TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 2.02
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 35.1 | 11.10 | 26.83 | 2,320 | 353 | 856 | |||
| 24 Dec | 1721.80 | 24 | -1.95 | 24.05 | 441 | 103 | 500 | |||
| 23 Dec | 1709.45 | 25.95 | -2.15 | 23.15 | 405 | 171 | 397 | |||
| 20 Dec | 1710.45 | 28.1 | -25.40 | 23.90 | 208 | 70 | 225 | |||
| 19 Dec | 1768.00 | 53.5 | -11.80 | 24.93 | 132 | 36 | 153 | |||
| 18 Dec | 1795.55 | 65.3 | -9.70 | 22.99 | 83 | 28 | 118 | |||
| 17 Dec | 1813.55 | 75 | -31.00 | 24.05 | 39 | 30 | 89 | |||
| 16 Dec | 1856.25 | 106 | 5.00 | 26.50 | 14 | 4 | 58 | |||
| 13 Dec | 1840.95 | 101 | -1.50 | 24.60 | 66 | 28 | 52 | |||
| 12 Dec | 1851.10 | 102.5 | -4.15 | 21.39 | 10 | -4 | 23 | |||
| 11 Dec | 1839.95 | 106.65 | 41.85 | 25.05 | 43 | 11 | 28 | |||
| 10 Dec | 1775.10 | 64.8 | -5.20 | 24.48 | 19 | 11 | 18 | |||
| 9 Dec | 1785.35 | 70 | -6.15 | 23.03 | 6 | 2 | 6 | |||
| 6 Dec | 1788.10 | 76.15 | -9.50 | 23.91 | 1 | 0 | 3 | |||
| 5 Dec | 1805.70 | 85.65 | -41.15 | 24.41 | 3 | 2 | 2 | |||
| 4 Dec | 1800.85 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 1807.90 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1792.15 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1755.10 | 126.8 | 0.00 | 0.56 | 0 | 0 | 0 | |||
| 28 Nov | 1745.10 | 126.8 | 0.00 | 0.93 | 0 | 0 | 0 | |||
| 27 Nov | 1763.00 | 126.8 | 0.00 | 0.17 | 0 | 0 | 0 | |||
| 26 Nov | 1765.05 | 126.8 | 0.00 | 0.23 | 0 | 0 | 0 | |||
| 25 Nov | 1784.10 | 126.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1738.15 | 126.8 | 0.00 | 1.33 | 0 | 0 | 0 | |||
| 21 Nov | 1711.55 | 126.8 | 0.00 | 2.09 | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 126.8 | 0.00 | 0.56 | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 126.8 | 126.80 | 0.56 | 0 | 0 | 0 | |||
| 18 Nov | 1727.35 | 0 | 0.00 | 1.34 | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 0 | 0.00 | 0.60 | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 0 | 0.00 | 0.84 | 0 | 0 | 0 | |||
| 12 Nov | 1759.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1805.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 0 | 0.00 | 0.15 | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 0 | 0.42 | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1800 expiring on 30JAN2025
Delta for 1800 CE is 0.37
Historical price for 1800 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 35.1, which was 11.10 higher than the previous day. The implied volatity was 26.83, the open interest changed by 353 which increased total open position to 856
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 24, which was -1.95 lower than the previous day. The implied volatity was 24.05, the open interest changed by 103 which increased total open position to 500
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 25.95, which was -2.15 lower than the previous day. The implied volatity was 23.15, the open interest changed by 171 which increased total open position to 397
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 28.1, which was -25.40 lower than the previous day. The implied volatity was 23.90, the open interest changed by 70 which increased total open position to 225
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 53.5, which was -11.80 lower than the previous day. The implied volatity was 24.93, the open interest changed by 36 which increased total open position to 153
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 65.3, which was -9.70 lower than the previous day. The implied volatity was 22.99, the open interest changed by 28 which increased total open position to 118
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 75, which was -31.00 lower than the previous day. The implied volatity was 24.05, the open interest changed by 30 which increased total open position to 89
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 106, which was 5.00 higher than the previous day. The implied volatity was 26.50, the open interest changed by 4 which increased total open position to 58
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 101, which was -1.50 lower than the previous day. The implied volatity was 24.60, the open interest changed by 28 which increased total open position to 52
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 102.5, which was -4.15 lower than the previous day. The implied volatity was 21.39, the open interest changed by -4 which decreased total open position to 23
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 106.65, which was 41.85 higher than the previous day. The implied volatity was 25.05, the open interest changed by 11 which increased total open position to 28
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 64.8, which was -5.20 lower than the previous day. The implied volatity was 24.48, the open interest changed by 11 which increased total open position to 18
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 70, which was -6.15 lower than the previous day. The implied volatity was 23.03, the open interest changed by 2 which increased total open position to 6
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 76.15, which was -9.50 lower than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 3
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 85.65, which was -41.15 lower than the previous day. The implied volatity was 24.41, the open interest changed by 2 which increased total open position to 2
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 126.8, 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 126.8, 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 126.8, 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 126.8, which was 0.00 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 126.8, which was 0.00 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 126.8, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 126.8, which was 0.00 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 126.8, 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 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 126.8, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 126.8, which was 0.00 lower than the previous day. The implied volatity was 2.09, 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 126.8, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 126.8, which was 126.80 higher than the previous day. The implied volatity was 0.56, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.60, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATACOMM was trading at 1759.65. 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 0 which decreased total open position to 0
On 11 Nov TATACOMM was trading at 1767.95. 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 0 which decreased total open position to 0
On 8 Nov TATACOMM was trading at 1774.65. 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 0 which decreased total open position to 0
On 7 Nov TATACOMM was trading at 1805.80. 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 0 which decreased total open position to 0
