TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
26 Dec 2024 04:10 PM IST
| TATACOMM 30JAN2025 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.79
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1733.35 | 4.85 | 0.35 | 25.88 | 32 | 26 | 30 | |||
| 24 Dec | 1721.80 | 4.5 | -62.80 | 26.75 | 27 | 4 | 4 | |||
| 23 Dec | 1709.45 | 67.3 | 0.00 | 9.73 | 0 | 0 | 0 | |||
| 20 Dec | 1710.45 | 67.3 | 0.00 | 9.73 | 0 | 0 | 0 | |||
| 19 Dec | 1768.00 | 67.3 | 0.00 | 7.55 | 0 | 0 | 0 | |||
| 18 Dec | 1795.55 | 67.3 | 0.00 | 5.63 | 0 | 0 | 0 | |||
| 16 Dec | 1856.25 | 67.3 | 0.00 | 3.66 | 0 | 0 | 0 | |||
| 13 Dec | 1840.95 | 67.3 | 67.30 | 3.54 | 0 | 0 | 0 | |||
| 27 Nov | 1763.00 | 0 | 0.00 | 5.46 | 0 | 0 | 0 | |||
| 26 Nov | 1765.05 | 0 | 0.00 | 5.30 | 0 | 0 | 0 | |||
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| 25 Nov | 1784.10 | 0 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 11 Nov | 1767.95 | 0 | 0.00 | 4.54 | 0 | 0 | 0 | |||
| 8 Nov | 1774.65 | 0 | 0.00 | 4.20 | 0 | 0 | 0 | |||
| 7 Nov | 1805.80 | 0 | 0.00 | 3.07 | 0 | 0 | 0 | |||
| 6 Nov | 1809.05 | 0 | 3.15 | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1960 expiring on 30JAN2025
Delta for 1960 CE is 0.08
Historical price for 1960 CE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 4.85, which was 0.35 higher than the previous day. The implied volatity was 25.88, the open interest changed by 26 which increased total open position to 30
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 4.5, which was -62.80 lower than the previous day. The implied volatity was 26.75, the open interest changed by 4 which increased total open position to 4
On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 67.3, which was 0.00 lower than the previous day. The implied volatity was 9.73, the open interest changed by 0 which decreased total open position to 0
On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 67.3, which was 0.00 lower than the previous day. The implied volatity was 9.73, 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 67.3, which was 0.00 lower than the previous day. The implied volatity was 7.55, 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 67.3, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 67.3, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 67.3, which was 67.30 higher than the previous day. The implied volatity was 3.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.20, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 0, which was lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
| TATACOMM 30JAN2025 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.91
Theta: 0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1733.35 | 219 | 1.60 | 27.76 | 20 | 0 | 0 |
| 24 Dec | 1721.80 | 217.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1709.45 | 217.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1710.45 | 217.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1768.00 | 217.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1795.55 | 217.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1856.25 | 217.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1840.95 | 217.4 | 217.40 | - | 0 | 0 | 0 |
| 27 Nov | 1763.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1765.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1784.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1767.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1774.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1805.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1809.05 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1960 expiring on 30JAN2025
Delta for 1960 PE is -0.90
Historical price for 1960 PE is as follows
On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 219, which was 1.60 higher than the previous day. The implied volatity was 27.76, the open interest changed by 0 which decreased total open position to 0
On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 217.4, 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 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 217.4, 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 Dec TATACOMM was trading at 1710.45. The strike last trading price was 217.4, 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 217.4, 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 217.4, 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 217.4, 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 217.4, which was 217.40 higher 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 0, 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 0, 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 0, 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 Nov TATACOMM was trading at 1767.95. 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 0 which decreased total open position to 0
On 8 Nov 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 0 which decreased total open position to 0
On 7 Nov TATACOMM was trading at 1805.80. 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 0 which decreased total open position to 0
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
