TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1860 CE | ||||||||||
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Delta: 0.04
Vega: 0.20
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1710.45 | 1.4 | -2.30 | 36.65 | 1,012 | 186 | 949 | |||
| 19 Dec | 1768.00 | 3.7 | -3.70 | 28.86 | 866 | -174 | 764 | |||
| 18 Dec | 1795.55 | 7.4 | -4.35 | 25.57 | 1,308 | 54 | 938 | |||
| 17 Dec | 1813.55 | 11.75 | -15.15 | 26.13 | 2,181 | -102 | 886 | |||
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| 16 Dec | 1856.25 | 26.9 | 3.95 | 25.88 | 2,036 | 99 | 987 | |||
| 13 Dec | 1840.95 | 22.95 | -10.50 | 20.97 | 2,728 | -159 | 876 | |||
| 12 Dec | 1851.10 | 33.45 | -1.70 | 23.47 | 4,985 | 445 | 1,025 | |||
| 11 Dec | 1839.95 | 35.15 | 24.25 | 26.23 | 3,364 | 305 | 557 | |||
| 10 Dec | 1775.10 | 10.9 | -3.80 | 24.71 | 312 | 0 | 252 | |||
| 9 Dec | 1785.35 | 14.7 | -1.95 | 23.99 | 527 | 48 | 254 | |||
| 6 Dec | 1788.10 | 16.65 | -4.60 | 22.79 | 503 | -18 | 206 | |||
| 5 Dec | 1805.70 | 21.25 | 0.55 | 22.61 | 515 | 104 | 224 | |||
| 4 Dec | 1800.85 | 20.7 | -5.70 | 21.65 | 359 | 12 | 117 | |||
| 3 Dec | 1807.90 | 26.4 | 4.25 | 24.37 | 618 | 20 | 103 | |||
| 2 Dec | 1792.15 | 22.15 | 8.25 | 24.40 | 315 | 34 | 84 | |||
| 29 Nov | 1755.10 | 13.9 | -1.30 | 23.16 | 153 | 18 | 49 | |||
| 28 Nov | 1745.10 | 15.2 | -4.90 | 25.39 | 45 | 6 | 31 | |||
| 27 Nov | 1763.00 | 20.1 | -2.90 | 24.84 | 9 | 5 | 24 | |||
| 26 Nov | 1765.05 | 23 | -9.30 | 25.88 | 23 | 12 | 18 | |||
| 25 Nov | 1784.10 | 32.3 | -37.40 | 26.71 | 6 | 4 | 4 | |||
| 22 Nov | 1738.15 | 69.7 | 0.00 | 5.31 | 0 | 0 | 0 | |||
| 21 Nov | 1711.55 | 69.7 | 0.00 | 6.43 | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 69.7 | 0.00 | 5.34 | 0 | 0 | 0 | |||
| 19 Nov | 1736.70 | 69.7 | 0.00 | 5.34 | 0 | 0 | 0 | |||
| 18 Nov | 1727.35 | 69.7 | 0.00 | 5.40 | 0 | 0 | 0 | |||
| 14 Nov | 1749.90 | 69.7 | 0.00 | 3.81 | 0 | 0 | 0 | |||
| 13 Nov | 1745.10 | 69.7 | 0.00 | 3.94 | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 69.7 | 0.00 | 3.01 | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 69.7 | 69.70 | 1.05 | 0 | 0 | 0 | |||
| 1 Nov | 1790.80 | 0 | 1.80 | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1860 expiring on 26DEC2024
Delta for 1860 CE is 0.04
Historical price for 1860 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 1.4, which was -2.30 lower than the previous day. The implied volatity was 36.65, the open interest changed by 186 which increased total open position to 949
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 3.7, which was -3.70 lower than the previous day. The implied volatity was 28.86, the open interest changed by -174 which decreased total open position to 764
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 7.4, which was -4.35 lower than the previous day. The implied volatity was 25.57, the open interest changed by 54 which increased total open position to 938
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 11.75, which was -15.15 lower than the previous day. The implied volatity was 26.13, the open interest changed by -102 which decreased total open position to 886
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 26.9, which was 3.95 higher than the previous day. The implied volatity was 25.88, the open interest changed by 99 which increased total open position to 987
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 22.95, which was -10.50 lower than the previous day. The implied volatity was 20.97, the open interest changed by -159 which decreased total open position to 876
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 33.45, which was -1.70 lower than the previous day. The implied volatity was 23.47, the open interest changed by 445 which increased total open position to 1025
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 35.15, which was 24.25 higher than the previous day. The implied volatity was 26.23, the open interest changed by 305 which increased total open position to 557
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 10.9, which was -3.80 lower than the previous day. The implied volatity was 24.71, the open interest changed by 0 which decreased total open position to 252
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 14.7, which was -1.95 lower than the previous day. The implied volatity was 23.99, the open interest changed by 48 which increased total open position to 254
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 16.65, which was -4.60 lower than the previous day. The implied volatity was 22.79, the open interest changed by -18 which decreased total open position to 206
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 21.25, which was 0.55 higher than the previous day. The implied volatity was 22.61, the open interest changed by 104 which increased total open position to 224
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 20.7, which was -5.70 lower than the previous day. The implied volatity was 21.65, the open interest changed by 12 which increased total open position to 117
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 26.4, which was 4.25 higher than the previous day. The implied volatity was 24.37, the open interest changed by 20 which increased total open position to 103
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 22.15, which was 8.25 higher than the previous day. The implied volatity was 24.40, the open interest changed by 34 which increased total open position to 84
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 13.9, which was -1.30 lower than the previous day. The implied volatity was 23.16, the open interest changed by 18 which increased total open position to 49
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 15.2, which was -4.90 lower than the previous day. The implied volatity was 25.39, the open interest changed by 6 which increased total open position to 31
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 20.1, which was -2.90 lower than the previous day. The implied volatity was 24.84, the open interest changed by 5 which increased total open position to 24
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 23, which was -9.30 lower than the previous day. The implied volatity was 25.88, the open interest changed by 12 which increased total open position to 18
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 32.3, which was -37.40 lower than the previous day. The implied volatity was 26.71, the open interest changed by 4 which increased total open position to 4