On 6 Nov TATACOMM was trading at 1809.05. 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 0 which decreased total open position to 0
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 0, which was lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 30JAN2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 2.00
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 84.6 | -10.40 | 24.56 | 166 | 71 | 305 |
| 24 Dec | 1721.80 | 95 | -8.00 | 21.99 | 73 | 38 | 233 |
| 23 Dec | 1709.45 | 103 | 0.05 | 29.11 | 88 | 39 | 193 |
| 20 Dec | 1710.45 | 102.95 | 35.45 | 26.96 | 72 | 24 | 145 |
| 19 Dec | 1768.00 | 67.5 | 11.15 | 25.33 | 23 | 5 | 120 |
| 18 Dec | 1795.55 | 56.35 | 5.85 | 26.40 | 45 | 21 | 114 |
| 17 Dec | 1813.55 | 50.5 | 13.00 | 25.67 | 61 | 33 | 91 |
| 16 Dec | 1856.25 | 37.5 | -5.50 | 25.88 | 21 | 8 | 58 |
| 13 Dec | 1840.95 | 43 | 0.70 | 26.86 | 25 | 9 | 50 |
| 12 Dec | 1851.10 | 42.3 | -2.70 | 27.98 | 6 | 3 | 41 |
| 11 Dec | 1839.95 | 45 | -15.00 | 27.81 | 43 | 33 | 35 |
| 10 Dec | 1775.10 | 60 | -59.75 | 22.68 | 2 | 0 | 0 |
| 9 Dec | 1785.35 | 119.75 | 0.00 | 0.73 | 0 | 0 | 0 |
| 6 Dec | 1788.10 | 119.75 | 0.00 | 0.81 | 0 | 0 | 0 |
| 5 Dec | 1805.70 | 119.75 | 0.00 | 1.32 | 0 | 0 | 0 |
| 4 Dec | 1800.85 | 119.75 | 0.00 | 1.33 | 0 | 0 | 0 |
| 3 Dec | 1807.90 | 119.75 | 0.00 | 1.36 | 0 | 0 | 0 |
| 2 Dec | 1792.15 | 119.75 | 0.00 | 0.82 | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 119.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1745.10 | 119.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1763.00 | 119.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1765.05 | 119.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1784.10 | 119.75 | 119.75 | 0.88 | 0 | 0 | 0 |
| 22 Nov | 1738.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1711.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1727.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1749.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1759.65 | 0 | 0.00 | 0.24 | 0 | 0 | 0 |
| 11 Nov | 1767.95 | 0 | 0.00 | 0.21 | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 0 | 0.00 | 0.52 | 0 | 0 | 0 |
| 7 Nov | 1805.80 | 0 | 0.00 | 1.73 | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 0 | 0.00 | 1.61 | 0 | 0 | 0 |
| 5 Nov | 1756.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1800 expiring on 30JAN2025
Delta for 1800 PE is -0.64
Historical price for 1800 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 84.6, which was -10.40 lower than the previous day. The implied volatity was 24.56, the open interest changed by 71 which increased total open position to 305
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 95, which was -8.00 lower than the previous day. The implied volatity was 21.99, the open interest changed by 38 which increased total open position to 233
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 103, which was 0.05 higher than the previous day. The implied volatity was 29.11, the open interest changed by 39 which increased total open position to 193
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 102.95, which was 35.45 higher than the previous day. The implied volatity was 26.96, the open interest changed by 24 which increased total open position to 145
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 67.5, which was 11.15 higher than the previous day. The implied volatity was 25.33, the open interest changed by 5 which increased total open position to 120
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 56.35, which was 5.85 higher than the previous day. The implied volatity was 26.40, the open interest changed by 21 which increased total open position to 114
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 50.5, which was 13.00 higher than the previous day. The implied volatity was 25.67, the open interest changed by 33 which increased total open position to 91
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 37.5, which was -5.50 lower than the previous day. The implied volatity was 25.88, the open interest changed by 8 which increased total open position to 58
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 43, which was 0.70 higher than the previous day. The implied volatity was 26.86, the open interest changed by 9 which increased total open position to 50
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 42.3, which was -2.70 lower than the previous day. The implied volatity was 27.98, the open interest changed by 3 which increased total open position to 41
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 45, which was -15.00 lower than the previous day. The implied volatity was 27.81, the open interest changed by 33 which increased total open position to 35
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 60, which was -59.75 lower than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 0
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 119.75, which was 0.00 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 119.75, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 119.75, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 119.75, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 119.75, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 119.75, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 119.75, 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 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 119.75, 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 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 119.75, 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 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 119.75, 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 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 119.75, which was 119.75 higher than the previous day. The implied volatity was 0.88, 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 0, 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 21 Nov TATACOMM was trading at 1711.55. 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 0 which decreased total open position to 0
On 20 Nov TATACOMM was trading at 1736.70. 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 0 which decreased total open position to 0
On 19 Nov TATACOMM was trading at 1736.70. 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 0 which decreased total open position to 0
On 18 Nov TATACOMM was trading at 1727.35. 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 0 which decreased total open position to 0
On 14 Nov TATACOMM was trading at 1749.90. 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 0 which decreased total open position to 0
On 13 Nov TATACOMM was trading at 1745.10. 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 0 which decreased total open position to 0
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.21, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 0, 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 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
