TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1740 CE | ||||||||||
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Delta: 0.32
Vega: 0.78
Theta: -1.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1710.45 | 10.65 | -33.20 | 23.87 | 381 | 68 | 139 | |||
| 19 Dec | 1768.00 | 43.85 | -26.20 | 27.28 | 42 | -16 | 72 | |||
| 18 Dec | 1795.55 | 70.05 | -11.65 | 30.08 | 4 | -2 | 89 | |||
| 17 Dec | 1813.55 | 81.7 | -22.55 | 31.77 | 58 | -23 | 89 | |||
| 16 Dec | 1856.25 | 104.25 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 13 Dec | 1840.95 | 104.25 | -13.75 | - | 17 | -6 | 112 | |||
| 12 Dec | 1851.10 | 118 | 7.70 | - | 7 | -5 | 119 | |||
| 11 Dec | 1839.95 | 110.3 | 46.30 | - | 48 | -9 | 123 | |||
| 10 Dec | 1775.10 | 64 | -6.50 | 26.64 | 8 | 2 | 132 | |||
| 9 Dec | 1785.35 | 70.5 | -17.50 | 22.12 | 8 | 2 | 129 | |||
| 6 Dec | 1788.10 | 88 | 0.00 | 0.00 | 0 | -25 | 0 | |||
| 5 Dec | 1805.70 | 88 | -0.85 | 23.51 | 47 | -25 | 127 | |||
| 4 Dec | 1800.85 | 88.85 | -4.55 | 23.35 | 60 | -2 | 153 | |||
| 3 Dec | 1807.90 | 93.4 | 10.45 | 25.60 | 21 | -5 | 153 | |||
| 2 Dec | 1792.15 | 82.95 | 22.55 | 25.58 | 277 | 13 | 156 | |||
| 29 Nov | 1755.10 | 60.4 | -0.60 | 23.31 | 269 | 33 | 139 | |||
| 28 Nov | 1745.10 | 61 | -13.50 | 26.77 | 153 | 61 | 107 | |||
| 27 Nov | 1763.00 | 74.5 | -6.00 | 28.58 | 1 | 0 | 46 | |||
| 26 Nov | 1765.05 | 80.5 | -6.50 | 29.16 | 10 | 0 | 46 | |||
| 25 Nov | 1784.10 | 87 | 26.10 | 23.07 | 15 | 42 | 46 | |||
| 22 Nov | 1738.15 | 60.9 | 5.90 | 24.87 | 67 | 38 | 42 | |||
| 21 Nov | 1711.55 | 55 | -69.85 | 28.99 | 7 | 4 | 4 | |||
| 20 Nov | 1736.70 | 124.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 124.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1727.35 | 124.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 124.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 1745.10 | 124.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 124.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 124.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 124.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 124.85 | 124.85 | - | 0 | 0 | 0 | |||
| 1 Nov | 1790.80 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1740 expiring on 26DEC2024
Delta for 1740 CE is 0.32
Historical price for 1740 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 10.65, which was -33.20 lower than the previous day. The implied volatity was 23.87, the open interest changed by 68 which increased total open position to 139
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 43.85, which was -26.20 lower than the previous day. The implied volatity was 27.28, the open interest changed by -16 which decreased total open position to 72
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 70.05, which was -11.65 lower than the previous day. The implied volatity was 30.08, the open interest changed by -2 which decreased total open position to 89
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 81.7, which was -22.55 lower than the previous day. The implied volatity was 31.77, the open interest changed by -23 which decreased total open position to 89
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 104.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 104.25, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 112
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 118, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 119
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 110.3, which was 46.30 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 123
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 64, which was -6.50 lower than the previous day. The implied volatity was 26.64, the open interest changed by 2 which increased total open position to 132
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 70.5, which was -17.50 lower than the previous day. The implied volatity was 22.12, the open interest changed by 2 which increased total open position to 129
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 88, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -25 which decreased total open position to 0
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 88, which was -0.85 lower than the previous day. The implied volatity was 23.51, the open interest changed by -25 which decreased total open position to 127
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 88.85, which was -4.55 lower than the previous day. The implied volatity was 23.35, the open interest changed by -2 which decreased total open position to 153
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 93.4, which was 10.45 higher than the previous day. The implied volatity was 25.60, the open interest changed by -5 which decreased total open position to 153
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 82.95, which was 22.55 higher than the previous day. The implied volatity was 25.58, the open interest changed by 13 which increased total open position to 156
