TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.92
Theta: -1.93
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 31.05 | -20.45 | 25.33 | 252.5 | 37 | 131.5 | |||
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| 20 Nov | 1736.70 | 51.5 | 0.00 | 28.94 | 71 | 10.5 | 94.5 | |||
| 19 Nov | 1736.70 | 51.5 | 2.40 | 28.94 | 71 | 10.5 | 94.5 | |||
| 18 Nov | 1727.35 | 49.1 | -27.45 | 27.02 | 69.5 | 10.5 | 83.5 | |||
| 14 Nov | 1749.90 | 76.55 | 3.85 | 31.68 | 25.5 | -2.5 | 71.5 | |||
| 13 Nov | 1745.10 | 72.7 | -4.05 | 29.91 | 17.5 | 6.5 | 74 | |||
| 12 Nov | 1759.65 | 76.75 | -19.00 | 27.31 | 18 | -2 | 66.5 | |||
| 11 Nov | 1767.95 | 95.75 | -9.60 | 28.11 | 2.5 | 1.5 | 68 | |||
| 8 Nov | 1774.65 | 105.35 | -28.65 | 37.43 | 18 | 0 | 66.5 | |||
| 7 Nov | 1805.80 | 134 | 11.00 | 37.71 | 9.5 | 0.5 | 66.5 | |||
| 6 Nov | 1809.05 | 123 | 36.50 | 15.22 | 14 | 1.5 | 66 | |||
| 5 Nov | 1756.05 | 86.5 | 2.05 | 28.83 | 45.5 | 6.5 | 64.5 | |||
| 4 Nov | 1746.35 | 84.45 | -30.75 | 31.13 | 25.5 | 8.5 | 57.5 | |||
| 1 Nov | 1790.80 | 115.2 | 9.20 | 30.68 | 1.5 | 0 | 49 | |||
| 31 Oct | 1774.65 | 106 | -14.00 | - | 23 | 4 | 48 | |||
| 30 Oct | 1787.15 | 120 | 0.60 | - | 1 | 0 | 44 | |||
| 29 Oct | 1784.05 | 119.4 | -5.60 | - | 2 | 0 | 44 | |||
| 28 Oct | 1787.35 | 125 | 10.00 | - | 5 | 2 | 42 | |||
| 25 Oct | 1777.60 | 115 | -13.00 | - | 3 | 1 | 40 | |||
| 24 Oct | 1787.00 | 128 | 14.85 | - | 27 | 16 | 38 | |||
| 23 Oct | 1779.05 | 113.15 | -358.35 | - | 22 | 21 | 21 | |||
| 22 Oct | 1799.20 | 471.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1852.85 | 471.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1873.00 | 471.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1830.05 | 471.5 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is 0.59
Historical price for 1700 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 31.05, which was -20.45 lower than the previous day. The implied volatity was 25.33, the open interest changed by 74 which increased total open position to 263
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 51.5, which was 0.00 lower than the previous day. The implied volatity was 28.94, the open interest changed by 21 which increased total open position to 189
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 51.5, which was 2.40 higher than the previous day. The implied volatity was 28.94, the open interest changed by 21 which increased total open position to 189
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 49.1, which was -27.45 lower than the previous day. The implied volatity was 27.02, the open interest changed by 21 which increased total open position to 167
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 76.55, which was 3.85 higher than the previous day. The implied volatity was 31.68, the open interest changed by -5 which decreased total open position to 143
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 72.7, which was -4.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by 13 which increased total open position to 148
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 76.75, which was -19.00 lower than the previous day. The implied volatity was 27.31, the open interest changed by -4 which decreased total open position to 133
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 95.75, which was -9.60 lower than the previous day. The implied volatity was 28.11, the open interest changed by 3 which increased total open position to 136
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 105.35, which was -28.65 lower than the previous day. The implied volatity was 37.43, the open interest changed by 0 which decreased total open position to 133
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 134, which was 11.00 higher than the previous day. The implied volatity was 37.71, the open interest changed by 1 which increased total open position to 133
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 123, which was 36.50 higher than the previous day. The implied volatity was 15.22, the open interest changed by 3 which increased total open position to 132
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 86.5, which was 2.05 higher than the previous day. The implied volatity was 28.83, the open interest changed by 13 which increased total open position to 129
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 84.45, which was -30.75 lower than the previous day. The implied volatity was 31.13, the open interest changed by 17 which increased total open position to 115
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 115.2, which was 9.20 higher than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 98
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 106, which was -14.00 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 120, which was 0.60 higher 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 119.4, which was -5.60 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 125, which was 10.00 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 115, which was -13.00 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 128, which was 14.85 higher 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 113.15, which was -358.35 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 471.5, 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 471.5, 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 471.5, 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 471.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.92
