TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 3800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 264.8 | 18.85 | - | 195 | -87 | 88 | |||
| 20 Nov | 4039.55 | 245.95 | 0.00 | - | 74 | 18 | 174 | |||
| 19 Nov | 4039.55 | 245.95 | 17.75 | - | 74 | 17 | 174 | |||
| 18 Nov | 4019.50 | 228.2 | -121.80 | 16.61 | 167 | 4 | 149 | |||
| 14 Nov | 4145.90 | 350 | -10.05 | - | 9 | 1 | 149 | |||
| 13 Nov | 4150.35 | 360.05 | -54.95 | - | 5 | 4 | 147 | |||
| 12 Nov | 4197.40 | 415 | 5.00 | 39.59 | 6 | 0 | 147 | |||
| 11 Nov | 4198.70 | 410 | 50.00 | 29.38 | 17 | -7 | 149 | |||
| 8 Nov | 4147.00 | 360 | -9.00 | 22.36 | 8 | -1 | 155 | |||
| 7 Nov | 4150.90 | 369 | 12.00 | 18.60 | 16 | 0 | 156 | |||
| 6 Nov | 4139.65 | 357 | 146.55 | - | 177 | -56 | 156 | |||
| 5 Nov | 3971.35 | 210.45 | -7.85 | 19.56 | 165 | -2 | 212 | |||
| 4 Nov | 3964.15 | 218.3 | -9.55 | 23.32 | 114 | 36 | 214 | |||
| 1 Nov | 3984.20 | 227.85 | -11.40 | 19.81 | 3 | 2 | 177 | |||
| 31 Oct | 3968.45 | 239.25 | -74.90 | - | 194 | 107 | 175 | |||
| 30 Oct | 4084.65 | 314.15 | -10.00 | - | 59 | 5 | 66 | |||
| 29 Oct | 4075.25 | 324.15 | -5.10 | - | 172 | 15 | 62 | |||
| 28 Oct | 4090.85 | 329.25 | 13.25 | - | 50 | 43 | 50 | |||
| 25 Oct | 4057.55 | 316 | 16.00 | - | 2 | 1 | 7 | |||
| 24 Oct | 4047.90 | 300 | -32.55 | - | 2 | 0 | 6 | |||
| 23 Oct | 4066.25 | 332.55 | -27.45 | - | 4 | 3 | 5 | |||
| 22 Oct | 4015.50 | 360 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4079.85 | 360 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4123.05 | 360 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4109.00 | 360 | 6.00 | - | 1 | 0 | 2 | |||
| 16 Oct | 4094.95 | 354 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4116.80 | 354 | -38.00 | - | 3 | -1 | 1 | |||
| 14 Oct | 4136.65 | 392 | -402.80 | - | 2 | 1 | 1 | |||
| 11 Oct | 4149.20 | 794.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4227.40 | 794.8 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Oct | 4252.95 | 794.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4253.25 | 794.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4272.85 | 794.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4232.75 | 794.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4268.50 | 794.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 4308.70 | 794.8 | 794.80 | - | 0 | 0 | 0 | |||
| 25 Sept | 4274.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 4271.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 4268.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 4284.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 4346.15 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3800 expiring on 28NOV2024
Delta for 3800 CE is -
Historical price for 3800 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 264.8, which was 18.85 higher than the previous day. The implied volatity was -, the open interest changed by -87 which decreased total open position to 88
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 245.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 174
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 245.95, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 174
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 228.2, which was -121.80 lower than the previous day. The implied volatity was 16.61, the open interest changed by 4 which increased total open position to 149
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 350, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 149
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 360.05, which was -54.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 147
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 415, which was 5.00 higher than the previous day. The implied volatity was 39.59, the open interest changed by 0 which decreased total open position to 147
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 410, which was 50.00 higher than the previous day. The implied volatity was 29.38, the open interest changed by -7 which decreased total open position to 149
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 360, which was -9.00 lower than the previous day. The implied volatity was 22.36, the open interest changed by -1 which decreased total open position to 155
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 369, which was 12.00 higher than the previous day. The implied volatity was 18.60, the open interest changed by 0 which decreased total open position to 156
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 357, which was 146.55 higher than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 156
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 210.45, which was -7.85 lower than the previous day. The implied volatity was 19.56, the open interest changed by -2 which decreased total open position to 212
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 218.3, which was -9.55 lower than the previous day. The implied volatity was 23.32, the open interest changed by 36 which increased total open position to 214
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 227.85, which was -11.40 lower than the previous day. The implied volatity was 19.81, the open interest changed by 2 which increased total open position to 177
