TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
11 Apr 2025 04:10 PM IST
| TATACOMM 24APR2025 1720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 0.53
Theta: -0.85
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1564.25 | 5.6 | -0.25 | 39.61 | 190 | -12 | 183 | |||
| 9 Apr | 1547.35 | 6.05 | -3.5 | 40.01 | 113 | -5 | 193 | |||
| 8 Apr | 1565.50 | 9.65 | -0.25 | 40.07 | 184 | 32 | 197 | |||
| 7 Apr | 1549.85 | 9.1 | -3.95 | 37.74 | 160 | -8 | 165 | |||
| 4 Apr | 1598.05 | 14 | -6 | 33.12 | 143 | 13 | 174 | |||
| 3 Apr | 1631.25 | 18.6 | 6.6 | 30.57 | 287 | -37 | 161 | |||
| 2 Apr | 1595.20 | 12.05 | 1.7 | 31.26 | 205 | -29 | 196 | |||
| 1 Apr | 1579.65 | 10.15 | -1.05 | 30.78 | 400 | 137 | 224 | |||
| 28 Mar | 1578.20 | 11.05 | -6.2 | 29.69 | 207 | 20 | 87 | |||
| 27 Mar | 1594.55 | 17.25 | -2.4 | 31.78 | 57 | 3 | 67 | |||
| 26 Mar | 1604.95 | 18.9 | 3.6 | 29.78 | 117 | 11 | 47 | |||
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| 25 Mar | 1578.25 | 15.25 | -10.5 | 30.98 | 37 | 9 | 41 | |||
| 24 Mar | 1611.95 | 25.75 | 3.5 | 31.87 | 34 | 3 | 32 | |||
| 21 Mar | 1610.00 | 22.25 | -1.9 | 28.32 | 15 | 10 | 29 | |||
| 20 Mar | 1605.20 | 23.15 | 7.15 | 29.99 | 18 | 16 | 19 | |||
| 19 Mar | 1561.10 | 16 | -46.2 | 30.51 | 3 | 2 | 2 | |||
| 13 Feb | 1523.20 | 0 | 0 | 5.94 | 0 | 0 | 0 | |||
| 12 Feb | 1522.15 | 0 | 0 | 6.00 | 0 | 0 | 0 | |||
| 11 Feb | 1525.35 | 0 | 0 | 5.69 | 0 | 0 | 0 | |||
| 10 Feb | 1572.00 | 0 | 0 | 4.03 | 0 | 0 | 0 | |||
| 7 Feb | 1605.80 | 0 | 0 | 2.84 | 0 | 0 | 0 | |||
| 6 Feb | 1586.90 | 0 | 0 | 3.32 | 0 | 0 | 0 | |||
| 5 Feb | 1605.35 | 0 | 0 | 2.78 | 0 | 0 | 0 | |||
| 4 Feb | 1586.45 | 0 | 0 | 3.33 | 0 | 0 | 0 | |||
| 3 Feb | 1560.50 | 0 | 0 | 4.15 | 0 | 0 | 0 | |||
| 1 Feb | 1616.70 | 0 | 0 | 2.42 | 0 | 0 | 0 | |||
For Tata Communications Ltd - strike price 1720 expiring on 24APR2025
Delta for 1720 CE is 0.10
Historical price for 1720 CE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 5.6, which was -0.25 lower than the previous day. The implied volatity was 39.61, the open interest changed by -12 which decreased total open position to 183
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 6.05, which was -3.5 lower than the previous day. The implied volatity was 40.01, the open interest changed by -5 which decreased total open position to 193
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 9.65, which was -0.25 lower than the previous day. The implied volatity was 40.07, the open interest changed by 32 which increased total open position to 197
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 9.1, which was -3.95 lower than the previous day. The implied volatity was 37.74, the open interest changed by -8 which decreased total open position to 165
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was 33.12, the open interest changed by 13 which increased total open position to 174
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 18.6, which was 6.6 higher than the previous day. The implied volatity was 30.57, the open interest changed by -37 which decreased total open position to 161
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 12.05, which was 1.7 higher than the previous day. The implied volatity was 31.26, the open interest changed by -29 which decreased total open position to 196
On 1 Apr TATACOMM was trading at 1579.65. The strike last trading price was 10.15, which was -1.05 lower than the previous day. The implied volatity was 30.78, the open interest changed by 137 which increased total open position to 224
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 11.05, which was -6.2 lower than the previous day. The implied volatity was 29.69, the open interest changed by 20 which increased total open position to 87
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 17.25, which was -2.4 lower than the previous day. The implied volatity was 31.78, the open interest changed by 3 which increased total open position to 67
On 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 18.9, which was 3.6 higher than the previous day. The implied volatity was 29.78, the open interest changed by 11 which increased total open position to 47
On 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 15.25, which was -10.5 lower than the previous day. The implied volatity was 30.98, the open interest changed by 9 which increased total open position to 41
On 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 25.75, which was 3.5 higher than the previous day. The implied volatity was 31.87, the open interest changed by 3 which increased total open position to 32
On 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 22.25, which was -1.9 lower than the previous day. The implied volatity was 28.32, the open interest changed by 10 which increased total open position to 29
On 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 23.15, which was 7.15 higher than the previous day. The implied volatity was 29.99, the open interest changed by 16 which increased total open position to 19
On 19 Mar TATACOMM was trading at 1561.10. The strike last trading price was 16, which was -46.2 lower than the previous day. The implied volatity was 30.51, the open interest changed by 2 which increased total open position to 2
On 13 Feb TATACOMM was trading at 1523.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATACOMM was trading at 1522.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATACOMM was trading at 1525.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATACOMM was trading at 1572.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TATACOMM was trading at 1605.80. The strike last trading price was 0, which was 0 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 6 Feb TATACOMM was trading at 1586.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TATACOMM was trading at 1605.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATACOMM was trading at 1586.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TATACOMM was trading at 1560.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATACOMM was trading at 1616.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 24APR2025 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.87
