TCS
Tata Consultancy Serv Lt
Historical option data for TCS
14 Nov 2024 04:10 PM IST
| TCS 28NOV2024 3850 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 | |||
| 14 Nov | 4145.90 | 300 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 300 | -65.00 | - | 1 | 0 | 131 | |||
| 12 Nov | 4197.40 | 365 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 11 Nov | 4198.70 | 365 | 52.25 | 30.27 | 11 | -3 | 131 | |||
| 8 Nov | 4147.00 | 312.75 | -5.25 | 22.00 | 5 | 0 | 134 | |||
| 7 Nov | 4150.90 | 318 | 3.00 | - | 5 | -1 | 133 | |||
| 6 Nov | 4139.65 | 315 | 143.85 | - | 73 | -28 | 134 | |||
| 5 Nov | 3971.35 | 171.15 | -8.40 | 19.83 | 31 | 1 | 163 | |||
| 4 Nov | 3964.15 | 179.55 | -18.25 | 22.93 | 125 | 37 | 162 | |||
| 1 Nov | 3984.20 | 197.8 | 0.00 | 0.00 | 0 | 125 | 0 | |||
| 31 Oct | 3968.45 | 197.8 | -316.75 | - | 216 | 125 | 125 | |||
| 30 Oct | 4084.65 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4075.25 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4090.85 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4057.55 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 4047.90 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4066.25 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4015.50 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4079.85 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4123.05 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4109.00 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4094.95 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4116.80 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4136.65 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4149.20 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4227.40 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4252.95 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4253.25 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4272.85 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4232.75 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4268.50 | 514.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 4308.70 | 514.55 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3850 expiring on 28NOV2024
Delta for 3850 CE is 0.00
Historical price for 3850 CE is as follows
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 300, 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 300, which was -65.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 131
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 365, 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 11 Nov TCS was trading at 4198.70. The strike last trading price was 365, which was 52.25 higher than the previous day. The implied volatity was 30.27, the open interest changed by -3 which decreased total open position to 131
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 312.75, which was -5.25 lower than the previous day. The implied volatity was 22.00, the open interest changed by 0 which decreased total open position to 134
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 318, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 133
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 315, which was 143.85 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 134
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 171.15, which was -8.40 lower than the previous day. The implied volatity was 19.83, the open interest changed by 1 which increased total open position to 163
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 179.55, which was -18.25 lower than the previous day. The implied volatity was 22.93, the open interest changed by 37 which increased total open position to 162
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 197.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 125 which increased total open position to 0
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 197.8, which was -316.75 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 14 Oct TCS was trading at 4136.65. The strike last trading price was 514.55, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, 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 514.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.78
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 4145.90 | 3.75 | -0.15 | 24.06 | 618 | 17 | 636 |
| 13 Nov | 4150.35 | 3.9 | -0.30 | 23.70 | 606 | 3 | 625 |
| 12 Nov | 4197.40 | 4.2 | 0.05 | 24.91 | 233 | -15 | 627 |
| 11 Nov | 4198.70 | 4.15 | -1.90 | 24.52 | 871 | -27 | 650 |
| 8 Nov | 4147.00 | 6.05 | -1.50 | 21.99 | 592 | -6 | 679 |
| 7 Nov | 4150.90 | 7.55 | -1.75 | 23.22 | 1,306 | 72 | 691 |
| 6 Nov | 4139.65 | 9.3 | -29.85 | 23.77 | 2,657 | 14 | 625 |
| 5 Nov | 3971.35 | 39.15 | -2.25 | 24.27 | 476 | 12 | 613 |
| 4 Nov | 3964.15 | 41.4 | -7.00 | 24.16 | 1,352 | 64 | 602 |
| 1 Nov | 3984.20 | 48.4 | 1.65 | 26.27 | 85 | 12 | 537 |
| 31 Oct | 3968.45 | 46.75 | 22.15 | - | 1,542 | 268 | 530 |
| 30 Oct | 4084.65 | 24.6 | 4.85 | - | 383 | 121 | 264 |
| 29 Oct | 4075.25 | 19.75 | 0.50 | - | 115 | -4 | 143 |
| 28 Oct | 4090.85 | 19.25 | -5.95 | - | 289 | -9 | 147 |
| 25 Oct | 4057.55 | 25.2 | -0.05 | - | 95 | 40 | 156 |
| 24 Oct | 4047.90 | 25.25 | 0.90 | - | 58 | 20 | 116 |
| 23 Oct | 4066.25 | 24.35 | -9.30 | - | 83 | 41 | 96 |
| 22 Oct | 4015.50 | 33.65 | 10.45 | - | 73 | 12 | 55 |
| 21 Oct | 4079.85 | 23.2 | 5.25 | - | 49 | 36 | 43 |
| 18 Oct | 4123.05 | 17.95 | -4.45 | - | 14 | 5 | 6 |
| 17 Oct | 4109.00 | 22.4 | -4.50 | - | 1 | 0 | 0 |
| 16 Oct | 4094.95 | 26.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4116.80 | 26.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4136.65 | 26.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4149.20 | 26.9 | 0.00 | - | 0 | -3 | 0 |
| 10 Oct | 4227.40 | 26.9 | 3.05 | - | 3 | -1 | 2 |
| 9 Oct | 4252.95 | 23.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4253.25 | 23.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4272.85 | 23.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4232.75 | 23.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4268.50 | 23.85 | 23.85 | - | 6 | 3 | 3 |
| 27 Sept | 4308.70 | 0 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 3850 expiring on 28NOV2024
Delta for 3850 PE is -0.05
Historical price for 3850 PE is as follows
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 3.75, which was -0.15 lower than the previous day. The implied volatity was 24.06, the open interest changed by 17 which increased total open position to 636
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 3.9, which was -0.30 lower than the previous day. The implied volatity was 23.70, the open interest changed by 3 which increased total open position to 625
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 4.2, which was 0.05 higher than the previous day. The implied volatity was 24.91, the open interest changed by -15 which decreased total open position to 627
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 4.15, which was -1.90 lower than the previous day. The implied volatity was 24.52, the open interest changed by -27 which decreased total open position to 650
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 6.05, which was -1.50 lower than the previous day. The implied volatity was 21.99, the open interest changed by -6 which decreased total open position to 679
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 7.55, which was -1.75 lower than the previous day. The implied volatity was 23.22, the open interest changed by 72 which increased total open position to 691
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 9.3, which was -29.85 lower than the previous day. The implied volatity was 23.77, the open interest changed by 14 which increased total open position to 625
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 39.15, which was -2.25 lower than the previous day. The implied volatity was 24.27, the open interest changed by 12 which increased total open position to 613
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 41.4, which was -7.00 lower than the previous day. The implied volatity was 24.16, the open interest changed by 64 which increased total open position to 602
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 48.4, which was 1.65 higher than the previous day. The implied volatity was 26.27, the open interest changed by 12 which increased total open position to 537
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 46.75, which was 22.15 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 24.6, which was 4.85 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 19.75, 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 19.25, which was -5.95 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 25.2, 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 24 Oct TCS was trading at 4047.90. The strike last trading price was 25.25, which was 0.90 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 24.35, which was -9.30 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 33.65, which was 10.45 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 23.2, which was 5.25 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 17.95, which was -4.45 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 22.4, 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 16 Oct TCS was trading at 4094.95. The strike last trading price was 26.9, 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 26.9, 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 14 Oct TCS was trading at 4136.65. The strike last trading price was 26.9, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 26.9, 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 26.9, which was 3.05 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, which was 23.85 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
