TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 3600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 450 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Nov | 4019.50 | 450 | -154.00 | 59.02 | 2 | 0 | 3 | |||
| 14 Nov | 4145.90 | 604 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 604 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 604 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 604 | 64.00 | 30.50 | 3 | 0 | 3 | |||
| 8 Nov | 4147.00 | 540 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 4150.90 | 540 | 140.00 | - | 3 | 0 | 2 | |||
| 6 Nov | 4139.65 | 400 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3971.35 | 400 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 4 Nov | 3964.15 | 400 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 3984.20 | 400 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 3968.45 | 400 | -581.50 | - | 2 | 0 | 0 | |||
| 30 Oct | 4084.65 | 981.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4075.25 | 981.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4090.85 | 981.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4057.55 | 981.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4047.90 | 981.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4066.25 | 981.5 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3600 expiring on 28NOV2024
Delta for 3600 CE is 0.00
Historical price for 3600 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 450, 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 20 Nov TCS was trading at 4039.55. The strike last trading price was 450, 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 Nov TCS was trading at 4039.55. The strike last trading price was 450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 450, which was -154.00 lower than the previous day. The implied volatity was 59.02, the open interest changed by 0 which decreased total open position to 3
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 604, 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 604, 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 604, 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 604, which was 64.00 higher than the previous day. The implied volatity was 30.50, the open interest changed by 0 which decreased total open position to 3
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 540, 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 7 Nov TCS was trading at 4150.90. The strike last trading price was 540, which was 140.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 400, 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 Nov TCS was trading at 3971.35. The strike last trading price was 400, 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 Nov TCS was trading at 3964.15. The strike last trading price was 400, 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 1 Nov TCS was trading at 3984.20. The strike last trading price was 400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 400, which was -581.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TCS was trading at 4084.65. The strike last trading price was 981.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TCS was trading at 4075.25. The strike last trading price was 981.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TCS was trading at 4090.85. The strike last trading price was 981.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TCS was trading at 4057.55. The strike last trading price was 981.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TCS was trading at 4047.90. The strike last trading price was 981.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TCS was trading at 4066.25. The strike last trading price was 981.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.22
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 1.35 | -0.30 | 42.19 | 162 | 16 | 770 |
| 20 Nov | 4039.55 | 1.65 | 0.00 | 36.81 | 379 | -23 | 755 |
| 19 Nov | 4039.55 | 1.65 | -0.60 | 36.81 | 379 | -22 | 755 |
| 18 Nov | 4019.50 | 2.25 | 0.40 | 35.15 | 956 | 97 | 778 |
| 14 Nov | 4145.90 | 1.85 | 0.10 | 35.78 | 42 | -27 | 681 |
| 13 Nov | 4150.35 | 1.75 | 0.00 | 34.48 | 72 | -20 | 707 |
| 12 Nov | 4197.40 | 1.75 | 0.20 | 34.74 | 103 | -18 | 728 |
| 11 Nov | 4198.70 | 1.55 | -0.40 | 33.45 | 436 | -228 | 750 |
| 8 Nov | 4147.00 | 1.95 | -0.30 | 29.92 | 318 | -25 | 978 |
| 7 Nov | 4150.90 | 2.25 | -0.20 | 30.32 | 481 | -5 | 1,003 |
| 6 Nov | 4139.65 | 2.45 | -4.85 | 29.95 | 2,134 | -435 | 1,011 |
| 5 Nov | 3971.35 | 7.3 | -1.20 | 27.43 | 1,512 | -138 | 1,450 |
| 4 Nov | 3964.15 | 8.5 | -1.50 | 27.63 | 2,010 | -61 | 1,584 |
| 1 Nov | 3984.20 | 10 | 0.00 | 28.09 | 446 | 201 | 1,658 |
| 31 Oct | 3968.45 | 10 | 4.70 | - | 3,157 | 1,274 | 1,444 |
| 30 Oct | 4084.65 | 5.3 | 0.35 | - | 125 | 89 | 170 |
| 29 Oct | 4075.25 | 4.95 | 1.00 | - | 43 | 20 | 79 |
| 28 Oct | 4090.85 | 3.95 | -1.35 | - | 50 | 34 | 60 |
| 25 Oct | 4057.55 | 5.3 | -0.40 | - | 5 | 4 | 26 |
| 24 Oct | 4047.90 | 5.7 | -1.30 | - | 11 | 4 | 15 |
| 23 Oct | 4066.25 | 7 | - | 13 | 7 | 10 | |
For Tata Consultancy Serv Lt - strike price 3600 expiring on 28NOV2024
Delta for 3600 PE is -0.02
Historical price for 3600 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 42.19, the open interest changed by 16 which increased total open position to 770
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 36.81, the open interest changed by -23 which decreased total open position to 755
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 36.81, the open interest changed by -22 which decreased total open position to 755
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 2.25, which was 0.40 higher than the previous day. The implied volatity was 35.15, the open interest changed by 97 which increased total open position to 778
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was 35.78, the open interest changed by -27 which decreased total open position to 681
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 34.48, the open interest changed by -20 which decreased total open position to 707
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 34.74, the open interest changed by -18 which decreased total open position to 728
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 33.45, the open interest changed by -228 which decreased total open position to 750
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 29.92, the open interest changed by -25 which decreased total open position to 978
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 2.25, which was -0.20 lower than the previous day. The implied volatity was 30.32, the open interest changed by -5 which decreased total open position to 1003
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 2.45, which was -4.85 lower than the previous day. The implied volatity was 29.95, the open interest changed by -435 which decreased total open position to 1011
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 7.3, which was -1.20 lower than the previous day. The implied volatity was 27.43, the open interest changed by -138 which decreased total open position to 1450
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 8.5, which was -1.50 lower than the previous day. The implied volatity was 27.63, the open interest changed by -61 which decreased total open position to 1584
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 28.09, the open interest changed by 201 which increased total open position to 1658
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 10, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TCS was trading at 4084.65. The strike last trading price was 5.3, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TCS was trading at 4075.25. The strike last trading price was 4.95, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TCS was trading at 4090.85. The strike last trading price was 3.95, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TCS was trading at 4057.55. The strike last trading price was 5.3, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TCS was trading at 4047.90. The strike last trading price was 5.7, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TCS was trading at 4066.25. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
