TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
20 Dec 2024 04:10 PM IST
| TATACOMM 26DEC2024 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.11
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1710.45 | 0.8 | -0.70 | 46.94 | 85 | -47 | 177 | |||
| 19 Dec | 1768.00 | 1.5 | -0.45 | 37.58 | 130 | 11 | 226 | |||
| 18 Dec | 1795.55 | 1.95 | -0.90 | 31.35 | 225 | 9 | 216 | |||
| 17 Dec | 1813.55 | 2.85 | -2.85 | 30.00 | 615 | -35 | 204 | |||
| 16 Dec | 1856.25 | 5.7 | 0.35 | 26.23 | 587 | 43 | 241 | |||
| 13 Dec | 1840.95 | 5.35 | -4.20 | 23.18 | 1,177 | -103 | 197 | |||
| 12 Dec | 1851.10 | 9.55 | -2.90 | 24.75 | 1,400 | -5 | 302 | |||
| 11 Dec | 1839.95 | 12.45 | 8.25 | 28.05 | 1,052 | 238 | 290 | |||
| 10 Dec | 1775.10 | 4.2 | 0.00 | 0.00 | 0 | 27 | 0 | |||
| 9 Dec | 1785.35 | 4.2 | -0.20 | 25.87 | 82 | 28 | 53 | |||
| 6 Dec | 1788.10 | 4.4 | -1.45 | 23.65 | 381 | -46 | 27 | |||
| 5 Dec | 1805.70 | 5.85 | -0.20 | 23.13 | 376 | 37 | 76 | |||
| 4 Dec | 1800.85 | 6.05 | -2.80 | 22.76 | 199 | 31 | 36 | |||
| 3 Dec | 1807.90 | 8.85 | -35.95 | 24.90 | 29 | 6 | 6 | |||
| 2 Dec | 1792.15 | 44.8 | 0.00 | 7.66 | 0 | 0 | 0 | |||
| 29 Nov | 1755.10 | 44.8 | 0.00 | 8.80 | 0 | 0 | 0 | |||
| 28 Nov | 1745.10 | 44.8 | 0.00 | 9.17 | 0 | 0 | 0 | |||
| 27 Nov | 1763.00 | 44.8 | 0.00 | 8.34 | 0 | 0 | 0 | |||
| 26 Nov | 1765.05 | 44.8 | 0.00 | 8.04 | 0 | 0 | 0 | |||
| 25 Nov | 1784.10 | 44.8 | 0.00 | 6.80 | 0 | 0 | 0 | |||
| 22 Nov | 1738.15 | 44.8 | 0.00 | 8.43 | 0 | 0 | 0 | |||
| 21 Nov | 1711.55 | 44.8 | 0.00 | 9.66 | 0 | 0 | 0 | |||
| 20 Nov | 1736.70 | 44.8 | 0.00 | 8.48 | 0 | 0 | 0 | |||
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| 19 Nov | 1736.70 | 44.8 | 8.48 | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1940 expiring on 26DEC2024
Delta for 1940 CE is 0.02
Historical price for 1940 CE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 46.94, the open interest changed by -47 which decreased total open position to 177
On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 37.58, the open interest changed by 11 which increased total open position to 226
On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 1.95, which was -0.90 lower than the previous day. The implied volatity was 31.35, the open interest changed by 9 which increased total open position to 216
On 17 Dec TATACOMM was trading at 1813.55. The strike last trading price was 2.85, which was -2.85 lower than the previous day. The implied volatity was 30.00, the open interest changed by -35 which decreased total open position to 204
On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 5.7, which was 0.35 higher than the previous day. The implied volatity was 26.23, the open interest changed by 43 which increased total open position to 241
On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 5.35, which was -4.20 lower than the previous day. The implied volatity was 23.18, the open interest changed by -103 which decreased total open position to 197
On 12 Dec TATACOMM was trading at 1851.10. The strike last trading price was 9.55, which was -2.90 lower than the previous day. The implied volatity was 24.75, the open interest changed by -5 which decreased total open position to 302
On 11 Dec TATACOMM was trading at 1839.95. The strike last trading price was 12.45, which was 8.25 higher than the previous day. The implied volatity was 28.05, the open interest changed by 238 which increased total open position to 290
On 10 Dec TATACOMM was trading at 1775.10. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 4.2, which was -0.20 lower than the previous day. The implied volatity was 25.87, the open interest changed by 28 which increased total open position to 53
On 6 Dec TATACOMM was trading at 1788.10. The strike last trading price was 4.4, which was -1.45 lower than the previous day. The implied volatity was 23.65, the open interest changed by -46 which decreased total open position to 27
On 5 Dec TATACOMM was trading at 1805.70. The strike last trading price was 5.85, which was -0.20 lower than the previous day. The implied volatity was 23.13, the open interest changed by 37 which increased total open position to 76
On 4 Dec TATACOMM was trading at 1800.85. The strike last trading price was 6.05, which was -2.80 lower than the previous day. The implied volatity was 22.76, the open interest changed by 31 which increased total open position to 36
On 3 Dec TATACOMM was trading at 1807.90. The strike last trading price was 8.85, which was -35.95 lower than the previous day. The implied volatity was 24.90, the open interest changed by 6 which increased total open position to 6
On 2 Dec TATACOMM was trading at 1792.15. The strike last trading price was 44.8, which was 0.00 lower than the previous day. The implied volatity was 7.66, 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 44.8, which was 0.00 lower than the previous day. The implied volatity was 8.80, 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 44.8, which was 0.00 lower than the previous day. The implied volatity was 9.17, 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 44.8, 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 26 Nov TATACOMM was trading at 1765.05. The strike last trading price was 44.8, which was 0.00 lower than the previous day. The implied volatity was 8.04, 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 44.8, which was 0.00 lower than the previous day. The implied volatity was 6.80, 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 44.8, which was 0.00 lower than the previous day. The implied volatity was 8.43, 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 44.8, which was 0.00 lower than the previous day. The implied volatity was 9.66, 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 44.8, which was 0.00 lower than the previous day. The implied volatity was 8.48, 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 44.8, which was lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 26DEC2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1710.45 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1768.00 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1795.55 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1813.55 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1856.25 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1840.95 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1851.10 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1839.95 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1775.10 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1785.35 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1788.10 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1805.70 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1800.85 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1807.90 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1792.15 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1755.10 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1745.10 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1763.00 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1765.05 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1784.10 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1738.15 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1711.55 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 188.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 188.6 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1940 expiring on 26DEC2024
Delta for 1940 PE is -
Historical price for 1940 PE is as follows
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 9 Dec TATACOMM was trading at 1785.35. The strike last trading price was 188.6, 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 Dec TATACOMM was trading at 1788.10. The strike last trading price was 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, 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 188.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
