TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.25
Theta: -0.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 1.55 | -2.10 | 31.10 | 134.5 | -30 | 121.5 | |||
| 20 Nov | 1736.70 | 3.65 | 0.00 | 28.78 | 307 | 6.5 | 155.5 | |||
| 19 Nov | 1736.70 | 3.65 | 0.30 | 28.78 | 307 | 10.5 | 155.5 | |||
| 18 Nov | 1727.35 | 3.35 | -6.05 | 27.26 | 427.5 | -28 | 145.5 | |||
| 14 Nov | 1749.90 | 9.4 | -0.10 | 26.47 | 360.5 | -29.5 | 172.5 | |||
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| 13 Nov | 1745.10 | 9.5 | -1.40 | 26.52 | 408 | 28 | 194 | |||
| 12 Nov | 1759.65 | 10.9 | -6.20 | 25.39 | 232 | 9 | 178 | |||
| 11 Nov | 1767.95 | 17.1 | 0.75 | 25.14 | 208 | -16 | 169.5 | |||
| 8 Nov | 1774.65 | 16.35 | -14.20 | 24.16 | 467 | -1 | 185 | |||
| 7 Nov | 1805.80 | 30.55 | -3.45 | 24.68 | 607.5 | 50 | 187 | |||
| 6 Nov | 1809.05 | 34 | 15.60 | 23.52 | 677 | 63 | 143 | |||
| 5 Nov | 1756.05 | 18.4 | -2.30 | 26.44 | 257 | 11.5 | 81 | |||
| 4 Nov | 1746.35 | 20.7 | -16.30 | 29.22 | 164.5 | 16 | 70 | |||
| 1 Nov | 1790.80 | 37 | 3.50 | 28.41 | 3.5 | 0 | 54 | |||
| 31 Oct | 1774.65 | 33.5 | -7.60 | - | 73 | 25 | 54 | |||
| 30 Oct | 1787.15 | 41.1 | 5.65 | - | 67 | 28 | 30 | |||
| 29 Oct | 1784.05 | 35.45 | -166.20 | - | 3 | 2 | 2 | |||
| 28 Oct | 1787.35 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1777.60 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1787.00 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1779.05 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1799.20 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1852.85 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1873.00 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1830.05 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1922.45 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1931.30 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1951.35 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1963.75 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1951.80 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1949.35 | 201.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2143.10 | 201.65 | 201.65 | - | 0 | 0 | 0 | |||
| 23 Sept | 2007.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1968.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 2021.45 | 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 | |||
| 3 Sept | 1981.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1965.20 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1840 expiring on 28NOV2024
Delta for 1840 CE is 0.05
Historical price for 1840 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 1.55, which was -2.10 lower than the previous day. The implied volatity was 31.10, the open interest changed by -60 which decreased total open position to 243
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 3.65, which was 0.00 lower than the previous day. The implied volatity was 28.78, the open interest changed by 13 which increased total open position to 311
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 3.65, which was 0.30 higher than the previous day. The implied volatity was 28.78, the open interest changed by 21 which increased total open position to 311
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 3.35, which was -6.05 lower than the previous day. The implied volatity was 27.26, the open interest changed by -56 which decreased total open position to 291
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 9.4, which was -0.10 lower than the previous day. The implied volatity was 26.47, the open interest changed by -59 which decreased total open position to 345
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 9.5, which was -1.40 lower than the previous day. The implied volatity was 26.52, the open interest changed by 56 which increased total open position to 388
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 10.9, which was -6.20 lower than the previous day. The implied volatity was 25.39, the open interest changed by 18 which increased total open position to 356
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 17.1, which was 0.75 higher than the previous day. The implied volatity was 25.14, the open interest changed by -32 which decreased total open position to 339
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 16.35, which was -14.20 lower than the previous day. The implied volatity was 24.16, the open interest changed by -2 which decreased total open position to 370
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 30.55, which was -3.45 lower than the previous day. The implied volatity was 24.68, the open interest changed by 100 which increased total open position to 374
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 34, which was 15.60 higher than the previous day. The implied volatity was 23.52, the open interest changed by 126 which increased total open position to 286
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 18.4, which was -2.30 lower than the previous day. The implied volatity was 26.44, the open interest changed by 23 which increased total open position to 162
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 20.7, which was -16.30 lower than the previous day. The implied volatity was 29.22, the open interest changed by 32 which increased total open position to 140
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 37, which was 3.50 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 108
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 33.5, which was -7.60 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 41.1, which was 5.65 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 35.45, which was -166.20 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, 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 201.65, which was 201.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept TATACOMM was trading at 2007.75. 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 12 Sept TATACOMM was trading at 2021.45. 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 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 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 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.47