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 239.25, which was -74.90 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 314.15, which was -10.00 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 324.15, which was -5.10 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 329.25, which was 13.25 higher 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 316, which was 16.00 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 300, which was -32.55 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 332.55, which was -27.45 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 360, 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 360, 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 360, 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 360, which was 6.00 higher 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 354, 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 354, which was -38.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TCS was trading at 4136.65. The strike last trading price was 392, which was -402.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TCS was trading at 4149.20. The strike last trading price was 794.8, 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 10 Oct TCS was trading at 4227.40. The strike last trading price was 794.8, 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 9 Oct TCS was trading at 4252.95. The strike last trading price was 794.8, 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 8 Oct TCS was trading at 4253.25. The strike last trading price was 794.8, 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 7 Oct TCS was trading at 4272.85. The strike last trading price was 794.8, 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 3 Oct TCS was trading at 4232.75. The strike last trading price was 794.8, 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 30 Sept TCS was trading at 4268.50. The strike last trading price was 794.8, 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 27 Sept TCS was trading at 4308.70. The strike last trading price was 794.8, which was 794.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept TCS was trading at 4274.75. 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 24 Sept TCS was trading at 4271.30. 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 23 Sept TCS was trading at 4268.50. 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 20 Sept TCS was trading at 4284.90. 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 18 Sept TCS was trading at 4346.15. 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 28NOV2024 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.63
Theta: -1.38
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 4.3 | -1.60 | 32.11 | 3,162 | 100 | 1,734 |
| 20 Nov | 4039.55 | 5.9 | 0.00 | 28.45 | 3,866 | -396 | 1,631 |
| 19 Nov | 4039.55 | 5.9 | -1.90 | 28.45 | 3,866 | -399 | 1,631 |
| 18 Nov | 4019.50 | 7.8 | 4.80 | 26.95 | 5,914 | 777 | 2,014 |
| 14 Nov | 4145.90 | 3 | -0.05 | 26.15 | 428 | -26 | 1,237 |
| 13 Nov | 4150.35 | 3.05 | -0.40 | 25.60 | 698 | -124 | 1,264 |
| 12 Nov | 4197.40 | 3.45 | 0.05 | 26.91 | 748 | -26 | 1,388 |
| 11 Nov | 4198.70 | 3.4 | -1.00 | 26.42 | 1,599 | -164 | 1,415 |
| 8 Nov | 4147.00 | 4.4 | -1.25 | 23.28 | 1,082 | 19 | 1,583 |
| 7 Nov | 4150.90 | 5.65 | -1.20 | 24.50 | 2,097 | -58 | 1,568 |
| 6 Nov | 4139.65 | 6.85 | -21.25 | 24.87 | 5,584 | -261 | 1,637 |
| 5 Nov | 3971.35 | 28.1 | -2.70 | 24.68 | 1,823 | 15 | 1,896 |
| 4 Nov | 3964.15 | 30.8 | -4.60 | 24.85 | 2,217 | 277 | 1,889 |
| 1 Nov | 3984.20 | 35.4 | 0.65 | 26.28 | 436 | 35 | 1,612 |
| 31 Oct | 3968.45 | 34.75 | 17.05 | - | 3,915 | 716 | 1,576 |
| 30 Oct | 4084.65 | 17.7 | 3.10 | - | 739 | 116 | 859 |
| 29 Oct | 4075.25 | 14.6 | 0.50 | - | 686 | 108 | 743 |
| 28 Oct | 4090.85 | 14.1 | -4.50 | - | 642 | 35 | 634 |
| 25 Oct | 4057.55 | 18.6 | 0.55 | - | 633 | -30 | 599 |
| 24 Oct | 4047.90 | 18.05 | 0.05 | - | 386 | 45 | 629 |
| 23 Oct | 4066.25 | 18 | -7.95 | - | 627 | -55 | 583 |
| 22 Oct | 4015.50 | 25.95 | 7.25 | - | 452 | 61 | 637 |
| 21 Oct | 4079.85 | 18.7 | 5.50 | - | 384 | 76 | 575 |
| 18 Oct | 4123.05 | 13.2 | -2.90 | - | 197 | -30 | 499 |
| 17 Oct | 4109.00 | 16.1 | 0.95 | - | 122 | 21 | 528 |
| 16 Oct | 4094.95 | 15.15 | -0.55 | - | 389 | 69 | 508 |
| 15 Oct | 4116.80 | 15.7 | 1.50 | - | 137 | 45 | 438 |
| 14 Oct | 4136.65 | 14.2 | -1.80 | - | 318 | 264 | 393 |
| 11 Oct | 4149.20 | 16 | -4.10 | - | 250 | 74 | 129 |
| 10 Oct | 4227.40 | 20.1 | 1.15 | - | 37 | 30 | 54 |
| 9 Oct | 4252.95 | 18.95 | -1.50 | - | 3 | 2 | 23 |
| 8 Oct | 4253.25 | 20.45 | -0.55 | - | 6 | 3 | 21 |
| 7 Oct | 4272.85 | 21 | 2.00 | - | 5 | 0 | 15 |
| 3 Oct | 4232.75 | 19 | 4.45 | - | 1 | 0 | 15 |
| 30 Sept | 4268.50 | 14.55 | -4.35 | - | 5 | 1 | 14 |
| 27 Sept | 4308.70 | 18.9 | -0.10 | - | 1 | 0 | 12 |
| 25 Sept | 4274.75 | 19 | -1.40 | - | 1 | 0 | 11 |
| 24 Sept | 4271.30 | 20.4 | -2.55 | - | 2 | 0 | 10 |
| 23 Sept | 4268.50 | 22.95 | -0.05 | - | 4 | 2 | 9 |
| 20 Sept | 4284.90 | 23 | 5.00 | - | 3 | 1 | 5 |
| 18 Sept | 4346.15 | 18 | - | 4 | 2 | 2 | |
For Tata Consultancy Serv Lt - strike price 3800 expiring on 28NOV2024
Delta for 3800 PE is -0.06
