TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 1.60
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 17 | 5.00 | 25.64 | 56 | 16 | 50 | |||
| 24 Dec | 1721.80 | 12 | -15.75 | 24.37 | 43 | 32 | 33 | |||
| 23 Dec | 1709.45 | 27.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Dec | 1710.45 | 27.75 | -34.60 | 31.15 | 5 | 2 | 2 | |||
| 19 Dec | 1768.00 | 62.35 | 0.00 | 3.32 | 0 | 0 | 0 | |||
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| 18 Dec | 1795.55 | 62.35 | 0.00 | 1.92 | 0 | 0 | 0 | |||
| 17 Dec | 1813.55 | 62.35 | 0.00 | 1.39 | 0 | 0 | 0 | |||
| 16 Dec | 1856.25 | 62.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1840.95 | 62.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1851.10 | 62.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1839.95 | 62.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1775.10 | 62.35 | 0.00 | 2.48 | 0 | 0 | 0 | |||
| 4 Dec | 1800.85 | 62.35 | 0.00 | 1.21 | 0 | 0 | 0 | |||
| 3 Dec | 1807.90 | 62.35 | 0.00 | 1.00 | 0 | 0 | 0 | |||
| 2 Dec | 1792.15 | 62.35 | 1.59 | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1860 expiring on 30JAN2025
Delta for 1860 CE is 0.22
Historical price for 1860 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 17, which was 5.00 higher than the previous day. The implied volatity was 25.64, the open interest changed by 16 which increased total open position to 50
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 12, which was -15.75 lower than the previous day. The implied volatity was 24.37, the open interest changed by 32 which increased total open position to 33
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 27.75, 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 Dec TATACOMM was trading at 1710.45. The strike last trading price was 27.75, which was -34.60 lower than the previous day. The implied volatity was 31.15, the open interest changed by 2 which increased total open position to 2
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 62.35, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 62.35, which was 0.00 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 62.35, which was 0.00 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 62.35, 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 Dec TATACOMM was trading at 1840.95. The strike last trading price was 62.35, 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 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 62.35, 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 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 62.35, 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 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 62.35, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 62.35, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 62.35, which was 0.00 lower than the previous day. The implied volatity was 1.00, 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 62.35, which was lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 30JAN2025 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 1.59
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 130 | -23.95 | 25.33 | 3 | 2 | 2 |
| 24 Dec | 1721.80 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1709.45 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1710.45 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1768.00 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1795.55 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1813.55 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1856.25 | 153.95 | 0.00 | 0.71 | 0 | 0 | 0 |
| 13 Dec | 1840.95 | 153.95 | 0.00 | 0.38 | 0 | 0 | 0 |
| 12 Dec | 1851.10 | 153.95 | 0.00 | 0.64 | 0 | 0 | 0 |
| 11 Dec | 1839.95 | 153.95 | 0.00 | 0.43 | 0 | 0 | 0 |
| 10 Dec | 1775.10 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1800.85 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1807.90 | 153.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1792.15 | 153.95 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1860 expiring on 30JAN2025
Delta for 1860 PE is -0.78
Historical price for 1860 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 130, which was -23.95 lower than the previous day. The implied volatity was 25.33, the open interest changed by 2 which increased total open position to 2
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 153.95, 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 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 153.95, 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 Dec TATACOMM was trading at 1710.45. The strike last trading price was 153.95, 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 Dec TATACOMM was trading at 1768.00. The strike last trading price was 153.95, 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 Dec TATACOMM was trading at 1795.55. The strike last trading price was 153.95, 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 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 153.95, 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 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 153.95, which was 0.00 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 153.95, which was 0.00 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 153.95, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 153.95, which was 0.00 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 153.95, 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 Dec TATACOMM was trading at 1800.85. The strike last trading price was 153.95, 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 153.95, 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 153.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
