TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 3700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 579.3 | -80.70 | - | 2 | 0 | 6 | |||
| 19 Dec | 4271.90 | 660 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4347.85 | 660 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 17 Dec | 4328.50 | 660 | -50.00 | - | 5 | -1 | 8 | |||
| 16 Dec | 4415.20 | 710 | -40.95 | - | 2 | 1 | 10 | |||
| 13 Dec | 4473.90 | 750.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4454.95 | 750.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4427.45 | 750.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4432.55 | 750.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4452.15 | 750.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4445.50 | 750.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 4464.05 | 750.95 | 167.25 | - | 1 | 0 | 8 | |||
| 4 Dec | 4354.40 | 583.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 4302.75 | 583.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4276.65 | 583.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 4270.85 | 583.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 4244.90 | 583.7 | -81.30 | 29.42 | 2 | 1 | 8 | |||
| 27 Nov | 4332.55 | 665 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Nov | 4352.70 | 665 | 77.75 | - | 3 | 1 | 5 | |||
| 25 Nov | 4315.10 | 587.25 | 92.55 | - | 1 | 0 | 3 | |||
| 22 Nov | 4244.60 | 494.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 21 Nov | 4072.85 | 494.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 494.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 494.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 4019.50 | 494.7 | 22.95 | 57.21 | 1 | 0 | 3 | |||
| 14 Nov | 4145.90 | 471.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 471.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 471.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 471.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4147.00 | 471.75 | 1.75 | - | 1 | 0 | 3 | |||
| 7 Nov | 4150.90 | 470 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 4139.65 | 470 | 100.00 | - | 4 | 0 | 4 | |||
| 5 Nov | 3971.35 | 370 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 3964.15 | 370 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 3984.20 | 370 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 31 Oct | 3968.45 | 370 | 370.00 | - | 4 | 3 | 3 | |||
| 28 Oct | 4090.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4094.95 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3700 expiring on 26DEC2024
Delta for 3700 CE is -
Historical price for 3700 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 579.3, which was -80.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 660, 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 Dec TCS was trading at 4347.85. The strike last trading price was 660, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 660, which was -50.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 710, which was -40.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 750.95, 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 Dec TCS was trading at 4454.95. The strike last trading price was 750.95, 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 Dec TCS was trading at 4427.45. The strike last trading price was 750.95, 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 10 Dec TCS was trading at 4432.55. The strike last trading price was 750.95, 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 9 Dec TCS was trading at 4452.15. The strike last trading price was 750.95, 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 Dec TCS was trading at 4445.50. The strike last trading price was 750.95, 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 5 Dec TCS was trading at 4464.05. The strike last trading price was 750.95, which was 167.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 583.7, 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 3 Dec TCS was trading at 4302.75. The strike last trading price was 583.7, 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 2 Dec TCS was trading at 4276.65. The strike last trading price was 583.7, 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 29 Nov TCS was trading at 4270.85. The strike last trading price was 583.7, 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 28 Nov TCS was trading at 4244.90. The strike last trading price was 583.7, which was -81.30 lower than the previous day. The implied volatity was 29.42, the open interest changed by 1 which increased total open position to 8
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 665, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 665, which was 77.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 587.25, which was 92.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 494.7, 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 21 Nov TCS was trading at 4072.85. The strike last trading price was 494.7, 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 494.7, 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 494.7, 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 494.7, which was 22.95 higher than the previous day. The implied volatity was 57.21, 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 471.75, 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 471.75, 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 471.75, 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 471.75, 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 471.75, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Nov TCS was trading at 4150.90. 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 -1 which decreased total open position to 0
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 470, which was 100.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 370, 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 370, 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 370, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 370, which was 370.00 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 26DEC2024 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.18
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 1.1 | -0.25 | 43.73 | 204 | 26 | 411 |
| 19 Dec | 4271.90 | 1.35 | -0.10 | 48.73 | 93 | -24 | 386 |
| 18 Dec | 4347.85 | 1.45 | 0.10 | 50.66 | 115 | -11 | 409 |
| 17 Dec | 4328.50 | 1.35 | -0.25 | 45.51 | 31 | -2 | 422 |
| 16 Dec | 4415.20 | 1.6 | 0.35 | 49.29 | 17 | -5 | 429 |
| 13 Dec | 4473.90 | 1.25 | -0.05 | 44.62 | 44 | -13 | 435 |
| 12 Dec | 4454.95 | 1.3 | -0.30 | 42.63 | 89 | -32 | 448 |
| 11 Dec | 4427.45 | 1.6 | -0.15 | 40.82 | 43 | -12 | 483 |
| 10 Dec | 4432.55 | 1.75 | -0.15 | 40.69 | 141 | -65 | 498 |
| 9 Dec | 4452.15 | 1.9 | -0.10 | 40.30 | 106 | -43 | 563 |
| 6 Dec | 4445.50 | 2 | -0.05 | 37.15 | 300 | -14 | 608 |
| 5 Dec | 4464.05 | 2.05 | 0.15 | 37.19 | 562 | 8 | 621 |
| 4 Dec | 4354.40 | 1.9 | -0.30 | 31.87 | 317 | -124 | 613 |
| 3 Dec | 4302.75 | 2.2 | -0.45 | 30.43 | 160 | -20 | 737 |
| 2 Dec | 4276.65 | 2.65 | -0.50 | 29.41 | 479 | 188 | 758 |
| 29 Nov | 4270.85 | 3.15 | -1.35 | 28.55 | 960 | 327 | 569 |
| 28 Nov | 4244.90 | 4.5 | 0.60 | 29.27 | 197 | 49 | 228 |
| 27 Nov | 4332.55 | 3.9 | -1.10 | 31.04 | 18 | 3 | 179 |
| 26 Nov | 4352.70 | 5 | -1.15 | 32.56 | 48 | -10 | 175 |
