TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 2.01
Theta: -1.09
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 84.7 | 9.70 | 28.25 | 463 | 258 | 326 | |||
|
|
||||||||||
| 24 Dec | 1721.80 | 75 | 9.00 | 28.89 | 96 | 55 | 68 | |||
| 23 Dec | 1709.45 | 66 | -67.95 | 21.50 | 16 | 12 | 12 | |||
| 20 Dec | 1710.45 | 133.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1768.00 | 133.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1795.55 | 133.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1813.55 | 133.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1856.25 | 133.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1840.95 | 133.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1839.95 | 133.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1792.15 | 133.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1755.10 | 133.95 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1700 expiring on 30JAN2025
Delta for 1700 CE is 0.63
Historical price for 1700 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 84.7, which was 9.70 higher than the previous day. The implied volatity was 28.25, the open interest changed by 258 which increased total open position to 326
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 75, which was 9.00 higher than the previous day. The implied volatity was 28.89, the open interest changed by 55 which increased total open position to 68
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 66, which was -67.95 lower than the previous day. The implied volatity was 21.50, the open interest changed by 12 which increased total open position to 12
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 133.95, 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 Dec TATACOMM was trading at 1768.00. The strike last trading price was 133.95, 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 Dec TATACOMM was trading at 1795.55. The strike last trading price was 133.95, 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 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 133.95, 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 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 133.95, 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 Dec TATACOMM was trading at 1840.95. The strike last trading price was 133.95, 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 133.95, 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 133.95, 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 133.95, 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 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 1.99
Theta: -0.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 33.5 | -4.50 | 25.14 | 707 | 180 | 502 |
| 24 Dec | 1721.80 | 38 | -5.90 | 22.83 | 232 | 87 | 321 |
| 23 Dec | 1709.45 | 43.9 | -3.90 | 27.15 | 315 | 25 | 233 |
| 20 Dec | 1710.45 | 47.8 | 23.30 | 27.27 | 199 | 143 | 206 |
| 19 Dec | 1768.00 | 24.5 | 3.90 | 24.67 | 64 | 32 | 62 |
| 18 Dec | 1795.55 | 20.6 | 2.60 | 26.13 | 25 | 18 | 31 |
| 17 Dec | 1813.55 | 18 | 8.90 | 25.66 | 15 | 9 | 12 |
| 16 Dec | 1856.25 | 9.1 | -5.90 | 23.44 | 1 | 0 | 2 |
| 13 Dec | 1840.95 | 15 | -15.00 | 26.41 | 4 | 0 | 2 |
| 11 Dec | 1839.95 | 30 | -37.60 | 34.64 | 1 | 0 | 1 |
| 2 Dec | 1792.15 | 67.6 | 0.00 | 4.25 | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 67.6 | 3.24 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1700 expiring on 30JAN2025
Delta for 1700 PE is -0.35
Historical price for 1700 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 33.5, which was -4.50 lower than the previous day. The implied volatity was 25.14, the open interest changed by 180 which increased total open position to 502
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 38, which was -5.90 lower than the previous day. The implied volatity was 22.83, the open interest changed by 87 which increased total open position to 321
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 43.9, which was -3.90 lower than the previous day. The implied volatity was 27.15, the open interest changed by 25 which increased total open position to 233
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 47.8, which was 23.30 higher than the previous day. The implied volatity was 27.27, the open interest changed by 143 which increased total open position to 206
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 24.5, which was 3.90 higher than the previous day. The implied volatity was 24.67, the open interest changed by 32 which increased total open position to 62
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 20.6, which was 2.60 higher than the previous day. The implied volatity was 26.13, the open interest changed by 18 which increased total open position to 31
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 18, which was 8.90 higher than the previous day. The implied volatity was 25.66, the open interest changed by 9 which increased total open position to 12
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 9.1, which was -5.90 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 2
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 15, which was -15.00 lower than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 2
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 30, which was -37.60 lower than the previous day. The implied volatity was 34.64, the open interest changed by 0 which decreased total open position to 1
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 67.6, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 67.6, which was lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
