TCS
Tata Consultancy Serv Lt
Historical option data for TCS
11 Mar 2025 12:20 PM IST
| TCS 27MAR2025 3650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 2.65
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 3559.85 | 28 | -9.85 | 19.08 | 4,319 | 175 | 2,917 | |||
| 10 Mar | 3589.65 | 37.15 | -13.15 | 18.68 | 4,466 | 164 | 2,741 | |||
| 7 Mar | 3611.20 | 48.4 | 1.6 | 17.80 | 7,685 | 178 | 2,577 | |||
| 6 Mar | 3601.60 | 44.7 | 9.8 | 17.29 | 5,336 | 168 | 2,401 | |||
| 5 Mar | 3547.05 | 35.85 | 6.35 | 18.57 | 5,184 | -282 | 2,237 | |||
| 4 Mar | 3532.05 | 29.65 | 3 | 18.51 | 5,088 | -167 | 2,489 | |||
| 3 Mar | 3493.05 | 27.6 | 1.05 | 19.83 | 4,435 | -189 | 2,616 | |||
| 28 Feb | 3483.25 | 26.5 | -50.4 | 20.42 | 8,310 | 1,065 | 2,782 | |||
| 27 Feb | 3612.55 | 76.5 | -15.95 | 20.87 | 4,248 | 818 | 1,717 | |||
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| 26 Feb | 3627.00 | 91.1 | -30.3 | 21.14 | 2,917 | 765 | 901 | |||
| 25 Feb | 3629.55 | 91.1 | -30.3 | 21.14 | 2,917 | 767 | 901 | |||
| 24 Feb | 3675.60 | 120.25 | -389.2 | 21.71 | 301 | 131 | 131 | |||
| 21 Feb | 3786.00 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 3779.40 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 3784.10 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3873.20 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 3904.50 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 3934.85 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 3910.15 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 3950.15 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 3963.55 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 4036.95 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 4029.40 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 4082.75 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 4091.10 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 4107.05 | 509.45 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 4068.65 | 509.45 | 0 | - | 0 | 0 | 0 | |||
For Tata Consultancy Serv Lt - strike price 3650 expiring on 27MAR2025
Delta for 3650 CE is 0.31
Historical price for 3650 CE is as follows
On 11 Mar TCS was trading at 3559.85. The strike last trading price was 28, which was -9.85 lower than the previous day. The implied volatity was 19.08, the open interest changed by 175 which increased total open position to 2917
On 10 Mar TCS was trading at 3589.65. The strike last trading price was 37.15, which was -13.15 lower than the previous day. The implied volatity was 18.68, the open interest changed by 164 which increased total open position to 2741
On 7 Mar TCS was trading at 3611.20. The strike last trading price was 48.4, which was 1.6 higher than the previous day. The implied volatity was 17.80, the open interest changed by 178 which increased total open position to 2577
On 6 Mar TCS was trading at 3601.60. The strike last trading price was 44.7, which was 9.8 higher than the previous day. The implied volatity was 17.29, the open interest changed by 168 which increased total open position to 2401
On 5 Mar TCS was trading at 3547.05. The strike last trading price was 35.85, which was 6.35 higher than the previous day. The implied volatity was 18.57, the open interest changed by -282 which decreased total open position to 2237
On 4 Mar TCS was trading at 3532.05. The strike last trading price was 29.65, which was 3 higher than the previous day. The implied volatity was 18.51, the open interest changed by -167 which decreased total open position to 2489
On 3 Mar TCS was trading at 3493.05. The strike last trading price was 27.6, which was 1.05 higher than the previous day. The implied volatity was 19.83, the open interest changed by -189 which decreased total open position to 2616
On 28 Feb TCS was trading at 3483.25. The strike last trading price was 26.5, which was -50.4 lower than the previous day. The implied volatity was 20.42, the open interest changed by 1065 which increased total open position to 2782
On 27 Feb TCS was trading at 3612.55. The strike last trading price was 76.5, which was -15.95 lower than the previous day. The implied volatity was 20.87, the open interest changed by 818 which increased total open position to 1717
