TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.87
Theta: -2.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 55 | -20.75 | 38.46 | 0.5 | 0 | 1.5 | |||
| 20 Nov | 1736.70 | 75.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 75.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1727.35 | 75.75 | -12.15 | 40.22 | 1.5 | 0 | 1.5 | |||
| 14 Nov | 1749.90 | 87.9 | 0.10 | 28.65 | 1.5 | 0 | 1.5 | |||
| 13 Nov | 1745.10 | 87.8 | -31.25 | 30.72 | 6 | 0.5 | 1.5 | |||
| 12 Nov | 1759.65 | 119.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 119.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 119.05 | -8.00 | 37.28 | 2 | 0.5 | 1.5 | |||
| 7 Nov | 1805.80 | 127.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 127.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 127.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 127.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 1 Nov | 1790.80 | 127.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1774.65 | 127.05 | 28.10 | - | 1 | 0 | 1 | |||
| 30 Oct | 1787.15 | 98.95 | -214.40 | - | 1 | 0 | 0 | |||
| 29 Oct | 1784.05 | 313.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 313.35 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1680 expiring on 28NOV2024
Delta for 1680 CE is 0.65
Historical price for 1680 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 55, which was -20.75 lower than the previous day. The implied volatity was 38.46, the open interest changed by 0 which decreased total open position to 3
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 75.75, 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 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 75.75, 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 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 75.75, which was -12.15 lower than the previous day. The implied volatity was 40.22, the open interest changed by 0 which decreased total open position to 3
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 87.9, which was 0.10 higher than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 3
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 87.8, which was -31.25 lower than the previous day. The implied volatity was 30.72, the open interest changed by 1 which increased total open position to 3
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 119.05, 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 119.05, 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 119.05, which was -8.00 lower than the previous day. The implied volatity was 37.28, the open interest changed by 1 which increased total open position to 3
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 127.05, 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 127.05, 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 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 127.05, 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 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 127.05, 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 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 127.05, 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 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 127.05, which was 28.10 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 98.95, which was -214.40 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 313.35, 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 313.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.83
Theta: -1.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 13.75 | -0.20 | 29.07 | 51.5 | 2 | 35 |
| 20 Nov | 1736.70 | 13.95 | 0.00 | 32.49 | 63 | 3 | 33 |
| 19 Nov | 1736.70 | 13.95 | 0.20 | 32.49 | 63 | 3 | 33 |
| 18 Nov | 1727.35 | 13.75 | 1.85 | 29.81 | 92.5 | 6.5 | 29.5 |
| 14 Nov | 1749.90 | 11.9 | -1.80 | 28.89 | 81.5 | -7 | 23.5 |
| 13 Nov | 1745.10 | 13.7 | 1.55 | 28.77 | 96.5 | 2.5 | 29.5 |
| 12 Nov | 1759.65 | 12.15 | 1.35 | 28.11 | 86 | 0 | 27.5 |
| 11 Nov | 1767.95 | 10.8 | -0.05 | 30.03 | 41.5 | 0 | 27.5 |
| 8 Nov | 1774.65 | 10.85 | 2.95 | 26.52 | 108 | -5.5 | 28.5 |
| 7 Nov | 1805.80 | 7.9 | 1.05 | 28.41 | 56.5 | 2.5 | 36.5 |
| 6 Nov | 1809.05 | 6.85 | -12.65 | 27.97 | 122 | -6 | 34.5 |
| 5 Nov | 1756.05 | 19.5 | -5.75 | 29.25 | 153 | 8.5 | 40.5 |
| 4 Nov | 1746.35 | 25.25 | 8.35 | 30.80 | 163.5 | 19 | 32 |
| 1 Nov | 1790.80 | 16.9 | -3.20 | 30.06 | 3.5 | 1 | 14 |
| 31 Oct | 1774.65 | 20.1 | -10.10 | - | 30 | 12 | 12 |
| 30 Oct | 1787.15 | 30.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1784.05 | 30.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 30.2 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1680 expiring on 28NOV2024
Delta for 1680 PE is -0.31
Historical price for 1680 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 13.75, which was -0.20 lower than the previous day. The implied volatity was 29.07, the open interest changed by 4 which increased total open position to 70
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 32.49, the open interest changed by 6 which increased total open position to 66
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 13.95, which was 0.20 higher than the previous day. The implied volatity was 32.49, the open interest changed by 6 which increased total open position to 66
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 13.75, which was 1.85 higher than the previous day. The implied volatity was 29.81, the open interest changed by 13 which increased total open position to 59
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 11.9, which was -1.80 lower than the previous day. The implied volatity was 28.89, the open interest changed by -14 which decreased total open position to 47
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 13.7, which was 1.55 higher than the previous day. The implied volatity was 28.77, the open interest changed by 5 which increased total open position to 59
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 12.15, which was 1.35 higher than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 55
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 10.8, which was -0.05 lower than the previous day. The implied volatity was 30.03, the open interest changed by 0 which decreased total open position to 55
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 10.85, which was 2.95 higher than the previous day. The implied volatity was 26.52, the open interest changed by -11 which decreased total open position to 57
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 7.9, which was 1.05 higher than the previous day. The implied volatity was 28.41, the open interest changed by 5 which increased total open position to 73
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 6.85, which was -12.65 lower than the previous day. The implied volatity was 27.97, the open interest changed by -12 which decreased total open position to 69
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 19.5, which was -5.75 lower than the previous day. The implied volatity was 29.25, the open interest changed by 17 which increased total open position to 81
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 25.25, which was 8.35 higher than the previous day. The implied volatity was 30.80, the open interest changed by 38 which increased total open position to 64
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 16.9, which was -3.20 lower than the previous day. The implied volatity was 30.06, the open interest changed by 2 which increased total open position to 28
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 20.1, which was -10.10 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 30.2, 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 30.2, 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 30.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
