TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 3500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4019.50 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 4197.40 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4147.00 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4139.65 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3971.35 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3964.15 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 3984.20 | 1077.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3968.45 | 1077.4 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3500 expiring on 28NOV2024
Delta for 3500 CE is -
Historical price for 3500 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 1077.4, 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 Nov TCS was trading at 4039.55. The strike last trading price was 1077.4, 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 Nov TCS was trading at 4039.55. The strike last trading price was 1077.4, 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 Nov TCS was trading at 4019.50. The strike last trading price was 1077.4, 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 14 Nov TCS was trading at 4145.90. The strike last trading price was 1077.4, 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 Nov TCS was trading at 4150.35. The strike last trading price was 1077.4, 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 12 Nov TCS was trading at 4197.40. The strike last trading price was 1077.4, 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 11 Nov TCS was trading at 4198.70. The strike last trading price was 1077.4, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 1077.4, 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 7 Nov TCS was trading at 4150.90. The strike last trading price was 1077.4, 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 6 Nov TCS was trading at 4139.65. The strike last trading price was 1077.4, 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 5 Nov TCS was trading at 3971.35. The strike last trading price was 1077.4, 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 4 Nov TCS was trading at 3964.15. The strike last trading price was 1077.4, 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 1 Nov TCS was trading at 3984.20. The strike last trading price was 1077.4, 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 31 Oct TCS was trading at 3968.45. The strike last trading price was 1077.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.20
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 1.4 | 0.25 | 50.65 | 28 | 2 | 294 |
| 20 Nov | 4039.55 | 1.15 | 0.00 | 42.04 | 181 | -73 | 294 |
| 19 Nov | 4039.55 | 1.15 | -0.65 | 42.04 | 181 | -71 | 294 |
| 18 Nov | 4019.50 | 1.8 | 0.55 | 41.08 | 514 | 75 | 357 |
| 14 Nov | 4145.90 | 1.25 | -0.15 | 39.45 | 129 | -27 | 283 |
| 13 Nov | 4150.35 | 1.4 | -0.05 | 38.92 | 15 | -6 | 310 |
| 12 Nov | 4197.40 | 1.45 | 0.00 | 39.17 | 28 | -13 | 313 |
| 11 Nov | 4198.70 | 1.45 | 0.15 | 38.43 | 104 | -55 | 326 |
| 8 Nov | 4147.00 | 1.3 | -0.25 | 32.97 | 92 | -60 | 384 |
| 7 Nov | 4150.90 | 1.55 | -0.25 | 33.41 | 161 | -14 | 447 |
| 6 Nov | 4139.65 | 1.8 | -2.40 | 33.26 | 988 | -441 | 475 |
| 5 Nov | 3971.35 | 4.2 | -0.75 | 29.75 | 991 | 299 | 916 |
| 4 Nov | 3964.15 | 4.95 | -1.10 | 29.88 | 1,006 | 220 | 625 |
| 1 Nov | 3984.20 | 6.05 | 0.05 | 30.23 | 212 | 105 | 417 |
| 31 Oct | 3968.45 | 6 | - | 606 | 317 | 317 | |
For Tata Consultancy Serv Lt - strike price 3500 expiring on 28NOV2024
Delta for 3500 PE is -0.01
Historical price for 3500 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 50.65, the open interest changed by 2 which increased total open position to 294
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 42.04, the open interest changed by -73 which decreased total open position to 294
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 42.04, the open interest changed by -71 which decreased total open position to 294
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 1.8, which was 0.55 higher than the previous day. The implied volatity was 41.08, the open interest changed by 75 which increased total open position to 357
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 39.45, the open interest changed by -27 which decreased total open position to 283
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 38.92, the open interest changed by -6 which decreased total open position to 310
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 39.17, the open interest changed by -13 which decreased total open position to 313
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 38.43, the open interest changed by -55 which decreased total open position to 326
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 32.97, the open interest changed by -60 which decreased total open position to 384
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 33.41, the open interest changed by -14 which decreased total open position to 447
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 1.8, which was -2.40 lower than the previous day. The implied volatity was 33.26, the open interest changed by -441 which decreased total open position to 475
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 4.2, which was -0.75 lower than the previous day. The implied volatity was 29.75, the open interest changed by 299 which increased total open position to 916
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 4.95, which was -1.10 lower than the previous day. The implied volatity was 29.88, the open interest changed by 220 which increased total open position to 625
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 30.23, the open interest changed by 105 which increased total open position to 417
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