Theta: -0.96
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 132.1 | 18.50 | 42.33 | 0.5 | 0 | 28 |
| 20 Nov | 1736.70 | 113.6 | 0.00 | 37.46 | 3 | 1.5 | 28 |
| 19 Nov | 1736.70 | 113.6 | 16.65 | 37.46 | 3 | 1.5 | 28 |
| 18 Nov | 1727.35 | 96.95 | 0.00 | 0.00 | 0 | 3.5 | 0 |
| 14 Nov | 1749.90 | 96.95 | 7.45 | 30.90 | 13.5 | 4 | 27 |
| 13 Nov | 1745.10 | 89.5 | 2.55 | 16.95 | 4.5 | 0.5 | 23 |
| 12 Nov | 1759.65 | 86.95 | 9.50 | 22.64 | 22.5 | 2 | 22.5 |
| 11 Nov | 1767.95 | 77.45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 8 Nov | 1774.65 | 77.45 | 19.95 | 22.05 | 51.5 | 0.5 | 22 |
| 7 Nov | 1805.80 | 57.5 | 1.90 | 24.39 | 32 | 3.5 | 21.5 |
| 6 Nov | 1809.05 | 55.6 | -39.60 | 26.16 | 17 | 6.5 | 18 |
| 5 Nov | 1756.05 | 95.2 | -13.05 | 26.03 | 3 | 0.5 | 11.5 |
| 4 Nov | 1746.35 | 108.25 | 13.25 | 29.50 | 33.5 | 7.5 | 12.5 |
| 1 Nov | 1790.80 | 95 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 1774.65 | 95 | 25.00 | - | 6 | 2 | 4 |
| 30 Oct | 1787.15 | 70 | -35.00 | - | 1 | 0 | 1 |
| 29 Oct | 1784.05 | 105 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1787.35 | 105 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1777.60 | 105 | 40.80 | - | 1 | 0 | 1 |
| 24 Oct | 1787.00 | 64.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1779.05 | 64.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 64.2 | 19.20 | - | 1 | 0 | 1 |
| 21 Oct | 1852.85 | 45 | -6.75 | - | 1 | 0 | 1 |
| 18 Oct | 1873.00 | 51.75 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 1830.05 | 51.75 | -23.85 | - | 1 | 0 | 0 |
| 16 Oct | 1922.45 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1931.30 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1951.35 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1963.75 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1951.80 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1949.35 | 75.6 | 75.60 | - | 0 | 0 | 0 |
| 3 Oct | 2143.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 2007.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1968.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 2021.45 | 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 |
| 3 Sept | 1981.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1965.20 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1840 expiring on 28NOV2024
Delta for 1840 PE is -0.88
Historical price for 1840 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 132.1, which was 18.50 higher than the previous day. The implied volatity was 42.33, the open interest changed by 0 which decreased total open position to 56
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 113.6, which was 0.00 lower than the previous day. The implied volatity was 37.46, the open interest changed by 3 which increased total open position to 56
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 113.6, which was 16.65 higher than the previous day. The implied volatity was 37.46, the open interest changed by 3 which increased total open position to 56
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 96.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 96.95, which was 7.45 higher than the previous day. The implied volatity was 30.90, the open interest changed by 8 which increased total open position to 54
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 89.5, which was 2.55 higher than the previous day. The implied volatity was 16.95, the open interest changed by 1 which increased total open position to 46
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 86.95, which was 9.50 higher than the previous day. The implied volatity was 22.64, the open interest changed by 4 which increased total open position to 45
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 77.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 77.45, which was 19.95 higher than the previous day. The implied volatity was 22.05, the open interest changed by 1 which increased total open position to 44
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 57.5, which was 1.90 higher than the previous day. The implied volatity was 24.39, the open interest changed by 7 which increased total open position to 43
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 55.6, which was -39.60 lower than the previous day. The implied volatity was 26.16, the open interest changed by 13 which increased total open position to 36
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 95.2, which was -13.05 lower than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 23
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 108.25, which was 13.25 higher than the previous day. The implied volatity was 29.50, the open interest changed by 15 which increased total open position to 25
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 95, which was 25.00 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 70, which was -35.00 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 105, 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 105, 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 105, which was 40.80 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 64.2, 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 64.2, 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 64.2, which was 19.20 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 45, which was -6.75 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 51.75, 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 51.75, which was -23.85 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 75.6, 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 75.6, 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 75.6, 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 75.6, 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 75.6, 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 75.6, which was 75.60 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept TATACOMM was trading at 2007.75. 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 12 Sept TATACOMM was trading at 2021.45. 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 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 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
