TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 2.09
Theta: -1.10
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 73.3 | 13.30 | 28.25 | 1,275 | 386 | 398 | |||
| 24 Dec | 1721.80 | 60 | -108.10 | 26.70 | 31 | 12 | 12 | |||
| 23 Dec | 1709.45 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1710.45 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1768.00 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1795.55 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1813.55 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1856.25 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1840.95 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1839.95 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1800.85 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 3 Dec | 1807.90 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1792.15 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1755.10 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1745.10 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1763.00 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1765.05 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1784.10 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1738.15 | 168.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1711.55 | 168.1 | 168.10 | - | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1727.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1759.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1805.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1720 expiring on 30JAN2025
Delta for 1720 CE is 0.58
Historical price for 1720 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 73.3, which was 13.30 higher than the previous day. The implied volatity was 28.25, the open interest changed by 386 which increased total open position to 398
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 60, which was -108.10 lower than the previous day. The implied volatity was 26.70, the open interest changed by 12 which increased total open position to 12
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 168.1, 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 Dec TATACOMM was trading at 1710.45. The strike last trading price was 168.1, 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 Dec TATACOMM was trading at 1768.00. The strike last trading price was 168.1, 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 Dec TATACOMM was trading at 1795.55. The strike last trading price was 168.1, 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 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 168.1, 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 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 168.1, 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 Dec TATACOMM was trading at 1840.95. The strike last trading price was 168.1, 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 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 168.1, 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 Dec TATACOMM was trading at 1800.85. The strike last trading price was 168.1, 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 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 168.1, 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 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 168.1, 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 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 168.1, 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 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 168.1, 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 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 168.1, 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 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 168.1, 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 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 168.1, 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 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 168.1, 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 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 168.1, which was 168.10 higher 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 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 19 Nov TATACOMM was trading at 1736.70. 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 18 Nov TATACOMM was trading at 1727.35. 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 0 which decreased total open position to 0
On 14 Nov TATACOMM was trading at 1749.90. 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 13 Nov TATACOMM was trading at 1745.10. 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 12 Nov TATACOMM was trading at 1759.65. 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 0 which decreased total open position to 0
On 11 Nov TATACOMM was trading at 1767.95. 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 8 Nov 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 0 which decreased total open position to 0
On 7 Nov TATACOMM was trading at 1805.80. 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 6 Nov TATACOMM was trading at 1809.05. 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 0 which decreased total open position to 0
On 5 Nov TATACOMM was trading at 1756.05. 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 0 which decreased total open position to 0
On 4 Nov TATACOMM was trading at 1746.35. 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 30JAN2025 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 2.08
Theta: -0.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 41.5 | -4.00 | 25.07 | 196 | 142 | 149 |
| 24 Dec | 1721.80 | 45.5 | -2.50 | 22.01 | 8 | 1 | 4 |
| 23 Dec | 1709.45 | 48 | 0.00 | 24.93 | 2 | 1 | 2 |
| 20 Dec | 1710.45 | 48 | -34.50 | 23.31 | 1 | 0 | 0 |
| 19 Dec | 1768.00 | 82.5 | 0.00 | 3.16 | 0 | 0 | 0 |
| 18 Dec | 1795.55 | 82.5 | 0.00 | 4.14 | 0 | 0 | 0 |
| 17 Dec | 1813.55 | 82.5 | 0.00 | 4.56 | 0 | 0 | 0 |
| 16 Dec | 1856.25 | 82.5 | 0.00 | 6.42 | 0 | 0 | 0 |
| 13 Dec | 1840.95 | 82.5 | 0.00 | 5.67 | 0 | 0 | 0 |
| 11 Dec | 1839.95 | 82.5 | 0.00 | 5.73 | 0 | 0 | 0 |
| 4 Dec | 1800.85 | 82.5 | 0.00 | 4.19 | 0 | 0 | 0 |
| 3 Dec | 1807.90 | 82.5 | 0.00 | 4.19 | 0 | 0 | 0 |
| 2 Dec | 1792.15 | 82.5 | 0.00 | 3.53 | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 82.5 | 0.00 | 2.62 | 0 | 0 | 0 |
| 28 Nov | 1745.10 | 82.5 | 0.00 | 2.17 | 0 | 0 | 0 |
| 27 Nov | 1763.00 | 82.5 | 0.00 | 2.73 | 0 | 0 | 0 |
| 26 Nov | 1765.05 | 82.5 | 0.00 | 2.76 | 0 | 0 | 0 |
| 25 Nov | 1784.10 | 82.5 | 0.00 | 3.59 | 0 | 0 | 0 |
| 22 Nov | 1738.15 | 82.5 | 0.00 | 1.99 | 0 | 0 | 0 |
| 21 Nov | 1711.55 | 82.5 | 0.00 | 0.88 | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 82.5 | 0.00 | 1.66 | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 82.5 | 82.50 | 1.66 | 0 | 0 | 0 |
| 18 Nov | 1727.35 | 0 | 0.00 | 1.57 | 0 | 0 | 0 |
| 14 Nov | 1749.90 | 0 | 0.00 | 2.26 | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 0 | 0.00 | 1.97 | 0 | 0 | 0 |
| 12 Nov | 1759.65 | 0 | 0.00 | 2.77 | 0 | 0 | 0 |
| 11 Nov | 1767.95 | 0 | 0.00 | 2.72 | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 0 | 0.00 | 2.94 | 0 | 0 | 0 |
| 7 Nov | 1805.80 | 0 | 0.00 | 4.04 | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 0 | 0.00 | 3.92 | 0 | 0 | 0 |
| 5 Nov | 1756.05 | 0 | 0.00 | 2.36 | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 0 | 2.11 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1720 expiring on 30JAN2025
Delta for 1720 PE is -0.41
Historical price for 1720 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 41.5, which was -4.00 lower than the previous day. The implied volatity was 25.07, the open interest changed by 142 which increased total open position to 149
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 45.5, which was -2.50 lower than the previous day. The implied volatity was 22.01, the open interest changed by 1 which increased total open position to 4
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by 1 which increased total open position to 2
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 48, which was -34.50 lower than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 0
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 82.5, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 82.5, which was 0.00 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 82.5, which was 0.00 lower than the previous day. The implied volatity was 4.56, 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 82.5, which was 0.00 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 82.5, which was 0.00 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 82.5, which was 0.00 lower than the previous day. The implied volatity was 5.73, 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 82.5, which was 0.00 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 82.5, which was 0.00 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 82.5, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 82.5, which was 0.00 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 82.5, 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 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 82.5, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 82.5, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 82.5, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 82.5, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 82.5, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 82.5, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 82.5, which was 82.50 higher than the previous day. The implied volatity was 1.66, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.04, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.36, 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 0, which was lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
