TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 3700 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 | 367.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 367.85 | 0.00 | 48.51 | 2 | 0 | 77 | |||
| 19 Nov | 4039.55 | 367.85 | -102.15 | 48.51 | 2 | 1 | 77 | |||
| 18 Nov | 4019.50 | 470 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 470 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 470 | -41.00 | 31.82 | 1 | 0 | 76 | |||
| 12 Nov | 4197.40 | 511 | 0.00 | 0.00 | 0 | -24 | 0 | |||
| 11 Nov | 4198.70 | 511 | 1.00 | 37.12 | 32 | -23 | 78 | |||
| 8 Nov | 4147.00 | 510 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 4150.90 | 510 | 60.00 | 51.55 | 1 | 0 | 102 | |||
| 6 Nov | 4139.65 | 450 | 155.00 | - | 6 | 3 | 103 | |||
| 5 Nov | 3971.35 | 295 | -6.80 | 12.12 | 22 | 0 | 99 | |||
| 4 Nov | 3964.15 | 301.8 | -16.45 | 23.09 | 73 | 59 | 99 | |||
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| 1 Nov | 3984.20 | 318.25 | 0.00 | 0.00 | 0 | 29 | 0 | |||
| 31 Oct | 3968.45 | 318.25 | -95.75 | - | 50 | 28 | 39 | |||
| 30 Oct | 4084.65 | 414 | 0.00 | - | 0 | 10 | 0 | |||
| 29 Oct | 4075.25 | 414 | 19.00 | - | 12 | 10 | 11 | |||
| 28 Oct | 4090.85 | 395 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4057.55 | 395 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4047.90 | 395 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4066.25 | 395 | 25.00 | - | 2 | 0 | 1 | |||
| 22 Oct | 4015.50 | 370 | -517.10 | - | 1 | 0 | 0 | |||
| 21 Oct | 4079.85 | 887.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4123.05 | 887.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4109.00 | 887.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4094.95 | 887.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4116.80 | 887.1 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3700 expiring on 28NOV2024
Delta for 3700 CE is 0.00
Historical price for 3700 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 367.85, 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 367.85, which was 0.00 lower than the previous day. The implied volatity was 48.51, the open interest changed by 0 which decreased total open position to 77
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 367.85, which was -102.15 lower than the previous day. The implied volatity was 48.51, the open interest changed by 1 which increased total open position to 77
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 470, 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 470, 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 470, which was -41.00 lower than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 76
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 511, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -24 which decreased total open position to 0
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 511, which was 1.00 higher than the previous day. The implied volatity was 37.12, the open interest changed by -23 which decreased total open position to 78
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 510, 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 7 Nov TCS was trading at 4150.90. The strike last trading price was 510, which was 60.00 higher than the previous day. The implied volatity was 51.55, the open interest changed by 0 which decreased total open position to 102
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 450, which was 155.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 103
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 295, which was -6.80 lower than the previous day. The implied volatity was 12.12, the open interest changed by 0 which decreased total open position to 99
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 301.8, which was -16.45 lower than the previous day. The implied volatity was 23.09, the open interest changed by 59 which increased total open position to 99
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 318.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 318.25, which was -95.75 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 414, 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 414, which was 19.00 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 395, 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 395, 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 395, 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 395, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TCS was trading at 4015.50. The strike last trading price was 370, which was -517.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TCS was trading at 4079.85. The strike last trading price was 887.1, 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 18 Oct TCS was trading at 4123.05. The strike last trading price was 887.1, 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 887.1, 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 16 Oct TCS was trading at 4094.95. The strike last trading price was 887.1, 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 15 Oct TCS was trading at 4116.80. The strike last trading price was 887.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.34
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 2.05 | -0.60 | 36.39 | 1,138 | -25 | 937 |
| 20 Nov | 4039.55 | 2.65 | 0.00 | 31.87 | 1,153 | -183 | 960 |
