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

4072.85 33.30 (0.82%)

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Historical option data for TCS

21 Nov 2024 04:10 PM IST
TCS 28NOV2024 3550 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 790.5 0.00 - 0 0 0
20 Nov 4039.55 790.5 0.00 - 0 0 0
19 Nov 4039.55 790.5 0.00 - 0 0 0
18 Nov 4019.50 790.5 0.00 - 0 0 0
14 Nov 4145.90 790.5 0.00 - 0 0 0
13 Nov 4150.35 790.5 0.00 - 0 0 0
12 Nov 4197.40 790.5 0.00 - 0 0 0
11 Nov 4198.70 790.5 0.00 - 0 0 0
8 Nov 4147.00 790.5 0.00 - 0 0 0
7 Nov 4150.90 790.5 0.00 - 0 0 0
6 Nov 4139.65 790.5 0.00 - 0 0 0
5 Nov 3971.35 790.5 0.00 - 0 0 0
4 Nov 3964.15 790.5 0.00 - 0 0 0
1 Nov 3984.20 790.5 0.00 - 0 0 0
31 Oct 3968.45 790.5 - 0 0 0


For Tata Consultancy Serv Lt - strike price 3550 expiring on 28NOV2024

Delta for 3550 CE is -

Historical price for 3550 CE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, 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 790.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TCS 28NOV2024 3550 PE
Delta: -0.01
Vega: 0.12
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 0.6 -2.05 41.61 3 0 1
20 Nov 4039.55 2.65 0.00 43.64 15 0 1
19 Nov 4039.55 2.65 1.85 43.64 15 0 1
18 Nov 4019.50 0.8 0.00 0.00 0 0 0
14 Nov 4145.90 0.8 0.00 0.00 0 0 0
13 Nov 4150.35 0.8 0.00 0.00 0 0 0
12 Nov 4197.40 0.8 0.00 0.00 0 0 0
11 Nov 4198.70 0.8 0.00 0.00 0 0 0
8 Nov 4147.00 0.8 0.00 0.00 0 0 0
7 Nov 4150.90 0.8 0.00 0.00 0 1 0
6 Nov 4139.65 0.8 -2.75 27.70 1 0 0
5 Nov 3971.35 3.55 0.00 11.63 0 0 0
4 Nov 3964.15 3.55 0.00 11.40 0 0 0
1 Nov 3984.20 3.55 0.00 11.26 0 0 0
31 Oct 3968.45 3.55 - 0 0 0


For Tata Consultancy Serv Lt - strike price 3550 expiring on 28NOV2024

Delta for 3550 PE is -0.01

Historical price for 3550 PE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 0.6, which was -2.05 lower than the previous day. The implied volatity was 41.61, the open interest changed by 0 which decreased total open position to 1


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 43.64, the open interest changed by 0 which decreased total open position to 1


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 2.65, which was 1.85 higher than the previous day. The implied volatity was 43.64, the open interest changed by 0 which decreased total open position to 1


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 0.8, 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 14 Nov TCS was trading at 4145.90. The strike last trading price was 0.8, 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 Nov TCS was trading at 4150.35. The strike last trading price was 0.8, 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 Nov TCS was trading at 4197.40. The strike last trading price was 0.8, 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 Nov TCS was trading at 4198.70. The strike last trading price was 0.8, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 0.8, 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 7 Nov TCS was trading at 4150.90. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 0.8, which was -2.75 lower than the previous day. The implied volatity was 27.70, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 11.63, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 11.40, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 11.26, 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 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to