TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.84
Theta: -2.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1710.45 | 30.55 | -46.85 | 26.07 | 53 | -7 | 69 | |||
| 19 Dec | 1768.00 | 77.4 | -16.85 | 32.30 | 8 | -2 | 76 | |||
| 18 Dec | 1795.55 | 94.25 | -47.75 | - | 1 | 0 | 78 | |||
| 17 Dec | 1813.55 | 142 | -22.80 | 67.03 | 4 | 0 | 78 | |||
| 16 Dec | 1856.25 | 164.8 | 20.95 | 54.78 | 4 | -1 | 79 | |||
| 13 Dec | 1840.95 | 143.85 | -17.15 | - | 64 | -5 | 80 | |||
| 12 Dec | 1851.10 | 161 | 14.50 | 29.39 | 18 | -4 | 85 | |||
| 11 Dec | 1839.95 | 146.5 | 52.10 | - | 20 | -4 | 89 | |||
| 10 Dec | 1775.10 | 94.4 | -1.05 | 27.95 | 2 | 0 | 93 | |||
| 9 Dec | 1785.35 | 95.45 | -11.35 | - | 2 | 0 | 92 | |||
| 6 Dec | 1788.10 | 106.8 | -4.05 | 21.13 | 10 | 0 | 93 | |||
| 5 Dec | 1805.70 | 110.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 1800.85 | 110.85 | -12.15 | - | 4 | 2 | 94 | |||
| 3 Dec | 1807.90 | 123 | 13.00 | 23.64 | 24 | -3 | 93 | |||
| 2 Dec | 1792.15 | 110 | 22.75 | 23.24 | 43 | 11 | 97 | |||
| 29 Nov | 1755.10 | 87.25 | 0.75 | 23.69 | 75 | 37 | 84 | |||
| 28 Nov | 1745.10 | 86.5 | -18.20 | 27.69 | 50 | 25 | 47 | |||
| 27 Nov | 1763.00 | 104.7 | 3.80 | 31.53 | 6 | 4 | 23 | |||
| 26 Nov | 1765.05 | 100.9 | -19.45 | 26.05 | 5 | 3 | 19 | |||
| 25 Nov | 1784.10 | 120.35 | 37.55 | 25.45 | 42 | -4 | 13 | |||
| 22 Nov | 1738.15 | 82.8 | 14.80 | 24.02 | 106 | 18 | 35 | |||
| 21 Nov | 1711.55 | 68 | -17.00 | 25.71 | 15 | 12 | 16 | |||
| 20 Nov | 1736.70 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 85 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 1727.35 | 85 | -65.00 | 27.31 | 4 | 2 | 4 | |||
| 14 Nov | 1749.90 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1759.65 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 1805.80 | 150 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 1809.05 | 150 | 1.60 | 23.15 | 2 | 1 | 1 | |||
| 5 Nov | 1756.05 | 148.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 148.4 | 148.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 1790.80 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1700 expiring on 26DEC2024
Delta for 1700 CE is 0.61
Historical price for 1700 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 30.55, which was -46.85 lower than the previous day. The implied volatity was 26.07, the open interest changed by -7 which decreased total open position to 69
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 77.4, which was -16.85 lower than the previous day. The implied volatity was 32.30, the open interest changed by -2 which decreased total open position to 76
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 94.25, which was -47.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 142, which was -22.80 lower than the previous day. The implied volatity was 67.03, the open interest changed by 0 which decreased total open position to 78
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 164.8, which was 20.95 higher than the previous day. The implied volatity was 54.78, the open interest changed by -1 which decreased total open position to 79
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 143.85, which was -17.15 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 80
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 161, which was 14.50 higher than the previous day. The implied volatity was 29.39, the open interest changed by -4 which decreased total open position to 85
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 146.5, which was 52.10 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 89
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 94.4, which was -1.05 lower than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 93
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 95.45, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 106.8, which was -4.05 lower than the previous day. The implied volatity was 21.13, the open interest changed by 0 which decreased total open position to 93
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 110.85, 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 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 110.85, which was -12.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 94
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 123, which was 13.00 higher than the previous day. The implied volatity was 23.64, the open interest changed by -3 which decreased total open position to 93
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 110, which was 22.75 higher than the previous day. The implied volatity was 23.24, the open interest changed by 11 which increased total open position to 97
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 87.25, which was 0.75 higher than the previous day. The implied volatity was 23.69, the open interest changed by 37 which increased total open position to 84
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 86.5, which was -18.20 lower than the previous day. The implied volatity was 27.69, the open interest changed by 25 which increased total open position to 47
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 104.7, which was 3.80 higher than the previous day. The implied volatity was 31.53, the open interest changed by 4 which increased total open position to 23
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 100.9, which was -19.45 lower than the previous day. The implied volatity was 26.05, the open interest changed by 3 which increased total open position to 19
