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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 2000 CE
Delta: 0.02
Vega: 0.11
Theta: -0.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1711.55 0.85 0.05 52.94 43 -32 369
20 Nov 1736.70 0.8 0.00 43.02 12.5 -4.5 401.5
19 Nov 1736.70 0.8 0.00 43.02 12.5 -4 401.5
18 Nov 1727.35 0.8 -0.70 41.23 39.5 -1.5 406
14 Nov 1749.90 1.5 0.45 35.26 18 -5 407.5
13 Nov 1745.10 1.05 -0.35 32.63 31.5 -10.5 413
12 Nov 1759.65 1.4 -0.50 32.08 30.5 -4.5 438.5
11 Nov 1767.95 1.9 0.10 30.11 54 -0.5 443
8 Nov 1774.65 1.8 -1.65 28.33 167 4.5 445.5
7 Nov 1805.80 3.45 -0.70 27.05 179.5 17.5 440.5
6 Nov 1809.05 4.15 1.15 26.30 276.5 -63.5 426.5
5 Nov 1756.05 3 -0.60 30.67 146 16.5 490.5
4 Nov 1746.35 3.6 -3.45 32.29 335.5 91.5 474.5
1 Nov 1790.80 7.05 0.35 30.27 32.5 5.5 382.5
31 Oct 1774.65 6.7 -1.75 - 121 8 377
30 Oct 1787.15 8.45 -1.55 - 151 43 370
29 Oct 1784.05 10 -1.00 - 48 15 326
28 Oct 1787.35 11 0.80 - 34 4 311
25 Oct 1777.60 10.2 -3.80 - 83 -3 307
24 Oct 1787.00 14 1.00 - 70 23 309
23 Oct 1779.05 13 -2.70 - 35 20 285
22 Oct 1799.20 15.7 -10.15 - 91 39 262
21 Oct 1852.85 25.85 -2.35 - 259 112 223
18 Oct 1873.00 28.2 8.45 - 179 -11 112
17 Oct 1830.05 19.75 -29.20 - 149 41 121
16 Oct 1922.45 48.95 -0.85 - 45 14 79
15 Oct 1931.30 49.8 -19.20 - 32 9 64
14 Oct 1951.35 69 -15.70 - 19 5 55
11 Oct 1963.75 84.7 8.70 - 13 6 49
10 Oct 1951.80 76 -8.65 - 48 40 43
9 Oct 1949.35 84.65 -34.75 - 3 1 1
8 Oct 2004.15 119.4 0.00 - 0 0 0
7 Oct 1980.00 119.4 0.00 - 0 0 0
4 Oct 2082.05 119.4 119.40 - 0 0 0
25 Sept 2127.70 0 0.00 - 0 0 0
23 Sept 2007.75 0 0.00 - 0 0 0
20 Sept 1968.00 0 0.00 - 0 0 0
16 Sept 2047.50 0 0.00 - 0 0 0
13 Sept 2060.20 0 0.00 - 0 0 0
12 Sept 2021.45 0 0.00 - 0 0 0
9 Sept 1925.85 0 0.00 - 0 0 0
6 Sept 1941.35 0 0.00 - 0 0 0
3 Sept 1981.45 0 0.00 - 0 0 0
2 Sept 1965.20 0 - 0 0 0


For Tata Communications Ltd - strike price 2000 expiring on 28NOV2024

Delta for 2000 CE is 0.02

Historical price for 2000 CE is as follows

On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 52.94, the open interest changed by -64 which decreased total open position to 738


On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 43.02, the open interest changed by -9 which decreased total open position to 803


On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 43.02, the open interest changed by -8 which decreased total open position to 803


On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 41.23, the open interest changed by -3 which decreased total open position to 812


On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 35.26, the open interest changed by -10 which decreased total open position to 815


On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 32.63, the open interest changed by -21 which decreased total open position to 826


On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 32.08, the open interest changed by -9 which decreased total open position to 877


On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 30.11, the open interest changed by -1 which decreased total open position to 886


On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 1.8, which was -1.65 lower than the previous day. The implied volatity was 28.33, the open interest changed by 9 which increased total open position to 891


On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 3.45, which was -0.70 lower than the previous day. The implied volatity was 27.05, the open interest changed by 35 which increased total open position to 881


On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 4.15, which was 1.15 higher than the previous day. The implied volatity was 26.30, the open interest changed by -127 which decreased total open position to 853


On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 3, which was -0.60 lower than the previous day. The implied volatity was 30.67, the open interest changed by 33 which increased total open position to 981


On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 3.6, which was -3.45 lower than the previous day. The implied volatity was 32.29, the open interest changed by 183 which increased total open position to 949


On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 7.05, which was 0.35 higher than the previous day. The implied volatity was 30.27, the open interest changed by 11 which increased total open position to 765


