TCS
Tata Consultancy Serv Lt
Historical option data for TCS
11 Mar 2025 12:30 PM IST
| TCS 27MAR2025 3400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 1.16
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 3562.10 | 180 | -28.25 | 17.63 | 43 | -1 | 364 | |||
| 10 Mar | 3589.65 | 205.05 | -21.7 | 11.45 | 86 | -40 | 364 | |||
| 7 Mar | 3611.20 | 223.9 | 5.65 | 17.00 | 113 | 0 | 404 | |||
| 6 Mar | 3601.60 | 214 | 30.45 | 15.04 | 560 | -110 | 404 | |||
| 5 Mar | 3547.05 | 185.3 | 17.95 | 17.11 | 489 | -89 | 515 | |||
| 4 Mar | 3532.05 | 167.95 | 18.65 | 18.14 | 1,286 | -23 | 604 | |||
| 3 Mar | 3493.05 | 154 | 8.15 | 20.60 | 1,163 | 17 | 626 | |||
| 28 Feb | 3483.25 | 145 | -108.85 | 22.48 | 1,530 | 454 | 613 | |||
| 27 Feb | 3612.55 | 251.75 | -26.25 | 23.44 | 286 | 145 | 159 | |||
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| 26 Feb | 3627.00 | 278 | -559.15 | 26.20 | 18 | 14 | 12 | |||
| 25 Feb | 3629.55 | 278 | -559.15 | 26.20 | 18 | 12 | 12 | |||
| 24 Feb | 3675.60 | 837.15 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 3786.00 | 837.15 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 3779.40 | 837.15 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 3784.10 | 837.15 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3873.20 | 837.15 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 3904.50 | 837.15 | 0 | - | 0 | 0 | 0 | |||
For Tata Consultancy Serv Lt - strike price 3400 expiring on 27MAR2025
Delta for 3400 CE is 0.92
Historical price for 3400 CE is as follows
On 11 Mar TCS was trading at 3562.10. The strike last trading price was 180, which was -28.25 lower than the previous day. The implied volatity was 17.63, the open interest changed by -1 which decreased total open position to 364
On 10 Mar TCS was trading at 3589.65. The strike last trading price was 205.05, which was -21.7 lower than the previous day. The implied volatity was 11.45, the open interest changed by -40 which decreased total open position to 364
On 7 Mar TCS was trading at 3611.20. The strike last trading price was 223.9, which was 5.65 higher than the previous day. The implied volatity was 17.00, the open interest changed by 0 which decreased total open position to 404
On 6 Mar TCS was trading at 3601.60. The strike last trading price was 214, which was 30.45 higher than the previous day. The implied volatity was 15.04, the open interest changed by -110 which decreased total open position to 404
On 5 Mar TCS was trading at 3547.05. The strike last trading price was 185.3, which was 17.95 higher than the previous day. The implied volatity was 17.11, the open interest changed by -89 which decreased total open position to 515
On 4 Mar TCS was trading at 3532.05. The strike last trading price was 167.95, which was 18.65 higher than the previous day. The implied volatity was 18.14, the open interest changed by -23 which decreased total open position to 604
On 3 Mar TCS was trading at 3493.05. The strike last trading price was 154, which was 8.15 higher than the previous day. The implied volatity was 20.60, the open interest changed by 17 which increased total open position to 626
On 28 Feb TCS was trading at 3483.25. The strike last trading price was 145, which was -108.85 lower than the previous day. The implied volatity was 22.48, the open interest changed by 454 which increased total open position to 613
On 27 Feb TCS was trading at 3612.55. The strike last trading price was 251.75, which was -26.25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 145 which increased total open position to 159
On 26 Feb TCS was trading at 3627.00. The strike last trading price was 278, which was -559.15 lower than the previous day. The implied volatity was 26.20, the open interest changed by 14 which increased total open position to 12
On 25 Feb TCS was trading at 3629.55. The strike last trading price was 278, which was -559.15 lower than the previous day. The implied volatity was 26.20, the open interest changed by 12 which increased total open position to 12
On 24 Feb TCS was trading at 3675.60. The strike last trading price was 837.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb TCS was trading at 3786.00. The strike last trading price was 837.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb TCS was trading at 3779.40. The strike last trading price was 837.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb TCS was trading at 3784.10. The strike last trading price was 837.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TCS was trading at 3873.20. The strike last trading price was 837.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TCS was trading at 3904.50. The strike last trading price was 837.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TCS 27MAR2025 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 1.71
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 3562.10 | 13.4 | 4.25 | 23.29 | 3,855 | -261 | 2,468 |
| 10 Mar | 3589.65 | 9.5 | -0.7 | 22.64 | 2,113 | -213 | 2,729 |
