TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 3650 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 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Nov | 4019.50 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4147.00 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4139.65 | 320.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3971.35 | 320.45 | 0.00 | 0.00 | 0 | 27 | 0 | |||
| 4 Nov | 3964.15 | 320.45 | -375.00 | - | 34 | 23 | 23 | |||
| 1 Nov | 3984.20 | 695.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3968.45 | 695.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4084.65 | 695.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4075.25 | 695.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4090.85 | 695.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4057.55 | 695.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4047.90 | 695.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4066.25 | 695.45 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3650 expiring on 28NOV2024
Delta for 3650 CE is 0.00
Historical price for 3650 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 320.45, 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 320.45, 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 320.45, 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 Nov TCS was trading at 4019.50. The strike last trading price was 320.45, 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 320.45, 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 320.45, 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 320.45, 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 320.45, 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 320.45, 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 320.45, 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 Nov TCS was trading at 4139.65. The strike last trading price was 320.45, 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 320.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 320.45, which was -375.00 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 23
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 695.45, 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 695.45, 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 30 Oct TCS was trading at 4084.65. The strike last trading price was 695.45, 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 695.45, 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 695.45, 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 695.45, 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 695.45, 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 695.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.28
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 1.75 | -0.35 | 39.65 | 296 | 22 | 224 |
| 20 Nov | 4039.55 | 2.1 | 0.00 | 34.42 | 149 | -20 | 204 |
| 19 Nov | 4039.55 | 2.1 | -0.70 | 34.42 | 149 | -18 | 204 |
| 18 Nov | 4019.50 | 2.8 | 1.60 | 32.70 | 929 | 62 | 224 |
| 14 Nov | 4145.90 | 1.2 | -1.20 | 30.71 | 4 | 0 | 164 |
| 13 Nov | 4150.35 | 2.4 | 0.50 | 33.25 | 64 | -3 | 163 |
| 12 Nov | 4197.40 | 1.9 | -0.60 | 32.42 | 14 | -2 | 170 |
| 11 Nov | 4198.70 | 2.5 | 0.55 | 33.18 | 23 | -4 | 172 |
| 8 Nov | 4147.00 | 1.95 | -0.65 | 27.44 | 48 | -4 | 177 |
| 7 Nov | 4150.90 | 2.6 | -0.45 | 28.36 | 252 | 29 | 182 |
| 6 Nov | 4139.65 | 3.05 | -7.25 | 28.55 | 715 | -100 | 166 |
| 5 Nov | 3971.35 | 10.3 | -1.40 | 26.69 | 348 | 15 | 266 |
| 4 Nov | 3964.15 | 11.7 | -1.95 | 26.82 | 693 | 92 | 253 |
| 1 Nov | 3984.20 | 13.65 | -0.40 | 27.44 | 117 | 15 | 160 |
| 31 Oct | 3968.45 | 14.05 | 6.80 | - | 378 | 140 | 140 |
| 30 Oct | 4084.65 | 7.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4075.25 | 7.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4090.85 | 7.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4057.55 | 7.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4047.90 | 7.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4066.25 | 7.25 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 3650 expiring on 28NOV2024
Delta for 3650 PE is -0.02
Historical price for 3650 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 39.65, the open interest changed by 22 which increased total open position to 224
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 34.42, the open interest changed by -20 which decreased total open position to 204
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 34.42, the open interest changed by -18 which decreased total open position to 204
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 2.8, which was 1.60 higher than the previous day. The implied volatity was 32.70, the open interest changed by 62 which increased total open position to 224
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 1.2, which was -1.20 lower than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 164
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 2.4, which was 0.50 higher than the previous day. The implied volatity was 33.25, the open interest changed by -3 which decreased total open position to 163
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 32.42, the open interest changed by -2 which decreased total open position to 170
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 2.5, which was 0.55 higher than the previous day. The implied volatity was 33.18, the open interest changed by -4 which decreased total open position to 172
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 27.44, the open interest changed by -4 which decreased total open position to 177
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 28.36, the open interest changed by 29 which increased total open position to 182
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 3.05, which was -7.25 lower than the previous day. The implied volatity was 28.55, the open interest changed by -100 which decreased total open position to 166
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 10.3, which was -1.40 lower than the previous day. The implied volatity was 26.69, the open interest changed by 15 which increased total open position to 266
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 11.7, which was -1.95 lower than the previous day. The implied volatity was 26.82, the open interest changed by 92 which increased total open position to 253
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 13.65, which was -0.40 lower than the previous day. The implied volatity was 27.44, the open interest changed by 15 which increased total open position to 160
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 14.05, which was 6.80 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, 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 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