Theta: -1.81
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 22.45 | 0.45 | 30.38 | 505.5 | 3.5 | 369 |
| 20 Nov | 1736.70 | 22 | 0.00 | 34.30 | 565 | 40.5 | 365.5 |
| 19 Nov | 1736.70 | 22 | 1.55 | 34.30 | 565 | 40.5 | 365.5 |
| 18 Nov | 1727.35 | 20.45 | 4.50 | 30.14 | 523 | 10 | 329.5 |
| 14 Nov | 1749.90 | 15.95 | -2.20 | 27.95 | 317 | 7.5 | 320.5 |
| 13 Nov | 1745.10 | 18.15 | 1.30 | 27.88 | 404 | -65.5 | 312.5 |
| 12 Nov | 1759.65 | 16.85 | 2.10 | 27.84 | 375.5 | 4.5 | 378 |
| 11 Nov | 1767.95 | 14.75 | -2.20 | 29.77 | 277 | 67 | 373.5 |
| 8 Nov | 1774.65 | 16.95 | 7.25 | 27.83 | 381.5 | -4 | 293.5 |
| 7 Nov | 1805.80 | 9.7 | 0.60 | 27.08 | 262.5 | -2 | 297.5 |
| 6 Nov | 1809.05 | 9.1 | -16.00 | 27.39 | 278.5 | -4.5 | 299 |
| 5 Nov | 1756.05 | 25.1 | -7.75 | 29.05 | 436.5 | -1 | 303 |
| 4 Nov | 1746.35 | 32.85 | 10.85 | 31.34 | 913 | 81 | 303 |
| 1 Nov | 1790.80 | 22 | -3.40 | 30.20 | 61 | 40 | 222 |
| 31 Oct | 1774.65 | 25.4 | 5.40 | - | 370 | 41 | 180 |
| 30 Oct | 1787.15 | 20 | -4.00 | - | 92 | 2 | 138 |
| 29 Oct | 1784.05 | 24 | 1.20 | - | 84 | 44 | 133 |
| 28 Oct | 1787.35 | 22.8 | -4.55 | - | 39 | 3 | 90 |
| 25 Oct | 1777.60 | 27.35 | 4.35 | - | 77 | 17 | 87 |
| 24 Oct | 1787.00 | 23 | -5.15 | - | 32 | 7 | 70 |
| 23 Oct | 1779.05 | 28.15 | 5.65 | - | 8 | 5 | 62 |
| 22 Oct | 1799.20 | 22.5 | 13.55 | - | 39 | 21 | 56 |
| 21 Oct | 1852.85 | 8.95 | -1.75 | - | 14 | -3 | 35 |
| 18 Oct | 1873.00 | 10.7 | -11.30 | - | 58 | 26 | 38 |
| 17 Oct | 1830.05 | 22 | - | 14 | 11 | 11 | |
For Tata Communications Ltd - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.42
Historical price for 1700 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 22.45, which was 0.45 higher than the previous day. The implied volatity was 30.38, the open interest changed by 7 which increased total open position to 738
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 34.30, the open interest changed by 81 which increased total open position to 731
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 22, which was 1.55 higher than the previous day. The implied volatity was 34.30, the open interest changed by 81 which increased total open position to 731
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 20.45, which was 4.50 higher than the previous day. The implied volatity was 30.14, the open interest changed by 20 which increased total open position to 659
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 15.95, which was -2.20 lower than the previous day. The implied volatity was 27.95, the open interest changed by 15 which increased total open position to 641
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 18.15, which was 1.30 higher than the previous day. The implied volatity was 27.88, the open interest changed by -131 which decreased total open position to 625
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 16.85, which was 2.10 higher than the previous day. The implied volatity was 27.84, the open interest changed by 9 which increased total open position to 756
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 14.75, which was -2.20 lower than the previous day. The implied volatity was 29.77, the open interest changed by 134 which increased total open position to 747
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 16.95, which was 7.25 higher than the previous day. The implied volatity was 27.83, the open interest changed by -8 which decreased total open position to 587
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 9.7, which was 0.60 higher than the previous day. The implied volatity was 27.08, the open interest changed by -4 which decreased total open position to 595
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 9.1, which was -16.00 lower than the previous day. The implied volatity was 27.39, the open interest changed by -9 which decreased total open position to 598
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 25.1, which was -7.75 lower than the previous day. The implied volatity was 29.05, the open interest changed by -2 which decreased total open position to 606
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 32.85, which was 10.85 higher than the previous day. The implied volatity was 31.34, the open interest changed by 162 which increased total open position to 606
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 22, which was -3.40 lower than the previous day. The implied volatity was 30.20, the open interest changed by 80 which increased total open position to 444
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 25.4, which was 5.40 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 20, which was -4.00 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 24, which was 1.20 higher 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 22.8, which was -4.55 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 27.35, which was 4.35 higher 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 23, which was -5.15 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 28.15, which was 5.65 higher 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 22.5, which was 13.55 higher 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 8.95, which was -1.75 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 10.7, which was -11.30 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 22, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
