`
[--[65.84.65.76]--]
TATACOMM
Tata Communications Ltd

1710.45 -57.55 (-3.26%)

Back to Option Chain


Historical option data for TATACOMM

20 Dec 2024 04:10 PM IST
TATACOMM 26DEC2024 1920 CE
Delta: 0.02
Vega: 0.12
Theta: -0.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1710.45 0.8 -1.00 43.62 133 -34 236
19 Dec 1768.00 1.8 -0.70 35.37 438 1 271
18 Dec 1795.55 2.5 -1.35 29.49 718 -33 270
17 Dec 1813.55 3.85 -4.65 28.64 591 -52 302
16 Dec 1856.25 8.5 1.00 25.77 787 4 364
13 Dec 1840.95 7.5 -5.55 22.25 1,245 -38 361
12 Dec 1851.10 13.05 -2.95 24.12 1,226 31 399
11 Dec 1839.95 16 11.75 27.30 948 194 374
10 Dec 1775.10 4.25 -1.30 26.41 284 -20 183
9 Dec 1785.35 5.55 -0.70 25.09 256 -2 202
6 Dec 1788.10 6.25 -1.75 23.42 580 39 203
5 Dec 1805.70 8 -0.65 22.73 776 89 165
4 Dec 1800.85 8.65 -2.85 22.73 661 6 73
3 Dec 1807.90 11.5 2.10 24.49 315 37 67
2 Dec 1792.15 9.4 -296.60 24.47 57 38 38
29 Nov 1755.10 306 0.00 7.92 0 0 0
28 Nov 1745.10 306 0.00 8.34 0 0 0
27 Nov 1763.00 306 0.00 7.29 0 0 0
26 Nov 1765.05 306 0.00 7.08 0 0 0
25 Nov 1784.10 306 0.00 5.94 0 0 0
22 Nov 1738.15 306 0.00 8.87 0 0 0
21 Nov 1711.55 306 0.00 8.93 0 0 0
20 Nov 1736.70 306 0.00 7.76 0 0 0
19 Nov 1736.70 306 0.00 7.76 0 0 0
31 Oct 1774.65 306 0.00 - 0 0 0
30 Oct 1787.15 306 0.00 - 0 0 0
29 Oct 1784.05 306 0.00 - 0 0 0
28 Oct 1787.35 306 0.00 - 0 0 0
25 Oct 1777.60 306 0.00 - 0 0 0
24 Oct 1787.00 306 0.00 - 0 0 0
23 Oct 1779.05 306 306.00 - 0 0 0
22 Oct 1799.20 0 0.00 - 0 0 0
21 Oct 1852.85 0 0.00 - 0 0 0
18 Oct 1873.00 0 0.00 - 0 0 0
17 Oct 1830.05 0 0.00 - 0 0 0
16 Oct 1922.45 0 0.00 - 0 0 0
15 Oct 1931.30 0 0.00 - 0 0 0
14 Oct 1951.35 0 0.00 - 0 0 0
11 Oct 1963.75 0 0.00 - 0 0 0
10 Oct 1951.80 0 0.00 - 0 0 0
9 Oct 1949.35 0 0.00 - 0 0 0
8 Oct 2004.15 0 0.00 - 0 0 0
7 Oct 1980.00 0 0.00 - 0 0 0
4 Oct 2082.05 0 - 0 0 0


For Tata Communications Ltd - strike price 1920 expiring on 26DEC2024

Delta for 1920 CE is 0.02

Historical price for 1920 CE is as follows

On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 0.8, which was -1.00 lower than the previous day. The implied volatity was 43.62, the open interest changed by -34 which decreased total open position to 236


On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 35.37, the open interest changed by 1 which increased total open position to 271


On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 29.49, the open interest changed by -33 which decreased total open position to 270


On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 3.85, which was -4.65 lower than the previous day. The implied volatity was 28.64, the open interest changed by -52 which decreased total open position to 302


On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 8.5, which was 1.00 higher than the previous day. The implied volatity was 25.77, the open interest changed by 4 which increased total open position to 364


On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 7.5, which was -5.55 lower than the previous day. The implied volatity was 22.25, the open interest changed by -38 which decreased total open position to 361


