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[--[65.84.65.76]--]
TATACOMM
Tata Communications Ltd

1711.55 -25.15 (-1.45%)

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Historical option data for TATACOMM

21 Nov 2024 04:10 PM IST
TATACOMM 28NOV2024 1800 CE
Delta: 0.12
Vega: 0.47
Theta: -1.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1711.55 4 -4.25 29.62 614.5 58.5 597.5
20 Nov 1736.70 8.25 0.00 27.41 713 -3.5 540.5
19 Nov 1736.70 8.25 0.20 27.41 713 -2 540.5
18 Nov 1727.35 8.05 -11.55 26.47 629 16.5 537
14 Nov 1749.90 19.6 1.70 26.97 489 8.5 523.5
13 Nov 1745.10 17.9 -3.75 25.79 773 -20.5 518.5
12 Nov 1759.65 21.65 -8.70 25.68 637.5 105 582.5
11 Nov 1767.95 30.35 2.05 24.83 319.5 19 477.5
8 Nov 1774.65 28.3 -22.10 23.61 545 -12 458.5
7 Nov 1805.80 50.4 -3.60 25.59 612 -29 472
6 Nov 1809.05 54 22.95 23.59 1,563.5 -45.5 501.5
5 Nov 1756.05 31.05 -2.65 26.82 632 27.5 548
4 Nov 1746.35 33.7 -20.70 30.00 754 68.5 523
1 Nov 1790.80 54.4 5.65 29.93 189 41.5 454.5
31 Oct 1774.65 48.75 -9.75 - 642 159 416
30 Oct 1787.15 58.5 -0.55 - 349 61 256
29 Oct 1784.05 59.05 -0.80 - 155 31 196
28 Oct 1787.35 59.85 2.05 - 161 16 165
25 Oct 1777.60 57.8 -11.50 - 182 42 149
24 Oct 1787.00 69.3 8.10 - 185 81 106
23 Oct 1779.05 61.2 -12.85 - 38 19 26
22 Oct 1799.20 74.05 -65.95 - 7 4 6
21 Oct 1852.85 140 20.00 - 1 0 1
18 Oct 1873.00 120 -106.90 - 3 1 1
17 Oct 1830.05 226.9 0.00 - 0 0 0
16 Oct 1922.45 226.9 0.00 - 0 0 0
15 Oct 1931.30 226.9 0.00 - 0 0 0
14 Oct 1951.35 226.9 0.00 - 0 0 0
11 Oct 1963.75 226.9 0.00 - 0 0 0
10 Oct 1951.80 226.9 0.00 - 0 0 0
9 Oct 1949.35 226.9 0.00 - 0 0 0
3 Oct 2143.10 226.9 226.90 - 0 0 0
24 Sept 2022.95 0 0.00 - 0 0 0
20 Sept 1968.00 0 0.00 - 0 0 0
19 Sept 1975.25 0 0.00 - 0 0 0
18 Sept 1995.10 0 0.00 - 0 0 0
17 Sept 2029.95 0 0.00 - 0 0 0
11 Sept 1982.65 0 0.00 - 0 0 0
10 Sept 1997.30 0 0.00 - 0 0 0
9 Sept 1925.85 0 0.00 - 0 0 0
6 Sept 1941.35 0 0.00 - 0 0 0
5 Sept 1977.15 0 0.00 - 0 0 0
4 Sept 1952.10 0 0.00 - 0 0 0
3 Sept 1981.45 0 0.00 - 0 0 0
2 Sept 1965.20 0 - 0 0 0


For Tata Communications Ltd - strike price 1800 expiring on 28NOV2024

Delta for 1800 CE is 0.12

Historical price for 1800 CE is as follows

On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 4, which was -4.25 lower than the previous day. The implied volatity was 29.62, the open interest changed by 117 which increased total open position to 1195


On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 27.41, the open interest changed by -7 which decreased total open position to 1081


On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 8.25, which was 0.20 higher than the previous day. The implied volatity was 27.41, the open interest changed by -4 which decreased total open position to 1081


On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 8.05, which was -11.55 lower than the previous day. The implied volatity was 26.47, the open interest changed by 33 which increased total open position to 1074


On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 19.6, which was 1.70 higher than the previous day. The implied volatity was 26.97, the open interest changed by 17 which increased total open position to 1047


On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 17.9, which was -3.75 lower than the previous day. The implied volatity was 25.79, the open interest changed by -41 which decreased total open position to 1037


On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 21.65, which was -8.70 lower than the previous day. The implied volatity was 25.68, the open interest changed by 210 which increased total open position to 1165


On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 30.35, which was 2.05 higher than the previous day. The implied volatity was 24.83, the open interest changed by 38 which increased total open position to 955


On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 28.3, which was -22.10 lower than the previous day. The implied volatity was 23.61, the open interest changed by -24 which decreased total open position to 917