On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 6.7, which was -1.75 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 8.45, which was -1.55 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 10, which was -1.00 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 11, which was 0.80 higher 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 10.2, which was -3.80 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 14, which was 1.00 higher 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 13, which was -2.70 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 15.7, which was -10.15 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 25.85, which was -2.35 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 28.2, which was 8.45 higher 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 19.75, which was -29.20 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 48.95, which was -0.85 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 49.8, which was -19.20 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 69, which was -15.70 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 84.7, which was 8.70 higher 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 76, which was -8.65 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 84.65, which was -34.75 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 119.4, 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 119.4, 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 119.4, which was 119.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept TATACOMM was trading at 2127.70. 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 Sept TATACOMM was trading at 2007.75. 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 20 Sept TATACOMM was trading at 1968.00. 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 16 Sept TATACOMM was trading at 2047.50. 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 13 Sept TATACOMM was trading at 2060.20. 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 12 Sept TATACOMM was trading at 2021.45. 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 9 Sept TATACOMM was trading at 1925.85. 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 6 Sept TATACOMM was trading at 1941.35. 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 3 Sept TATACOMM was trading at 1981.45. 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 2 Sept TATACOMM was trading at 1965.20. 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 28NOV2024 2000 PE
Delta: -0.98
Vega: 0.11
Theta: 0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1711.55 287 47.00 52.77 12 -10.5 79.5
20 Nov 1736.70 240 0.00 - 4 -4 94
19 Nov 1736.70 240 7.00 - 4 0 94
18 Nov 1727.35 233 0.00 0.00 0 -3 0
14 Nov 1749.90 233 -17.00 - 3 -2.5 94.5
13 Nov 1745.10 250 24.45 40.09 2.5 -1 98
12 Nov 1759.65 225.55 11.20 - 2.5 -0.5 99
11 Nov 1767.95 214.35 0.00 0.00 0 2 0
8 Nov 1774.65 214.35 32.90 - 3.5 1 98.5
7 Nov 1805.80 181.45 -11.45 - 3 0 97.5
6 Nov 1809.05 192.9 -32.80 39.72 3 -1.5 97.5
5 Nov 1756.05 225.7 0.00 0.00 0 0 0
4 Nov 1746.35 225.7 4.70 - 0.5 0 99
1 Nov 1790.80 221 0.00 0.00 0 8 0
31 Oct 1774.65 221 17.00 - 8 7 98
30 Oct 1787.15 204 -14.00 - 33 29 89
29 Oct 1784.05 218 13.00 - 1 0 59
28 Oct 1787.35 205 -10.00 - 23 23 58
25 Oct 1777.60 215 17.00 - 16 13 35
24 Oct 1787.00 198 -11.95 - 3 1 20
23 Oct 1779.05 209.95 8.95 - 1 0 18
22 Oct 1799.20 201 79.00 - 5 4 17
21 Oct 1852.85 122 -27.10 - 5 1 11
18 Oct 1873.00 149.1 -17.90 - 10 -4 10
17 Oct 1830.05 167 58.00 - 7 1 15
16 Oct 1922.45 109 0.00 - 0 -1 0
15 Oct 1931.30 109 8.35 - 3 1 16
14 Oct 1951.35 100.65 10.65 - 3 1 16
11 Oct 1963.75 90 -14.60 - 2 0 14
10 Oct 1951.80 104.6 0.00 - 0 4 0
9 Oct 1949.35 104.6 20.70 - 7 3 13
8 Oct 2004.15 83.9 5.10 - 11 9 9
7 Oct 1980.00 78.8 -71.70 - 2 1 1
4 Oct 2082.05 150.5 0.00 - 0 0 0
25 Sept 2127.70 150.5 150.50 - 0 0 0
23 Sept 2007.75 0 0.00 - 0 0 0
20 Sept 1968.00 0 0.00 - 0 0 0
16 Sept 2047.50 0 0.00 - 0 0 0
13 Sept 2060.20 0 0.00 - 0 0 0
12 Sept 2021.45 0 0.00 - 0 0 0
9 Sept 1925.85 0 0.00 - 0 0 0
6 Sept 1941.35 0 0.00 - 0 0 0
3 Sept 1981.45 0 0.00 - 0 0 0
2 Sept 1965.20 0 - 0 0 0


For Tata Communications Ltd - strike price 2000 expiring on 28NOV2024

Delta for 2000 PE is -0.98

Historical price for 2000 PE is as follows

On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 287, which was 47.00 higher than the previous day. The implied volatity was 52.77, the open interest changed by -21 which decreased total open position to 159


On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 240, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 188


On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 240, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 188


On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 233, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0


On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 233, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 189


On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 250, which was 24.45 higher than the previous day. The implied volatity was 40.09, the open interest changed by -2 which decreased total open position to 196


On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 225.55, which was 11.20 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 198


On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 214.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 214.35, which was 32.90 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 197


On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 181.45, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195


On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 192.9, which was -32.80 lower than the previous day. The implied volatity was 39.72, the open interest changed by -3 which decreased total open position to 195


On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 225.7, 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 225.7, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 198


On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 221, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 221, which was 17.00 higher 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 204, which was -14.00 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 218, which was 13.00 higher 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 205, which was -10.00 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 215, which was 17.00 higher 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 198, which was -11.95 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 209.95, which was 8.95 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 201, which was 79.00 higher 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 122, which was -27.10 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 149.1, which was -17.90 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 167, which was 58.00 higher 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 109, 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 109, which was 8.35 higher 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 100.65, which was 10.65 higher 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 90, which was -14.60 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 104.6, 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 104.6, which was 20.70 higher 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 83.9, which was 5.10 higher 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 78.8, which was -71.70 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 150.5, 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 Sept TATACOMM was trading at 2127.70. The strike last trading price was 150.5, which was 150.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept TATACOMM was trading at 2007.75. 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 20 Sept TATACOMM was trading at 1968.00. 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 16 Sept TATACOMM was trading at 2047.50. 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 13 Sept TATACOMM was trading at 2060.20. 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 12 Sept TATACOMM was trading at 2021.45. 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 9 Sept TATACOMM was trading at 1925.85. 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 6 Sept TATACOMM was trading at 1941.35. 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 3 Sept TATACOMM was trading at 1981.45. 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 2 Sept TATACOMM was trading at 1965.20. 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