On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 13.05, which was -2.95 lower than the previous day. The implied volatity was 24.12, the open interest changed by 31 which increased total open position to 399


On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 16, which was 11.75 higher than the previous day. The implied volatity was 27.30, the open interest changed by 194 which increased total open position to 374


On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 4.25, which was -1.30 lower than the previous day. The implied volatity was 26.41, the open interest changed by -20 which decreased total open position to 183


On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 5.55, which was -0.70 lower than the previous day. The implied volatity was 25.09, the open interest changed by -2 which decreased total open position to 202


On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 6.25, which was -1.75 lower than the previous day. The implied volatity was 23.42, the open interest changed by 39 which increased total open position to 203


On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 8, which was -0.65 lower than the previous day. The implied volatity was 22.73, the open interest changed by 89 which increased total open position to 165


On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 8.65, which was -2.85 lower than the previous day. The implied volatity was 22.73, the open interest changed by 6 which increased total open position to 73


On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 11.5, which was 2.10 higher than the previous day. The implied volatity was 24.49, the open interest changed by 37 which increased total open position to 67


On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 9.4, which was -296.60 lower than the previous day. The implied volatity was 24.47, the open interest changed by 38 which increased total open position to 38


On 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 306, which was 0.00 lower than the previous day. The implied volatity was 7.92, the open interest changed by 0 which decreased total open position to 0


On 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 306, which was 0.00 lower than the previous day. The implied volatity was 8.34, the open interest changed by 0 which decreased total open position to 0


On 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 306, which was 0.00 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0


On 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 306, which was 0.00 lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0


On 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 306, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 306, which was 0.00 lower than the previous day. The implied volatity was 8.87, 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 306, which was 0.00 lower than the previous day. The implied volatity was 8.93, 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 306, which was 0.00 lower than the previous day. The implied volatity was 7.76, 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 306, which was 0.00 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 306, 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 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 306, 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 29 Oct TATACOMM was trading at 1784.05. The strike last trading price was 306, 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 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 306, 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 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 306, 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 24 Oct TATACOMM was trading at 1787.00. The strike last trading price was 306, 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 23 Oct TATACOMM was trading at 1779.05. The strike last trading price was 306, which was 306.00 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 0, 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 21 Oct TATACOMM was trading at 1852.85. The strike last trading price was 0, 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 18 Oct TATACOMM was trading at 1873.00. The strike last trading price was 0, 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 17 Oct TATACOMM was trading at 1830.05. The strike last trading price was 0, 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 16 Oct TATACOMM was trading at 1922.45. The strike last trading price was 0, 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 0, 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 14 Oct TATACOMM was trading at 1951.35. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 8 Oct TATACOMM was trading at 2004.15. The strike last trading price was 0, 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 7 Oct TATACOMM was trading at 1980.00. The strike last trading price was 0, 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 4 Oct TATACOMM was trading at 2082.05. 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 26DEC2024 1920 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1710.45 125.3 0.00 0.00 0 0 0
19 Dec 1768.00 125.3 0.00 0.00 0 -1 0
18 Dec 1795.55 125.3 50.25 36.42 1 0 22
17 Dec 1813.55 75.05 0.00 0.00 0 1 0
16 Dec 1856.25 75.05 -7.95 21.73 1 0 21
13 Dec 1840.95 83 5.15 24.68 12 4 20
12 Dec 1851.10 77.85 -15.65 27.46 10 0 16
11 Dec 1839.95 93.5 -39.10 34.62 20 15 16
10 Dec 1775.10 132.6 0.00 0.00 0 1 0
9 Dec 1785.35 132.6 86.35 30.04 1 0 0
6 Dec 1788.10 46.25 0.00 - 0 0 0
5 Dec 1805.70 46.25 0.00 - 0 0 0
4 Dec 1800.85 46.25 0.00 - 0 0 0
3 Dec 1807.90 46.25 0.00 - 0 0 0
2 Dec 1792.15 46.25 0.00 - 0 0 0
29 Nov 1755.10 46.25 0.00 - 0 0 0
28 Nov 1745.10 46.25 0.00 - 0 0 0
27 Nov 1763.00 46.25 0.00 - 0 0 0
26 Nov 1765.05 46.25 0.00 - 0 0 0
25 Nov 1784.10 46.25 0.00 - 0 0 0
22 Nov 1738.15 46.25 0.00 - 0 0 0
21 Nov 1711.55 46.25 0.00 - 0 0 0
20 Nov 1736.70 46.25 0.00 - 0 0 0
19 Nov 1736.70 46.25 46.25 - 0 0 0
31 Oct 1774.65 0 0.00 - 0 0 0
30 Oct 1787.15 0 0.00 - 0 0 0
29 Oct 1784.05 0 0.00 - 0 0 0
28 Oct 1787.35 0 0.00 - 0 0 0
25 Oct 1777.60 0 0.00 - 0 0 0
24 Oct 1787.00 0 0.00 - 0 0 0
23 Oct 1779.05 0 0.00 - 0 0 0
22 Oct 1799.20 0 0.00 - 0 0 0
21 Oct 1852.85 0 0.00 - 0 0 0
18 Oct 1873.00 0 0.00 - 0 0 0
17 Oct 1830.05 0 0.00 - 0 0 0
16 Oct 1922.45 0 0.00 - 0 0 0
15 Oct 1931.30 0 0.00 - 0 0 0
14 Oct 1951.35 0 0.00 - 0 0 0
11 Oct 1963.75 0 0.00 - 0 0 0
10 Oct 1951.80 0 0.00 - 0 0 0
9 Oct 1949.35 0 0.00 - 0 0 0
8 Oct 2004.15 0 0.00 - 0 0 0
7 Oct 1980.00 0 0.00 - 0 0 0
4 Oct 2082.05 0 - 0 0 0