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 120.35, which was 37.55 higher than the previous day. The implied volatity was 25.45, the open interest changed by -4 which decreased total open position to 13
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 82.8, which was 14.80 higher than the previous day. The implied volatity was 24.02, the open interest changed by 18 which increased total open position to 35
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 68, which was -17.00 lower than the previous day. The implied volatity was 25.71, the open interest changed by 12 which increased total open position to 16
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 85, 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 85, 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 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 85, which was -65.00 lower than the previous day. The implied volatity was 27.31, the open interest changed by 2 which increased total open position to 4
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 150, 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 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 150, 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 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 150, 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 150, 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 150, 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 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 150, 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 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 150, which was 1.60 higher than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 1
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 148.4, 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 148.4, which was 148.40 higher than the previous day. The implied volatity was -, 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 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 26DEC2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.83
Theta: -1.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1710.45 | 11.9 | 7.15 | 20.81 | 883 | -110 | 681 |
| 19 Dec | 1768.00 | 4.75 | 1.10 | 27.16 | 357 | -26 | 791 |
| 18 Dec | 1795.55 | 3.65 | 0.05 | 30.07 | 343 | -76 | 817 |
| 17 Dec | 1813.55 | 3.6 | 1.15 | 30.46 | 560 | -234 | 893 |
| 16 Dec | 1856.25 | 2.45 | -0.65 | 32.77 | 221 | 42 | 1,127 |
| 13 Dec | 1840.95 | 3.1 | -0.10 | 29.78 | 1,434 | -26 | 1,082 |
| 12 Dec | 1851.10 | 3.2 | -0.90 | 30.67 | 932 | 72 | 1,108 |
| 11 Dec | 1839.95 | 4.1 | -4.25 | 30.37 | 1,443 | 120 | 1,023 |
| 10 Dec | 1775.10 | 8.35 | 0.45 | 24.36 | 776 | -22 | 905 |
| 9 Dec | 1785.35 | 7.9 | -2.15 | 25.83 | 490 | 83 | 928 |
| 6 Dec | 1788.10 | 10.05 | 1.20 | 26.53 | 767 | 57 | 850 |
| 5 Dec | 1805.70 | 8.85 | -1.85 | 26.68 | 601 | 63 | 821 |
| 4 Dec | 1800.85 | 10.7 | -1.00 | 27.91 | 650 | -21 | 759 |
| 3 Dec | 1807.90 | 11.7 | -4.40 | 28.34 | 740 | -50 | 777 |
| 2 Dec | 1792.15 | 16.1 | -7.85 | 29.02 | 1,477 | 121 | 821 |
| 29 Nov | 1755.10 | 23.95 | -2.75 | 27.48 | 637 | 42 | 717 |
| 28 Nov | 1745.10 | 26.7 | 3.70 | 26.63 | 1,697 | 366 | 678 |
| 27 Nov | 1763.00 | 23 | -2.00 | 26.65 | 112 | 25 | 314 |
| 26 Nov | 1765.05 | 25 | 4.50 | 28.44 | 393 | 57 | 290 |
| 25 Nov | 1784.10 | 20.5 | -15.50 | 29.09 | 279 | 61 | 233 |
| 22 Nov | 1738.15 | 36 | -14.00 | 28.69 | 102 | 36 | 208 |
| 21 Nov | 1711.55 | 50 | 8.60 | 29.70 | 173 | 34 | 169 |
| 20 Nov | 1736.70 | 41.4 | 0.00 | 28.79 | 150 | 90 | 134 |
| 19 Nov | 1736.70 | 41.4 | -1.65 | 28.79 | 150 | 89 | 134 |
| 18 Nov | 1727.35 | 43.05 | -1.05 | 28.70 | 52 | 18 | 44 |
| 14 Nov | 1749.90 | 44.1 | -5.55 | 31.88 | 8 | 1 | 25 |
| 13 Nov | 1745.10 | 49.65 | 11.65 | 33.23 | 6 | 2 | 23 |
| 12 Nov | 1759.65 | 38 | 3.00 | 28.86 | 3 | 1 | 22 |
| 11 Nov | 1767.95 | 35 | 9.00 | 30.25 | 4 | 0 | 21 |
| 8 Nov | 1774.65 | 26 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1805.80 | 26 | 2.00 | 28.24 | 1 | 0 | 21 |
| 6 Nov | 1809.05 | 24 | -30.85 | 28.12 | 23 | 21 | 21 |
| 5 Nov | 1756.05 | 54.85 | 0.00 | 3.27 | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 54.85 | 0.00 | 2.84 | 0 | 0 | 0 |
| 1 Nov | 1790.80 | 54.85 | 4.26 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1700 expiring on 26DEC2024
Delta for 1700 PE is -0.37
Historical price for 1700 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 11.9, which was 7.15 higher than the previous day. The implied volatity was 20.81, the open interest changed by -110 which decreased total open position to 681
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 4.75, which was 1.10 higher than the previous day. The implied volatity was 27.16, the open interest changed by -26 which decreased total open position to 791
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 3.65, which was 0.05 higher than the previous day. The implied volatity was 30.07, the open interest changed by -76 which decreased total open position to 817
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 3.6, which was 1.15 higher than the previous day. The implied volatity was 30.46, the open interest changed by -234 which decreased total open position to 893
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 32.77, the open interest changed by 42 which increased total open position to 1127
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 3.1, which was -0.10 lower than the previous day. The implied volatity was 29.78, the open interest changed by -26 which decreased total open position to 1082