On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 50.4, which was -3.60 lower than the previous day. The implied volatity was 25.59, the open interest changed by -58 which decreased total open position to 944


On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 54, which was 22.95 higher than the previous day. The implied volatity was 23.59, the open interest changed by -91 which decreased total open position to 1003


On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 31.05, which was -2.65 lower than the previous day. The implied volatity was 26.82, the open interest changed by 55 which increased total open position to 1096


On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 33.7, which was -20.70 lower than the previous day. The implied volatity was 30.00, the open interest changed by 137 which increased total open position to 1046


On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 54.4, which was 5.65 higher than the previous day. The implied volatity was 29.93, the open interest changed by 83 which increased total open position to 909


On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 48.75, which was -9.75 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 58.5, which was -0.55 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 59.05, which was -0.80 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 59.85, which was 2.05 higher 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 57.8, which was -11.50 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 69.3, which was 8.10 higher 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 61.2, which was -12.85 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 74.05, which was -65.95 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 140, which was 20.00 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 120, which was -106.90 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 226.9, 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 16 Oct TATACOMM was trading at 1922.45. The strike last trading price was 226.9, 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 15 Oct TATACOMM was trading at 1931.30. The strike last trading price was 226.9, 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 14 Oct TATACOMM was trading at 1951.35. The strike last trading price was 226.9, 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 11 Oct TATACOMM was trading at 1963.75. The strike last trading price was 226.9, 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 10 Oct TATACOMM was trading at 1951.80. The strike last trading price was 226.9, 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 9 Oct TATACOMM was trading at 1949.35. The strike last trading price was 226.9, 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 3 Oct TATACOMM was trading at 2143.10. The strike last trading price was 226.9, which was 226.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept TATACOMM was trading at 2022.95. 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 20 Sept TATACOMM was trading at 1968.00. 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 19 Sept TATACOMM was trading at 1975.25. 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 18 Sept TATACOMM was trading at 1995.10. 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 17 Sept TATACOMM was trading at 2029.95. 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 11 Sept TATACOMM was trading at 1982.65. 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 10 Sept TATACOMM was trading at 1997.30. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept TATACOMM was trading at 1977.15. 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 4 Sept TATACOMM was trading at 1952.10. 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 3 Sept TATACOMM was trading at 1981.45. 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 2 Sept TATACOMM was trading at 1965.20. 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 1800 PE
Delta: -0.85
Vega: 0.55
Theta: -0.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1711.55 92.55 14.70 33.53 39 -15 272.5
20 Nov 1736.70 77.85 0.00 33.09 164 -47.5 286.5
19 Nov 1736.70 77.85 1.30 33.09 164 -48.5 286.5
18 Nov 1727.35 76.55 18.70 27.32 55.5 -6.5 335
14 Nov 1749.90 57.85 -6.55 22.82 60.5 -7 344
13 Nov 1745.10 64.4 14.40 24.98 262 -21 351.5
12 Nov 1759.65 50 -1.05 17.53 205 -12 388.5
11 Nov 1767.95 51.05 -2.95 27.48 154.5 -19 399.5
8 Nov 1774.65 54 17.60 24.57 513.5 15.5 417.5
7 Nov 1805.80 36.4 0.30 24.61 388.5 51.5 402
6 Nov 1809.05 36.1 -34.20 26.44 230.5 -22.5 349.5
5 Nov 1756.05 70.3 -10.10 27.77 67 -13 372
4 Nov 1746.35 80.4 18.95 29.58 341 42 385
1 Nov 1790.80 61.45 -5.85 30.05 22 3 340
31 Oct 1774.65 67.3 13.60 - 424 84 337
30 Oct 1787.15 53.7 -7.40 - 165 74 257
29 Oct 1784.05 61.1 2.10 - 46 20 183
28 Oct 1787.35 59 -4.80 - 29 13 162
25 Oct 1777.60 63.8 0.15 - 67 3 149
24 Oct 1787.00 63.65 -4.85 - 44 14 147
23 Oct 1779.05 68.5 7.50 - 24 -3 132
22 Oct 1799.20 61 26.00 - 53 10 135
21 Oct 1852.85 35 7.20 - 68 29 122
18 Oct 1873.00 27.8 -22.40 - 75 4 92
17 Oct 1830.05 50.2 29.20 - 72 16 85
16 Oct 1922.45 21 3.30 - 11 0 69
15 Oct 1931.30 17.7 -0.80 - 18 7 69
14 Oct 1951.35 18.5 -1.20 - 14 0 62
11 Oct 1963.75 19.7 -0.30 - 3 0 61
10 Oct 1951.80 20 -5.95 - 3 1 60
9 Oct 1949.35 25.95 21.95 - 61 57 59
3 Oct 2143.10 4 -23.00 - 4 0 2
24 Sept 2022.95 27 0.00 - 0 0 2
20 Sept 1968.00 27 0.00 - 0 0 0
19 Sept 1975.25 27 0.00 - 0 0 2
18 Sept 1995.10 27 0.00 - 0 0 2
17 Sept 2029.95 27 0.00 - 0 0 2
11 Sept 1982.65 27 0.00 - 0 0 2
10 Sept 1997.30 27 0.00 - 0 0 2
9 Sept 1925.85 27 0.00 - 0 0 0
6 Sept 1941.35 27 0.00 - 0 1 0
5 Sept 1977.15 27 0.00 - 1 0 1
4 Sept 1952.10 27 0.00 - 0 0 1
3 Sept 1981.45 27 27.00 - 1 0 0
2 Sept 1965.20 0 - 0 0 0