For Tata Communications Ltd - strike price 1920 expiring on 26DEC2024

Delta for 1920 PE is 0.00

Historical price for 1920 PE is as follows

On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 125.3, 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 Dec TATACOMM was trading at 1768.00. The strike last trading price was 125.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 125.3, which was 50.25 higher than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 22


On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 75.05, 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 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 75.05, which was -7.95 lower than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 21


On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 83, which was 5.15 higher than the previous day. The implied volatity was 24.68, the open interest changed by 4 which increased total open position to 20


On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 77.85, which was -15.65 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 16


On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 93.5, which was -39.10 lower than the previous day. The implied volatity was 34.62, the open interest changed by 15 which increased total open position to 16


On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 132.6, 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 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 132.6, which was 86.35 higher than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 46.25, 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 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 46.25, 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 46.25, 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 46.25, 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 46.25, 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 29 Nov TATACOMM was trading at 1755.10. The strike last trading price was 46.25, 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 28 Nov TATACOMM was trading at 1745.10. The strike last trading price was 46.25, 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 27 Nov TATACOMM was trading at 1763.00. The strike last trading price was 46.25, 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 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 46.25, 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 25 Nov TATACOMM was trading at 1784.10. The strike last trading price was 46.25, 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 22 Nov TATACOMM was trading at 1738.15. The strike last trading price was 46.25, 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 46.25, 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 46.25, 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 46.25, which was 46.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 0, 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 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 0, 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 29 Oct TATACOMM was trading at 1784.05. The strike last trading price was 0, 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 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 0, 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 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 0, 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 24 Oct TATACOMM was trading at 1787.00. The strike last trading price was 0, 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 23 Oct TATACOMM was trading at 1779.05. The strike last trading price was 0, 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 22 Oct TATACOMM was trading at 1799.20. The strike last trading price was 0, 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 21 Oct TATACOMM was trading at 1852.85. The strike last trading price was 0, 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 18 Oct TATACOMM was trading at 1873.00. The strike last trading price was 0, 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 17 Oct TATACOMM was trading at 1830.05. The strike last trading price was 0, 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 16 Oct TATACOMM was trading at 1922.45. The strike last trading price was 0, 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 0, 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 14 Oct TATACOMM was trading at 1951.35. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 8 Oct TATACOMM was trading at 2004.15. The strike last trading price was 0, 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 7 Oct TATACOMM was trading at 1980.00. The strike last trading price was 0, 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 4 Oct TATACOMM was trading at 2082.05. 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