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[--[65.84.65.76]--]
TCS
Tata Consultancy Serv Lt

4170.3 -101.59 (-2.38%)

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Historical option data for TCS

20 Dec 2024 04:10 PM IST
TCS 26DEC2024 3500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4170.30 862.25 0.00 0.00 0 0 0
19 Dec 4271.90 862.25 0.00 0.00 0 0 0
18 Dec 4347.85 862.25 0.00 0.00 0 0 0
17 Dec 4328.50 862.25 0.00 0.00 0 0 0
16 Dec 4415.20 862.25 0.00 0.00 0 0 0
13 Dec 4473.90 862.25 0.00 0.00 0 0 0
12 Dec 4454.95 862.25 0.00 0.00 0 0 0
11 Dec 4427.45 862.25 0.00 0.00 0 0 0
10 Dec 4432.55 862.25 0.00 0.00 0 0 0
9 Dec 4452.15 862.25 0.00 0.00 0 0 0
6 Dec 4445.50 862.25 0.00 0.00 0 0 0
5 Dec 4464.05 862.25 0.00 0.00 0 0 0
4 Dec 4354.40 862.25 0.00 0.00 0 0 0
3 Dec 4302.75 862.25 0.00 0.00 0 0 0
2 Dec 4276.65 862.25 0.00 - 0 0 0
29 Nov 4270.85 862.25 0.00 - 0 0 0
28 Nov 4244.90 862.25 0.00 - 0 0 0
27 Nov 4332.55 862.25 0.00 - 0 0 0
26 Nov 4352.70 862.25 0.00 - 0 0 0
25 Nov 4315.10 862.25 0.00 - 0 0 0
22 Nov 4244.60 862.25 0.00 - 0 0 0
21 Nov 4072.85 862.25 0.00 - 0 0 0
18 Nov 4019.50 862.25 - 0 0 0


For Tata Consultancy Serv Lt - strike price 3500 expiring on 26DEC2024

Delta for 3500 CE is 0.00

Historical price for 3500 CE is as follows

On 20 Dec TCS was trading at 4170.30. The strike last trading price was 862.25, 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 19 Dec TCS was trading at 4271.90. The strike last trading price was 862.25, 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 18 Dec TCS was trading at 4347.85. The strike last trading price was 862.25, 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 17 Dec TCS was trading at 4328.50. The strike last trading price was 862.25, 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 16 Dec TCS was trading at 4415.20. The strike last trading price was 862.25, 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 13 Dec TCS was trading at 4473.90. The strike last trading price was 862.25, 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 12 Dec TCS was trading at 4454.95. The strike last trading price was 862.25, 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 11 Dec TCS was trading at 4427.45. The strike last trading price was 862.25, 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 10 Dec TCS was trading at 4432.55. The strike last trading price was 862.25, 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 9 Dec TCS was trading at 4452.15. The strike last trading price was 862.25, 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 6 Dec TCS was trading at 4445.50. The strike last trading price was 862.25, 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 5 Dec TCS was trading at 4464.05. The strike last trading price was 862.25, 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 Dec TCS was trading at 4354.40. The strike last trading price was 862.25, 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 3 Dec TCS was trading at 4302.75. The strike last trading price was 862.25, 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 2 Dec TCS was trading at 4276.65. The strike last trading price was 862.25, 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 29 Nov TCS was trading at 4270.85. The strike last trading price was 862.25, 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 28 Nov TCS was trading at 4244.90. The strike last trading price was 862.25, 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 27 Nov TCS was trading at 4332.55. The strike last trading price was 862.25, 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 TCS was trading at 4352.70. The strike last trading price was 862.25, 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 TCS was trading at 4315.10. The strike last trading price was 862.25, 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 22 Nov TCS was trading at 4244.60. The strike last trading price was 862.25, 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 21 Nov TCS was trading at 4072.85. The strike last trading price was 862.25, 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 862.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TCS 26DEC2024 3500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 4170.30 0.85 -0.35 - 135 14 211
19 Dec 4271.90 1.2 0.05 - 80 21 197
18 Dec 4347.85 1.15 0.10 - 1 0 176
17 Dec 4328.50 1.05 0.00 0.00 0 -2 0
16 Dec 4415.20 1.05 0.00 - 14 1 179
13 Dec 4473.90 1.05 -0.10 - 1 0 179
12 Dec 4454.95 1.15 -0.25 - 39 -23 180
11 Dec 4427.45 1.4 0.35 50.69 16 -1 203
10 Dec 4432.55 1.05 -0.20 47.98 26 -13 206
9 Dec 4452.15 1.25 -0.35 48.00 9 -1 216
6 Dec 4445.50 1.6 0.00 45.32 75 0 217
5 Dec 4464.05 1.6 -0.10 44.98 243 150 214
4 Dec 4354.40 1.7 0.45 40.42 89 2 65
3 Dec 4302.75 1.25 -0.60 36.58 26 -1 62
2 Dec 4276.65 1.85 -0.60 36.72 111 0 58
29 Nov 4270.85 2.45 0.20 35.99 47 23 53
28 Nov 4244.90 2.25 0.15 34.54 23 12 30
27 Nov 4332.55 2.1 -1.40 36.26 3 1 17
26 Nov 4352.70 3.5 -0.50 39.07 2 0 15
25 Nov 4315.10 4 1.80 38.21 24 8 14
22 Nov 4244.60 2.2 -3.30 30.48 9 8 14
21 Nov 4072.85 5.5 -0.50 29.47 1 0 6
18 Nov 4019.50 6 27.07 5 4 5


