TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 3750 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 | |||
| 20 Dec | 4170.30 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 4271.90 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4347.85 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 4328.50 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4415.20 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4473.90 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4454.95 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4427.45 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4432.55 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4452.15 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4445.50 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4464.05 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 4354.40 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 4302.75 | 308.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4276.65 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4270.85 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4244.90 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4332.55 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4352.70 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 4315.10 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4244.60 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4072.85 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4019.50 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4147.00 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4139.65 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3971.35 | 308.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3964.15 | 308.6 | 308.60 | - | 0 | 0 | 0 | |||
| 1 Nov | 3984.20 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3750 expiring on 26DEC2024
Delta for 3750 CE is 0.00
Historical price for 3750 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 308.6, 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 Dec TCS was trading at 4271.90. The strike last trading price was 308.6, 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 308.6, 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 17 Dec TCS was trading at 4328.50. The strike last trading price was 308.6, 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 16 Dec TCS was trading at 4415.20. The strike last trading price was 308.6, 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 Dec TCS was trading at 4473.90. The strike last trading price was 308.6, 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 308.6, 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 308.6, 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 308.6, 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 308.6, 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 308.6, 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 Dec TCS was trading at 4464.05. The strike last trading price was 308.6, 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 Dec TCS was trading at 4354.40. The strike last trading price was 308.6, 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 308.6, 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 308.6, 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 29 Nov TCS was trading at 4270.85. The strike last trading price was 308.6, 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 28 Nov TCS was trading at 4244.90. The strike last trading price was 308.6, 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 27 Nov TCS was trading at 4332.55. The strike last trading price was 308.6, 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 26 Nov TCS was trading at 4352.70. The strike last trading price was 308.6, 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 25 Nov TCS was trading at 4315.10. The strike last trading price was 308.6, 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 22 Nov TCS was trading at 4244.60. The strike last trading price was 308.6, 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 21 Nov TCS was trading at 4072.85. The strike last trading price was 308.6, 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 20 Nov TCS was trading at 4039.55. The strike last trading price was 308.6, 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 19 Nov TCS was trading at 4039.55. The strike last trading price was 308.6, 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 18 Nov TCS was trading at 4019.50. The strike last trading price was 308.6, 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 14 Nov TCS was trading at 4145.90. The strike last trading price was 308.6, 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 13 Nov TCS was trading at 4150.35. The strike last trading price was 308.6, 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 12 Nov TCS was trading at 4197.40. The strike last trading price was 308.6, 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 11 Nov TCS was trading at 4198.70. The strike last trading price was 308.6, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 308.6, 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 7 Nov TCS was trading at 4150.90. The strike last trading price was 308.6, 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 6 Nov TCS was trading at 4139.65. The strike last trading price was 308.6, 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 5 Nov TCS was trading at 3971.35. The strike last trading price was 308.6, 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 4 Nov TCS was trading at 3964.15. The strike last trading price was 308.6, which was 308.60 higher than the previous day. The implied volatity was -, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TCS 26DEC2024 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.22
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 1.3 | -0.15 | 40.52 | 92 | -9 | 85 |
| 19 Dec | 4271.90 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4347.85 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4328.50 | 1.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4415.20 | 1.45 | 0.00 | 0.00 | 0 | -31 | 0 |
