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TATACOMM
Tata Communications Ltd

1710.45 -57.55 (-3.26%)

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Historical option data for TATACOMM

20 Dec 2024 04:10 PM IST
TATACOMM 26DEC2024 1720 CE
Delta: 0.46
Vega: 0.87
Theta: -1.98
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1710.45 18.55 -69.25 24.28 188 7 68
19 Dec 1768.00 87.8 0.00 0.00 0 0 0
18 Dec 1795.55 87.8 -34.40 32.64 1 0 61
17 Dec 1813.55 122.2 0.00 0.00 0 0 0
16 Dec 1856.25 122.2 0.00 0.00 0 3 0
13 Dec 1840.95 122.2 -15.30 - 13 3 61
12 Dec 1851.10 137.5 44.30 - 17 6 59
11 Dec 1839.95 93.2 0.00 0.00 0 0 0
10 Dec 1775.10 93.2 0.00 0.00 0 0 0
9 Dec 1785.35 93.2 0.00 0.00 0 0 0
6 Dec 1788.10 93.2 -21.00 24.12 16 0 53
5 Dec 1805.70 114.2 0.00 0.00 0 0 0
4 Dec 1800.85 114.2 0.00 0.00 0 2 0
3 Dec 1807.90 114.2 16.00 29.91 9 2 53
2 Dec 1792.15 98.2 23.45 26.24 39 -3 50
29 Nov 1755.10 74.75 1.85 24.41 40 13 52
28 Nov 1745.10 72.9 12.90 27.06 67 33 39
27 Nov 1763.00 60 0.00 0.00 0 0 0
26 Nov 1765.05 60 0.00 0.00 0 0 0
25 Nov 1784.10 60 0.00 0.00 0 0 0
22 Nov 1738.15 60 -408.90 18.82 6 0 0
21 Nov 1711.55 468.9 0.00 - 0 0 0
20 Nov 1736.70 468.9 0.00 - 0 0 0
19 Nov 1736.70 468.9 0.00 - 0 0 0
18 Nov 1727.35 468.9 0.00 - 0 0 0
14 Nov 1749.90 468.9 0.00 - 0 0 0
13 Nov 1745.10 468.9 0.00 - 0 0 0
8 Nov 1774.65 468.9 0.00 - 0 0 0
6 Nov 1809.05 468.9 0.00 - 0 0 0
5 Nov 1756.05 468.9 0.00 - 0 0 0
4 Nov 1746.35 468.9 468.90 - 0 0 0
1 Nov 1790.80 0 0.00 - 0 0 0
31 Oct 1774.65 0 0.00 - 0 0 0
30 Oct 1787.15 0 0.00 - 0 0 0
29 Oct 1784.05 0 0.00 - 0 0 0
28 Oct 1787.35 0 0.00 - 0 0 0
25 Oct 1777.60 0 0.00 - 0 0 0
24 Oct 1787.00 0 0.00 - 0 0 0
23 Oct 1779.05 0 0.00 - 0 0 0
22 Oct 1799.20 0 0.00 - 0 0 0
21 Oct 1852.85 0 0.00 - 0 0 0
18 Oct 1873.00 0 0.00 - 0 0 0
17 Oct 1830.05 0 - 0 0 0


For Tata Communications Ltd - strike price 1720 expiring on 26DEC2024

Delta for 1720 CE is 0.46

Historical price for 1720 CE is as follows

On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 18.55, which was -69.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 7 which increased total open position to 68


On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 87.8, 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 Dec TATACOMM was trading at 1795.55. The strike last trading price was 87.8, which was -34.40 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 61


On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 122.2, 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 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 122.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 122.2, which was -15.30 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 61


On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 137.5, which was 44.30 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 59


On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 93.2, 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 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 93.2, 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 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 93.2, 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 Dec TATACOMM was trading at 1788.10. The strike last trading price was 93.2, which was -21.00 lower than the previous day. The implied volatity was 24.12, the open interest changed by 0 which decreased total open position to 53