Historical price for 3800 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 4.3, which was -1.60 lower than the previous day. The implied volatity was 32.11, the open interest changed by 100 which increased total open position to 1734
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 28.45, the open interest changed by -396 which decreased total open position to 1631
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 5.9, which was -1.90 lower than the previous day. The implied volatity was 28.45, the open interest changed by -399 which decreased total open position to 1631
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 7.8, which was 4.80 higher than the previous day. The implied volatity was 26.95, the open interest changed by 777 which increased total open position to 2014
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 26.15, the open interest changed by -26 which decreased total open position to 1237
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 25.60, the open interest changed by -124 which decreased total open position to 1264
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 26.91, the open interest changed by -26 which decreased total open position to 1388
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 3.4, which was -1.00 lower than the previous day. The implied volatity was 26.42, the open interest changed by -164 which decreased total open position to 1415
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 4.4, which was -1.25 lower than the previous day. The implied volatity was 23.28, the open interest changed by 19 which increased total open position to 1583
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 5.65, which was -1.20 lower than the previous day. The implied volatity was 24.50, the open interest changed by -58 which decreased total open position to 1568
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 6.85, which was -21.25 lower than the previous day. The implied volatity was 24.87, the open interest changed by -261 which decreased total open position to 1637
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 28.1, which was -2.70 lower than the previous day. The implied volatity was 24.68, the open interest changed by 15 which increased total open position to 1896
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 30.8, which was -4.60 lower than the previous day. The implied volatity was 24.85, the open interest changed by 277 which increased total open position to 1889
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 35.4, which was 0.65 higher than the previous day. The implied volatity was 26.28, the open interest changed by 35 which increased total open position to 1612
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 34.75, which was 17.05 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 17.7, which was 3.10 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 14.6, which was 0.50 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 14.1, which was -4.50 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 18.6, which was 0.55 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 18.05, which was 0.05 higher 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 18, which was -7.95 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 25.95, which was 7.25 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 18.7, which was 5.50 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 13.2, which was -2.90 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 16.1, which was 0.95 higher 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 15.15, which was -0.55 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 15.7, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TCS was trading at 4136.65. The strike last trading price was 14.2, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TCS was trading at 4149.20. The strike last trading price was 16, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TCS was trading at 4227.40. The strike last trading price was 20.1, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TCS was trading at 4252.95. The strike last trading price was 18.95, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TCS was trading at 4253.25. The strike last trading price was 20.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct TCS was trading at 4272.85. The strike last trading price was 21, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TCS was trading at 4232.75. The strike last trading price was 19, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept TCS was trading at 4268.50. The strike last trading price was 14.55, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept TCS was trading at 4308.70. The strike last trading price was 18.9, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept TCS was trading at 4274.75. The strike last trading price was 19, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept TCS was trading at 4271.30. The strike last trading price was 20.4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept TCS was trading at 4268.50. The strike last trading price was 22.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept TCS was trading at 4284.90. The strike last trading price was 23, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept TCS was trading at 4346.15. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
