TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.81
Theta: -3.24
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1710.45 | 57.35 | -58.35 | 43.63 | 3 | 0 | 1 | |||
| 19 Dec | 1768.00 | 115.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1795.55 | 115.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1813.55 | 115.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1856.25 | 115.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 1840.95 | 115.7 | -389.05 | - | 1 | 0 | 0 | |||
| 12 Dec | 1851.10 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1839.95 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1775.10 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1785.35 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1788.10 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1805.70 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1800.85 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1807.90 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1792.15 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1755.10 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1745.10 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1763.00 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1765.05 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1784.10 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1738.15 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1711.55 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 504.75 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 4 Nov | 1746.35 | 504.75 | 504.75 | - | 0 | 0 | 0 | |||
| 31 Oct | 1774.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1787.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1784.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1787.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1777.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1787.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1779.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1852.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1873.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1830.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1680 expiring on 26DEC2024
Delta for 1680 CE is 0.65
Historical price for 1680 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 57.35, which was -58.35 lower than the previous day. The implied volatity was 43.63, the open interest changed by 0 which decreased total open position to 1
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 115.7, 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 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 115.7, 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 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 115.7, 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 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 115.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 115.7, which was -389.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 504.75, 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 Dec TATACOMM was trading at 1839.95. The strike last trading price was 504.75, 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 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 504.75, 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 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 504.75, 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 Dec TATACOMM was trading at 1788.10. The strike last trading price was 504.75, 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 Dec TATACOMM was trading at 1805.70. The strike last trading price was 504.75, 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 Dec TATACOMM was trading at 1800.85. The strike last trading price was 504.75, 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 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 504.75, 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 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 504.75, 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 504.75, 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 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 504.75, 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 504.75, 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 504.75, 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 504.75, 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 504.75, 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 504.75, 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 504.75, 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 504.75, 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 504.75, 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 504.75, 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 504.75, which was 504.75 higher 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 0, 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 0, 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 0, 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 28 Oct TATACOMM was trading at 1787.35. 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 which decreased total open position to
On 25 Oct TATACOMM was trading at 1777.60. 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 which decreased total open position to
On 24 Oct TATACOMM was trading at 1787.00. 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 which decreased total open position to
On 23 Oct TATACOMM was trading at 1779.05. 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 which decreased total open position to
On 22 Oct TATACOMM was trading at 1799.20. 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 which decreased total open position to
On 21 Oct TATACOMM was trading at 1852.85. 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 which decreased total open position to
On 18 Oct TATACOMM was trading at 1873.00. 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 which decreased total open position to
On 17 Oct TATACOMM was trading at 1830.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 26DEC2024 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.69
Theta: -1.25
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1710.45 | 7.75 | 4.65 | 23.62 | 141 | -1 | 256 |
| 19 Dec | 1768.00 | 3.1 | 0.80 | 28.82 | 367 | 120 | 259 |
| 18 Dec | 1795.55 | 2.3 | -0.15 | 30.97 | 177 | -1 | 139 |
| 17 Dec | 1813.55 | 2.45 | 0.60 | 31.65 | 46 | -8 | 141 |
| 16 Dec | 1856.25 | 1.85 | -0.10 | 34.37 | 6 | -1 | 150 |
| 13 Dec | 1840.95 | 1.95 | -0.45 | 29.98 | 620 | -11 | 152 |
| 12 Dec | 1851.10 | 2.4 | -0.45 | 31.80 | 187 | 19 | 166 |
| 11 Dec | 1839.95 | 2.85 | -2.65 | 30.88 | 677 | -43 | 153 |
| 10 Dec | 1775.10 | 5.5 | -0.10 | 24.64 | 219 | 24 | 198 |
| 9 Dec | 1785.35 | 5.6 | -1.90 | 26.46 | 160 | 12 | 176 |
| 6 Dec | 1788.10 | 7.5 | 1.20 | 27.20 | 256 | -13 | 163 |
| 5 Dec | 1805.70 | 6.3 | -1.95 | 26.94 | 657 | 83 | 180 |
| 4 Dec | 1800.85 | 8.25 | -0.80 | 28.62 | 377 | 27 | 96 |
| 3 Dec | 1807.90 | 9.05 | -2.75 | 28.96 | 223 | -7 | 72 |
| 2 Dec | 1792.15 | 11.8 | -7.75 | 28.83 | 237 | 7 | 79 |
| 29 Nov | 1755.10 | 19.55 | -1.95 | 28.28 | 136 | 40 | 67 |
