TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Apr 2025 01:50 PM IST
| TATACOMM 24APR2025 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.36
Theta: -4.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Apr | 1575.00 | 8.45 | 0.5 | 69.07 | 332 | 18 | 347 | |||
| 17 Apr | 1565.00 | 9.4 | -6.6 | 49.37 | 379 | 134 | 330 | |||
| 16 Apr | 1593.70 | 17 | 2.75 | 49.87 | 108 | -1 | 197 | |||
| 15 Apr | 1591.00 | 15.4 | 4.2 | 45.75 | 179 | 4 | 197 | |||
| 11 Apr | 1564.25 | 9.85 | -0.5 | 38.86 | 259 | 15 | 193 | |||
| 9 Apr | 1547.35 | 10.3 | -5.7 | 39.46 | 226 | 11 | 179 | |||
| 8 Apr | 1565.50 | 16.2 | 0.15 | 40.18 | 119 | 7 | 171 | |||
| 7 Apr | 1549.85 | 16 | -5.25 | 38.28 | 223 | 9 | 162 | |||
| 4 Apr | 1598.05 | 22.95 | -8.7 | 32.97 | 410 | -36 | 153 | |||
| 3 Apr | 1631.25 | 30.3 | 10.4 | 30.53 | 383 | 47 | 188 | |||
| 2 Apr | 1595.20 | 19.6 | 2.4 | 30.70 | 215 | 19 | 141 | |||
| 1 Apr | 1579.65 | 16.95 | -1.55 | 30.41 | 385 | 47 | 122 | |||
| 28 Mar | 1578.20 | 18.6 | -7.5 | 29.80 | 136 | 17 | 75 | |||
| 27 Mar | 1594.55 | 27.65 | -2.4 | 32.41 | 31 | 11 | 57 | |||
| 26 Mar | 1604.95 | 29 | 3.95 | 29.54 | 43 | -16 | 46 | |||
| 25 Mar | 1578.25 | 25.05 | -11.2 | 31.79 | 83 | -8 | 63 | |||
| 24 Mar | 1611.95 | 36.25 | 3.45 | 31.08 | 55 | 38 | 71 | |||
| 21 Mar | 1610.00 | 32.8 | -1.1 | 28.03 | 7 | -1 | 33 | |||
| 20 Mar | 1605.20 | 34.15 | 9.65 | 29.96 | 18 | 1 | 32 | |||
| 19 Mar | 1561.10 | 24.5 | 12.1 | 30.83 | 29 | 19 | 32 | |||
| 18 Mar | 1506.20 | 12.45 | 0.45 | 30.50 | 14 | 9 | 12 | |||
| 17 Mar | 1502.60 | 12 | -3.7 | 30.36 | 2 | 1 | 2 | |||
| 20 Feb | 1486.30 | 0 | 0 | 6.41 | 0 | 0 | 0 | |||
| 19 Feb | 1501.80 | 0 | 0 | 5.58 | 0 | 0 | 0 | |||
| 18 Feb | 1488.30 | 0 | 0 | 6.06 | 0 | 0 | 0 | |||
| 17 Feb | 1507.45 | 0 | 0 | 5.40 | 0 | 0 | 0 | |||
| 14 Feb | 1503.20 | 0 | 0 | 5.35 | 0 | 0 | 0 | |||
| 13 Feb | 1523.20 | 0 | 0 | 4.64 | 0 | 0 | 0 | |||
| 12 Feb | 1522.15 | 0 | 0 | 4.72 | 0 | 0 | 0 | |||
| 11 Feb | 1525.35 | 0 | 0 | 4.41 | 0 | 0 | 0 | |||
| 10 Feb | 1572.00 | 0 | 0 | 2.70 | 0 | 0 | 0 | |||
| 7 Feb | 1605.80 | 0 | 0 | 1.61 | 0 | 0 | 0 | |||
| 6 Feb | 1586.90 | 0 | 0 | 2.15 | 0 | 0 | 0 | |||
| 5 Feb | 1605.35 | 0 | 0 | 1.56 | 0 | 0 | 0 | |||
| 4 Feb | 1586.45 | 0 | 0 | 2.18 | 0 | 0 | 0 | |||
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| 3 Feb | 1560.50 | 0 | 0 | 2.89 | 0 | 0 | 0 | |||
| 1 Feb | 1616.70 | 0 | 0 | 1.03 | 0 | 0 | 0 | |||
For Tata Communications Ltd - strike price 1680 expiring on 24APR2025
Delta for 1680 CE is 0.16
Historical price for 1680 CE is as follows
On 21 Apr TATACOMM was trading at 1575.00. The strike last trading price was 8.45, which was 0.5 higher than the previous day. The implied volatity was 69.07, the open interest changed by 18 which increased total open position to 347
On 17 Apr TATACOMM was trading at 1565.00. The strike last trading price was 9.4, which was -6.6 lower than the previous day. The implied volatity was 49.37, the open interest changed by 134 which increased total open position to 330
On 16 Apr TATACOMM was trading at 1593.70. The strike last trading price was 17, which was 2.75 higher than the previous day. The implied volatity was 49.87, the open interest changed by -1 which decreased total open position to 197
On 15 Apr TATACOMM was trading at 1591.00. The strike last trading price was 15.4, which was 4.2 higher than the previous day. The implied volatity was 45.75, the open interest changed by 4 which increased total open position to 197
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 9.85, which was -0.5 lower than the previous day. The implied volatity was 38.86, the open interest changed by 15 which increased total open position to 193
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 10.3, which was -5.7 lower than the previous day. The implied volatity was 39.46, the open interest changed by 11 which increased total open position to 179
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 16.2, which was 0.15 higher than the previous day. The implied volatity was 40.18, the open interest changed by 7 which increased total open position to 171
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 16, which was -5.25 lower than the previous day. The implied volatity was 38.28, the open interest changed by 9 which increased total open position to 162
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 22.95, which was -8.7 lower than the previous day. The implied volatity was 32.97, the open interest changed by -36 which decreased total open position to 153
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 30.3, which was 10.4 higher than the previous day. The implied volatity was 30.53, the open interest changed by 47 which increased total open position to 188
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 19.6, which was 2.4 higher than the previous day. The implied volatity was 30.70, the open interest changed by 19 which increased total open position to 141
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 16.95, which was -1.55 lower than the previous day. The implied volatity was 30.41, the open interest changed by 47 which increased total open position to 122
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 18.6, which was -7.5 lower than the previous day. The implied volatity was 29.80, the open interest changed by 17 which increased total open position to 75
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 27.65, which was -2.4 lower than the previous day. The implied volatity was 32.41, the open interest changed by 11 which increased total open position to 57
