TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1900 CE | ||||||||||
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Delta: 0.03
Vega: 0.15
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1710.45 | 1.05 | -1.10 | 42.04 | 1,150 | -298 | 1,547 | |||
| 19 Dec | 1768.00 | 2.15 | -1.35 | 32.95 | 1,658 | -125 | 1,845 | |||
| 18 Dec | 1795.55 | 3.5 | -2.20 | 28.09 | 1,438 | 5 | 1,971 | |||
| 17 Dec | 1813.55 | 5.7 | -7.05 | 27.95 | 3,100 | -217 | 1,967 | |||
| 16 Dec | 1856.25 | 12.75 | 2.05 | 25.60 | 3,034 | 47 | 2,125 | |||
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| 13 Dec | 1840.95 | 10.7 | -7.20 | 21.44 | 4,458 | 11 | 2,078 | |||
| 12 Dec | 1851.10 | 17.9 | -3.00 | 23.63 | 9,464 | -130 | 2,078 | |||
| 11 Dec | 1839.95 | 20.9 | 15.05 | 26.83 | 9,717 | 430 | 2,180 | |||
| 10 Dec | 1775.10 | 5.85 | -1.80 | 25.86 | 1,049 | -17 | 1,749 | |||
| 9 Dec | 1785.35 | 7.65 | -1.05 | 24.60 | 2,133 | 285 | 1,766 | |||
| 6 Dec | 1788.10 | 8.7 | -2.70 | 23.12 | 1,454 | 47 | 1,466 | |||
| 5 Dec | 1805.70 | 11.4 | -0.45 | 22.76 | 1,399 | 114 | 1,419 | |||
| 4 Dec | 1800.85 | 11.85 | -3.30 | 22.51 | 1,156 | 101 | 1,313 | |||
| 3 Dec | 1807.90 | 15.15 | 2.45 | 24.26 | 2,992 | 13 | 1,211 | |||
| 2 Dec | 1792.15 | 12.7 | 4.75 | 24.44 | 1,493 | 252 | 1,193 | |||
| 29 Nov | 1755.10 | 7.95 | -0.25 | 23.63 | 772 | 147 | 941 | |||
| 28 Nov | 1745.10 | 8.2 | -3.65 | 24.90 | 955 | 218 | 766 | |||
| 27 Nov | 1763.00 | 11.85 | -3.30 | 25.47 | 448 | 193 | 548 | |||
| 26 Nov | 1765.05 | 15.15 | -5.65 | 26.93 | 688 | -23 | 354 | |||
| 25 Nov | 1784.10 | 20.8 | 10.20 | 25.90 | 696 | 330 | 376 | |||
| 22 Nov | 1738.15 | 10.6 | 1.90 | 24.81 | 66 | 31 | 77 | |||
| 21 Nov | 1711.55 | 8.7 | -4.85 | 26.39 | 107 | 19 | 47 | |||
| 20 Nov | 1736.70 | 13.55 | 0.00 | 26.89 | 31 | 5 | 28 | |||
| 19 Nov | 1736.70 | 13.55 | 1.30 | 26.89 | 31 | 5 | 28 | |||
| 18 Nov | 1727.35 | 12.25 | -14.75 | 25.96 | 17 | 11 | 23 | |||
| 14 Nov | 1749.90 | 27 | 1.50 | 30.12 | 4 | 2 | 10 | |||
| 13 Nov | 1745.10 | 25.5 | -18.50 | 29.56 | 7 | 6 | 7 | |||
| 6 Nov | 1809.05 | 44 | 26.35 | 1 | 0 | 1 | ||||
For Tata Communications Ltd - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.03
Historical price for 1900 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 1.05, which was -1.10 lower than the previous day. The implied volatity was 42.04, the open interest changed by -298 which decreased total open position to 1547
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 2.15, which was -1.35 lower than the previous day. The implied volatity was 32.95, the open interest changed by -125 which decreased total open position to 1845
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 3.5, which was -2.20 lower than the previous day. The implied volatity was 28.09, the open interest changed by 5 which increased total open position to 1971
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 5.7, which was -7.05 lower than the previous day. The implied volatity was 27.95, the open interest changed by -217 which decreased total open position to 1967
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 12.75, which was 2.05 higher than the previous day. The implied volatity was 25.60, the open interest changed by 47 which increased total open position to 2125
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 10.7, which was -7.20 lower than the previous day. The implied volatity was 21.44, the open interest changed by 11 which increased total open position to 2078
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 17.9, which was -3.00 lower than the previous day. The implied volatity was 23.63, the open interest changed by -130 which decreased total open position to 2078
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 20.9, which was 15.05 higher than the previous day. The implied volatity was 26.83, the open interest changed by 430 which increased total open position to 2180
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 5.85, which was -1.80 lower than the previous day. The implied volatity was 25.86, the open interest changed by -17 which decreased total open position to 1749
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 7.65, which was -1.05 lower than the previous day. The implied volatity was 24.60, the open interest changed by 285 which increased total open position to 1766
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 8.7, which was -2.70 lower than the previous day. The implied volatity was 23.12, the open interest changed by 47 which increased total open position to 1466
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 11.4, which was -0.45 lower than the previous day. The implied volatity was 22.76, the open interest changed by 114 which increased total open position to 1419
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 11.85, which was -3.30 lower than the previous day. The implied volatity was 22.51, the open interest changed by 101 which increased total open position to 1313