| 28 Nov | 1745.10 | 21.5 | 7.10 | 27.22 | 67 | 17 | 23 |
| 27 Nov | 1763.00 | 14.4 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Nov | 1765.05 | 14.4 | -1.30 | 24.93 | 9 | 3 | 7 |
| 25 Nov | 1784.10 | 15.7 | -21.00 | 28.90 | 16 | 5 | 5 |
| 22 Nov | 1738.15 | 36.7 | 27.40 | 32.78 | 1 | 0 | 0 |
| 21 Nov | 1711.55 | 9.3 | 0.00 | 2.50 | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 9.3 | 0.00 | 3.47 | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 9.3 | 0.00 | 3.47 | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 9.3 | 0.00 | 4.50 | 0 | 0 | 0 |
| 5 Nov | 1756.05 | 9.3 | 0.00 | 3.86 | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 9.3 | 0.00 | 3.45 | 0 | 0 | 0 |
| 31 Oct | 1774.65 | 9.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1787.15 | 9.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1784.05 | 9.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1787.35 | 9.3 | 9.30 | - | 0 | 0 | 0 |
| 25 Oct | 1777.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1787.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1779.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1852.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1873.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1830.05 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1680 expiring on 26DEC2024
Delta for 1680 PE is -0.25
Historical price for 1680 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 7.75, which was 4.65 higher than the previous day. The implied volatity was 23.62, the open interest changed by -1 which decreased total open position to 256
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 3.1, which was 0.80 higher than the previous day. The implied volatity was 28.82, the open interest changed by 120 which increased total open position to 259
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 30.97, the open interest changed by -1 which decreased total open position to 139
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 2.45, which was 0.60 higher than the previous day. The implied volatity was 31.65, the open interest changed by -8 which decreased total open position to 141
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 34.37, the open interest changed by -1 which decreased total open position to 150
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 29.98, the open interest changed by -11 which decreased total open position to 152
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 31.80, the open interest changed by 19 which increased total open position to 166
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 2.85, which was -2.65 lower than the previous day. The implied volatity was 30.88, the open interest changed by -43 which decreased total open position to 153
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 5.5, which was -0.10 lower than the previous day. The implied volatity was 24.64, the open interest changed by 24 which increased total open position to 198
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 5.6, which was -1.90 lower than the previous day. The implied volatity was 26.46, the open interest changed by 12 which increased total open position to 176
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 7.5, which was 1.20 higher than the previous day. The implied volatity was 27.20, the open interest changed by -13 which decreased total open position to 163
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 6.3, which was -1.95 lower than the previous day. The implied volatity was 26.94, the open interest changed by 83 which increased total open position to 180
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 8.25, which was -0.80 lower than the previous day. The implied volatity was 28.62, the open interest changed by 27 which increased total open position to 96
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 9.05, which was -2.75 lower than the previous day. The implied volatity was 28.96, the open interest changed by -7 which decreased total open position to 72
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 11.8, which was -7.75 lower than the previous day. The implied volatity was 28.83, the open interest changed by 7 which increased total open position to 79
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 19.55, which was -1.95 lower than the previous day. The implied volatity was 28.28, the open interest changed by 40 which increased total open position to 67
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 21.5, which was 7.10 higher than the previous day. The implied volatity was 27.22, the open interest changed by 17 which increased total open position to 23
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 14.4, 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 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 14.4, which was -1.30 lower than the previous day. The implied volatity was 24.93, the open interest changed by 3 which increased total open position to 7
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 15.7, which was -21.00 lower than the previous day. The implied volatity was 28.90, the open interest changed by 5 which increased total open position to 5
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 36.7, which was 27.40 higher than the previous day. The implied volatity was 32.78, 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 9.3, which was 0.00 lower than the previous day. The implied volatity was 2.50, 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 9.3, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 9.3, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 9.3, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 9.3, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 9.3, which was 0.00 lower than the previous day. The implied volatity was 3.45, 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 9.3, 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 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 9.3, 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 29 Oct TATACOMM was trading at 1784.05. The strike last trading price was 9.3, 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 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 9.3, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACOMM was trading at 1777.60. 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 which decreased total open position to
On 24 Oct TATACOMM was trading at 1787.00. 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 which decreased total open position to
On 23 Oct TATACOMM was trading at 1779.05. 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 which decreased total open position to
On 22 Oct TATACOMM was trading at 1799.20. 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 which decreased total open position to
On 21 Oct TATACOMM was trading at 1852.85. 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 which decreased total open position to
On 18 Oct TATACOMM was trading at 1873.00. 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 which decreased total open position to
On 17 Oct TATACOMM was trading at 1830.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