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 60.4, which was -0.60 lower than the previous day. The implied volatity was 23.31, the open interest changed by 33 which increased total open position to 139
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 61, which was -13.50 lower than the previous day. The implied volatity was 26.77, the open interest changed by 61 which increased total open position to 107
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 74.5, which was -6.00 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 46
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 80.5, which was -6.50 lower than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 46
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 87, which was 26.10 higher than the previous day. The implied volatity was 23.07, the open interest changed by 42 which increased total open position to 46
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 60.9, which was 5.90 higher than the previous day. The implied volatity was 24.87, the open interest changed by 38 which increased total open position to 42
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 55, which was -69.85 lower than the previous day. The implied volatity was 28.99, the open interest changed by 4 which increased total open position to 4
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 124.85, 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 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 124.85, 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 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 124.85, 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 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 124.85, 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 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 124.85, 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 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 124.85, 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 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 124.85, 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 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 124.85, 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 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 124.85, which was 124.85 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 26DEC2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.70
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1710.45 | 31.15 | 20.30 | 16.91 | 641 | 40 | 195 |
| 19 Dec | 1768.00 | 10.85 | 2.50 | 23.43 | 314 | 8 | 154 |
| 18 Dec | 1795.55 | 8.35 | 1.10 | 27.79 | 459 | 3 | 149 |
| 17 Dec | 1813.55 | 7.25 | 3.40 | 27.49 | 306 | -47 | 147 |
| 16 Dec | 1856.25 | 3.85 | -1.45 | 28.52 | 191 | -72 | 196 |
| 13 Dec | 1840.95 | 5.3 | -0.05 | 26.76 | 675 | -42 | 268 |
| 12 Dec | 1851.10 | 5.35 | -1.90 | 27.86 | 423 | -2 | 312 |
| 11 Dec | 1839.95 | 7.25 | -9.95 | 28.28 | 768 | 104 | 322 |
| 10 Dec | 1775.10 | 17.2 | 1.05 | 23.49 | 188 | -5 | 218 |
| 9 Dec | 1785.35 | 16.15 | -4.20 | 25.40 | 219 | 21 | 225 |
| 6 Dec | 1788.10 | 20.35 | 4.55 | 27.17 | 181 | 23 | 205 |
| 5 Dec | 1805.70 | 15.8 | -2.95 | 25.65 | 175 | 13 | 184 |
| 4 Dec | 1800.85 | 18.75 | -0.75 | 27.27 | 190 | -1 | 170 |
| 3 Dec | 1807.90 | 19.5 | -5.65 | 27.37 | 215 | -12 | 172 |
| 2 Dec | 1792.15 | 25.15 | -12.85 | 27.73 | 253 | 56 | 183 |
| 29 Nov | 1755.10 | 38 | -2.25 | 27.22 | 185 | 22 | 130 |
| 28 Nov | 1745.10 | 40.25 | 2.75 | 25.48 | 168 | 54 | 109 |
| 27 Nov | 1763.00 | 37.5 | -1.30 | 26.88 | 23 | 8 | 54 |
| 26 Nov | 1765.05 | 38.8 | 7.80 | 28.38 | 26 | 4 | 45 |
| 25 Nov | 1784.10 | 31 | -19.25 | 28.39 | 61 | 41 | 41 |
| 22 Nov | 1738.15 | 50.25 | -19.40 | 27.49 | 31 | 22 | 22 |
| 21 Nov | 1711.55 | 69.65 | 17.05 | 29.59 | 3 | -1 | 2 |
| 20 Nov | 1736.70 | 52.6 | 0.00 | 25.81 | 5 | 3 | 4 |
| 19 Nov | 1736.70 | 52.6 | -18.25 | 25.81 | 5 | 4 | 4 |
| 18 Nov | 1727.35 | 70.85 | 0.00 | 0.33 | 0 | 0 | 0 |
| 14 Nov | 1749.90 | 70.85 | 0.00 | 1.44 | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 70.85 | 0.00 | 1.23 | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 70.85 | 0.00 | 2.19 | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 70.85 | 0.00 | 3.78 | 0 | 0 | 0 |
| 5 Nov | 1756.05 | 70.85 | 0.00 | 1.55 | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 70.85 | 70.85 | 1.12 | 0 | 0 | 0 |
| 1 Nov | 1790.80 | 0 | 3.06 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1740 expiring on 26DEC2024
Delta for 1740 PE is -0.75
Historical price for 1740 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 31.15, which was 20.30 higher than the previous day. The implied volatity was 16.91, the open interest changed by 40 which increased total open position to 195
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 10.85, which was 2.50 higher than the previous day. The implied volatity was 23.43, the open interest changed by 8 which increased total open position to 154
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 8.35, which was 1.10 higher than the previous day. The implied volatity was 27.79, the open interest changed by 3 which increased total open position to 149