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 15.15, which was 2.45 higher than the previous day. The implied volatity was 24.26, the open interest changed by 13 which increased total open position to 1211
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 12.7, which was 4.75 higher than the previous day. The implied volatity was 24.44, the open interest changed by 252 which increased total open position to 1193
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 7.95, which was -0.25 lower than the previous day. The implied volatity was 23.63, the open interest changed by 147 which increased total open position to 941
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 8.2, which was -3.65 lower than the previous day. The implied volatity was 24.90, the open interest changed by 218 which increased total open position to 766
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 11.85, which was -3.30 lower than the previous day. The implied volatity was 25.47, the open interest changed by 193 which increased total open position to 548
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 15.15, which was -5.65 lower than the previous day. The implied volatity was 26.93, the open interest changed by -23 which decreased total open position to 354
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 20.8, which was 10.20 higher than the previous day. The implied volatity was 25.90, the open interest changed by 330 which increased total open position to 376
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 10.6, which was 1.90 higher than the previous day. The implied volatity was 24.81, the open interest changed by 31 which increased total open position to 77
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 8.7, which was -4.85 lower than the previous day. The implied volatity was 26.39, the open interest changed by 19 which increased total open position to 47
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 13.55, which was 0.00 lower than the previous day. The implied volatity was 26.89, the open interest changed by 5 which increased total open position to 28
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 13.55, which was 1.30 higher than the previous day. The implied volatity was 26.89, the open interest changed by 5 which increased total open position to 28
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 12.25, which was -14.75 lower than the previous day. The implied volatity was 25.96, the open interest changed by 11 which increased total open position to 23
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 27, which was 1.50 higher than the previous day. The implied volatity was 30.12, the open interest changed by 2 which increased total open position to 10
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 25.5, which was -18.50 lower than the previous day. The implied volatity was 29.56, the open interest changed by 6 which increased total open position to 7
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 44, which was lower than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 1
| TATACOMM 26DEC2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.32
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1710.45 | 189.65 | 62.05 | 55.42 | 8 | -7 | 614 |
| 19 Dec | 1768.00 | 127.6 | 16.85 | - | 23 | -2 | 622 |
| 18 Dec | 1795.55 | 110.75 | 16.25 | 40.46 | 14 | 2 | 624 |
| 17 Dec | 1813.55 | 94.5 | 35.55 | 28.54 | 33 | -1 | 622 |
| 16 Dec | 1856.25 | 58.95 | -8.45 | 21.92 | 56 | -19 | 623 |
| 13 Dec | 1840.95 | 67.4 | 4.40 | 24.50 | 94 | 4 | 643 |
| 12 Dec | 1851.10 | 63 | -9.95 | 26.81 | 219 | 70 | 638 |
| 11 Dec | 1839.95 | 72.95 | -47.05 | 29.65 | 137 | -3 | 566 |
| 10 Dec | 1775.10 | 120 | 11.00 | 22.23 | 5 | 2 | 571 |
| 9 Dec | 1785.35 | 109 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 1788.10 | 109 | 10.30 | 25.95 | 2 | 0 | 568 |
| 5 Dec | 1805.70 | 98.7 | -2.30 | 25.24 | 25 | -2 | 569 |
| 4 Dec | 1800.85 | 101 | 1.60 | 26.60 | 7 | 1 | 571 |
| 3 Dec | 1807.90 | 99.4 | -13.60 | 25.44 | 80 | -5 | 569 |
| 2 Dec | 1792.15 | 113 | -28.50 | 26.34 | 116 | 3 | 572 |
| 29 Nov | 1755.10 | 141.5 | -8.15 | 27.32 | 52 | 5 | 569 |
| 28 Nov | 1745.10 | 149.65 | 15.65 | 25.79 | 180 | 90 | 563 |
| 27 Nov | 1763.00 | 134 | -1.00 | 23.21 | 195 | 179 | 474 |
| 26 Nov | 1765.05 | 135 | 14.20 | 27.46 | 77 | 53 | 292 |
| 25 Nov | 1784.10 | 120.8 | -49.20 | 29.89 | 315 | 229 | 237 |
| 22 Nov | 1738.15 | 170 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1711.55 | 170 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 170 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 170 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Nov | 1727.35 | 170 | 9.60 | 29.15 | 8 | 6 | 6 |
| 14 Nov | 1749.90 | 160.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1745.10 | 160.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 160.4 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -0.92
