TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.34
Theta: -0.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 2.4 | -3.40 | 30.06 | 148 | -34.5 | 83.5 | |||
| 20 Nov | 1736.70 | 5.8 | 0.00 | 28.55 | 267.5 | -2.5 | 119 | |||
| 19 Nov | 1736.70 | 5.8 | 0.75 | 28.55 | 267.5 | -1.5 | 119 | |||
| 18 Nov | 1727.35 | 5.05 | -8.60 | 26.55 | 306.5 | 31.5 | 121 | |||
| 14 Nov | 1749.90 | 13.65 | 0.65 | 26.58 | 240 | -2 | 91 | |||
| 13 Nov | 1745.10 | 13 | -2.80 | 26.04 | 358 | 9 | 93 | |||
| 12 Nov | 1759.65 | 15.8 | -7.10 | 25.70 | 301 | 16.5 | 101 | |||
| 11 Nov | 1767.95 | 22.9 | 1.35 | 24.91 | 187 | 7 | 84 | |||
| 8 Nov | 1774.65 | 21.55 | -17.85 | 23.81 | 311.5 | 5.5 | 78 | |||
| 7 Nov | 1805.80 | 39.4 | -3.85 | 24.93 | 405 | 12 | 71 | |||
| 6 Nov | 1809.05 | 43.25 | 19.60 | 23.56 | 343 | 31.5 | 61.5 | |||
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| 5 Nov | 1756.05 | 23.65 | -2.65 | 26.32 | 98 | 8.5 | 30 | |||
| 4 Nov | 1746.35 | 26.3 | -18.70 | 29.38 | 87 | 4.5 | 21.5 | |||
| 1 Nov | 1790.80 | 45 | 3.60 | 29.56 | 5.5 | -1.5 | 16.5 | |||
| 31 Oct | 1774.65 | 41.4 | -7.70 | - | 41 | 16 | 17 | |||
| 30 Oct | 1787.15 | 49.1 | -313.90 | - | 2 | 1 | 1 | |||
| 29 Oct | 1784.05 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1787.35 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1777.60 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1787.00 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1779.05 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1852.85 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1873.00 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1830.05 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1922.45 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1931.30 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1951.35 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1963.75 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1951.80 | 363 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1949.35 | 363 | 363.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2143.10 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1820 expiring on 28NOV2024
Delta for 1820 CE is 0.08
Historical price for 1820 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 2.4, which was -3.40 lower than the previous day. The implied volatity was 30.06, the open interest changed by -69 which decreased total open position to 167
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 28.55, the open interest changed by -5 which decreased total open position to 238
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 5.8, which was 0.75 higher than the previous day. The implied volatity was 28.55, the open interest changed by -3 which decreased total open position to 238
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 5.05, which was -8.60 lower than the previous day. The implied volatity was 26.55, the open interest changed by 63 which increased total open position to 242
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 13.65, which was 0.65 higher than the previous day. The implied volatity was 26.58, the open interest changed by -4 which decreased total open position to 182
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 13, which was -2.80 lower than the previous day. The implied volatity was 26.04, the open interest changed by 18 which increased total open position to 186
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 15.8, which was -7.10 lower than the previous day. The implied volatity was 25.70, the open interest changed by 33 which increased total open position to 202
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 22.9, which was 1.35 higher than the previous day. The implied volatity was 24.91, the open interest changed by 14 which increased total open position to 168
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 21.55, which was -17.85 lower than the previous day. The implied volatity was 23.81, the open interest changed by 11 which increased total open position to 156
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 39.4, which was -3.85 lower than the previous day. The implied volatity was 24.93, the open interest changed by 24 which increased total open position to 142
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 43.25, which was 19.60 higher than the previous day. The implied volatity was 23.56, the open interest changed by 63 which increased total open position to 123
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 23.65, which was -2.65 lower than the previous day. The implied volatity was 26.32, the open interest changed by 17 which increased total open position to 60
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 26.3, which was -18.70 lower than the previous day. The implied volatity was 29.38, the open interest changed by 9 which increased total open position to 43
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 45, which was 3.60 higher than the previous day. The implied volatity was 29.56, the open interest changed by -3 which decreased total open position to 33
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 41.4, which was -7.70 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 49.1, which was -313.90 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 363, 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 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 363, 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 363, 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 363, 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 363, 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 363, 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 363, 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 363, 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 363, 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 363, 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 363, 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 363, 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 363, 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 363, 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 363, which was 363.00 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 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 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 92.45 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 20 Nov | 1736.70 | 92.45 | 0.00 | 31.18 | 7.5 | -0.5 | 51 |
