TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.28
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1710.45 | 1.95 | -5.95 | 30.73 | 1,513 | -98 | 458 | |||
| 19 Dec | 1768.00 | 7.9 | -8.30 | 25.78 | 684 | 53 | 557 | |||
| 18 Dec | 1795.55 | 16.2 | -8.10 | 23.33 | 1,199 | 33 | 505 | |||
| 17 Dec | 1813.55 | 24.3 | -26.65 | 25.03 | 1,071 | 56 | 472 | |||
| 16 Dec | 1856.25 | 50.95 | 8.05 | 28.03 | 559 | -38 | 416 | |||
| 13 Dec | 1840.95 | 42.9 | -12.10 | 20.12 | 1,784 | 54 | 453 | |||
| 12 Dec | 1851.10 | 55 | -1.00 | 22.29 | 1,690 | -119 | 400 | |||
| 11 Dec | 1839.95 | 56 | 34.10 | 25.86 | 7,151 | 150 | 516 | |||
| 10 Dec | 1775.10 | 21.9 | -4.00 | 25.06 | 535 | -41 | 367 | |||
| 9 Dec | 1785.35 | 25.9 | -4.35 | 22.91 | 553 | -27 | 409 | |||
| 6 Dec | 1788.10 | 30.25 | -7.25 | 22.83 | 568 | 9 | 437 | |||
| 5 Dec | 1805.70 | 37.5 | 0.55 | 22.98 | 768 | -31 | 432 | |||
| 4 Dec | 1800.85 | 36.95 | -5.70 | 22.01 | 1,340 | 67 | 466 | |||
| 3 Dec | 1807.90 | 42.65 | 5.70 | 24.41 | 2,371 | 290 | 400 | |||
| 2 Dec | 1792.15 | 36.95 | 12.60 | 24.73 | 347 | 87 | 109 | |||
| 29 Nov | 1755.10 | 24.35 | -1.10 | 23.25 | 48 | -3 | 23 | |||
| 28 Nov | 1745.10 | 25.45 | -10.10 | 25.59 | 38 | 14 | 26 | |||
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| 27 Nov | 1763.00 | 35.55 | -1.10 | 27.64 | 4 | 3 | 11 | |||
| 26 Nov | 1765.05 | 36.65 | -11.35 | 26.44 | 15 | 2 | 6 | |||
| 25 Nov | 1784.10 | 48 | 20.10 | 26.13 | 1 | 3 | 4 | |||
| 22 Nov | 1738.15 | 27.9 | -0.80 | 24.88 | 8 | 5 | 6 | |||
| 21 Nov | 1711.55 | 28.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 1736.70 | 28.7 | 0.00 | 25.58 | 1 | 1 | 0 | |||
| 19 Nov | 1736.70 | 28.7 | -56.85 | 25.58 | 1 | 0 | 0 | |||
| 18 Nov | 1727.35 | 85.55 | 0.00 | 3.63 | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 85.55 | 0.00 | 2.28 | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 85.55 | 0.00 | 2.50 | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 85.55 | 0.00 | 1.25 | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 85.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1756.05 | 85.55 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 4 Nov | 1746.35 | 85.55 | 0.00 | 2.27 | 0 | 0 | 0 | |||
| 1 Nov | 1790.80 | 85.55 | 0.42 | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is 0.07
Historical price for 1820 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 1.95, which was -5.95 lower than the previous day. The implied volatity was 30.73, the open interest changed by -98 which decreased total open position to 458
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 7.9, which was -8.30 lower than the previous day. The implied volatity was 25.78, the open interest changed by 53 which increased total open position to 557
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 16.2, which was -8.10 lower than the previous day. The implied volatity was 23.33, the open interest changed by 33 which increased total open position to 505
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 24.3, which was -26.65 lower than the previous day. The implied volatity was 25.03, the open interest changed by 56 which increased total open position to 472
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 50.95, which was 8.05 higher than the previous day. The implied volatity was 28.03, the open interest changed by -38 which decreased total open position to 416
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 42.9, which was -12.10 lower than the previous day. The implied volatity was 20.12, the open interest changed by 54 which increased total open position to 453
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 55, which was -1.00 lower than the previous day. The implied volatity was 22.29, the open interest changed by -119 which decreased total open position to 400
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 56, which was 34.10 higher than the previous day. The implied volatity was 25.86, the open interest changed by 150 which increased total open position to 516
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 21.9, which was -4.00 lower than the previous day. The implied volatity was 25.06, the open interest changed by -41 which decreased total open position to 367
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 25.9, which was -4.35 lower than the previous day. The implied volatity was 22.91, the open interest changed by -27 which decreased total open position to 409
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 30.25, which was -7.25 lower than the previous day. The implied volatity was 22.83, the open interest changed by 9 which increased total open position to 437
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 37.5, which was 0.55 higher than the previous day. The implied volatity was 22.98, the open interest changed by -31 which decreased total open position to 432
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 36.95, which was -5.70 lower than the previous day. The implied volatity was 22.01, the open interest changed by 67 which increased total open position to 466
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 42.65, which was 5.70 higher than the previous day. The implied volatity was 24.41, the open interest changed by 290 which increased total open position to 400
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 36.95, which was 12.60 higher than the previous day. The implied volatity was 24.73, the open interest changed by 87 which increased total open position to 109
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 24.35, which was -1.10 lower than the previous day. The implied volatity was 23.25, the open interest changed by -3 which decreased total open position to 23
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 25.45, which was -10.10 lower than the previous day. The implied volatity was 25.59, the open interest changed by 14 which increased total open position to 26
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 35.55, which was -1.10 lower than the previous day. The implied volatity was 27.64, the open interest changed by 3 which increased total open position to 11
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 36.65, which was -11.35 lower than the previous day. The implied volatity was 26.44, the open interest changed by 2 which increased total open position to 6