| 19 Nov | 4039.55 | 2.65 | -1.05 | 31.87 | 1,153 | -185 | 960 |
| 18 Nov | 4019.50 | 3.7 | 1.90 | 30.50 | 2,448 | 265 | 1,149 |
| 14 Nov | 4145.90 | 1.8 | -0.30 | 29.76 | 290 | 38 | 884 |
| 13 Nov | 4150.35 | 2.1 | 0.00 | 29.70 | 227 | -85 | 847 |
| 12 Nov | 4197.40 | 2.1 | 0.05 | 30.17 | 265 | -121 | 980 |
| 11 Nov | 4198.70 | 2.05 | -0.25 | 29.51 | 514 | -58 | 1,125 |
| 8 Nov | 4147.00 | 2.3 | -0.95 | 25.65 | 363 | -23 | 1,182 |
| 7 Nov | 4150.90 | 3.25 | -0.55 | 27.06 | 898 | -9 | 1,212 |
| 6 Nov | 4139.65 | 3.8 | -10.70 | 27.10 | 3,404 | -151 | 1,216 |
| 5 Nov | 3971.35 | 14.5 | -1.90 | 25.99 | 1,505 | -240 | 1,362 |
| 4 Nov | 3964.15 | 16.4 | -3.00 | 26.19 | 2,131 | 58 | 1,617 |
| 1 Nov | 3984.20 | 19.4 | 0.80 | 27.20 | 494 | 109 | 1,554 |
| 31 Oct | 3968.45 | 18.6 | 8.95 | - | 3,309 | 818 | 1,445 |
| 30 Oct | 4084.65 | 9.65 | 2.15 | - | 440 | 48 | 617 |
| 29 Oct | 4075.25 | 7.5 | -0.25 | - | 252 | 83 | 570 |
| 28 Oct | 4090.85 | 7.75 | -2.35 | - | 665 | 92 | 486 |
| 25 Oct | 4057.55 | 10.1 | 0.70 | - | 347 | 55 | 394 |
| 24 Oct | 4047.90 | 9.4 | 0.00 | - | 175 | 51 | 339 |
| 23 Oct | 4066.25 | 9.4 | -5.40 | - | 128 | 2 | 290 |
| 22 Oct | 4015.50 | 14.8 | 3.90 | - | 175 | 103 | 287 |
| 21 Oct | 4079.85 | 10.9 | 3.50 | - | 115 | 54 | 183 |
| 18 Oct | 4123.05 | 7.4 | -0.70 | - | 16 | 11 | 128 |
| 17 Oct | 4109.00 | 8.1 | -1.05 | - | 92 | 90 | 116 |
| 16 Oct | 4094.95 | 9.15 | 0.25 | - | 30 | 21 | 26 |
| 15 Oct | 4116.80 | 8.9 | - | 7 | 5 | 5 | |
For Tata Consultancy Serv Lt - strike price 3700 expiring on 28NOV2024
Delta for 3700 PE is -0.03
Historical price for 3700 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 2.05, which was -0.60 lower than the previous day. The implied volatity was 36.39, the open interest changed by -25 which decreased total open position to 937
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 31.87, the open interest changed by -183 which decreased total open position to 960
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 2.65, which was -1.05 lower than the previous day. The implied volatity was 31.87, the open interest changed by -185 which decreased total open position to 960
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 3.7, which was 1.90 higher than the previous day. The implied volatity was 30.50, the open interest changed by 265 which increased total open position to 1149
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 29.76, the open interest changed by 38 which increased total open position to 884
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 29.70, the open interest changed by -85 which decreased total open position to 847
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 30.17, the open interest changed by -121 which decreased total open position to 980
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 29.51, the open interest changed by -58 which decreased total open position to 1125
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 25.65, the open interest changed by -23 which decreased total open position to 1182
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 3.25, which was -0.55 lower than the previous day. The implied volatity was 27.06, the open interest changed by -9 which decreased total open position to 1212
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 3.8, which was -10.70 lower than the previous day. The implied volatity was 27.10, the open interest changed by -151 which decreased total open position to 1216
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 14.5, which was -1.90 lower than the previous day. The implied volatity was 25.99, the open interest changed by -240 which decreased total open position to 1362
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 16.4, which was -3.00 lower than the previous day. The implied volatity was 26.19, the open interest changed by 58 which increased total open position to 1617
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 19.4, which was 0.80 higher than the previous day. The implied volatity was 27.20, the open interest changed by 109 which increased total open position to 1554
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 18.6, which was 8.95 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 9.65, which was 2.15 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 7.5, which was -0.25 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 7.75, which was -2.35 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 10.1, which was 0.70 higher 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 9.4, 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 9.4, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TCS was trading at 4015.50. The strike last trading price was 14.8, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TCS was trading at 4079.85. The strike last trading price was 10.9, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TCS was trading at 4123.05. The strike last trading price was 7.4, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TCS was trading at 4109.00. The strike last trading price was 8.1, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TCS was trading at 4094.95. The strike last trading price was 9.15, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct TCS was trading at 4116.80. The strike last trading price was 8.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