For Tata Consultancy Serv Lt - strike price 3500 expiring on 26DEC2024

Delta for 3500 PE is -

Historical price for 3500 PE is as follows

On 20 Dec TCS was trading at 4170.30. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 211


On 19 Dec TCS was trading at 4271.90. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 197


On 18 Dec TCS was trading at 4347.85. The strike last trading price was 1.15, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176


On 17 Dec TCS was trading at 4328.50. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 16 Dec TCS was trading at 4415.20. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 179


On 13 Dec TCS was trading at 4473.90. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 179


On 12 Dec TCS was trading at 4454.95. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 180


On 11 Dec TCS was trading at 4427.45. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 50.69, the open interest changed by -1 which decreased total open position to 203


On 10 Dec TCS was trading at 4432.55. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 47.98, the open interest changed by -13 which decreased total open position to 206


On 9 Dec TCS was trading at 4452.15. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 48.00, the open interest changed by -1 which decreased total open position to 216


On 6 Dec TCS was trading at 4445.50. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 45.32, the open interest changed by 0 which decreased total open position to 217


On 5 Dec TCS was trading at 4464.05. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 44.98, the open interest changed by 150 which increased total open position to 214


On 4 Dec TCS was trading at 4354.40. The strike last trading price was 1.7, which was 0.45 higher than the previous day. The implied volatity was 40.42, the open interest changed by 2 which increased total open position to 65


On 3 Dec TCS was trading at 4302.75. The strike last trading price was 1.25, which was -0.60 lower than the previous day. The implied volatity was 36.58, the open interest changed by -1 which decreased total open position to 62


On 2 Dec TCS was trading at 4276.65. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 36.72, the open interest changed by 0 which decreased total open position to 58


On 29 Nov TCS was trading at 4270.85. The strike last trading price was 2.45, which was 0.20 higher than the previous day. The implied volatity was 35.99, the open interest changed by 23 which increased total open position to 53


On 28 Nov TCS was trading at 4244.90. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 34.54, the open interest changed by 12 which increased total open position to 30


On 27 Nov TCS was trading at 4332.55. The strike last trading price was 2.1, which was -1.40 lower than the previous day. The implied volatity was 36.26, the open interest changed by 1 which increased total open position to 17


On 26 Nov TCS was trading at 4352.70. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 39.07, the open interest changed by 0 which decreased total open position to 15


On 25 Nov TCS was trading at 4315.10. The strike last trading price was 4, which was 1.80 higher than the previous day. The implied volatity was 38.21, the open interest changed by 8 which increased total open position to 14


On 22 Nov TCS was trading at 4244.60. The strike last trading price was 2.2, which was -3.30 lower than the previous day. The implied volatity was 30.48, the open interest changed by 8 which increased total open position to 14


On 21 Nov TCS was trading at 4072.85. The strike last trading price was 5.5, which was -0.50 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 6


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 27.07, the open interest changed by 4 which increased total open position to 5