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TATACOMM
Tata Communications Ltd
1733.35 11.55 (0.67%)

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Historical option data for TATACOMM

26 Dec 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATACOMM 30JAN2025 2000 CE
Delta: 0.06
Vega: 0.61
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1733.35 3.35 1.55 26.99 91 43 115
24 Dec 1721.80 1.8 -0.30 25.05 64 35 71
23 Dec 1709.45 2.1 -3.90 24.58 24 16 36
20 Dec 1710.45 6 -2.00 29.73 11 7 18
19 Dec 1768.00 8 -2.55 26.13 5 2 10
18 Dec 1795.55 10.55 -15.45 24.85 7 3 7
16 Dec 1856.25 26 10.00 27.51 1 0 3
13 Dec 1840.95 16 16.00 21.90 3 1 2
7 Nov 1805.80 0 0.00 4.13 0 0 0
6 Nov 1809.05 0 4.20 0 0 0

For Tata Communications Ltd - strike price 2000 expiring on 30JAN2025

Delta for 2000 CE is 0.06

Historical price for 2000 CE is as follows

On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 3.35, which was 1.55 higher than the previous day. The implied volatity was 26.99, the open interest changed by 43 which increased total open position to 115


On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 25.05, the open interest changed by 35 which increased total open position to 71


On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 2.1, which was -3.90 lower than the previous day. The implied volatity was 24.58, the open interest changed by 16 which increased total open position to 36


On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 6, which was -2.00 lower than the previous day. The implied volatity was 29.73, the open interest changed by 7 which increased total open position to 18


On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 8, which was -2.55 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 10


On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 10.55, which was -15.45 lower than the previous day. The implied volatity was 24.85, the open interest changed by 3 which increased total open position to 7


On 16 Dec TATACOMM was trading at 1856.25. The strike last trading price was 26, which was 10.00 higher than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 3


On 13 Dec TATACOMM was trading at 1840.95. The strike last trading price was 16, which was 16.00 higher than the previous day. The implied volatity was 21.90, the open interest changed by 1 which increased total open position to 2


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 4.13, 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 4.20, the open interest changed by 0 which decreased total open position to 0


TATACOMM 30JAN2025 2000 PE
Delta: -0.94
Vega: 0.65
Theta: 0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1733.35 256 -3.00 27.76 27 25 99
24 Dec 1721.80 259 -16.00 - 29 28 73
23 Dec 1709.45 275 19.05 36.71 5 3 43
20 Dec 1710.45 255.95 32.95 - 28 27 39
19 Dec 1768.00 223 -23.10 29.55 12 11 11
18 Dec 1795.55 246.1 0.00 - 0 0 0
16 Dec 1856.25 246.1 0.00 - 0 0 0
13 Dec 1840.95 246.1 246.10 - 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 2000 expiring on 30JAN2025

Delta for 2000 PE is -0.94

Historical price for 2000 PE is as follows

On 26 Dec TATACOMM was trading at 1733.35. The strike last trading price was 256, which was -3.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by 25 which increased total open position to 99


On 24 Dec TATACOMM was trading at 1721.80. The strike last trading price was 259, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 73


On 23 Dec TATACOMM was trading at 1709.45. The strike last trading price was 275, which was 19.05 higher than the previous day. The implied volatity was 36.71, the open interest changed by 3 which increased total open position to 43


On 20 Dec TATACOMM was trading at 1710.45. The strike last trading price was 255.95, which was 32.95 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 39


On 19 Dec TATACOMM was trading at 1768.00. The strike last trading price was 223, which was -23.10 lower than the previous day. The implied volatity was 29.55, the open interest changed by 11 which increased total open position to 11


On 18 Dec TATACOMM was trading at 1795.55. The strike last trading price was 246.1, 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 246.1, 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 246.1, which was 246.10 higher 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