TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 2.13
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 62.95 | -49.40 | 28.26 | 192 | 82 | 82 | |||
| 24 Dec | 1721.80 | 112.35 | 0.00 | 0.88 | 0 | 0 | 0 | |||
| 23 Dec | 1709.45 | 112.35 | 0.00 | 0.31 | 0 | 0 | 0 | |||
| 20 Dec | 1710.45 | 112.35 | 0.00 | 0.50 | 0 | 0 | 0 | |||
| 19 Dec | 1768.00 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1795.55 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Dec | 1813.55 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1856.25 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1840.95 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1839.95 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1800.85 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1807.90 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1792.15 | 112.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1755.10 | 112.35 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1740 expiring on 30JAN2025
Delta for 1740 CE is 0.53
Historical price for 1740 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 62.95, which was -49.40 lower than the previous day. The implied volatity was 28.26, the open interest changed by 82 which increased total open position to 82
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 112.35, 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 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 112.35, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 112.35, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 2.13
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 49.25 | -8.75 | 24.34 | 51 | 30 | 45 |
| 24 Dec | 1721.80 | 58 | -27.45 | 22.91 | 16 | 13 | 13 |
| 23 Dec | 1709.45 | 85.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1710.45 | 85.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1768.00 | 85.45 | 0.00 | 2.22 | 0 | 0 | 0 |
| 18 Dec | 1795.55 | 85.45 | 0.00 | 3.55 | 0 | 0 | 0 |
| 17 Dec | 1813.55 | 85.45 | 0.00 | 3.74 | 0 | 0 | 0 |
| 16 Dec | 1856.25 | 85.45 | 0.00 | 5.64 | 0 | 0 | 0 |
| 13 Dec | 1840.95 | 85.45 | 0.00 | 4.90 | 0 | 0 | 0 |
| 11 Dec | 1839.95 | 85.45 | 0.00 | 4.81 | 0 | 0 | 0 |
| 4 Dec | 1800.85 | 85.45 | 0.00 | 3.46 | 0 | 0 | 0 |
| 3 Dec | 1807.90 | 85.45 | 0.00 | 3.49 | 0 | 0 | 0 |
| 2 Dec | 1792.15 | 85.45 | 0.00 | 2.78 | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 85.45 | 1.64 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1740 expiring on 30JAN2025
Delta for 1740 PE is -0.47
Historical price for 1740 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 49.25, which was -8.75 lower than the previous day. The implied volatity was 24.34, the open interest changed by 30 which increased total open position to 45
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 58, which was -27.45 lower than the previous day. The implied volatity was 22.91, the open interest changed by 13 which increased total open position to 13
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 85.45, 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 85.45, 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 85.45, which was 0.00 lower than the previous day. The implied volatity was 2.22, 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 85.45, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 85.45, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 85.45, which was 0.00 lower than the previous day. The implied volatity was 5.64, 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 85.45, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 85.45, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 85.45, which was 0.00 lower than the previous day. The implied volatity was 3.46, 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 85.45, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 85.45, which was 0.00 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 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 85.45, which was lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