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 3.2, which was -0.90 lower than the previous day. The implied volatity was 30.67, the open interest changed by 72 which increased total open position to 1108
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 4.1, which was -4.25 lower than the previous day. The implied volatity was 30.37, the open interest changed by 120 which increased total open position to 1023
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 8.35, which was 0.45 higher than the previous day. The implied volatity was 24.36, the open interest changed by -22 which decreased total open position to 905
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 7.9, which was -2.15 lower than the previous day. The implied volatity was 25.83, the open interest changed by 83 which increased total open position to 928
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 10.05, which was 1.20 higher than the previous day. The implied volatity was 26.53, the open interest changed by 57 which increased total open position to 850
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 8.85, which was -1.85 lower than the previous day. The implied volatity was 26.68, the open interest changed by 63 which increased total open position to 821
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 10.7, which was -1.00 lower than the previous day. The implied volatity was 27.91, the open interest changed by -21 which decreased total open position to 759
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 11.7, which was -4.40 lower than the previous day. The implied volatity was 28.34, the open interest changed by -50 which decreased total open position to 777
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 16.1, which was -7.85 lower than the previous day. The implied volatity was 29.02, the open interest changed by 121 which increased total open position to 821
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 23.95, which was -2.75 lower than the previous day. The implied volatity was 27.48, the open interest changed by 42 which increased total open position to 717
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 26.7, which was 3.70 higher than the previous day. The implied volatity was 26.63, the open interest changed by 366 which increased total open position to 678
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 23, which was -2.00 lower than the previous day. The implied volatity was 26.65, the open interest changed by 25 which increased total open position to 314
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 25, which was 4.50 higher than the previous day. The implied volatity was 28.44, the open interest changed by 57 which increased total open position to 290
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 20.5, which was -15.50 lower than the previous day. The implied volatity was 29.09, the open interest changed by 61 which increased total open position to 233
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 36, which was -14.00 lower than the previous day. The implied volatity was 28.69, the open interest changed by 36 which increased total open position to 208
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 50, which was 8.60 higher than the previous day. The implied volatity was 29.70, the open interest changed by 34 which increased total open position to 169
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 41.4, which was 0.00 lower than the previous day. The implied volatity was 28.79, the open interest changed by 90 which increased total open position to 134
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 41.4, which was -1.65 lower than the previous day. The implied volatity was 28.79, the open interest changed by 89 which increased total open position to 134
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 43.05, which was -1.05 lower than the previous day. The implied volatity was 28.70, the open interest changed by 18 which increased total open position to 44
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 44.1, which was -5.55 lower than the previous day. The implied volatity was 31.88, the open interest changed by 1 which increased total open position to 25
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 49.65, which was 11.65 higher than the previous day. The implied volatity was 33.23, the open interest changed by 2 which increased total open position to 23
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 38, which was 3.00 higher than the previous day. The implied volatity was 28.86, the open interest changed by 1 which increased total open position to 22
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 35, which was 9.00 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 21
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 26, 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 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 26, which was 2.00 higher than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 21
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 24, which was -30.85 lower than the previous day. The implied volatity was 28.12, the open interest changed by 21 which increased total open position to 21
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 54.85, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 54.85, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 54.85, which was lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