For Tata Communications Ltd - strike price 1800 expiring on 28NOV2024

Delta for 1800 PE is -0.85

Historical price for 1800 PE is as follows

On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 92.55, which was 14.70 higher than the previous day. The implied volatity was 33.53, the open interest changed by -30 which decreased total open position to 545


On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 77.85, which was 0.00 lower than the previous day. The implied volatity was 33.09, the open interest changed by -95 which decreased total open position to 573


On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 77.85, which was 1.30 higher than the previous day. The implied volatity was 33.09, the open interest changed by -97 which decreased total open position to 573


On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 76.55, which was 18.70 higher than the previous day. The implied volatity was 27.32, the open interest changed by -13 which decreased total open position to 670


On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 57.85, which was -6.55 lower than the previous day. The implied volatity was 22.82, the open interest changed by -14 which decreased total open position to 688


On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 64.4, which was 14.40 higher than the previous day. The implied volatity was 24.98, the open interest changed by -42 which decreased total open position to 703


On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 50, which was -1.05 lower than the previous day. The implied volatity was 17.53, the open interest changed by -24 which decreased total open position to 777


On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 51.05, which was -2.95 lower than the previous day. The implied volatity was 27.48, the open interest changed by -38 which decreased total open position to 799


On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 54, which was 17.60 higher than the previous day. The implied volatity was 24.57, the open interest changed by 31 which increased total open position to 835


On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 36.4, which was 0.30 higher than the previous day. The implied volatity was 24.61, the open interest changed by 103 which increased total open position to 804


On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 36.1, which was -34.20 lower than the previous day. The implied volatity was 26.44, the open interest changed by -45 which decreased total open position to 699


On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 70.3, which was -10.10 lower than the previous day. The implied volatity was 27.77, the open interest changed by -26 which decreased total open position to 744


On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 80.4, which was 18.95 higher than the previous day. The implied volatity was 29.58, the open interest changed by 84 which increased total open position to 770


On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 61.45, which was -5.85 lower than the previous day. The implied volatity was 30.05, the open interest changed by 6 which increased total open position to 680


On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 67.3, which was 13.60 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 53.7, which was -7.40 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 61.1, which was 2.10 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 59, 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 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 63.8, which was 0.15 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 63.65, which was -4.85 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 68.5, which was 7.50 higher 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 61, which was 26.00 higher 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 35, which was 7.20 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 27.8, which was -22.40 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 50.2, which was 29.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct TATACOMM was trading at 1922.45. The strike last trading price was 21, which was 3.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct TATACOMM was trading at 1931.30. The strike last trading price was 17.7, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct TATACOMM was trading at 1951.35. The strike last trading price was 18.5, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct TATACOMM was trading at 1963.75. The strike last trading price was 19.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct TATACOMM was trading at 1951.80. The strike last trading price was 20, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct TATACOMM was trading at 1949.35. The strike last trading price was 25.95, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct TATACOMM was trading at 2143.10. The strike last trading price was 4, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept TATACOMM was trading at 2022.95. The strike last trading price was 27, 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 20 Sept TATACOMM was trading at 1968.00. The strike last trading price was 27, 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 19 Sept TATACOMM was trading at 1975.25. The strike last trading price was 27, 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 Sept TATACOMM was trading at 1995.10. The strike last trading price was 27, 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 Sept TATACOMM was trading at 2029.95. The strike last trading price was 27, 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 11 Sept TATACOMM was trading at 1982.65. The strike last trading price was 27, 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 10 Sept TATACOMM was trading at 1997.30. The strike last trading price was 27, 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 9 Sept TATACOMM was trading at 1925.85. The strike last trading price was 27, 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 27, 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 5 Sept TATACOMM was trading at 1977.15. The strike last trading price was 27, 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 4 Sept TATACOMM was trading at 1952.10. The strike last trading price was 27, 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 3 Sept TATACOMM was trading at 1981.45. The strike last trading price was 27, which was 27.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept TATACOMM was trading at 1965.20. 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