On 26 Feb TCS was trading at 3627.00. The strike last trading price was 91.1, which was -30.3 lower than the previous day. The implied volatity was 21.14, the open interest changed by 765 which increased total open position to 901
On 25 Feb TCS was trading at 3629.55. The strike last trading price was 91.1, which was -30.3 lower than the previous day. The implied volatity was 21.14, the open interest changed by 767 which increased total open position to 901
On 24 Feb TCS was trading at 3675.60. The strike last trading price was 120.25, which was -389.2 lower than the previous day. The implied volatity was 21.71, the open interest changed by 131 which increased total open position to 131
On 21 Feb TCS was trading at 3786.00. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb TCS was trading at 3779.40. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb TCS was trading at 3784.10. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TCS was trading at 3873.20. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TCS was trading at 3904.50. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb TCS was trading at 3934.85. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TCS was trading at 3910.15. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TCS was trading at 3950.15. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TCS was trading at 3963.55. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TCS was trading at 4036.95. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TCS was trading at 4029.40. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TCS was trading at 4082.75. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TCS was trading at 4091.10. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TCS was trading at 4107.05. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TCS was trading at 4068.65. The strike last trading price was 509.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TCS 27MAR2025 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 2.72
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 3559.85 | 108.3 | 19.3 | 21.47 | 843 | -89 | 1,308 |
| 10 Mar | 3589.65 | 88.55 | 6.05 | 20.63 | 1,859 | 91 | 1,406 |
| 7 Mar | 3611.20 | 83.95 | -3.55 | 20.44 | 2,302 | 82 | 1,315 |
| 6 Mar | 3601.60 | 92.25 | -24.95 | 20.92 | 962 | 49 | 1,238 |
| 5 Mar | 3547.05 | 115.8 | -18.15 | 21.31 | 974 | -53 | 1,189 |
| 4 Mar | 3532.05 | 134.7 | -26.05 | 22.01 | 909 | -404 | 1,243 |
| 3 Mar | 3493.05 | 156 | -14.25 | 22.60 | 266 | -14 | 1,647 |
| 28 Feb | 3483.25 | 172.6 | 82.45 | 20.76 | 1,439 | -135 | 1,661 |
| 27 Feb | 3612.55 | 90.7 | 3.3 | 20.90 | 2,845 | 585 | 1,796 |
| 26 Feb | 3627.00 | 90 | 21.8 | 22.54 | 2,960 | 803 | 1,216 |
| 25 Feb | 3629.55 | 90 | 21.8 | 22.54 | 2,960 | 808 | 1,216 |
| 24 Feb | 3675.60 | 70.7 | 32.75 | 22.27 | 947 | 138 | 402 |
| 21 Feb | 3786.00 | 38.15 | -2.9 | 22.73 | 188 | 13 | 265 |
| 20 Feb | 3779.40 | 41.9 | -2.05 | 23.37 | 284 | 34 | 252 |
| 19 Feb | 3784.10 | 44.55 | 19.6 | 23.61 | 479 | 199 | 218 |
| 18 Feb | 3873.20 | 26 | 7.15 | 23.28 | 20 | 18 | 18 |
| 17 Feb | 3904.50 | 18.85 | 0 | 6.18 | 0 | 0 | 0 |
| 14 Feb | 3934.85 | 18.85 | 0 | 6.38 | 0 | 0 | 0 |
| 13 Feb | 3910.15 | 18.85 | 0 | 6.19 | 0 | 0 | 0 |
| 12 Feb | 3950.15 | 18.85 | 0 | 6.76 | 0 | 0 | 0 |
| 11 Feb | 3963.55 | 18.85 | 0 | 6.89 | 0 | 0 | 0 |
| 10 Feb | 4036.95 | 18.85 | 0 | 7.91 | 0 | 0 | 0 |
| 7 Feb | 4029.40 | 18.85 | 0 | 7.71 | 0 | 0 | 0 |
| 6 Feb | 4082.75 | 18.85 | 0 | 8.47 | 0 | 0 | 0 |
| 5 Feb | 4091.10 | 18.85 | 0 | 8.32 | 0 | 0 | 0 |
| 4 Feb | 4107.05 | 18.85 | 0 | 8.44 | 0 | 0 | 0 |
| 3 Feb | 4068.65 | 18.85 | 0 | 7.99 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3650 expiring on 27MAR2025
Delta for 3650 PE is -0.67
Historical price for 3650 PE is as follows
On 11 Mar TCS was trading at 3559.85. The strike last trading price was 108.3, which was 19.3 higher than the previous day. The implied volatity was 21.47, the open interest changed by -89 which decreased total open position to 1308
On 10 Mar TCS was trading at 3589.65. The strike last trading price was 88.55, which was 6.05 higher than the previous day. The implied volatity was 20.63, the open interest changed by 91 which increased total open position to 1406
