TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 2.10
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 43 | 11.55 | 27.15 | 98 | 36 | 37 | |||
| 24 Dec | 1721.80 | 31.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 1709.45 | 31.45 | -56.15 | 22.72 | 2 | 1 | 2 | |||
| 20 Dec | 1710.45 | 87.6 | -5.65 | 47.55 | 1 | 0 | 0 | |||
| 19 Dec | 1768.00 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 1795.55 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1813.55 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1856.25 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1840.95 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1839.95 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1800.85 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1807.90 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1792.15 | 93.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1755.10 | 93.25 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1780 expiring on 30JAN2025
Delta for 1780 CE is 0.42
Historical price for 1780 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 43, which was 11.55 higher than the previous day. The implied volatity was 27.15, the open interest changed by 36 which increased total open position to 37
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 31.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 31.45, which was -56.15 lower than the previous day. The implied volatity was 22.72, the open interest changed by 1 which increased total open position to 2
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 87.6, which was -5.65 lower than the previous day. The implied volatity was 47.55, the open interest changed by 0 which decreased total open position to 0
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 93.25, 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 Dec TATACOMM was trading at 1795.55. The strike last trading price was 93.25, 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 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 93.25, 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 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 93.25, 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 Dec TATACOMM was trading at 1840.95. The strike last trading price was 93.25, 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 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 93.25, 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 Dec TATACOMM was trading at 1800.85. The strike last trading price was 93.25, 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 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 93.25, 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 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 93.25, 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 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 93.25, 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 30JAN2025 1780 PE | |||||||
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Delta: -0.59
Vega: 2.09
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 72.35 | 1.35 | 24.80 | 8 | 3 | 3 |
| 24 Dec | 1721.80 | 71 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 1709.45 | 71 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Dec | 1710.45 | 71 | 17.00 | 18.22 | 1 | 0 | 1 |
| 19 Dec | 1768.00 | 54 | -51.85 | 24.02 | 1 | 0 | 0 |
| 18 Dec | 1795.55 | 105.85 | 0.00 | 1.73 | 0 | 0 | 0 |
| 17 Dec | 1813.55 | 105.85 | 0.00 | 2.21 | 0 | 0 | 0 |
| 16 Dec | 1856.25 | 105.85 | 0.00 | 3.59 | 0 | 0 | 0 |
| 13 Dec | 1840.95 | 105.85 | 0.00 | 3.34 | 0 | 0 | 0 |
| 11 Dec | 1839.95 | 105.85 | 0.00 | 3.39 | 0 | 0 | 0 |
| 4 Dec | 1800.85 | 105.85 | 0.00 | 1.96 | 0 | 0 | 0 |
| 3 Dec | 1807.90 | 105.85 | 0.00 | 2.22 | 0 | 0 | 0 |
| 2 Dec | 1792.15 | 105.85 | 0.00 | 1.41 | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 105.85 | 0.15 | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1780 expiring on 30JAN2025
Delta for 1780 PE is -0.59
Historical price for 1780 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 72.35, which was 1.35 higher than the previous day. The implied volatity was 24.80, the open interest changed by 3 which increased total open position to 3
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 71, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 71, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 71, which was 17.00 higher than the previous day. The implied volatity was 18.22, the open interest changed by 0 which decreased total open position to 1
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 54, which was -51.85 lower than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 105.85, which was 0.00 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 105.85, which was 0.00 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 105.85, which was 0.00 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 105.85, which was 0.00 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 105.85, which was 0.00 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 105.85, which was 0.00 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 105.85, which was 0.00 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 105.85, which was 0.00 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 105.85, which was lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
