TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.88
Theta: -1.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 14.85 | -11.85 | 27.35 | 247 | 11.5 | 120.5 | |||
| 20 Nov | 1736.70 | 26.7 | 0.00 | 26.88 | 363 | 5.5 | 110 | |||
| 19 Nov | 1736.70 | 26.7 | 1.20 | 26.88 | 363 | 6.5 | 110 | |||
| 18 Nov | 1727.35 | 25.5 | -22.85 | 25.65 | 298.5 | 28 | 103.5 | |||
| 14 Nov | 1749.90 | 48.35 | 3.80 | 29.09 | 40 | 1 | 74.5 | |||
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| 13 Nov | 1745.10 | 44.55 | -7.70 | 27.11 | 104 | 12 | 74 | |||
| 12 Nov | 1759.65 | 52.25 | -11.95 | 28.22 | 41.5 | 6 | 64.5 | |||
| 11 Nov | 1767.95 | 64.2 | 1.65 | 25.81 | 104.5 | -3 | 58.5 | |||
| 8 Nov | 1774.65 | 62.55 | -28.05 | 26.01 | 33.5 | -1 | 61 | |||
| 7 Nov | 1805.80 | 90.6 | -4.25 | 27.18 | 96 | -43 | 62.5 | |||
| 6 Nov | 1809.05 | 94.85 | 36.55 | 23.72 | 107.5 | -19.5 | 106.5 | |||
| 5 Nov | 1756.05 | 58.3 | -2.55 | 26.68 | 224 | 66.5 | 126.5 | |||
| 4 Nov | 1746.35 | 60.85 | -25.65 | 30.74 | 125 | 48 | 61.5 | |||
| 1 Nov | 1790.80 | 86.5 | 6.40 | 29.64 | 2.5 | 0.5 | 13.5 | |||
| 31 Oct | 1774.65 | 80.1 | -354.30 | - | 62 | 14 | 14 | |||
| 30 Oct | 1787.15 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1784.05 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1787.35 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1777.60 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1787.00 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1779.05 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1852.85 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1873.00 | 434.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1830.05 | 434.4 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.35
Historical price for 1740 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 14.85, which was -11.85 lower than the previous day. The implied volatity was 27.35, the open interest changed by 23 which increased total open position to 241
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 26.7, which was 0.00 lower than the previous day. The implied volatity was 26.88, the open interest changed by 11 which increased total open position to 220
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 26.7, which was 1.20 higher than the previous day. The implied volatity was 26.88, the open interest changed by 13 which increased total open position to 220
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 25.5, which was -22.85 lower than the previous day. The implied volatity was 25.65, the open interest changed by 56 which increased total open position to 207
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 48.35, which was 3.80 higher than the previous day. The implied volatity was 29.09, the open interest changed by 2 which increased total open position to 149
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 44.55, which was -7.70 lower than the previous day. The implied volatity was 27.11, the open interest changed by 24 which increased total open position to 148
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 52.25, which was -11.95 lower than the previous day. The implied volatity was 28.22, the open interest changed by 12 which increased total open position to 129
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 64.2, which was 1.65 higher than the previous day. The implied volatity was 25.81, the open interest changed by -6 which decreased total open position to 117
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 62.55, which was -28.05 lower than the previous day. The implied volatity was 26.01, the open interest changed by -2 which decreased total open position to 122
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 90.6, which was -4.25 lower than the previous day. The implied volatity was 27.18, the open interest changed by -86 which decreased total open position to 125
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 94.85, which was 36.55 higher than the previous day. The implied volatity was 23.72, the open interest changed by -39 which decreased total open position to 213
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 58.3, which was -2.55 lower than the previous day. The implied volatity was 26.68, the open interest changed by 133 which increased total open position to 253
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 60.85, which was -25.65 lower than the previous day. The implied volatity was 30.74, the open interest changed by 96 which increased total open position to 123
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 86.5, which was 6.40 higher than the previous day. The implied volatity was 29.64, the open interest changed by 1 which increased total open position to 27
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 80.1, which was -354.30 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 434.4, 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 434.4, 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 434.4, 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 434.4, 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 434.4, 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 434.4, 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 434.4, 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 434.4, 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 434.4, 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 434.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.88
