TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.15
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 0.9 | -0.40 | 38.13 | 110.5 | -24.5 | 395 | |||
| 20 Nov | 1736.70 | 1.3 | 0.00 | 32.24 | 72.5 | -41 | 420 | |||
| 19 Nov | 1736.70 | 1.3 | 0.05 | 32.24 | 72.5 | -40.5 | 420 | |||
| 18 Nov | 1727.35 | 1.25 | -1.45 | 30.74 | 215.5 | -24 | 461.5 | |||
| 14 Nov | 1749.90 | 2.7 | -0.80 | 26.53 | 240 | -17.5 | 485.5 | |||
| 13 Nov | 1745.10 | 3.5 | -0.15 | 27.87 | 490 | -15 | 503 | |||
| 12 Nov | 1759.65 | 3.65 | -2.80 | 26.00 | 721 | -43.5 | 565.5 | |||
| 11 Nov | 1767.95 | 6.45 | 0.40 | 25.77 | 531.5 | 92 | 609.5 | |||
| 8 Nov | 1774.65 | 6.05 | -7.00 | 24.41 | 707.5 | 2.5 | 514.5 | |||
| 7 Nov | 1805.80 | 13.05 | -2.15 | 24.57 | 577.5 | 10.5 | 512 | |||
| 6 Nov | 1809.05 | 15.2 | 6.50 | 23.79 | 517.5 | 16.5 | 501.5 | |||
| 5 Nov | 1756.05 | 8.7 | -1.55 | 27.44 | 316 | 45 | 484.5 | |||
| 4 Nov | 1746.35 | 10.25 | -9.40 | 29.76 | 639 | 64.5 | 437.5 | |||
| 1 Nov | 1790.80 | 19.65 | 2.65 | 29.19 | 75.5 | 22 | 372 | |||
| 31 Oct | 1774.65 | 17 | -5.00 | - | 468 | 84 | 349 | |||
| 30 Oct | 1787.15 | 22 | -2.45 | - | 349 | 71 | 262 | |||
| 29 Oct | 1784.05 | 24.45 | -0.55 | - | 138 | -4 | 191 | |||
| 28 Oct | 1787.35 | 25 | -1.10 | - | 79 | 27 | 196 | |||
| 25 Oct | 1777.60 | 26.1 | -6.90 | - | 114 | -10 | 169 | |||
| 24 Oct | 1787.00 | 33 | 5.30 | - | 280 | 9 | 179 | |||
| 23 Oct | 1779.05 | 27.7 | -7.30 | - | 45 | 8 | 169 | |||
| 22 Oct | 1799.20 | 35 | -18.90 | - | 62 | 40 | 160 | |||
| 21 Oct | 1852.85 | 53.9 | -6.15 | - | 61 | 5 | 120 | |||
| 18 Oct | 1873.00 | 60.05 | 15.55 | - | 190 | 66 | 116 | |||
| 17 Oct | 1830.05 | 44.5 | -53.00 | - | 73 | 49 | 50 | |||
| 16 Oct | 1922.45 | 97.5 | 0.00 | - | 0 | 1 | 0 | |||
| 15 Oct | 1931.30 | 97.5 | -199.05 | - | 1 | 0 | 0 | |||
| 14 Oct | 1951.35 | 296.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1963.75 | 296.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1951.80 | 296.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 1949.35 | 296.55 | 296.55 | - | 0 | 0 | 0 | |||
| 3 Oct | 2143.10 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1900 expiring on 28NOV2024
Delta for 1900 CE is 0.03
Historical price for 1900 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 38.13, the open interest changed by -49 which decreased total open position to 790
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by -82 which decreased total open position to 840
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 32.24, the open interest changed by -81 which decreased total open position to 840
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 1.25, which was -1.45 lower than the previous day. The implied volatity was 30.74, the open interest changed by -48 which decreased total open position to 923
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 2.7, which was -0.80 lower than the previous day. The implied volatity was 26.53, the open interest changed by -35 which decreased total open position to 971
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 3.5, which was -0.15 lower than the previous day. The implied volatity was 27.87, the open interest changed by -30 which decreased total open position to 1006
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 3.65, which was -2.80 lower than the previous day. The implied volatity was 26.00, the open interest changed by -87 which decreased total open position to 1131
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 6.45, which was 0.40 higher than the previous day. The implied volatity was 25.77, the open interest changed by 184 which increased total open position to 1219
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 6.05, which was -7.00 lower than the previous day. The implied volatity was 24.41, the open interest changed by 5 which increased total open position to 1029
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 13.05, which was -2.15 lower than the previous day. The implied volatity was 24.57, the open interest changed by 21 which increased total open position to 1024
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 15.2, which was 6.50 higher than the previous day. The implied volatity was 23.79, the open interest changed by 33 which increased total open position to 1003
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 8.7, which was -1.55 lower than the previous day. The implied volatity was 27.44, the open interest changed by 90 which increased total open position to 969
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 10.25, which was -9.40 lower than the previous day. The implied volatity was 29.76, the open interest changed by 129 which increased total open position to 875
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 19.65, which was 2.65 higher than the previous day. The implied volatity was 29.19, the open interest changed by 44 which increased total open position to 744
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 17, which was -5.00 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 22, which was -2.45 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 24.45, which was -0.55 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 25, which was -1.10 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 26.1, which was -6.90 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 33, which was 5.30 higher 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 27.7, which was -7.30 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 35, which was -18.90 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 53.9, which was -6.15 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 60.05, which was 15.55 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 44.5, which was -53.00 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 97.5, 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 97.5, which was -199.05 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 296.55, 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 296.55, 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 296.55, 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 296.55, which was 296.55 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 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.31
