TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1780 CE | ||||||||||
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Delta: 0.14
Vega: 0.48
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1710.45 | 3.9 | -16.45 | 26.28 | 1,574 | 188 | 362 | |||
| 19 Dec | 1768.00 | 20.35 | -14.15 | 25.69 | 1,102 | 12 | 177 | |||
| 18 Dec | 1795.55 | 34.5 | -11.50 | 21.90 | 352 | -12 | 164 | |||
| 17 Dec | 1813.55 | 46 | -37.70 | 24.58 | 53 | 9 | 179 | |||
| 16 Dec | 1856.25 | 83.7 | 10.05 | 32.86 | 29 | 0 | 170 | |||
| 13 Dec | 1840.95 | 73.65 | -9.50 | 21.53 | 631 | 20 | 171 | |||
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| 12 Dec | 1851.10 | 83.15 | 0.50 | 19.60 | 64 | -5 | 152 | |||
| 11 Dec | 1839.95 | 82.65 | 43.95 | 24.91 | 1,189 | -69 | 156 | |||
| 10 Dec | 1775.10 | 38.7 | -5.90 | 25.16 | 426 | 44 | 224 | |||
| 9 Dec | 1785.35 | 44.6 | -5.20 | 22.52 | 327 | 50 | 180 | |||
| 6 Dec | 1788.10 | 49.8 | -10.20 | 22.63 | 136 | 8 | 131 | |||
| 5 Dec | 1805.70 | 60 | 0.65 | 23.36 | 153 | -14 | 130 | |||
| 4 Dec | 1800.85 | 59.35 | -6.20 | 22.24 | 458 | -79 | 145 | |||
| 3 Dec | 1807.90 | 65.55 | 9.65 | 25.06 | 452 | 65 | 225 | |||
| 2 Dec | 1792.15 | 55.9 | 16.25 | 24.37 | 562 | 35 | 159 | |||
| 29 Nov | 1755.10 | 39.65 | -1.20 | 23.30 | 166 | 35 | 122 | |||
| 28 Nov | 1745.10 | 40.85 | -10.60 | 26.21 | 157 | 9 | 88 | |||
| 27 Nov | 1763.00 | 51.45 | -2.90 | 27.43 | 80 | 47 | 78 | |||
| 26 Nov | 1765.05 | 54.35 | -9.55 | 27.50 | 61 | 30 | 32 | |||
| 25 Nov | 1784.10 | 63.9 | -40.00 | 24.11 | 2 | 0 | 0 | |||
| 22 Nov | 1738.15 | 103.9 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 21 Nov | 1711.55 | 103.9 | 0.00 | 2.78 | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 103.9 | 0.00 | 1.62 | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 103.9 | 0.00 | 1.62 | 0 | 0 | 0 | |||
| 18 Nov | 1727.35 | 103.9 | 0.00 | 1.77 | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 103.9 | 0.00 | 0.37 | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 103.9 | 0.00 | 0.68 | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 103.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 103.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 103.9 | 0.00 | 0.22 | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 103.9 | 0.00 | 0.70 | 0 | 0 | 0 | |||
| 1 Nov | 1790.80 | 103.9 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is 0.14
Historical price for 1780 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 3.9, which was -16.45 lower than the previous day. The implied volatity was 26.28, the open interest changed by 188 which increased total open position to 362
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 20.35, which was -14.15 lower than the previous day. The implied volatity was 25.69, the open interest changed by 12 which increased total open position to 177
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 34.5, which was -11.50 lower than the previous day. The implied volatity was 21.90, the open interest changed by -12 which decreased total open position to 164
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 46, which was -37.70 lower than the previous day. The implied volatity was 24.58, the open interest changed by 9 which increased total open position to 179
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 83.7, which was 10.05 higher than the previous day. The implied volatity was 32.86, the open interest changed by 0 which decreased total open position to 170
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 73.65, which was -9.50 lower than the previous day. The implied volatity was 21.53, the open interest changed by 20 which increased total open position to 171
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 83.15, which was 0.50 higher than the previous day. The implied volatity was 19.60, the open interest changed by -5 which decreased total open position to 152
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 82.65, which was 43.95 higher than the previous day. The implied volatity was 24.91, the open interest changed by -69 which decreased total open position to 156
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 38.7, which was -5.90 lower than the previous day. The implied volatity was 25.16, the open interest changed by 44 which increased total open position to 224
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 44.6, which was -5.20 lower than the previous day. The implied volatity was 22.52, the open interest changed by 50 which increased total open position to 180
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 49.8, which was -10.20 lower than the previous day. The implied volatity was 22.63, the open interest changed by 8 which increased total open position to 131