| 13 Dec | 4473.90 | 1.45 | 0.40 | 42.71 | 76 | -28 | 97 |
| 12 Dec | 4454.95 | 1.05 | -0.75 | 38.89 | 1 | 0 | 125 |
| 11 Dec | 4427.45 | 1.8 | -0.15 | 38.82 | 1 | 0 | 126 |
| 10 Dec | 4432.55 | 1.95 | -0.40 | 38.68 | 56 | -5 | 127 |
| 9 Dec | 4452.15 | 2.35 | 0.20 | 38.97 | 49 | 4 | 140 |
| 6 Dec | 4445.50 | 2.15 | -0.05 | 35.55 | 115 | -3 | 135 |
| 5 Dec | 4464.05 | 2.2 | 0.20 | 35.27 | 13 | 0 | 137 |
| 4 Dec | 4354.40 | 2 | -0.60 | 29.85 | 6 | 0 | 137 |
| 3 Dec | 4302.75 | 2.6 | -0.85 | 28.94 | 89 | 57 | 138 |
| 2 Dec | 4276.65 | 3.45 | -0.50 | 28.37 | 106 | 38 | 83 |
| 29 Nov | 4270.85 | 3.95 | -2.55 | 27.42 | 148 | 39 | 46 |
| 28 Nov | 4244.90 | 6.5 | -42.00 | 29.01 | 7 | 0 | 0 |
| 27 Nov | 4332.55 | 48.5 | 0.00 | 13.04 | 0 | 0 | 0 |
| 26 Nov | 4352.70 | 48.5 | 0.00 | 13.12 | 0 | 0 | 0 |
| 25 Nov | 4315.10 | 48.5 | 0.00 | 12.62 | 0 | 0 | 0 |
| 22 Nov | 4244.60 | 48.5 | 0.00 | 10.36 | 0 | 0 | 0 |
| 21 Nov | 4072.85 | 48.5 | 0.00 | 7.33 | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 48.5 | 0.00 | 6.72 | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 48.5 | 0.00 | 6.72 | 0 | 0 | 0 |
| 18 Nov | 4019.50 | 48.5 | 0.00 | 6.22 | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 48.5 | 0.00 | 8.14 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 48.5 | 0.00 | 7.92 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 48.5 | 0.00 | 8.82 | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 48.5 | 0.00 | 8.65 | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 48.5 | 0.00 | 7.70 | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 48.5 | 0.00 | 7.34 | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 48.5 | 0.00 | 6.68 | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 48.5 | 0.00 | 4.83 | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 48.5 | 0.00 | 4.76 | 0 | 0 | 0 |
| 1 Nov | 3984.20 | 48.5 | 5.20 | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 3750 expiring on 26DEC2024
Delta for 3750 PE is -0.02
Historical price for 3750 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 40.52, the open interest changed by -9 which decreased total open position to 85
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 1.45, 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 Dec TCS was trading at 4347.85. The strike last trading price was 1.45, 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 17 Dec TCS was trading at 4328.50. The strike last trading price was 1.45, 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 16 Dec TCS was trading at 4415.20. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -31 which decreased total open position to 0
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 1.45, which was 0.40 higher than the previous day. The implied volatity was 42.71, the open interest changed by -28 which decreased total open position to 97
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 38.89, the open interest changed by 0 which decreased total open position to 125
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 126
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 1.95, which was -0.40 lower than the previous day. The implied volatity was 38.68, the open interest changed by -5 which decreased total open position to 127
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 2.35, which was 0.20 higher than the previous day. The implied volatity was 38.97, the open interest changed by 4 which increased total open position to 140
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 35.55, the open interest changed by -3 which decreased total open position to 135
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 137
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 2, which was -0.60 lower than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 137
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 28.94, the open interest changed by 57 which increased total open position to 138
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 3.45, which was -0.50 lower than the previous day. The implied volatity was 28.37, the open interest changed by 38 which increased total open position to 83
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 3.95, which was -2.55 lower than the previous day. The implied volatity was 27.42, the open interest changed by 39 which increased total open position to 46
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 6.5, which was -42.00 lower than the previous day. The implied volatity was 29.01, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 48.5, which was 0.00 lower than the previous day. The implied volatity was 13.04, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 48.5, which was 0.00 lower than the previous day. The implied volatity was 13.12, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 48.5, which was 0.00 lower than the previous day. The implied volatity was 12.62, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 48.5, which was 0.00 lower than the previous day. The implied volatity was 10.36, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 7.33, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 6.72, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 6.72, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 6.22, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 8.14, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 7.92, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 8.82, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 8.65, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 7.70, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 7.34, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 4.83, 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 48.5, which was 0.00 lower than the previous day. The implied volatity was 4.76, 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 48.5, which was lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