On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 114.2, 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 Dec TATACOMM was trading at 1800.85. The strike last trading price was 114.2, 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 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 114.2, which was 16.00 higher than the previous day. The implied volatity was 29.91, the open interest changed by 2 which increased total open position to 53


On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 98.2, which was 23.45 higher than the previous day. The implied volatity was 26.24, the open interest changed by -3 which decreased total open position to 50


On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 74.75, which was 1.85 higher than the previous day. The implied volatity was 24.41, the open interest changed by 13 which increased total open position to 52


On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 72.9, which was 12.90 higher than the previous day. The implied volatity was 27.06, the open interest changed by 33 which increased total open position to 39


On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 60, 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 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 60, 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 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 60, 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 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 60, which was -408.90 lower than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 0


On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 468.9, 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 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 468.9, 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 Nov TATACOMM was trading at 1736.70. The strike last trading price was 468.9, 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 Nov TATACOMM was trading at 1727.35. The strike last trading price was 468.9, 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 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 468.9, 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 Nov TATACOMM was trading at 1745.10. The strike last trading price was 468.9, 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 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 468.9, 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 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 468.9, 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 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 468.9, 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 468.9, which was 468.90 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 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 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 0, 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 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 0, 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 0, 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 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 0, 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 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 0, 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 24 Oct TATACOMM was trading at 1787.00. The strike last trading price was 0, 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 23 Oct TATACOMM was trading at 1779.05. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACOMM 26DEC2024 1720 PE
Delta: -0.55
Vega: 0.87
Theta: -1.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1710.45 19.1 12.05 18.33 448 -47 138
19 Dec 1768.00 7.05 1.35 25.14 202 -20 185
18 Dec 1795.55 5.7 0.65 29.18 313 24 203
17 Dec 1813.55 5.05 2.05 28.89 346 -32 178
16 Dec 1856.25 3 -0.85 30.53 112 -4 210
13 Dec 1840.95 3.85 -0.20 27.93 788 42 213
12 Dec 1851.10 4.05 -1.35 29.13 223 12 173
11 Dec 1839.95 5.4 -6.90 29.24 619 25 159
10 Dec 1775.10 12.3 0.70 24.07 171 -7 133
9 Dec 1785.35 11.6 -1.90 25.75 136 9 141
6 Dec 1788.10 13.5 1.60 25.97 134 7 129
5 Dec 1805.70 11.9 -2.90 26.16 257 10 122
4 Dec 1800.85 14.8 -0.15 28.01 170 -7 114
3 Dec 1807.90 14.95 -4.10 27.67 260 -19 122
2 Dec 1792.15 19.05 -10.90 27.59 177 6 141
29 Nov 1755.10 29.95 -3.65 27.09 146 21 133
28 Nov 1745.10 33.6 3.60 26.43 155 93 111
27 Nov 1763.00 30 5.55 26.95 1 0 17
26 Nov 1765.05 24.45 0.00 0.00 0 16 0
25 Nov 1784.10 24.45 -21.70 28.23 19 17 17
22 Nov 1738.15 46.15 33.45 29.81 1 0 0
21 Nov 1711.55 12.7 0.00 0.38 0 0 0
20 Nov 1736.70 12.7 0.00 1.43 0 0 0
19 Nov 1736.70 12.7 0.00 1.43 0 0 0
18 Nov 1727.35 12.7 0.00 1.30 0 0 0
14 Nov 1749.90 12.7 0.00 2.40 0 0 0
13 Nov 1745.10 12.7 0.00 2.17 0 0 0
8 Nov 1774.65 12.7 0.00 3.07 0 0 0
6 Nov 1809.05 12.7 0.00 4.59 0 0 0
5 Nov 1756.05 12.7 0.00 2.42 0 0 0
4 Nov 1746.35 12.7 0.00 1.98 0 0 0
1 Nov 1790.80 12.7 0.00 3.33 0 0 0
31 Oct 1774.65 12.7 0.00 - 0 0 0
30 Oct 1787.15 12.7 0.00 - 0 0 0
29 Oct 1784.05 12.7 0.00 - 0 0 0
28 Oct 1787.35 12.7 0.00 - 0 0 0
25 Oct 1777.60 12.7 0.00 - 0 0 0
24 Oct 1787.00 12.7 0.00 - 0 0 0
23 Oct 1779.05 12.7 0.00 - 0 0 0
22 Oct 1799.20 12.7 12.70 - 0 0 0
21 Oct 1852.85 0 0.00 - 0 0 0
18 Oct 1873.00 0 0.00 - 0 0 0
17 Oct 1830.05 0 - 0 0 0