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 7.25, which was 3.40 higher than the previous day. The implied volatity was 27.49, the open interest changed by -47 which decreased total open position to 147
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 3.85, which was -1.45 lower than the previous day. The implied volatity was 28.52, the open interest changed by -72 which decreased total open position to 196
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 5.3, which was -0.05 lower than the previous day. The implied volatity was 26.76, the open interest changed by -42 which decreased total open position to 268
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 5.35, which was -1.90 lower than the previous day. The implied volatity was 27.86, the open interest changed by -2 which decreased total open position to 312
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 7.25, which was -9.95 lower than the previous day. The implied volatity was 28.28, the open interest changed by 104 which increased total open position to 322
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 17.2, which was 1.05 higher than the previous day. The implied volatity was 23.49, the open interest changed by -5 which decreased total open position to 218
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 16.15, which was -4.20 lower than the previous day. The implied volatity was 25.40, the open interest changed by 21 which increased total open position to 225
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 20.35, which was 4.55 higher than the previous day. The implied volatity was 27.17, the open interest changed by 23 which increased total open position to 205
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 15.8, which was -2.95 lower than the previous day. The implied volatity was 25.65, the open interest changed by 13 which increased total open position to 184
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 18.75, which was -0.75 lower than the previous day. The implied volatity was 27.27, the open interest changed by -1 which decreased total open position to 170
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 19.5, which was -5.65 lower than the previous day. The implied volatity was 27.37, the open interest changed by -12 which decreased total open position to 172
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 25.15, which was -12.85 lower than the previous day. The implied volatity was 27.73, the open interest changed by 56 which increased total open position to 183
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 38, which was -2.25 lower than the previous day. The implied volatity was 27.22, the open interest changed by 22 which increased total open position to 130
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 40.25, which was 2.75 higher than the previous day. The implied volatity was 25.48, the open interest changed by 54 which increased total open position to 109
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 37.5, which was -1.30 lower than the previous day. The implied volatity was 26.88, the open interest changed by 8 which increased total open position to 54
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 38.8, which was 7.80 higher than the previous day. The implied volatity was 28.38, the open interest changed by 4 which increased total open position to 45
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 31, which was -19.25 lower than the previous day. The implied volatity was 28.39, the open interest changed by 41 which increased total open position to 41
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 50.25, which was -19.40 lower than the previous day. The implied volatity was 27.49, the open interest changed by 22 which increased total open position to 22
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 69.65, which was 17.05 higher than the previous day. The implied volatity was 29.59, the open interest changed by -1 which decreased total open position to 2
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 52.6, which was 0.00 lower than the previous day. The implied volatity was 25.81, the open interest changed by 3 which increased total open position to 4
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 52.6, which was -18.25 lower than the previous day. The implied volatity was 25.81, the open interest changed by 4 which increased total open position to 4
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 70.85, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 70.85, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 70.85, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 70.85, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 70.85, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 70.85, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 70.85, which was 70.85 higher than the previous day. The implied volatity was 1.12, 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 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