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 60, which was 0.65 higher than the previous day. The implied volatity was 23.36, the open interest changed by -14 which decreased total open position to 130
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 59.35, which was -6.20 lower than the previous day. The implied volatity was 22.24, the open interest changed by -79 which decreased total open position to 145
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 65.55, which was 9.65 higher than the previous day. The implied volatity was 25.06, the open interest changed by 65 which increased total open position to 225
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 55.9, which was 16.25 higher than the previous day. The implied volatity was 24.37, the open interest changed by 35 which increased total open position to 159
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 39.65, which was -1.20 lower than the previous day. The implied volatity was 23.30, the open interest changed by 35 which increased total open position to 122
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 40.85, which was -10.60 lower than the previous day. The implied volatity was 26.21, the open interest changed by 9 which increased total open position to 88
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 51.45, which was -2.90 lower than the previous day. The implied volatity was 27.43, the open interest changed by 47 which increased total open position to 78
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 54.35, which was -9.55 lower than the previous day. The implied volatity was 27.50, the open interest changed by 30 which increased total open position to 32
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 63.9, which was -40.00 lower than the previous day. The implied volatity was 24.11, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 103.9, 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 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 103.9, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 0.68, 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 103.9, 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 103.9, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 103.9, 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 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1710.45 | 64.65 | 37.95 | - | 636 | 4 | 200 |
| 19 Dec | 1768.00 | 26.7 | 6.80 | 21.65 | 870 | -13 | 193 |
| 18 Dec | 1795.55 | 19.9 | 2.90 | 27.32 | 668 | -6 | 207 |
| 17 Dec | 1813.55 | 17 | 9.30 | 26.82 | 427 | -34 | 217 |
| 16 Dec | 1856.25 | 7.7 | -2.75 | 25.80 | 321 | 10 | 256 |
| 13 Dec | 1840.95 | 10.45 | -0.05 | 24.81 | 1,210 | -118 | 248 |
| 12 Dec | 1851.10 | 10.5 | -4.30 | 26.40 | 593 | 88 | 378 |
| 11 Dec | 1839.95 | 14.8 | -17.60 | 28.01 | 990 | 135 | 287 |
| 10 Dec | 1775.10 | 32.4 | 3.35 | 22.82 | 348 | 13 | 154 |
| 9 Dec | 1785.35 | 29.05 | -2.10 | 24.53 | 473 | 20 | 144 |
| 6 Dec | 1788.10 | 31.15 | 4.05 | 24.84 | 198 | -3 | 125 |
| 5 Dec | 1805.70 | 27.1 | -2.75 | 24.79 | 184 | -3 | 125 |
| 4 Dec | 1800.85 | 29.85 | -1.85 | 25.99 | 210 | 12 | 128 |
| 3 Dec | 1807.90 | 31.7 | -8.45 | 26.72 | 271 | 25 | 117 |
| 2 Dec | 1792.15 | 40.15 | -16.40 | 27.56 | 319 | 35 | 92 |
| 29 Nov | 1755.10 | 56.55 | -3.10 | 26.85 | 63 | 7 | 56 |
| 28 Nov | 1745.10 | 59.65 | 6.50 | 24.85 | 59 | 18 | 47 |
| 27 Nov | 1763.00 | 53.15 | -3.75 | 25.30 | 10 | 8 | 29 |
| 26 Nov | 1765.05 | 56.9 | 9.90 | 28.31 | 14 | 4 | 22 |
| 25 Nov | 1784.10 | 47 | -19.00 | 28.60 | 28 | 18 | 18 |
| 22 Nov | 1738.15 | 66 | -23.50 | 25.06 | 4 | 2 | 2 |
| 21 Nov | 1711.55 | 89.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 89.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 89.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1727.35 | 89.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1749.90 | 89.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 89.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 89.5 | 0.00 | 0.45 | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 89.5 | 0.00 | 2.41 | 0 | 0 | 0 |
| 5 Nov | 1756.05 | 89.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 89.5 | 89.50 | - | 0 | 0 | 0 |
| 1 Nov | 1790.80 | 0 | 1.44 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is -
Historical price for 1780 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 64.65, which was 37.95 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 200
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 26.7, which was 6.80 higher than the previous day. The implied volatity was 21.65, the open interest changed by -13 which decreased total open position to 193
