TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.60
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 6.1 | -5.90 | 28.52 | 274 | 5.5 | 192 | |||
| 20 Nov | 1736.70 | 12 | 0.00 | 26.54 | 396.5 | 7.5 | 186 | |||
| 19 Nov | 1736.70 | 12 | -0.10 | 26.54 | 396.5 | 7 | 186 | |||
| 18 Nov | 1727.35 | 12.1 | -15.50 | 26.11 | 343 | -16 | 183 | |||
| 14 Nov | 1749.90 | 27.6 | 2.65 | 27.73 | 362.5 | 17.5 | 199.5 | |||
| 13 Nov | 1745.10 | 24.95 | -5.05 | 26.11 | 497 | -25.5 | 184 | |||
| 12 Nov | 1759.65 | 30 | -9.60 | 26.36 | 389.5 | 29 | 219.5 | |||
| 11 Nov | 1767.95 | 39.6 | 1.30 | 24.87 | 203 | -2.5 | 189 | |||
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| 8 Nov | 1774.65 | 38.3 | -24.95 | 24.47 | 181 | 39.5 | 190.5 | |||
| 7 Nov | 1805.80 | 63.25 | -2.85 | 26.53 | 129 | 12 | 151.5 | |||
| 6 Nov | 1809.05 | 66.1 | 28.50 | 23.55 | 300.5 | -10 | 140 | |||
| 5 Nov | 1756.05 | 37.6 | -4.40 | 26.07 | 123.5 | -3 | 150.5 | |||
| 4 Nov | 1746.35 | 42 | -22.10 | 30.47 | 149.5 | 25 | 153 | |||
| 1 Nov | 1790.80 | 64.1 | 5.90 | 29.89 | 15.5 | 0 | 129 | |||
| 31 Oct | 1774.65 | 58.2 | -9.85 | - | 261 | 124 | 130 | |||
| 30 Oct | 1787.15 | 68.05 | 3.05 | - | 8 | 4 | 6 | |||
| 29 Oct | 1784.05 | 65 | -333.20 | - | 4 | 2 | 2 | |||
| 28 Oct | 1787.35 | 398.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1777.60 | 398.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1787.00 | 398.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1779.05 | 398.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 398.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1852.85 | 398.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1873.00 | 398.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1830.05 | 398.2 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1780 expiring on 28NOV2024
Delta for 1780 CE is 0.17
Historical price for 1780 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 6.1, which was -5.90 lower than the previous day. The implied volatity was 28.52, the open interest changed by 11 which increased total open position to 384
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by 15 which increased total open position to 372
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 12, which was -0.10 lower than the previous day. The implied volatity was 26.54, the open interest changed by 14 which increased total open position to 372
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 12.1, which was -15.50 lower than the previous day. The implied volatity was 26.11, the open interest changed by -32 which decreased total open position to 366
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 27.6, which was 2.65 higher than the previous day. The implied volatity was 27.73, the open interest changed by 35 which increased total open position to 399
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 24.95, which was -5.05 lower than the previous day. The implied volatity was 26.11, the open interest changed by -51 which decreased total open position to 368
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 30, which was -9.60 lower than the previous day. The implied volatity was 26.36, the open interest changed by 58 which increased total open position to 439
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 39.6, which was 1.30 higher than the previous day. The implied volatity was 24.87, the open interest changed by -5 which decreased total open position to 378
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 38.3, which was -24.95 lower than the previous day. The implied volatity was 24.47, the open interest changed by 79 which increased total open position to 381
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 63.25, which was -2.85 lower than the previous day. The implied volatity was 26.53, the open interest changed by 24 which increased total open position to 303
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 66.1, which was 28.50 higher than the previous day. The implied volatity was 23.55, the open interest changed by -20 which decreased total open position to 280
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 37.6, which was -4.40 lower than the previous day. The implied volatity was 26.07, the open interest changed by -6 which decreased total open position to 301
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 42, which was -22.10 lower than the previous day. The implied volatity was 30.47, the open interest changed by 50 which increased total open position to 306
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 64.1, which was 5.90 higher than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 258
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 58.2, which was -9.85 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 68.05, which was 3.05 higher 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 65, which was -333.20 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 398.2, 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 398.2, 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 398.2, 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 398.2, 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 398.2, 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 398.2, 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 398.2, 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 398.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.64