| 7 Mar | 3611.20 | 10.1 | -1.85 | 22.36 | 4,111 | -35 | 2,942 |
| 6 Mar | 3601.60 | 12.75 | -5.7 | 22.77 | 3,757 | 27 | 3,170 |
| 5 Mar | 3547.05 | 17.9 | -5.7 | 22.31 | 5,140 | 89 | 3,138 |
| 4 Mar | 3532.05 | 24.25 | -9.75 | 22.67 | 6,611 | -222 | 3,057 |
| 3 Mar | 3493.05 | 32 | -10 | 22.83 | 7,231 | 528 | 3,278 |
| 28 Feb | 3483.25 | 42.65 | 23.35 | 22.69 | 11,639 | 925 | 2,761 |
| 27 Feb | 3612.55 | 19.7 | 0.25 | 24.30 | 2,417 | 417 | 1,836 |
| 26 Feb | 3627.00 | 19.8 | 4.7 | 24.82 | 2,009 | 510 | 1,414 |
| 25 Feb | 3629.55 | 19.8 | 4.7 | 24.82 | 2,009 | 505 | 1,414 |
| 24 Feb | 3675.60 | 15.85 | 7.5 | 25.26 | 1,455 | 485 | 909 |
| 21 Feb | 3786.00 | 8.05 | -1.4 | 25.62 | 259 | 10 | 424 |
| 20 Feb | 3779.40 | 9.55 | -1.55 | 26.23 | 497 | 137 | 416 |
| 19 Feb | 3784.10 | 10.65 | 3.5 | 26.46 | 1,057 | 144 | 278 |
| 18 Feb | 3873.20 | 6.9 | 1.4 | 27.19 | 138 | 30 | 137 |
| 17 Feb | 3904.50 | 5.5 | -1.15 | 26.98 | 228 | 108 | 108 |
For Tata Consultancy Serv Lt - strike price 3400 expiring on 27MAR2025
Delta for 3400 PE is -0.15
Historical price for 3400 PE is as follows
On 11 Mar TCS was trading at 3562.10. The strike last trading price was 13.4, which was 4.25 higher than the previous day. The implied volatity was 23.29, the open interest changed by -261 which decreased total open position to 2468
On 10 Mar TCS was trading at 3589.65. The strike last trading price was 9.5, which was -0.7 lower than the previous day. The implied volatity was 22.64, the open interest changed by -213 which decreased total open position to 2729
On 7 Mar TCS was trading at 3611.20. The strike last trading price was 10.1, which was -1.85 lower than the previous day. The implied volatity was 22.36, the open interest changed by -35 which decreased total open position to 2942
On 6 Mar TCS was trading at 3601.60. The strike last trading price was 12.75, which was -5.7 lower than the previous day. The implied volatity was 22.77, the open interest changed by 27 which increased total open position to 3170
On 5 Mar TCS was trading at 3547.05. The strike last trading price was 17.9, which was -5.7 lower than the previous day. The implied volatity was 22.31, the open interest changed by 89 which increased total open position to 3138
On 4 Mar TCS was trading at 3532.05. The strike last trading price was 24.25, which was -9.75 lower than the previous day. The implied volatity was 22.67, the open interest changed by -222 which decreased total open position to 3057
On 3 Mar TCS was trading at 3493.05. The strike last trading price was 32, which was -10 lower than the previous day. The implied volatity was 22.83, the open interest changed by 528 which increased total open position to 3278
On 28 Feb TCS was trading at 3483.25. The strike last trading price was 42.65, which was 23.35 higher than the previous day. The implied volatity was 22.69, the open interest changed by 925 which increased total open position to 2761
On 27 Feb TCS was trading at 3612.55. The strike last trading price was 19.7, which was 0.25 higher than the previous day. The implied volatity was 24.30, the open interest changed by 417 which increased total open position to 1836
On 26 Feb TCS was trading at 3627.00. The strike last trading price was 19.8, which was 4.7 higher than the previous day. The implied volatity was 24.82, the open interest changed by 510 which increased total open position to 1414
On 25 Feb TCS was trading at 3629.55. The strike last trading price was 19.8, which was 4.7 higher than the previous day. The implied volatity was 24.82, the open interest changed by 505 which increased total open position to 1414
On 24 Feb TCS was trading at 3675.60. The strike last trading price was 15.85, which was 7.5 higher than the previous day. The implied volatity was 25.26, the open interest changed by 485 which increased total open position to 909
On 21 Feb TCS was trading at 3786.00. The strike last trading price was 8.05, which was -1.4 lower than the previous day. The implied volatity was 25.62, the open interest changed by 10 which increased total open position to 424
On 20 Feb TCS was trading at 3779.40. The strike last trading price was 9.55, which was -1.55 lower than the previous day. The implied volatity was 26.23, the open interest changed by 137 which increased total open position to 416
On 19 Feb TCS was trading at 3784.10. The strike last trading price was 10.65, which was 3.5 higher than the previous day. The implied volatity was 26.46, the open interest changed by 144 which increased total open position to 278
On 18 Feb TCS was trading at 3873.20. The strike last trading price was 6.9, which was 1.4 higher than the previous day. The implied volatity was 27.19, the open interest changed by 30 which increased total open position to 137
On 17 Feb TCS was trading at 3904.50. The strike last trading price was 5.5, which was -1.15 lower than the previous day. The implied volatity was 26.98, the open interest changed by 108 which increased total open position to 108
