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

1711.55 -25.15 (-1.45%)

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Historical option data for TATACOMM

21 Nov 2024 04:10 PM IST
TATACOMM 28NOV2024 1940 CE
Delta: 0.02
Vega: 0.11
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1711.55 0.65 -0.30 42.31 9.5 -2.5 38.5
20 Nov 1736.70 0.95 0.00 36.19 2.5 0.5 41
19 Nov 1736.70 0.95 0.15 36.19 2.5 0.5 41
18 Nov 1727.35 0.8 -0.90 34.24 45.5 -0.5 41
14 Nov 1749.90 1.7 0.05 29.03 18.5 -0.5 40.5
13 Nov 1745.10 1.65 -0.55 28.45 27.5 1 39.5
12 Nov 1759.65 2.2 -1.35 27.98 92 9 36
11 Nov 1767.95 3.55 0.00 26.96 53.5 -2.5 27.5
8 Nov 1774.65 3.55 -4.10 25.83 295 -25 30.5
7 Nov 1805.80 7.65 -1.05 25.52 184.5 21 56
6 Nov 1809.05 8.7 3.40 24.44 46.5 10 34.5
5 Nov 1756.05 5.3 -1.80 28.31 22 5 24
4 Nov 1746.35 7.1 -3.90 31.23 32.5 7.5 19
1 Nov 1790.80 11 -0.15 28.07 6.5 6 11
31 Oct 1774.65 11.15 -3.15 - 14 -10 3
30 Oct 1787.15 14.3 0.30 - 14 11 12
29 Oct 1784.05 14 -251.60 - 1 0 0
28 Oct 1787.35 265.6 0.00 - 0 0 0
25 Oct 1777.60 265.6 0.00 - 0 0 0
24 Oct 1787.00 265.6 0.00 - 0 0 0
23 Oct 1779.05 265.6 0.00 - 0 0 0
22 Oct 1799.20 265.6 0.00 - 0 0 0
21 Oct 1852.85 265.6 0.00 - 0 0 0
18 Oct 1873.00 265.6 0.00 - 0 0 0
17 Oct 1830.05 265.6 0.00 - 0 0 0
16 Oct 1922.45 265.6 0.00 - 0 0 0
15 Oct 1931.30 265.6 0.00 - 0 0 0
14 Oct 1951.35 265.6 0.00 - 0 0 0
11 Oct 1963.75 265.6 0.00 - 0 0 0
10 Oct 1951.80 265.6 0.00 - 0 0 0
9 Oct 1949.35 265.6 0.00 - 0 0 0
3 Oct 2143.10 265.6 - 0 0 0


For Tata Communications Ltd - strike price 1940 expiring on 28NOV2024

Delta for 1940 CE is 0.02

Historical price for 1940 CE is as follows

On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 42.31, the open interest changed by -5 which decreased total open position to 77


On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 36.19, the open interest changed by 1 which increased total open position to 82


On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 36.19, the open interest changed by 1 which increased total open position to 82


On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 0.8, which was -0.90 lower than the previous day. The implied volatity was 34.24, the open interest changed by -1 which decreased total open position to 82


On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 29.03, the open interest changed by -1 which decreased total open position to 81


On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 28.45, the open interest changed by 2 which increased total open position to 79


On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 2.2, which was -1.35 lower than the previous day. The implied volatity was 27.98, the open interest changed by 18 which increased total open position to 72


On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by -5 which decreased total open position to 55


On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 3.55, which was -4.10 lower than the previous day. The implied volatity was 25.83, the open interest changed by -50 which decreased total open position to 61


On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 7.65, which was -1.05 lower than the previous day. The implied volatity was 25.52, the open interest changed by 42 which increased total open position to 112


On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 8.7, which was 3.40 higher than the previous day. The implied volatity was 24.44, the open interest changed by 20 which increased total open position to 69


On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 5.3, which was -1.80 lower than the previous day. The implied volatity was 28.31, the open interest changed by 10 which increased total open position to 48


On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 7.1, which was -3.90 lower than the previous day. The implied volatity was 31.23, the open interest changed by 15 which increased total open position to 38


On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 11, which was -0.15 lower than the previous day. The implied volatity was 28.07, the open interest changed by 12 which increased total open position to 22


On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 11.15, which was -3.15 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 14.3, which was 0.30 higher 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 14, which was -251.60 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 265.6, 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 3 Oct TATACOMM was trading at 2143.10. The strike last trading price was 265.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACOMM 28NOV2024 1940 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1711.55 16 0.00 0.00 0 0 0
20 Nov 1736.70 16 0.00 0.00 0 0 0
19 Nov 1736.70 16 0.00 0.00 0 0 0
18 Nov 1727.35 16 0.00 0.00 0 0 0
14 Nov 1749.90 16 0.00 0.00 0 0 0
13 Nov 1745.10 16 0.00 0.00 0 0 0
12 Nov 1759.65 16 0.00 0.00 0 0 0
11 Nov 1767.95 16 0.00 0.00 0 0 0
8 Nov 1774.65 16 0.00 0.00 0 0 0
7 Nov 1805.80 16 0.00 0.00 0 0 0
6 Nov 1809.05 16 0.00 0.00 0 0 0
5 Nov 1756.05 16 0.00 0.00 0 0 0
4 Nov 1746.35 16 0.00 0.00 0 0 0
1 Nov 1790.80 16 0.00 0.00 0 0 0
31 Oct 1774.65 16 0.00 - 0 0 0
30 Oct 1787.15 16 0.00 - 0 0 0
29 Oct 1784.05 16 0.00 - 0 0 0
28 Oct 1787.35 16 0.00 - 0 0 0
25 Oct 1777.60 16 0.00 - 0 0 0
24 Oct 1787.00 16 0.00 - 0 0 0
23 Oct 1779.05 16 0.00 - 0 0 0
22 Oct 1799.20 16 0.00 - 0 0 0
21 Oct 1852.85 16 0.00 - 0 0 0
18 Oct 1873.00 16 0.00 - 0 0 0
17 Oct 1830.05 16 0.00 - 0 0 0
16 Oct 1922.45 16 0.00 - 0 0 0
15 Oct 1931.30 16 0.00 - 0 0 0
14 Oct 1951.35 16 0.00 - 0 0 0
11 Oct 1963.75 16 0.00 - 0 0 0
10 Oct 1951.80 16 0.00 - 0 0 0
9 Oct 1949.35 16 0.00 - 0 0 0
3 Oct 2143.10 16 - 3 1 1


For Tata Communications Ltd - strike price 1940 expiring on 28NOV2024

Delta for 1940 PE is 0.00

Historical price for 1940 PE is as follows

On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 16, 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 16, 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 16, 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 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 16, 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 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 16, 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 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 16, 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 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 16, 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 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 16, 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 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 16, 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 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 16, 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 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 16, 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 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 16, 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 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 16, 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 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 16, 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 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 3 Oct TATACOMM was trading at 2143.10. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to