TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.75
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 9.3 | -9.15 | 27.46 | 414.5 | -25 | 218.5 | |||
| 20 Nov | 1736.70 | 18.45 | 0.00 | 26.83 | 399.5 | -6 | 246 | |||
| 19 Nov | 1736.70 | 18.45 | 0.70 | 26.83 | 399.5 | -3.5 | 246 | |||
| 18 Nov | 1727.35 | 17.75 | -19.85 | 25.79 | 373 | 64.5 | 248 | |||
| 14 Nov | 1749.90 | 37.6 | 4.40 | 28.73 | 278 | 6 | 181.5 | |||
| 13 Nov | 1745.10 | 33.2 | -6.55 | 26.10 | 481 | 4.5 | 172 | |||
| 12 Nov | 1759.65 | 39.75 | -11.30 | 26.88 | 183 | 20.5 | 172.5 | |||
| 11 Nov | 1767.95 | 51.05 | 0.55 | 25.28 | 179 | 0.5 | 152.5 | |||
| 8 Nov | 1774.65 | 50.5 | -25.30 | 25.73 | 76 | -2 | 153 | |||
| 7 Nov | 1805.80 | 75.8 | -4.00 | 26.51 | 103.5 | -22.5 | 155 | |||
| 6 Nov | 1809.05 | 79.8 | 31.10 | 23.61 | 310 | -6 | 177 | |||
| 5 Nov | 1756.05 | 48.7 | -1.80 | 27.19 | 374.5 | 90 | 183 | |||
| 4 Nov | 1746.35 | 50.5 | -25.70 | 30.40 | 248.5 | 76.5 | 93.5 | |||
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| 1 Nov | 1790.80 | 76.2 | 6.20 | 29.06 | 3 | -2 | 17 | |||
| 31 Oct | 1774.65 | 70 | -184.05 | - | 56 | 20 | 20 | |||
| 30 Oct | 1787.15 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1784.05 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1787.35 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1777.60 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1787.00 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1779.05 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1852.85 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1873.00 | 254.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1830.05 | 254.05 | 254.05 | - | 0 | 0 | 0 | |||
| 9 Sept | 1925.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1941.35 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1760 expiring on 28NOV2024
Delta for 1760 CE is 0.25
Historical price for 1760 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 9.3, which was -9.15 lower than the previous day. The implied volatity was 27.46, the open interest changed by -50 which decreased total open position to 437
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was 26.83, the open interest changed by -12 which decreased total open position to 492
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 18.45, which was 0.70 higher than the previous day. The implied volatity was 26.83, the open interest changed by -7 which decreased total open position to 492
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 17.75, which was -19.85 lower than the previous day. The implied volatity was 25.79, the open interest changed by 129 which increased total open position to 496
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 37.6, which was 4.40 higher than the previous day. The implied volatity was 28.73, the open interest changed by 12 which increased total open position to 363
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 33.2, which was -6.55 lower than the previous day. The implied volatity was 26.10, the open interest changed by 9 which increased total open position to 344
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 39.75, which was -11.30 lower than the previous day. The implied volatity was 26.88, the open interest changed by 41 which increased total open position to 345
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 51.05, which was 0.55 higher than the previous day. The implied volatity was 25.28, the open interest changed by 1 which increased total open position to 305
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 50.5, which was -25.30 lower than the previous day. The implied volatity was 25.73, the open interest changed by -4 which decreased total open position to 306
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 75.8, which was -4.00 lower than the previous day. The implied volatity was 26.51, the open interest changed by -45 which decreased total open position to 310
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 79.8, which was 31.10 higher than the previous day. The implied volatity was 23.61, the open interest changed by -12 which decreased total open position to 354
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 48.7, which was -1.80 lower than the previous day. The implied volatity was 27.19, the open interest changed by 180 which increased total open position to 366
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 50.5, which was -25.70 lower than the previous day. The implied volatity was 30.40, the open interest changed by 153 which increased total open position to 187
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 76.2, which was 6.20 higher than the previous day. The implied volatity was 29.06, the open interest changed by -4 which decreased total open position to 34
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 70, which was -184.05 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 254.05, 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 254.05, 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 254.05, 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 254.05, 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 254.05, 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 254.05, 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 254.05, 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 254.05, 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 254.05, 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 254.05, which was 254.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept TATACOMM was trading at 1925.85. 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 which decreased total open position to
On 6 Sept TATACOMM was trading at 1941.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.75