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 69.7, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 6.43, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 69.7, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 69.7, which was 69.70 higher than the previous day. The implied volatity was 1.05, 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 1.80, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 26DEC2024 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1710.45 | 140 | 49.40 | - | 9 | -1 | 255 |
| 19 Dec | 1768.00 | 90.6 | 20.55 | 18.84 | 20 | -5 | 258 |
| 18 Dec | 1795.55 | 70.05 | 13.85 | 29.26 | 90 | -6 | 264 |
| 17 Dec | 1813.55 | 56.2 | 23.60 | 21.56 | 367 | -35 | 268 |
| 16 Dec | 1856.25 | 32.6 | -7.20 | 22.40 | 546 | 93 | 299 |
| 13 Dec | 1840.95 | 39.8 | 0.85 | 23.50 | 455 | -41 | 204 |
| 12 Dec | 1851.10 | 38.95 | -7.05 | 26.56 | 727 | 68 | 245 |
| 11 Dec | 1839.95 | 46 | -36.15 | 27.89 | 407 | 129 | 174 |
| 10 Dec | 1775.10 | 82.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1785.35 | 82.15 | 2.80 | 28.85 | 4 | 0 | 45 |
| 6 Dec | 1788.10 | 79.35 | 11.35 | 26.46 | 17 | 10 | 43 |
| 5 Dec | 1805.70 | 68 | -5.85 | 24.13 | 61 | 13 | 32 |
| 4 Dec | 1800.85 | 73.85 | -49.15 | 27.30 | 19 | 13 | 20 |
| 3 Dec | 1807.90 | 123 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1792.15 | 123 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 123 | 0.00 | 0.00 | 0 | 3 | 0 |
| 28 Nov | 1745.10 | 123 | 27.90 | 30.02 | 3 | 2 | 6 |
| 27 Nov | 1763.00 | 95.1 | 0.00 | 18.88 | 1 | 0 | 3 |
| 26 Nov | 1765.05 | 95.1 | 5.10 | 21.88 | 2 | 0 | 1 |
| 25 Nov | 1784.10 | 90 | -44.35 | 28.21 | 1 | 0 | 0 |
| 22 Nov | 1738.15 | 134.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1711.55 | 134.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 134.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 134.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1727.35 | 134.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1749.90 | 134.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 134.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 134.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 134.35 | 134.35 | - | 0 | 0 | 0 |
| 1 Nov | 1790.80 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1860 expiring on 26DEC2024
Delta for 1860 PE is -
Historical price for 1860 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 140, which was 49.40 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 255
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 90.6, which was 20.55 higher than the previous day. The implied volatity was 18.84, the open interest changed by -5 which decreased total open position to 258
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 70.05, which was 13.85 higher than the previous day. The implied volatity was 29.26, the open interest changed by -6 which decreased total open position to 264
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 56.2, which was 23.60 higher than the previous day. The implied volatity was 21.56, the open interest changed by -35 which decreased total open position to 268
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 32.6, which was -7.20 lower than the previous day. The implied volatity was 22.40, the open interest changed by 93 which increased total open position to 299
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 39.8, which was 0.85 higher than the previous day. The implied volatity was 23.50, the open interest changed by -41 which decreased total open position to 204
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 38.95, which was -7.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by 68 which increased total open position to 245
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 46, which was -36.15 lower than the previous day. The implied volatity was 27.89, the open interest changed by 129 which increased total open position to 174
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 82.15, 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 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 82.15, which was 2.80 higher than the previous day. The implied volatity was 28.85, the open interest changed by 0 which decreased total open position to 45
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 79.35, which was 11.35 higher than the previous day. The implied volatity was 26.46, the open interest changed by 10 which increased total open position to 43
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 68, which was -5.85 lower than the previous day. The implied volatity was 24.13, the open interest changed by 13 which increased total open position to 32
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 73.85, which was -49.15 lower than the previous day. The implied volatity was 27.30, the open interest changed by 13 which increased total open position to 20
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 123, 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 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 123, 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 123, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 123, which was 27.90 higher than the previous day. The implied volatity was 30.02, the open interest changed by 2 which increased total open position to 6
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 95.1, which was 0.00 lower than the previous day. The implied volatity was 18.88, the open interest changed by 0 which decreased total open position to 3
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 95.1, which was 5.10 higher than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 1
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 90, which was -44.35 lower than the previous day. The implied volatity was 28.21, 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 134.35, 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 134.35, 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 134.35, 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 134.35, 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 134.35, 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 134.35, 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 134.35, 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 134.35, 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 134.35, which was 134.35 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