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 29, which was 3.95 higher than the previous day. The implied volatity was 29.54, the open interest changed by -16 which decreased total open position to 46
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 25.05, which was -11.2 lower than the previous day. The implied volatity was 31.79, the open interest changed by -8 which decreased total open position to 63
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 36.25, which was 3.45 higher than the previous day. The implied volatity was 31.08, the open interest changed by 38 which increased total open position to 71
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 32.8, which was -1.1 lower than the previous day. The implied volatity was 28.03, the open interest changed by -1 which decreased total open position to 33
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 34.15, which was 9.65 higher than the previous day. The implied volatity was 29.96, the open interest changed by 1 which increased total open position to 32
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 24.5, which was 12.1 higher than the previous day. The implied volatity was 30.83, the open interest changed by 19 which increased total open position to 32
On 18 Mar TATACOMM was trading at 1506.20. The strike last trading price was 12.45, which was 0.45 higher than the previous day. The implied volatity was 30.50, the open interest changed by 9 which increased total open position to 12
On 17 Mar TATACOMM was trading at 1502.60. The strike last trading price was 12, which was -3.7 lower than the previous day. The implied volatity was 30.36, the open interest changed by 1 which increased total open position to 2
On 20 Feb TATACOMM was trading at 1486.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
On 19 Feb TATACOMM was trading at 1501.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TATACOMM was trading at 1488.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TATACOMM was trading at 1507.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0
On 14 Feb TATACOMM was trading at 1503.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TATACOMM was trading at 1523.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATACOMM was trading at 1522.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATACOMM was trading at 1525.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATACOMM was trading at 1572.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TATACOMM was trading at 1605.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATACOMM was trading at 1586.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TATACOMM was trading at 1605.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATACOMM was trading at 1586.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TATACOMM was trading at 1560.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATACOMM was trading at 1616.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 24APR2025 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.39
Theta: -4.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Apr | 1575.00 | 114.95 | -12.2 | 76.29 | 15 | -6 | 14 |
| 17 Apr | 1565.00 | 127.15 | 26.5 | 62.47 | 28 | -11 | 22 |
| 16 Apr | 1593.70 | 100.65 | -11.4 | 47.61 | 21 | -10 | 37 |
| 15 Apr | 1591.00 | 112.05 | -18 | 56.66 | 7 | -6 | 47 |
| 11 Apr | 1564.25 | 134.55 | -1.55 | 46.69 | 32 | -2 | 53 |
| 9 Apr | 1547.35 | 136 | 19.75 | 31.58 | 5 | -1 | 53 |
| 8 Apr | 1565.50 | 116.25 | -41.95 | 29.29 | 25 | -7 | 54 |
| 7 Apr | 1549.85 | 158.2 | 61.75 | 68.37 | 5 | 2 | 61 |
| 4 Apr | 1598.05 | 96.15 | 22.85 | 35.52 | 48 | -2 | 60 |
| 3 Apr | 1631.25 | 77.2 | -21.8 | 34.23 | 71 | -18 | 62 |
| 2 Apr | 1595.20 | 99 | -13.85 | 31.84 | 12 | -1 | 81 |
| 1 Apr | 1579.65 | 112.85 | 2.05 | 35.01 | 81 | 19 | 81 |
| 28 Mar | 1578.20 | 110.8 | 11.75 | 29.49 | 66 | 56 | 62 |
| 27 Mar | 1594.55 | 99.05 | -8.85 | 28.65 | 2 | 0 | 6 |
| 26 Mar | 1604.95 | 107.9 | -6.15 | 39.67 | 1 | 0 | 6 |
| 25 Mar | 1578.25 | 114.05 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1611.95 | 114.05 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1610.00 | 114.05 | 0 | 0.00 | 0 | 2 | 0 |
| 20 Mar | 1605.20 | 114.05 | -10.95 | 38.87 | 2 | 0 | 4 |
| 19 Mar | 1561.10 | 125 | -15.85 | 31.26 | 4 | 0 | 0 |
| 18 Mar | 1506.20 | 140.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1502.60 | 140.85 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1486.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1501.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1488.30 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1507.45 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1503.20 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1523.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1522.15 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1525.35 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1572.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1605.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1586.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1605.35 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1586.45 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1560.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1616.70 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1680 expiring on 24APR2025
Delta for 1680 PE is -0.81
Historical price for 1680 PE is as follows
On 21 Apr TATACOMM was trading at 1575.00. The strike last trading price was 114.95, which was -12.2 lower than the previous day. The implied volatity was 76.29, the open interest changed by -6 which decreased total open position to 14