Theta: -0.61
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 189.8 | 61.20 | 49.18 | 11 | -1 | 276 |
| 20 Nov | 1736.70 | 128.6 | 0.00 | - | 1.5 | -1 | 277 |
| 19 Nov | 1736.70 | 128.6 | -46.40 | - | 1.5 | -1 | 277 |
| 18 Nov | 1727.35 | 175 | 24.65 | 45.95 | 5.5 | -2.5 | 281 |
| 14 Nov | 1749.90 | 150.35 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 1745.10 | 150.35 | 18.40 | 27.37 | 2 | -1 | 283.5 |
| 12 Nov | 1759.65 | 131.95 | 4.95 | - | 7 | -0.5 | 285 |
| 11 Nov | 1767.95 | 127 | 8.35 | 30.52 | 9.5 | 0.5 | 286 |
| 8 Nov | 1774.65 | 118.65 | 27.70 | - | 25.5 | 2.5 | 285.5 |
| 7 Nov | 1805.80 | 90.95 | -4.90 | 16.14 | 11.5 | -3 | 283 |
| 6 Nov | 1809.05 | 95.85 | -47.50 | 26.60 | 39.5 | 0.5 | 286 |
| 5 Nov | 1756.05 | 143.35 | -14.50 | 24.93 | 7 | -4.5 | 285.5 |
| 4 Nov | 1746.35 | 157.85 | 38.80 | 30.55 | 13 | 1 | 290 |
| 1 Nov | 1790.80 | 119.05 | -10.95 | 24.57 | 1 | 0 | 289 |
| 31 Oct | 1774.65 | 130 | 19.75 | - | 70 | 56 | 288 |
| 30 Oct | 1787.15 | 110.25 | -12.25 | - | 119 | 105 | 232 |
| 29 Oct | 1784.05 | 122.5 | 6.50 | - | 21 | 19 | 126 |
| 28 Oct | 1787.35 | 116 | -22.00 | - | 22 | 21 | 106 |
| 25 Oct | 1777.60 | 138 | 20.50 | - | 37 | 33 | 85 |
| 24 Oct | 1787.00 | 117.5 | 7.50 | - | 19 | 16 | 51 |
| 23 Oct | 1779.05 | 110 | 15.00 | - | 1 | 0 | 35 |
| 22 Oct | 1799.20 | 95 | 13.55 | - | 9 | 6 | 36 |
| 21 Oct | 1852.85 | 81.45 | 2.10 | - | 26 | 10 | 30 |
| 18 Oct | 1873.00 | 79.35 | -30.75 | - | 13 | 5 | 20 |
| 17 Oct | 1830.05 | 110.1 | 58.10 | - | 15 | 6 | 19 |
| 16 Oct | 1922.45 | 52 | 3.70 | - | 8 | 2 | 11 |
| 15 Oct | 1931.30 | 48.3 | 0.70 | - | 13 | 3 | 9 |
| 14 Oct | 1951.35 | 47.6 | -0.60 | - | 6 | 3 | 6 |
| 11 Oct | 1963.75 | 48.2 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 1951.80 | 48.2 | -11.80 | - | 2 | 1 | 3 |
| 9 Oct | 1949.35 | 60 | 60.00 | - | 2 | 1 | 1 |
| 3 Oct | 2143.10 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1900 expiring on 28NOV2024
Delta for 1900 PE is -0.93
Historical price for 1900 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 189.8, which was 61.20 higher than the previous day. The implied volatity was 49.18, the open interest changed by -2 which decreased total open position to 552
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 128.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 554
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 128.6, which was -46.40 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 554
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 175, which was 24.65 higher than the previous day. The implied volatity was 45.95, the open interest changed by -5 which decreased total open position to 562
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 150.35, 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 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 150.35, which was 18.40 higher than the previous day. The implied volatity was 27.37, the open interest changed by -2 which decreased total open position to 567
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 131.95, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 570
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 127, which was 8.35 higher than the previous day. The implied volatity was 30.52, the open interest changed by 1 which increased total open position to 572
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 118.65, which was 27.70 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 571
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 90.95, which was -4.90 lower than the previous day. The implied volatity was 16.14, the open interest changed by -6 which decreased total open position to 566
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 95.85, which was -47.50 lower than the previous day. The implied volatity was 26.60, the open interest changed by 1 which increased total open position to 572
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 143.35, which was -14.50 lower than the previous day. The implied volatity was 24.93, the open interest changed by -9 which decreased total open position to 571
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 157.85, which was 38.80 higher than the previous day. The implied volatity was 30.55, the open interest changed by 2 which increased total open position to 580
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 119.05, which was -10.95 lower than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 578
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 130, which was 19.75 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 110.25, which was -12.25 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 122.5, which was 6.50 higher 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 116, which was -22.00 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 138, which was 20.50 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 117.5, which was 7.50 higher 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 110, which was 15.00 higher 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 95, which was 13.55 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 81.45, which was 2.10 higher 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 79.35, which was -30.75 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 110.1, which was 58.10 higher 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 52, which was 3.70 higher 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 48.3, which was 0.70 higher 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 47.6, which was -0.60 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 48.2, 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 10 Oct TATACOMM was trading at 1951.80. The strike last trading price was 48.2, which was -11.80 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 60, which was 60.00 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
