745.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1763.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1765.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1784.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1738.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1711.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1727.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1759.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1805.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1680 expiring on 30JAN2025
Delta for 1680 CE is 0.72
Historical price for 1680 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 86, which was -105.80 lower than the previous day. The implied volatity was 22.26, the open interest changed by 5 which increased total open position to 5
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 191.8, 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 191.8, 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 191.8, 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 191.8, which was 191.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 0, 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 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 0, 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 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 0, 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 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 0, 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 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 0, 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 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 0, 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 Nov TATACOMM was trading at 1736.70. The strike last trading price was 0, 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 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 0, 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 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 0, 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 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 0, 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 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 0, 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 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 1.86
Theta: -0.52
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 26.8 | -6.40 | 25.31 | 49 | 34 | 36 |
| 24 Dec | 1721.80 | 33.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 23 Dec | 1709.45 | 33.2 | -33.75 | 25.79 | 6 | 2 | 2 |
| 20 Dec | 1710.45 | 66.95 | 0.00 | 2.52 | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 66.95 | 0.00 | 3.89 | 0 | 0 | 0 |
| 28 Nov | 1745.10 | 66.95 | 0.00 | 3.48 | 0 | 0 | 0 |
| 27 Nov | 1763.00 | 66.95 | 0.00 | 3.98 | 0 | 0 | 0 |
| 26 Nov | 1765.05 | 66.95 | 0.00 | 4.07 | 0 | 0 | 0 |
| 25 Nov | 1784.10 | 66.95 | 0.00 | 4.96 | 0 | 0 | 0 |
| 22 Nov | 1738.15 | 66.95 | 0.00 | 3.26 | 0 | 0 | 0 |
| 21 Nov | 1711.55 | 66.95 | 0.00 | 2.39 | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 66.95 | 0.00 | 3.17 | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 66.95 | 66.95 | 3.17 | 0 | 0 | 0 |
| 18 Nov | 1727.35 | 0 | 0.00 | 2.83 | 0 | 0 | 0 |
| 14 Nov | 1749.90 | 0 | 0.00 | 3.43 | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 0 | 0.00 | 3.15 | 0 | 0 | 0 |
| 12 Nov | 1759.65 | 0 | 0.00 | 4.05 | 0 | 0 | 0 |
| 11 Nov | 1767.95 | 0 | 0.00 | 3.99 | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 0 | 0.00 | 4.19 | 0 | 0 | 0 |
| 7 Nov | 1805.80 | 0 | 0.00 | 5.24 | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 0 | 0.00 | 5.12 | 0 | 0 | 0 |
| 5 Nov | 1756.05 | 0 | 0.00 | 3.59 | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 0 | 3.35 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1680 expiring on 30JAN2025
Delta for 1680 PE is -0.30
Historical price for 1680 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 26.8, which was -6.40 lower than the previous day. The implied volatity was 25.31, the open interest changed by 34 which increased total open position to 36
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 33.2, 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 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 33.2, which was -33.75 lower than the previous day. The implied volatity was 25.79, the open interest changed by 2 which increased total open position to 2
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 66.95, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 66.95, which was 0.00 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 66.95, which was 0.00 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 66.95, which was 0.00 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 66.95, which was 0.00 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 66.95, which was 0.00 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 66.95, which was 0.00 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 66.95, which was 0.00 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 66.95, which was 0.00 lower than the previous day. The implied volatity was 3.17, 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 66.95, which was 66.95 higher than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.83, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.15, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 0, which was 0.00 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 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 0, which was lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