For Tata Communications Ltd - strike price 1720 expiring on 26DEC2024

Delta for 1720 PE is -0.55

Historical price for 1720 PE is as follows

On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 19.1, which was 12.05 higher than the previous day. The implied volatity was 18.33, the open interest changed by -47 which decreased total open position to 138


On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 7.05, which was 1.35 higher than the previous day. The implied volatity was 25.14, the open interest changed by -20 which decreased total open position to 185


On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 5.7, which was 0.65 higher than the previous day. The implied volatity was 29.18, the open interest changed by 24 which increased total open position to 203


On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 5.05, which was 2.05 higher than the previous day. The implied volatity was 28.89, the open interest changed by -32 which decreased total open position to 178


On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 30.53, the open interest changed by -4 which decreased total open position to 210


On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 27.93, the open interest changed by 42 which increased total open position to 213


On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 4.05, which was -1.35 lower than the previous day. The implied volatity was 29.13, the open interest changed by 12 which increased total open position to 173


On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 5.4, which was -6.90 lower than the previous day. The implied volatity was 29.24, the open interest changed by 25 which increased total open position to 159


On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 12.3, which was 0.70 higher than the previous day. The implied volatity was 24.07, the open interest changed by -7 which decreased total open position to 133


On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 11.6, which was -1.90 lower than the previous day. The implied volatity was 25.75, the open interest changed by 9 which increased total open position to 141


On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 13.5, which was 1.60 higher than the previous day. The implied volatity was 25.97, the open interest changed by 7 which increased total open position to 129


On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 11.9, which was -2.90 lower than the previous day. The implied volatity was 26.16, the open interest changed by 10 which increased total open position to 122


On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 14.8, which was -0.15 lower than the previous day. The implied volatity was 28.01, the open interest changed by -7 which decreased total open position to 114


On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 14.95, which was -4.10 lower than the previous day. The implied volatity was 27.67, the open interest changed by -19 which decreased total open position to 122


On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 19.05, which was -10.90 lower than the previous day. The implied volatity was 27.59, the open interest changed by 6 which increased total open position to 141


On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 29.95, which was -3.65 lower than the previous day. The implied volatity was 27.09, the open interest changed by 21 which increased total open position to 133


On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 33.6, which was 3.60 higher than the previous day. The implied volatity was 26.43, the open interest changed by 93 which increased total open position to 111


On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 30, which was 5.55 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 17


On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 24.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 24.45, which was -21.70 lower than the previous day. The implied volatity was 28.23, the open interest changed by 17 which increased total open position to 17


On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 46.15, which was 33.45 higher than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 0


On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 12.7, which was 0.00 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0


On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 12.7, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0


On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 12.7, which was 0.00 lower than the previous day. The implied volatity was 2.40, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 12.7, which was 0.00 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 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 12.7, 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 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 12.7, 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 12.7, 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 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 12.7, 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 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 12.7, 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 24 Oct TATACOMM was trading at 1787.00. The strike last trading price was 12.7, 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 23 Oct TATACOMM was trading at 1779.05. The strike last trading price was 12.7, 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 12.7, which was 12.70 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to