TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 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 | |||
| 21 Nov | 4072.85 | 447.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 447.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 447.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 4019.50 | 447.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 447.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 447.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 447.55 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Nov | 4198.70 | 447.55 | 183.55 | - | 1 | 0 | 40 | |||
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| 8 Nov | 4147.00 | 264 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 264 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 4139.65 | 264 | 0.00 | - | 5 | 0 | 39 | |||
| 5 Nov | 3971.35 | 264 | 17.30 | 24.72 | 4 | 0 | 39 | |||
| 4 Nov | 3964.15 | 246.7 | -26.25 | 16.65 | 34 | 16 | 39 | |||
| 1 Nov | 3984.20 | 272.95 | 0.00 | 0.00 | 0 | 23 | 0 | |||
| 31 Oct | 3968.45 | 272.95 | -330.10 | - | 30 | 23 | 23 | |||
| 30 Oct | 4084.65 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4075.25 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4090.85 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4057.55 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4047.90 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4066.25 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4015.50 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4079.85 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4123.05 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4109.00 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4094.95 | 603.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4116.80 | 603.05 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3750 expiring on 28NOV2024
Delta for 3750 CE is 0.00
Historical price for 3750 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 447.55, 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 447.55, 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 447.55, 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 447.55, 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 447.55, 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 447.55, 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 447.55, 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 11 Nov TCS was trading at 4198.70. The strike last trading price was 447.55, which was 183.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 264, 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 264, 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 6 Nov TCS was trading at 4139.65. The strike last trading price was 264, 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 39
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 264, which was 17.30 higher than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 39
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 246.7, which was -26.25 lower than the previous day. The implied volatity was 16.65, the open interest changed by 16 which increased total open position to 39
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 272.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 272.95, which was -330.10 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, 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 22 Oct TCS was trading at 4015.50. The strike last trading price was 603.05, 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 21 Oct TCS was trading at 4079.85. The strike last trading price was 603.05, 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 603.05, 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 603.05, 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 603.05, 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 603.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.45
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 2.85 | -1.00 | 34.04 | 1,324 | 92 | 407 |
| 20 Nov | 4039.55 | 3.85 | 0.00 | 30.03 | 815 | -39 | 322 |
| 19 Nov | 4039.55 | 3.85 | -1.50 | 30.03 | 815 | -32 | 322 |
| 18 Nov | 4019.50 | 5.35 | 3.05 | 28.74 | 2,118 | 86 | 358 |
| 14 Nov | 4145.90 | 2.3 | -0.10 | 27.94 | 127 | 26 | 274 |
| 13 Nov | 4150.35 | 2.4 | 0.70 | 27.44 | 119 | -15 | 258 |
| 12 Nov | 4197.40 | 1.7 | 0.35 | 26.52 | 33 | -5 | 274 |
| 11 Nov | 4198.70 | 1.35 | -1.75 | 25.20 | 89 | -24 | 279 |
| 8 Nov | 4147.00 | 3.1 | -1.25 | 24.37 | 270 | 8 | 308 |
| 7 Nov | 4150.90 | 4.35 | -0.90 | 25.87 | 610 | -18 | 299 |
| 6 Nov | 4139.65 | 5.25 | -14.70 | 26.15 | 1,485 | -61 | 313 |
| 5 Nov | 3971.35 | 19.95 | -2.70 | 25.18 | 682 | 15 | 369 |
| 4 Nov | 3964.15 | 22.65 | -4.05 | 25.54 | 918 | 79 | 355 |
| 1 Nov | 3984.20 | 26.7 | 1.60 | 26.85 | 68 | 14 | 276 |
| 31 Oct | 3968.45 | 25.1 | 11.50 | - | 877 | 263 | 263 |
| 30 Oct | 4084.65 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4075.25 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4090.85 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4057.55 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4047.90 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4066.25 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4015.50 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4079.85 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4123.05 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4109.00 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4094.95 | 13.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4116.80 | 13.6 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 3750 expiring on 28NOV2024
Delta for 3750 PE is -0.04
Historical price for 3750 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 2.85, which was -1.00 lower than the previous day. The implied volatity was 34.04, the open interest changed by 92 which increased total open position to 407
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 30.03, the open interest changed by -39 which decreased total open position to 322
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 3.85, which was -1.50 lower than the previous day. The implied volatity was 30.03, the open interest changed by -32 which decreased total open position to 322
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 5.35, which was 3.05 higher than the previous day. The implied volatity was 28.74, the open interest changed by 86 which increased total open position to 358
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 2.3, which was -0.10 lower than the previous day. The implied volatity was 27.94, the open interest changed by 26 which increased total open position to 274
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 2.4, which was 0.70 higher than the previous day. The implied volatity was 27.44, the open interest changed by -15 which decreased total open position to 258
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 26.52, the open interest changed by -5 which decreased total open position to 274
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 1.35, which was -1.75 lower than the previous day. The implied volatity was 25.20, the open interest changed by -24 which decreased total open position to 279
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 3.1, which was -1.25 lower than the previous day. The implied volatity was 24.37, the open interest changed by 8 which increased total open position to 308
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 4.35, which was -0.90 lower than the previous day. The implied volatity was 25.87, the open interest changed by -18 which decreased total open position to 299
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 5.25, which was -14.70 lower than the previous day. The implied volatity was 26.15, the open interest changed by -61 which decreased total open position to 313
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 19.95, which was -2.70 lower than the previous day. The implied volatity was 25.18, the open interest changed by 15 which increased total open position to 369
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 22.65, which was -4.05 lower than the previous day. The implied volatity was 25.54, the open interest changed by 79 which increased total open position to 355
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 26.7, which was 1.60 higher than the previous day. The implied volatity was 26.85, the open interest changed by 14 which increased total open position to 276
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 25.1, which was 11.50 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 13.6, 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 29 Oct TCS was trading at 4075.25. The strike last trading price was 13.6, 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 13.6, 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 25 Oct TCS was trading at 4057.55. The strike last trading price was 13.6, 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 24 Oct TCS was trading at 4047.90. The strike last trading price was 13.6, 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 23 Oct TCS was trading at 4066.25. The strike last trading price was 13.6, 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 22 Oct TCS was trading at 4015.50. The strike last trading price was 13.6, 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 21 Oct TCS was trading at 4079.85. The strike last trading price was 13.6, 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 18 Oct TCS was trading at 4123.05. The strike last trading price was 13.6, 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 13.6, 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 13.6, 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 15 Oct TCS was trading at 4116.80. The strike last trading price was 13.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