On 17 Apr TATACOMM was trading at 1565.00. The strike last trading price was 127.15, which was 26.5 higher than the previous day. The implied volatity was 62.47, the open interest changed by -11 which decreased total open position to 22
On 16 Apr TATACOMM was trading at 1593.70. The strike last trading price was 100.65, which was -11.4 lower than the previous day. The implied volatity was 47.61, the open interest changed by -10 which decreased total open position to 37
On 15 Apr TATACOMM was trading at 1591.00. The strike last trading price was 112.05, which was -18 lower than the previous day. The implied volatity was 56.66, the open interest changed by -6 which decreased total open position to 47
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 134.55, which was -1.55 lower than the previous day. The implied volatity was 46.69, the open interest changed by -2 which decreased total open position to 53
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 136, which was 19.75 higher than the previous day. The implied volatity was 31.58, the open interest changed by -1 which decreased total open position to 53
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 116.25, which was -41.95 lower than the previous day. The implied volatity was 29.29, the open interest changed by -7 which decreased total open position to 54
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 158.2, which was 61.75 higher than the previous day. The implied volatity was 68.37, the open interest changed by 2 which increased total open position to 61
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 96.15, which was 22.85 higher than the previous day. The implied volatity was 35.52, the open interest changed by -2 which decreased total open position to 60
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 77.2, which was -21.8 lower than the previous day. The implied volatity was 34.23, the open interest changed by -18 which decreased total open position to 62
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 99, which was -13.85 lower than the previous day. The implied volatity was 31.84, the open interest changed by -1 which decreased total open position to 81
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 112.85, which was 2.05 higher than the previous day. The implied volatity was 35.01, the open interest changed by 19 which increased total open position to 81
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 110.8, which was 11.75 higher than the previous day. The implied volatity was 29.49, the open interest changed by 56 which increased total open position to 62
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 99.05, which was -8.85 lower than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 6
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 107.9, which was -6.15 lower than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 6
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 114.05, which was 0 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 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 114.05, which was 0 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 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 114.05, which was 0 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 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 114.05, which was -10.95 lower than the previous day. The implied volatity was 38.87, the open interest changed by 0 which decreased total open position to 4
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 125, which was -15.85 lower than the previous day. The implied volatity was 31.26, 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 140.85, 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 140.85, 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 Feb TATACOMM was trading at 1486.30. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1501.80. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1488.30. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1507.45. The strike last trading price was 0, 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 14 Feb TATACOMM was trading at 1503.20. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1523.20. The strike last trading price was 0, 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 Feb TATACOMM was trading at 1522.15. The strike last trading price was 0, 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 11 Feb TATACOMM was trading at 1525.35. The strike last trading price was 0, 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 10 Feb TATACOMM was trading at 1572.00. The strike last trading price was 0, 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 7 Feb TATACOMM was trading at 1605.80. The strike last trading price was 0, 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 6 Feb TATACOMM was trading at 1586.90. The strike last trading price was 0, 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 5 Feb TATACOMM was trading at 1605.35. The strike last trading price was 0, 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 4 Feb TATACOMM was trading at 1586.45. The strike last trading price was 0, 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 3 Feb TATACOMM was trading at 1560.50. The strike last trading price was 0, 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 1 Feb TATACOMM was trading at 1616.70. The strike last trading price was 0, 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