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 19.9, which was 2.90 higher than the previous day. The implied volatity was 27.32, the open interest changed by -6 which decreased total open position to 207
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 17, which was 9.30 higher than the previous day. The implied volatity was 26.82, the open interest changed by -34 which decreased total open position to 217
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 7.7, which was -2.75 lower than the previous day. The implied volatity was 25.80, the open interest changed by 10 which increased total open position to 256
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 10.45, which was -0.05 lower than the previous day. The implied volatity was 24.81, the open interest changed by -118 which decreased total open position to 248
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 10.5, which was -4.30 lower than the previous day. The implied volatity was 26.40, the open interest changed by 88 which increased total open position to 378
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 14.8, which was -17.60 lower than the previous day. The implied volatity was 28.01, the open interest changed by 135 which increased total open position to 287
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 32.4, which was 3.35 higher than the previous day. The implied volatity was 22.82, the open interest changed by 13 which increased total open position to 154
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 29.05, which was -2.10 lower than the previous day. The implied volatity was 24.53, the open interest changed by 20 which increased total open position to 144
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 31.15, which was 4.05 higher than the previous day. The implied volatity was 24.84, the open interest changed by -3 which decreased total open position to 125
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 27.1, which was -2.75 lower than the previous day. The implied volatity was 24.79, the open interest changed by -3 which decreased total open position to 125
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 29.85, which was -1.85 lower than the previous day. The implied volatity was 25.99, the open interest changed by 12 which increased total open position to 128
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 31.7, which was -8.45 lower than the previous day. The implied volatity was 26.72, the open interest changed by 25 which increased total open position to 117
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 40.15, which was -16.40 lower than the previous day. The implied volatity was 27.56, the open interest changed by 35 which increased total open position to 92
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 56.55, which was -3.10 lower than the previous day. The implied volatity was 26.85, the open interest changed by 7 which increased total open position to 56
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 59.65, which was 6.50 higher than the previous day. The implied volatity was 24.85, the open interest changed by 18 which increased total open position to 47
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 53.15, which was -3.75 lower than the previous day. The implied volatity was 25.30, the open interest changed by 8 which increased total open position to 29
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 56.9, which was 9.90 higher than the previous day. The implied volatity was 28.31, the open interest changed by 4 which increased total open position to 22
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 47, which was -19.00 lower than the previous day. The implied volatity was 28.60, the open interest changed by 18 which increased total open position to 18
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 66, which was -23.50 lower than the previous day. The implied volatity was 25.06, the open interest changed by 2 which increased total open position to 2
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 89.5, 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 Nov TATACOMM was trading at 1736.70. The strike last trading price was 89.5, 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 89.5, 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 89.5, 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 89.5, 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 89.5, 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 89.5, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 89.5, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 89.5, 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 89.5, which was 89.50 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 1.44, the open interest changed by 0 which decreased total open position to 0