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 73.9 | 13.95 | 30.47 | 2.5 | -0.5 | 114.5 |
| 20 Nov | 1736.70 | 59.95 | 0.00 | 29.71 | 49.5 | -2.5 | 116 |
| 19 Nov | 1736.70 | 59.95 | -2.80 | 29.71 | 49.5 | -1.5 | 116 |
| 18 Nov | 1727.35 | 62.75 | 15.85 | 28.98 | 30 | -3 | 117.5 |
| 14 Nov | 1749.90 | 46.9 | -5.55 | 24.66 | 107.5 | 6.5 | 121 |
| 13 Nov | 1745.10 | 52.45 | 6.00 | 26.03 | 187.5 | 6.5 | 116.5 |
| 12 Nov | 1759.65 | 46.45 | 5.80 | 24.52 | 158.5 | 0.5 | 110 |
| 11 Nov | 1767.95 | 40.65 | -2.85 | 27.67 | 75 | -3.5 | 109.5 |
| 8 Nov | 1774.65 | 43.5 | 14.35 | 25.03 | 261 | -7 | 113 |
| 7 Nov | 1805.80 | 29.15 | 1.50 | 25.48 | 74.5 | -2.5 | 122.5 |
| 6 Nov | 1809.05 | 27.65 | -32.00 | 26.16 | 148.5 | 35.5 | 124.5 |
| 5 Nov | 1756.05 | 59.65 | -8.00 | 28.53 | 40 | 11 | 89.5 |
| 4 Nov | 1746.35 | 67.65 | 19.55 | 29.39 | 67.5 | 12 | 78.5 |
| 1 Nov | 1790.80 | 48.1 | -5.45 | 28.34 | 6 | 2.5 | 67.5 |
| 31 Oct | 1774.65 | 53.55 | 5.35 | - | 60 | 37 | 66 |
| 30 Oct | 1787.15 | 48.2 | -4.80 | - | 40 | 15 | 29 |
| 29 Oct | 1784.05 | 53 | 8.05 | - | 14 | 6 | 12 |
| 28 Oct | 1787.35 | 44.95 | -21.05 | - | 6 | 0 | 4 |
| 25 Oct | 1777.60 | 66 | 35.70 | - | 3 | 2 | 4 |
| 24 Oct | 1787.00 | 30.3 | 0.00 | - | 1 | 0 | 2 |
| 23 Oct | 1779.05 | 30.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 30.3 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 1852.85 | 30.3 | 6.90 | - | 2 | 0 | 1 |
| 18 Oct | 1873.00 | 23.4 | 12.65 | - | 1 | 0 | 0 |
| 17 Oct | 1830.05 | 10.75 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1780 expiring on 28NOV2024
Delta for 1780 PE is -0.81
Historical price for 1780 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 73.9, which was 13.95 higher than the previous day. The implied volatity was 30.47, the open interest changed by -1 which decreased total open position to 229
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 59.95, which was 0.00 lower than the previous day. The implied volatity was 29.71, the open interest changed by -5 which decreased total open position to 232
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 59.95, which was -2.80 lower than the previous day. The implied volatity was 29.71, the open interest changed by -3 which decreased total open position to 232
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 62.75, which was 15.85 higher than the previous day. The implied volatity was 28.98, the open interest changed by -6 which decreased total open position to 235
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 46.9, which was -5.55 lower than the previous day. The implied volatity was 24.66, the open interest changed by 13 which increased total open position to 242
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 52.45, which was 6.00 higher than the previous day. The implied volatity was 26.03, the open interest changed by 13 which increased total open position to 233
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 46.45, which was 5.80 higher than the previous day. The implied volatity was 24.52, the open interest changed by 1 which increased total open position to 220
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 40.65, which was -2.85 lower than the previous day. The implied volatity was 27.67, the open interest changed by -7 which decreased total open position to 219
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 43.5, which was 14.35 higher than the previous day. The implied volatity was 25.03, the open interest changed by -14 which decreased total open position to 226
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 29.15, which was 1.50 higher than the previous day. The implied volatity was 25.48, the open interest changed by -5 which decreased total open position to 245
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 27.65, which was -32.00 lower than the previous day. The implied volatity was 26.16, the open interest changed by 71 which increased total open position to 249
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 59.65, which was -8.00 lower than the previous day. The implied volatity was 28.53, the open interest changed by 22 which increased total open position to 179
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 67.65, which was 19.55 higher than the previous day. The implied volatity was 29.39, the open interest changed by 24 which increased total open position to 157
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 48.1, which was -5.45 lower than the previous day. The implied volatity was 28.34, the open interest changed by 5 which increased total open position to 135
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 53.55, which was 5.35 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 48.2, which was -4.80 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 53, 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 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 44.95, which was -21.05 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 66, which was 35.70 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 30.3, 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 30.3, 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 30.3, 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 30.3, which was 6.90 higher 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 23.4, which was 12.65 higher 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 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