| 19 Nov | 1736.70 | 92.45 | -0.75 | 31.18 | 7.5 | -0.5 | 51 |
| 18 Nov | 1727.35 | 93.2 | 19.75 | 27.15 | 5.5 | 0 | 51.5 |
| 14 Nov | 1749.90 | 73.45 | 5.20 | 23.36 | 19.5 | -1 | 51 |
| 13 Nov | 1745.10 | 68.25 | -3.70 | 11.26 | 25.5 | -20.5 | 52 |
| 12 Nov | 1759.65 | 71.95 | 8.85 | 23.40 | 65.5 | 8.5 | 93.5 |
| 11 Nov | 1767.95 | 63.1 | -1.80 | 27.41 | 12 | 0 | 85.5 |
| 8 Nov | 1774.65 | 64.9 | 18.75 | 23.35 | 134 | -6 | 84.5 |
| 7 Nov | 1805.80 | 46.15 | 2.75 | 24.46 | 194.5 | 62 | 90 |
| 6 Nov | 1809.05 | 43.4 | -41.85 | 25.30 | 32 | 10.5 | 28.5 |
| 5 Nov | 1756.05 | 85.25 | -6.00 | 28.88 | 1.5 | 0 | 18.5 |
| 4 Nov | 1746.35 | 91.25 | 11.25 | 27.92 | 49.5 | 12 | 19 |
| 1 Nov | 1790.80 | 80 | 5.00 | 33.93 | 1 | 0 | 7 |
| 31 Oct | 1774.65 | 75 | 18.00 | - | 4 | 1 | 7 |
| 30 Oct | 1787.15 | 57 | 4.85 | - | 19 | 6 | 6 |
| 29 Oct | 1784.05 | 52.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1787.35 | 52.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1777.60 | 52.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1787.00 | 52.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1779.05 | 52.15 | 0.00 | - | 0 | -1 | 0 |
| 22 Oct | 1799.20 | 52.15 | 13.15 | - | 1 | 0 | 1 |
| 21 Oct | 1852.85 | 39 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 1873.00 | 39 | 23.90 | - | 1 | 0 | 0 |
| 17 Oct | 1830.05 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1922.45 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1931.30 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1951.35 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1963.75 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1951.80 | 15.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1949.35 | 15.1 | 15.10 | - | 0 | 0 | 0 |
| 3 Oct | 2143.10 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1820 expiring on 28NOV2024
Delta for 1820 PE is 0.00
Historical price for 1820 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 92.45, 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 Nov TATACOMM was trading at 1736.70. The strike last trading price was 92.45, which was 0.00 lower than the previous day. The implied volatity was 31.18, the open interest changed by -1 which decreased total open position to 102
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 92.45, which was -0.75 lower than the previous day. The implied volatity was 31.18, the open interest changed by -1 which decreased total open position to 102
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 93.2, which was 19.75 higher than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 103
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 73.45, which was 5.20 higher than the previous day. The implied volatity was 23.36, the open interest changed by -2 which decreased total open position to 102
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 68.25, which was -3.70 lower than the previous day. The implied volatity was 11.26, the open interest changed by -41 which decreased total open position to 104
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 71.95, which was 8.85 higher than the previous day. The implied volatity was 23.40, the open interest changed by 17 which increased total open position to 187
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 63.1, which was -1.80 lower than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 171
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 64.9, which was 18.75 higher than the previous day. The implied volatity was 23.35, the open interest changed by -12 which decreased total open position to 169
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 46.15, which was 2.75 higher than the previous day. The implied volatity was 24.46, the open interest changed by 124 which increased total open position to 180
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 43.4, which was -41.85 lower than the previous day. The implied volatity was 25.30, the open interest changed by 21 which increased total open position to 57
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 85.25, which was -6.00 lower than the previous day. The implied volatity was 28.88, the open interest changed by 0 which decreased total open position to 37
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 91.25, which was 11.25 higher than the previous day. The implied volatity was 27.92, the open interest changed by 24 which increased total open position to 38
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 80, which was 5.00 higher than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 14
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 75, which was 18.00 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 57, which was 4.85 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 52.15, 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 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 52.15, 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 52.15, 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 52.15, 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 52.15, 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 52.15, which was 13.15 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 39, 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 39, which was 23.90 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, 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 15.1, which was 15.10 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