On 7 Mar TCS was trading at 3611.20. The strike last trading price was 83.95, which was -3.55 lower than the previous day. The implied volatity was 20.44, the open interest changed by 82 which increased total open position to 1315
On 6 Mar TCS was trading at 3601.60. The strike last trading price was 92.25, which was -24.95 lower than the previous day. The implied volatity was 20.92, the open interest changed by 49 which increased total open position to 1238
On 5 Mar TCS was trading at 3547.05. The strike last trading price was 115.8, which was -18.15 lower than the previous day. The implied volatity was 21.31, the open interest changed by -53 which decreased total open position to 1189
On 4 Mar TCS was trading at 3532.05. The strike last trading price was 134.7, which was -26.05 lower than the previous day. The implied volatity was 22.01, the open interest changed by -404 which decreased total open position to 1243
On 3 Mar TCS was trading at 3493.05. The strike last trading price was 156, which was -14.25 lower than the previous day. The implied volatity was 22.60, the open interest changed by -14 which decreased total open position to 1647
On 28 Feb TCS was trading at 3483.25. The strike last trading price was 172.6, which was 82.45 higher than the previous day. The implied volatity was 20.76, the open interest changed by -135 which decreased total open position to 1661
On 27 Feb TCS was trading at 3612.55. The strike last trading price was 90.7, which was 3.3 higher than the previous day. The implied volatity was 20.90, the open interest changed by 585 which increased total open position to 1796
On 26 Feb TCS was trading at 3627.00. The strike last trading price was 90, which was 21.8 higher than the previous day. The implied volatity was 22.54, the open interest changed by 803 which increased total open position to 1216
On 25 Feb TCS was trading at 3629.55. The strike last trading price was 90, which was 21.8 higher than the previous day. The implied volatity was 22.54, the open interest changed by 808 which increased total open position to 1216
On 24 Feb TCS was trading at 3675.60. The strike last trading price was 70.7, which was 32.75 higher than the previous day. The implied volatity was 22.27, the open interest changed by 138 which increased total open position to 402
On 21 Feb TCS was trading at 3786.00. The strike last trading price was 38.15, which was -2.9 lower than the previous day. The implied volatity was 22.73, the open interest changed by 13 which increased total open position to 265
On 20 Feb TCS was trading at 3779.40. The strike last trading price was 41.9, which was -2.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by 34 which increased total open position to 252
On 19 Feb TCS was trading at 3784.10. The strike last trading price was 44.55, which was 19.6 higher than the previous day. The implied volatity was 23.61, the open interest changed by 199 which increased total open position to 218
On 18 Feb TCS was trading at 3873.20. The strike last trading price was 26, which was 7.15 higher than the previous day. The implied volatity was 23.28, the open interest changed by 18 which increased total open position to 18
On 17 Feb TCS was trading at 3904.50. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
On 14 Feb TCS was trading at 3934.85. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 6.38, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TCS was trading at 3910.15. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TCS was trading at 3950.15. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TCS was trading at 3963.55. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 6.89, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TCS was trading at 4036.95. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TCS was trading at 4029.40. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 7.71, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TCS was trading at 4082.75. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 8.47, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TCS was trading at 4091.10. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TCS was trading at 4107.05. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TCS was trading at 4068.65. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