Theta: -1.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1564.25 | 179.7 | -0.35 | 61.53 | 20 | 3 | 16 |
| 9 Apr | 1547.35 | 180.05 | 10.15 | 44.99 | 2 | 0 | 11 |
| 8 Apr | 1565.50 | 169.9 | -4.2 | 52.60 | 6 | 2 | 11 |
| 7 Apr | 1549.85 | 174.1 | 59 | 56.79 | 3 | 1 | 9 |
| 4 Apr | 1598.05 | 115.1 | 14.55 | 24.07 | 7 | 0 | 8 |
| 3 Apr | 1631.25 | 103.95 | -26.3 | 33.79 | 21 | 3 | 8 |
| 2 Apr | 1595.20 | 130.25 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1579.65 | 130.25 | -8.5 | 15.74 | 2 | 1 | 5 |
| 28 Mar | 1578.20 | 138.75 | -56.25 | 25.00 | 6 | 3 | 4 |
| 27 Mar | 1594.55 | 195 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1604.95 | 195 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1578.25 | 195 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1611.95 | 195 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1610.00 | 195 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1605.20 | 195 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 1561.10 | 195 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 1523.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1522.15 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1525.35 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1572.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1605.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1586.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1605.35 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1586.45 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1560.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1616.70 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Communications Ltd - strike price 1720 expiring on 24APR2025
Delta for 1720 PE is -0.78
Historical price for 1720 PE is as follows
On 11 Apr TATACOMM was trading at 1564.25. The strike last trading price was 179.7, which was -0.35 lower than the previous day. The implied volatity was 61.53, the open interest changed by 3 which increased total open position to 16
On 9 Apr TATACOMM was trading at 1547.35. The strike last trading price was 180.05, which was 10.15 higher than the previous day. The implied volatity was 44.99, the open interest changed by 0 which decreased total open position to 11
On 8 Apr TATACOMM was trading at 1565.50. The strike last trading price was 169.9, which was -4.2 lower than the previous day. The implied volatity was 52.60, the open interest changed by 2 which increased total open position to 11
On 7 Apr TATACOMM was trading at 1549.85. The strike last trading price was 174.1, which was 59 higher than the previous day. The implied volatity was 56.79, the open interest changed by 1 which increased total open position to 9
On 4 Apr TATACOMM was trading at 1598.05. The strike last trading price was 115.1, which was 14.55 higher than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 8
On 3 Apr TATACOMM was trading at 1631.25. The strike last trading price was 103.95, which was -26.3 lower than the previous day. The implied volatity was 33.79, the open interest changed by 3 which increased total open position to 8
On 2 Apr TATACOMM was trading at 1595.20. The strike last trading price was 130.25, which was 0 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 Apr TATACOMM was trading at 1579.65. The strike last trading price was 130.25, which was -8.5 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1 which increased total open position to 5
On 28 Mar TATACOMM was trading at 1578.20. The strike last trading price was 138.75, which was -56.25 lower than the previous day. The implied volatity was 25.00, the open interest changed by 3 which increased total open position to 4
On 27 Mar TATACOMM was trading at 1594.55. The strike last trading price was 195, which was 0 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 26 Mar TATACOMM was trading at 1604.95. The strike last trading price was 195, which was 0 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 25 Mar TATACOMM was trading at 1578.25. The strike last trading price was 195, which was 0 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 24 Mar TATACOMM was trading at 1611.95. The strike last trading price was 195, which was 0 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 21 Mar TATACOMM was trading at 1610.00. The strike last trading price was 195, which was 0 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 20 Mar TATACOMM was trading at 1605.20. The strike last trading price was 195, which was 0 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 Mar TATACOMM was trading at 1561.10. The strike last trading price was 195, which was 0 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 Feb TATACOMM was trading at 1523.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATACOMM was trading at 1522.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATACOMM was trading at 1525.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATACOMM was trading at 1572.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TATACOMM was trading at 1605.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATACOMM was trading at 1586.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TATACOMM was trading at 1605.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATACOMM was trading at 1586.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TATACOMM was trading at 1560.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATACOMM was trading at 1616.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