Theta: -1.11
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 56.1 | 6.10 | 27.69 | 98 | -17.5 | 164 |
| 20 Nov | 1736.70 | 50 | 0.00 | 33.06 | 225 | -13.5 | 181.5 |
| 19 Nov | 1736.70 | 50 | 0.50 | 33.06 | 225 | -13.5 | 181.5 |
| 18 Nov | 1727.35 | 49.5 | 12.75 | 29.32 | 120.5 | -15.5 | 194 |
| 14 Nov | 1749.90 | 36.75 | -6.20 | 25.57 | 248.5 | -15 | 202.5 |
| 13 Nov | 1745.10 | 42.95 | 5.20 | 27.57 | 409 | 6 | 216 |
| 12 Nov | 1759.65 | 37.75 | 5.80 | 26.06 | 278 | -7.5 | 209.5 |
| 11 Nov | 1767.95 | 31.95 | -1.55 | 28.01 | 239.5 | 8.5 | 217.5 |
| 8 Nov | 1774.65 | 33.5 | 10.95 | 24.87 | 172 | 13 | 208.5 |
| 7 Nov | 1805.80 | 22.55 | 1.80 | 25.75 | 182.5 | 7.5 | 195.5 |
| 6 Nov | 1809.05 | 20.75 | -27.15 | 26.00 | 207.5 | -1 | 188 |
| 5 Nov | 1756.05 | 47.9 | -8.95 | 27.93 | 216 | 35 | 188.5 |
| 4 Nov | 1746.35 | 56.85 | 15.50 | 29.66 | 333 | 75.5 | 148 |
| 1 Nov | 1790.80 | 41.35 | -4.15 | 30.44 | 6 | 5 | 72 |
| 31 Oct | 1774.65 | 45.5 | 8.05 | - | 149 | 50 | 68 |
| 30 Oct | 1787.15 | 37.45 | -1.50 | - | 30 | 14 | 17 |
| 29 Oct | 1784.05 | 38.95 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 1787.35 | 38.95 | -19.05 | - | 4 | 3 | 3 |
| 25 Oct | 1777.60 | 58 | 8.55 | - | 1 | 0 | 0 |
| 24 Oct | 1787.00 | 49.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1779.05 | 49.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 49.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1852.85 | 49.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1873.00 | 49.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1830.05 | 49.45 | 49.45 | - | 0 | 0 | 0 |
| 9 Sept | 1925.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1941.35 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1760 expiring on 28NOV2024
Delta for 1760 PE is -0.75
Historical price for 1760 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 56.1, which was 6.10 higher than the previous day. The implied volatity was 27.69, the open interest changed by -35 which decreased total open position to 328
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 33.06, the open interest changed by -27 which decreased total open position to 363
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 50, which was 0.50 higher than the previous day. The implied volatity was 33.06, the open interest changed by -27 which decreased total open position to 363
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 49.5, which was 12.75 higher than the previous day. The implied volatity was 29.32, the open interest changed by -31 which decreased total open position to 388
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 36.75, which was -6.20 lower than the previous day. The implied volatity was 25.57, the open interest changed by -30 which decreased total open position to 405
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 42.95, which was 5.20 higher than the previous day. The implied volatity was 27.57, the open interest changed by 12 which increased total open position to 432
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 37.75, which was 5.80 higher than the previous day. The implied volatity was 26.06, the open interest changed by -15 which decreased total open position to 419
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 31.95, which was -1.55 lower than the previous day. The implied volatity was 28.01, the open interest changed by 17 which increased total open position to 435
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 33.5, which was 10.95 higher than the previous day. The implied volatity was 24.87, the open interest changed by 26 which increased total open position to 417
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 22.55, which was 1.80 higher than the previous day. The implied volatity was 25.75, the open interest changed by 15 which increased total open position to 391
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 20.75, which was -27.15 lower than the previous day. The implied volatity was 26.00, the open interest changed by -2 which decreased total open position to 376
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 47.9, which was -8.95 lower than the previous day. The implied volatity was 27.93, the open interest changed by 70 which increased total open position to 377
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 56.85, which was 15.50 higher than the previous day. The implied volatity was 29.66, the open interest changed by 151 which increased total open position to 296
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 41.35, which was -4.15 lower than the previous day. The implied volatity was 30.44, the open interest changed by 10 which increased total open position to 144
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 45.5, which was 8.05 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 37.45, which was -1.50 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 38.95, 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 38.95, which was -19.05 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 58, which was 8.55 higher 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 49.45, 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 49.45, 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 49.45, 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 49.45, 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 49.45, 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 49.45, which was 49.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept TATACOMM was trading at 1925.85. 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 which decreased total open position to
On 6 Sept TATACOMM was trading at 1941.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