Theta: -1.53
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 43.1 | 4.05 | 29.15 | 93 | -21 | 128 |
| 20 Nov | 1736.70 | 39.05 | 0.00 | 33.56 | 281.5 | 5.5 | 151.5 |
| 19 Nov | 1736.70 | 39.05 | 2.15 | 33.56 | 281.5 | 8 | 151.5 |
| 18 Nov | 1727.35 | 36.9 | 8.35 | 28.65 | 219.5 | -7.5 | 144 |
| 14 Nov | 1749.90 | 28.55 | -5.00 | 26.60 | 145.5 | 0 | 149.5 |
| 13 Nov | 1745.10 | 33.55 | 6.05 | 27.99 | 391 | 20 | 149.5 |
| 12 Nov | 1759.65 | 27.5 | 2.75 | 25.38 | 101 | 5.5 | 134.5 |
| 11 Nov | 1767.95 | 24.75 | -3.50 | 28.41 | 93.5 | -15 | 129 |
| 8 Nov | 1774.65 | 28.25 | 10.75 | 26.79 | 315.5 | 14.5 | 143 |
| 7 Nov | 1805.80 | 17.5 | 1.25 | 26.37 | 215 | -11.5 | 127.5 |
| 6 Nov | 1809.05 | 16.25 | -22.75 | 26.68 | 166.5 | -10.5 | 138 |
| 5 Nov | 1756.05 | 39 | -8.70 | 28.25 | 140 | 7.5 | 148.5 |
| 4 Nov | 1746.35 | 47.7 | 13.50 | 30.20 | 287.5 | 62.5 | 140.5 |
| 1 Nov | 1790.80 | 34.2 | -3.20 | 29.90 | 7.5 | 2 | 78 |
| 31 Oct | 1774.65 | 37.4 | 9.40 | - | 121 | 43 | 57 |
| 30 Oct | 1787.15 | 28 | -13.35 | - | 7 | 4 | 13 |
| 29 Oct | 1784.05 | 41.35 | 33.90 | - | 10 | 7 | 7 |
| 28 Oct | 1787.35 | 7.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1777.60 | 7.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1787.00 | 7.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1779.05 | 7.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 7.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1852.85 | 7.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1873.00 | 7.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1830.05 | 7.45 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1740 expiring on 28NOV2024
Delta for 1740 PE is -0.64
Historical price for 1740 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 43.1, which was 4.05 higher than the previous day. The implied volatity was 29.15, the open interest changed by -42 which decreased total open position to 256
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 39.05, which was 0.00 lower than the previous day. The implied volatity was 33.56, the open interest changed by 11 which increased total open position to 303
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 39.05, which was 2.15 higher than the previous day. The implied volatity was 33.56, the open interest changed by 16 which increased total open position to 303
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 36.9, which was 8.35 higher than the previous day. The implied volatity was 28.65, the open interest changed by -15 which decreased total open position to 288
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 28.55, which was -5.00 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 299
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 33.55, which was 6.05 higher than the previous day. The implied volatity was 27.99, the open interest changed by 40 which increased total open position to 299
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 27.5, which was 2.75 higher than the previous day. The implied volatity was 25.38, the open interest changed by 11 which increased total open position to 269
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 24.75, which was -3.50 lower than the previous day. The implied volatity was 28.41, the open interest changed by -30 which decreased total open position to 258
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 28.25, which was 10.75 higher than the previous day. The implied volatity was 26.79, the open interest changed by 29 which increased total open position to 286
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 17.5, which was 1.25 higher than the previous day. The implied volatity was 26.37, the open interest changed by -23 which decreased total open position to 255
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 16.25, which was -22.75 lower than the previous day. The implied volatity was 26.68, the open interest changed by -21 which decreased total open position to 276
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 39, which was -8.70 lower than the previous day. The implied volatity was 28.25, the open interest changed by 15 which increased total open position to 297
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 47.7, which was 13.50 higher than the previous day. The implied volatity was 30.20, the open interest changed by 125 which increased total open position to 281
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 34.2, which was -3.20 lower than the previous day. The implied volatity was 29.90, the open interest changed by 4 which increased total open position to 156
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 37.4, which was 9.40 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 28, which was -13.35 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 41.35, which was 33.90 higher 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 7.45, 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 7.45, 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 7.45, 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 7.45, 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 7.45, 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 7.45, 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 7.45, 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 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
