TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 1.29
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 11.1 | 5.00 | 26.16 | 1,183 | 110 | 936 | |||
| 24 Dec | 1721.80 | 6.1 | -1.85 | 23.45 | 1,369 | 450 | 750 | |||
| 23 Dec | 1709.45 | 7.95 | -1.95 | 23.81 | 244 | 35 | 300 | |||
| 20 Dec | 1710.45 | 9.9 | -10.10 | 24.89 | 158 | 36 | 258 | |||
| 19 Dec | 1768.00 | 20 | -7.00 | 24.38 | 152 | 58 | 222 | |||
| 18 Dec | 1795.55 | 27 | -7.85 | 23.48 | 129 | 36 | 163 | |||
| 17 Dec | 1813.55 | 34.85 | -15.15 | 25.08 | 76 | 18 | 125 | |||
| 16 Dec | 1856.25 | 50 | -2.95 | 24.80 | 88 | 58 | 106 | |||
| 13 Dec | 1840.95 | 52.95 | -4.00 | 25.73 | 56 | 15 | 46 | |||
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| 12 Dec | 1851.10 | 56.95 | -0.05 | 24.88 | 52 | 15 | 31 | |||
| 11 Dec | 1839.95 | 57 | 27.95 | 25.90 | 24 | 10 | 15 | |||
| 10 Dec | 1775.10 | 29.05 | -21.20 | 24.69 | 5 | 4 | 4 | |||
| 4 Dec | 1800.85 | 50.25 | 0.00 | 2.72 | 0 | 0 | 0 | |||
| 3 Dec | 1807.90 | 50.25 | 2.50 | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1900 expiring on 30JAN2025
Delta for 1900 CE is 0.16
Historical price for 1900 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 11.1, which was 5.00 higher than the previous day. The implied volatity was 26.16, the open interest changed by 110 which increased total open position to 936
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 6.1, which was -1.85 lower than the previous day. The implied volatity was 23.45, the open interest changed by 450 which increased total open position to 750
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 7.95, which was -1.95 lower than the previous day. The implied volatity was 23.81, the open interest changed by 35 which increased total open position to 300
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 9.9, which was -10.10 lower than the previous day. The implied volatity was 24.89, the open interest changed by 36 which increased total open position to 258
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 20, which was -7.00 lower than the previous day. The implied volatity was 24.38, the open interest changed by 58 which increased total open position to 222
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 27, which was -7.85 lower than the previous day. The implied volatity was 23.48, the open interest changed by 36 which increased total open position to 163
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 34.85, which was -15.15 lower than the previous day. The implied volatity was 25.08, the open interest changed by 18 which increased total open position to 125
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 50, which was -2.95 lower than the previous day. The implied volatity was 24.80, the open interest changed by 58 which increased total open position to 106
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 52.95, which was -4.00 lower than the previous day. The implied volatity was 25.73, the open interest changed by 15 which increased total open position to 46
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 56.95, which was -0.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by 15 which increased total open position to 31
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 57, which was 27.95 higher than the previous day. The implied volatity was 25.90, the open interest changed by 10 which increased total open position to 15
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 29.05, which was -21.20 lower than the previous day. The implied volatity was 24.69, the open interest changed by 4 which increased total open position to 4
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 50.25, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 50.25, which was lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 30JAN2025 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 1.23
Theta: 0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 162.9 | -7.10 | 25.11 | 71 | 47 | 651 |
| 24 Dec | 1721.80 | 170 | -6.00 | - | 474 | 472 | 603 |
| 23 Dec | 1709.45 | 176 | 20.20 | 27.16 | 115 | 114 | 130 |
| 20 Dec | 1710.45 | 155.8 | 32.80 | - | 1 | 0 | 16 |
| 19 Dec | 1768.00 | 123 | 11.90 | 20.35 | 1 | 0 | 15 |
| 18 Dec | 1795.55 | 111.1 | 7.10 | 24.64 | 1 | 0 | 14 |
| 17 Dec | 1813.55 | 104 | 14.40 | 24.57 | 9 | 6 | 12 |
| 16 Dec | 1856.25 | 89.6 | -2.40 | 27.88 | 1 | 0 | 6 |
| 13 Dec | 1840.95 | 92 | -3.00 | 27.20 | 4 | 1 | 3 |
| 12 Dec | 1851.10 | 95 | -86.35 | 30.53 | 2 | 1 | 1 |
| 11 Dec | 1839.95 | 181.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1775.10 | 181.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1800.85 | 181.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1807.90 | 181.35 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1900 expiring on 30JAN2025
Delta for 1900 PE is -0.85
Historical price for 1900 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 162.9, which was -7.10 lower than the previous day. The implied volatity was 25.11, the open interest changed by 47 which increased total open position to 651
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 170, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 472 which increased total open position to 603
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 176, which was 20.20 higher than the previous day. The implied volatity was 27.16, the open interest changed by 114 which increased total open position to 130
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 155.8, which was 32.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 123, which was 11.90 higher than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 15
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 111.1, which was 7.10 higher than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 14
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 104, which was 14.40 higher than the previous day. The implied volatity was 24.57, the open interest changed by 6 which increased total open position to 12
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 89.6, which was -2.40 lower than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 6
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 92, which was -3.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by 1 which increased total open position to 3
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 95, which was -86.35 lower than the previous day. The implied volatity was 30.53, the open interest changed by 1 which increased total open position to 1
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 181.35, 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 181.35, 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 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 181.35, 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 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 181.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
