TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.94
Theta: -1.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 21.15 | -15.40 | 25.73 | 180 | 19 | 63.5 | |||
| 20 Nov | 1736.70 | 36.55 | 0.00 | 26.42 | 149.5 | -1 | 44 | |||
| 19 Nov | 1736.70 | 36.55 | 0.55 | 26.42 | 149.5 | -1.5 | 44 | |||
| 18 Nov | 1727.35 | 36 | -22.80 | 26.08 | 179.5 | 25.5 | 45.5 | |||
| 14 Nov | 1749.90 | 58.8 | 0.20 | 27.99 | 12.5 | 1.5 | 21.5 | |||
| 13 Nov | 1745.10 | 58.6 | -7.10 | 28.97 | 13.5 | 4 | 21 | |||
| 12 Nov | 1759.65 | 65.7 | -20.55 | 29.25 | 11.5 | -1 | 17.5 | |||
| 11 Nov | 1767.95 | 86.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 1774.65 | 86.25 | -23.75 | 33.34 | 8.5 | 1 | 18.5 | |||
| 7 Nov | 1805.80 | 110 | 14.10 | 30.70 | 20.5 | -4 | 18 | |||
| 6 Nov | 1809.05 | 95.9 | 23.75 | - | 6 | 0 | 22.5 | |||
| 5 Nov | 1756.05 | 72.15 | -210.70 | 27.92 | 67 | 23.5 | 23.5 | |||
| 4 Nov | 1746.35 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1790.80 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1774.65 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1787.15 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1784.05 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1787.35 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1777.60 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1787.00 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 1779.05 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1852.85 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1873.00 | 282.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1830.05 | 282.85 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1720 expiring on 28NOV2024
Delta for 1720 CE is 0.46
Historical price for 1720 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 21.15, which was -15.40 lower than the previous day. The implied volatity was 25.73, the open interest changed by 38 which increased total open position to 127
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was 26.42, the open interest changed by -2 which decreased total open position to 88
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 36.55, which was 0.55 higher than the previous day. The implied volatity was 26.42, the open interest changed by -3 which decreased total open position to 88
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 36, which was -22.80 lower than the previous day. The implied volatity was 26.08, the open interest changed by 51 which increased total open position to 91
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 58.8, which was 0.20 higher than the previous day. The implied volatity was 27.99, the open interest changed by 3 which increased total open position to 43
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 58.6, which was -7.10 lower than the previous day. The implied volatity was 28.97, the open interest changed by 8 which increased total open position to 42
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 65.7, which was -20.55 lower than the previous day. The implied volatity was 29.25, the open interest changed by -2 which decreased total open position to 35
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 86.25, 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 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 86.25, which was -23.75 lower than the previous day. The implied volatity was 33.34, the open interest changed by 2 which increased total open position to 37
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 110, which was 14.10 higher than the previous day. The implied volatity was 30.70, the open interest changed by -8 which decreased total open position to 36
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 95.9, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 72.15, which was -210.70 lower than the previous day. The implied volatity was 27.92, the open interest changed by 47 which increased total open position to 47
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 282.85, 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 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 282.85, 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 282.85, 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 282.85, 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 282.85, 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 282.85, 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 282.85, 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 282.85, 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 282.85, 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 282.85, 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 282.85, 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 282.85, 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 282.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.94
Theta: -1.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 30.15 | 1.15 | 28.17 | 152 | 1.5 | 59.5 |
| 20 Nov | 1736.70 | 29 | 0.00 | 33.29 | 177 | -12.5 | 57.5 |
| 19 Nov | 1736.70 | 29 | 2.00 | 33.29 | 177 | -13 | 57.5 |
| 18 Nov | 1727.35 | 27 | 5.55 | 28.71 | 219 | 18 | 71 |
| 14 Nov | 1749.90 | 21.45 | -4.30 | 27.22 | 150.5 | -4.5 | 54.5 |
| 13 Nov | 1745.10 | 25.75 | 4.65 | 28.45 | 167 | -3 | 58 |
| 12 Nov | 1759.65 | 21.1 | 1.40 | 26.27 | 89.5 | -4 | 62.5 |
| 11 Nov | 1767.95 | 19.7 | 0.15 | 29.47 | 68.5 | 9 | 67.5 |
| 8 Nov | 1774.65 | 19.55 | 6.25 | 25.57 | 215.5 | -4 | 58.5 |
| 7 Nov | 1805.80 | 13.3 | 1.15 | 26.86 | 155 | 16.5 | 63 |
| 6 Nov | 1809.05 | 12.15 | -19.55 | 26.94 | 90 | 0.5 | 46.5 |
| 5 Nov | 1756.05 | 31.7 | -7.30 | 28.78 | 59 | 3 | 46 |
| 4 Nov | 1746.35 | 39 | 8.20 | 30.34 | 126 | 26 | 43 |
| 1 Nov | 1790.80 | 30.8 | 0.00 | 0.00 | 0 | 7 | 0 |
| 31 Oct | 1774.65 | 30.8 | 10.80 | - | 37 | 8 | 18 |
| 30 Oct | 1787.15 | 20 | -19.00 | - | 10 | 0 | 0 |
| 29 Oct | 1784.05 | 39 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1787.35 | 39 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1777.60 | 39 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1787.00 | 39 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1779.05 | 39 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 39 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1852.85 | 39 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1873.00 | 39 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1830.05 | 39 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1720 expiring on 28NOV2024
Delta for 1720 PE is -0.53
Historical price for 1720 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 30.15, which was 1.15 higher than the previous day. The implied volatity was 28.17, the open interest changed by 3 which increased total open position to 119
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 33.29, the open interest changed by -25 which decreased total open position to 115
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 29, which was 2.00 higher than the previous day. The implied volatity was 33.29, the open interest changed by -26 which decreased total open position to 115
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 27, which was 5.55 higher than the previous day. The implied volatity was 28.71, the open interest changed by 36 which increased total open position to 142
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 21.45, which was -4.30 lower than the previous day. The implied volatity was 27.22, the open interest changed by -9 which decreased total open position to 109
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 25.75, which was 4.65 higher than the previous day. The implied volatity was 28.45, the open interest changed by -6 which decreased total open position to 116
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 21.1, which was 1.40 higher than the previous day. The implied volatity was 26.27, the open interest changed by -8 which decreased total open position to 125
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 19.7, which was 0.15 higher than the previous day. The implied volatity was 29.47, the open interest changed by 18 which increased total open position to 135
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 19.55, which was 6.25 higher than the previous day. The implied volatity was 25.57, the open interest changed by -8 which decreased total open position to 117
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 13.3, which was 1.15 higher than the previous day. The implied volatity was 26.86, the open interest changed by 33 which increased total open position to 126
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 12.15, which was -19.55 lower than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 93
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 31.7, which was -7.30 lower than the previous day. The implied volatity was 28.78, the open interest changed by 6 which increased total open position to 92
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 39, which was 8.20 higher than the previous day. The implied volatity was 30.34, the open interest changed by 52 which increased total open position to 86
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 30.8, which was 10.80 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 -19.00 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, 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 39, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