Historical price for 1900 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 189.65, which was 62.05 higher than the previous day. The implied volatity was 55.42, the open interest changed by -7 which decreased total open position to 614
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 127.6, which was 16.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 622
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 110.75, which was 16.25 higher than the previous day. The implied volatity was 40.46, the open interest changed by 2 which increased total open position to 624
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 94.5, which was 35.55 higher than the previous day. The implied volatity was 28.54, the open interest changed by -1 which decreased total open position to 622
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 58.95, which was -8.45 lower than the previous day. The implied volatity was 21.92, the open interest changed by -19 which decreased total open position to 623
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 67.4, which was 4.40 higher than the previous day. The implied volatity was 24.50, the open interest changed by 4 which increased total open position to 643
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 63, which was -9.95 lower than the previous day. The implied volatity was 26.81, the open interest changed by 70 which increased total open position to 638
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 72.95, which was -47.05 lower than the previous day. The implied volatity was 29.65, the open interest changed by -3 which decreased total open position to 566
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 120, which was 11.00 higher than the previous day. The implied volatity was 22.23, the open interest changed by 2 which increased total open position to 571
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 109, 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 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 109, which was 10.30 higher than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 568
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 98.7, which was -2.30 lower than the previous day. The implied volatity was 25.24, the open interest changed by -2 which decreased total open position to 569
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 101, which was 1.60 higher than the previous day. The implied volatity was 26.60, the open interest changed by 1 which increased total open position to 571
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 99.4, which was -13.60 lower than the previous day. The implied volatity was 25.44, the open interest changed by -5 which decreased total open position to 569
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 113, which was -28.50 lower than the previous day. The implied volatity was 26.34, the open interest changed by 3 which increased total open position to 572
On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 141.5, which was -8.15 lower than the previous day. The implied volatity was 27.32, the open interest changed by 5 which increased total open position to 569
On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 149.65, which was 15.65 higher than the previous day. The implied volatity was 25.79, the open interest changed by 90 which increased total open position to 563
On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 134, which was -1.00 lower than the previous day. The implied volatity was 23.21, the open interest changed by 179 which increased total open position to 474
On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 135, which was 14.20 higher than the previous day. The implied volatity was 27.46, the open interest changed by 53 which increased total open position to 292
On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 120.8, which was -49.20 lower than the previous day. The implied volatity was 29.89, the open interest changed by 229 which increased total open position to 237
On 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 170, 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 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 170, 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 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 170, 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 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 170, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 170, which was 9.60 higher than the previous day. The implied volatity was 29.15, the open interest changed by 6 which increased total open position to 6
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 160.4, 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 160.4, 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 160.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