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 48, which was 20.10 higher than the previous day. The implied volatity was 26.13, the open interest changed by 3 which increased total open position to 4
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 27.9, which was -0.80 lower than the previous day. The implied volatity was 24.88, the open interest changed by 5 which increased total open position to 6
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 28.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 28.7, which was 0.00 lower than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 0
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 28.7, which was -56.85 lower than the previous day. The implied volatity was 25.58, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 2.50, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 1.25, 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 85.55, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 2.27, 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 85.55, 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 26DEC2024 1820 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 | 105.05 | 50.65 | - | 19 | 0 | 174 |
| 19 Dec | 1768.00 | 54.4 | 12.80 | 20.32 | 160 | -43 | 175 |
| 18 Dec | 1795.55 | 41.6 | 6.25 | 28.73 | 519 | -56 | 218 |
| 17 Dec | 1813.55 | 35.35 | 19.00 | 27.19 | 673 | 30 | 273 |
| 16 Dec | 1856.25 | 16.35 | -5.05 | 23.92 | 248 | 10 | 244 |
| 13 Dec | 1840.95 | 21.4 | 0.15 | 23.97 | 1,096 | -65 | 233 |
| 12 Dec | 1851.10 | 21.25 | -5.55 | 26.20 | 747 | -68 | 301 |
| 11 Dec | 1839.95 | 26.8 | -27.85 | 27.47 | 1,384 | 144 | 363 |
| 10 Dec | 1775.10 | 54.65 | 3.00 | 21.96 | 19 | -8 | 220 |
| 9 Dec | 1785.35 | 51.65 | 0.65 | 25.89 | 47 | 1 | 228 |
| 6 Dec | 1788.10 | 51 | 7.15 | 24.76 | 173 | -26 | 232 |
| 5 Dec | 1805.70 | 43.85 | -5.50 | 24.02 | 215 | 0 | 260 |
| 4 Dec | 1800.85 | 49.35 | 0.25 | 26.72 | 366 | 33 | 260 |
| 3 Dec | 1807.90 | 49.1 | -27.15 | 26.28 | 646 | 225 | 227 |
| 2 Dec | 1792.15 | 76.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 76.25 | -4.40 | 24.42 | 1 | 0 | 2 |
| 28 Nov | 1745.10 | 80.65 | -30.05 | 22.15 | 2 | 1 | 1 |
| 27 Nov | 1763.00 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1765.05 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1784.10 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1738.15 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1711.55 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1727.35 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1749.90 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 110.7 | 0.00 | 0.69 | 0 | 0 | 0 |
| 5 Nov | 1756.05 | 110.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 110.7 | 110.70 | - | 0 | 0 | 0 |
| 1 Nov | 1790.80 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -
Historical price for 1820 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 105.05, which was 50.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 54.4, which was 12.80 higher than the previous day. The implied volatity was 20.32, the open interest changed by -43 which decreased total open position to 175
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 41.6, which was 6.25 higher than the previous day. The implied volatity was 28.73, the open interest changed by -56 which decreased total open position to 218
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 35.35, which was 19.00 higher than the previous day. The implied volatity was 27.19, the open interest changed by 30 which increased total open position to 273
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 16.35, which was -5.05 lower than the previous day. The implied volatity was 23.92, the open interest changed by 10 which increased total open position to 244
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 21.4, which was 0.15 higher than the previous day. The implied volatity was 23.97, the open interest changed by -65 which decreased total open position to 233
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 21.25, which was -5.55 lower than the previous day. The implied volatity was 26.20, the open interest changed by -68 which decreased total open position to 301
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 26.8, which was -27.85 lower than the previous day. The implied volatity was 27.47, the open interest changed by 144 which increased total open position to 363
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 54.65, which was 3.00 higher than the previous day. The implied volatity was 21.96, the open interest changed by -8 which decreased total open position to 220
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 51.65, which was 0.65 higher than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 228
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 51, which was 7.15 higher than the previous day. The implied volatity was 24.76, the open interest changed by -26 which decreased total open position to 232
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 43.85, which was -5.50 lower than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 260
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 49.35, which was 0.25 higher than the previous day. The implied volatity was 26.72, the open interest changed by 33 which increased total open position to 260
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 49.1, which was -27.15 lower than the previous day. The implied volatity was 26.28, the open interest changed by 225 which increased total open position to 227
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 76.25, 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 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 76.25, which was -4.40 lower than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 2
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 80.65, which was -30.05 lower than the previous day. The implied volatity was 22.15, the open interest changed by 1 which increased total open position to 1
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, 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 110.7, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 110.7, 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 110.7, which was 110.70 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 -, the open interest changed by 0 which decreased total open position to 0