| 25 Nov | 4315.10 | 6.15 | -2.30 | 32.18 | 75 | -24 | 184 |
| 22 Nov | 4244.60 | 8.45 | -3.90 | 29.21 | 199 | 9 | 217 |
| 21 Nov | 4072.85 | 12.35 | -2.40 | 25.05 | 215 | 30 | 209 |
| 20 Nov | 4039.55 | 14.75 | 0.00 | 24.50 | 229 | 41 | 177 |
| 19 Nov | 4039.55 | 14.75 | -1.65 | 24.50 | 229 | 39 | 177 |
| 18 Nov | 4019.50 | 16.4 | 7.40 | 23.84 | 544 | 111 | 144 |
| 14 Nov | 4145.90 | 9 | -1.75 | 24.32 | 5 | 4 | 34 |
| 13 Nov | 4150.35 | 10.75 | 3.75 | 25.27 | 9 | 1 | 29 |
| 12 Nov | 4197.40 | 7 | 0.00 | 23.72 | 5 | -3 | 28 |
| 11 Nov | 4198.70 | 7 | 1.00 | 23.70 | 11 | -9 | 31 |
| 8 Nov | 4147.00 | 6 | -4.00 | 20.87 | 1 | 0 | 41 |
| 7 Nov | 4150.90 | 10 | -0.35 | 23.20 | 5 | -1 | 40 |
| 6 Nov | 4139.65 | 10.35 | -20.65 | 23.22 | 51 | 29 | 40 |
| 5 Nov | 3971.35 | 31 | -1.00 | 23.85 | 7 | 1 | 10 |
| 4 Nov | 3964.15 | 32 | 12.40 | 23.75 | 11 | 8 | 8 |
| 1 Nov | 3984.20 | 19.6 | 0.00 | 5.79 | 0 | 0 | 0 |
| 31 Oct | 3968.45 | 19.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4090.85 | 19.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4094.95 | 19.6 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 3700 expiring on 26DEC2024
Delta for 3700 PE is -0.01
Historical price for 3700 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 43.73, the open interest changed by 26 which increased total open position to 411
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 48.73, the open interest changed by -24 which decreased total open position to 386
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was 50.66, the open interest changed by -11 which decreased total open position to 409
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 45.51, the open interest changed by -2 which decreased total open position to 422
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 49.29, the open interest changed by -5 which decreased total open position to 429
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 44.62, the open interest changed by -13 which decreased total open position to 435
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 42.63, the open interest changed by -32 which decreased total open position to 448
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 40.82, the open interest changed by -12 which decreased total open position to 483
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 40.69, the open interest changed by -65 which decreased total open position to 498
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 40.30, the open interest changed by -43 which decreased total open position to 563
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 37.15, the open interest changed by -14 which decreased total open position to 608
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 37.19, the open interest changed by 8 which increased total open position to 621
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 31.87, the open interest changed by -124 which decreased total open position to 613
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 30.43, the open interest changed by -20 which decreased total open position to 737
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 2.65, which was -0.50 lower than the previous day. The implied volatity was 29.41, the open interest changed by 188 which increased total open position to 758
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 28.55, the open interest changed by 327 which increased total open position to 569
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 4.5, which was 0.60 higher than the previous day. The implied volatity was 29.27, the open interest changed by 49 which increased total open position to 228
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 31.04, the open interest changed by 3 which increased total open position to 179
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 5, which was -1.15 lower than the previous day. The implied volatity was 32.56, the open interest changed by -10 which decreased total open position to 175
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 6.15, which was -2.30 lower than the previous day. The implied volatity was 32.18, the open interest changed by -24 which decreased total open position to 184
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 8.45, which was -3.90 lower than the previous day. The implied volatity was 29.21, the open interest changed by 9 which increased total open position to 217
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 12.35, which was -2.40 lower than the previous day. The implied volatity was 25.05, the open interest changed by 30 which increased total open position to 209
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 14.75, which was 0.00 lower than the previous day. The implied volatity was 24.50, the open interest changed by 41 which increased total open position to 177
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 14.75, which was -1.65 lower than the previous day. The implied volatity was 24.50, the open interest changed by 39 which increased total open position to 177
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 16.4, which was 7.40 higher than the previous day. The implied volatity was 23.84, the open interest changed by 111 which increased total open position to 144
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 9, which was -1.75 lower than the previous day. The implied volatity was 24.32, the open interest changed by 4 which increased total open position to 34
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 10.75, which was 3.75 higher than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 29
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 23.72, the open interest changed by -3 which decreased total open position to 28
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 7, which was 1.00 higher than the previous day. The implied volatity was 23.70, the open interest changed by -9 which decreased total open position to 31
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 6, which was -4.00 lower than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 41
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 10, which was -0.35 lower than the previous day. The implied volatity was 23.20, the open interest changed by -1 which decreased total open position to 40
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 10.35, which was -20.65 lower than the previous day. The implied volatity was 23.22, the open interest changed by 29 which increased total open position to 40
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 31, which was -1.00 lower than the previous day. The implied volatity was 23.85, the open interest changed by 1 which increased total open position to 10
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 32, which was 12.40 higher than the previous day. The implied volatity was 23.75, the open interest changed by 8 which increased total open position to 8
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 19.6, which was 0.00 lower than the previous day. The implied volatity was 5.79, 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 19.6, 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 19.6, 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 19.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
