TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 3850 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 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 4271.90 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 4347.85 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 4328.50 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 4415.20 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 4473.90 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 4454.95 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4427.45 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4432.55 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 4452.15 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 4445.50 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 4464.05 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 4354.40 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 4302.75 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 4276.65 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4270.85 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4244.90 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4332.55 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4352.70 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4315.10 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4244.60 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4072.85 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4019.50 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4147.00 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 4150.90 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4139.65 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3971.35 | 238.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3964.15 | 238.8 | 238.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 3984.20 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3850 expiring on 26DEC2024
Delta for 3850 CE is -
Historical price for 3850 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 238.8, 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 Dec TCS was trading at 4271.90. The strike last trading price was 238.8, 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 Dec TCS was trading at 4347.85. The strike last trading price was 238.8, 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 17 Dec TCS was trading at 4328.50. The strike last trading price was 238.8, 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 16 Dec TCS was trading at 4415.20. The strike last trading price was 238.8, 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 Dec TCS was trading at 4473.90. The strike last trading price was 238.8, 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 Dec TCS was trading at 4454.95. The strike last trading price was 238.8, 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 Dec TCS was trading at 4427.45. The strike last trading price was 238.8, 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 10 Dec TCS was trading at 4432.55. The strike last trading price was 238.8, 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 9 Dec TCS was trading at 4452.15. The strike last trading price was 238.8, 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 Dec TCS was trading at 4445.50. The strike last trading price was 238.8, 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 Dec TCS was trading at 4464.05. The strike last trading price was 238.8, 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 Dec TCS was trading at 4354.40. The strike last trading price was 238.8, 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 3 Dec TCS was trading at 4302.75. The strike last trading price was 238.8, 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 2 Dec TCS was trading at 4276.65. The strike last trading price was 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, 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 238.8, which was 238.80 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 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.36
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 2.2 | 0.05 | 34.89 | 226 | 23 | 206 |
| 19 Dec | 4271.90 | 2.15 | -0.55 | 39.92 | 84 | 2 | 182 |
| 18 Dec | 4347.85 | 2.7 | 0.60 | 43.90 | 12 | -2 | 174 |
| 17 Dec | 4328.50 | 2.1 | 0.00 | 37.90 | 111 | -19 | 181 |
| 16 Dec | 4415.20 | 2.1 | 0.50 | 41.28 | 15 | -8 | 200 |
| 13 Dec | 4473.90 | 1.6 | -0.05 | 37.72 | 190 | -57 | 214 |
| 12 Dec | 4454.95 | 1.65 | -0.60 | 35.89 | 138 | -68 | 272 |
| 11 Dec | 4427.45 | 2.25 | -0.05 | 34.67 | 33 | -28 | 341 |
| 10 Dec | 4432.55 | 2.3 | -0.45 | 34.37 | 129 | 8 | 370 |
| 9 Dec | 4452.15 | 2.75 | -0.35 | 34.71 | 88 | 12 | 362 |
| 6 Dec | 4445.50 | 3.1 | -0.25 | 32.57 | 262 | 41 | 351 |
| 5 Dec | 4464.05 | 3.35 | -0.30 | 32.83 | 762 | -56 | 323 |
| 4 Dec | 4354.40 | 3.65 | -0.65 | 28.01 | 538 | -65 | 383 |
| 3 Dec | 4302.75 | 4.3 | -1.25 | 26.64 | 398 | -89 | 446 |
| 2 Dec | 4276.65 | 5.55 | -0.90 | 25.96 | 427 | 79 | 544 |
| 29 Nov | 4270.85 | 6.45 | -1.15 | 25.28 | 758 | 204 | 464 |
| 28 Nov | 4244.90 | 7.6 | 1.10 | 25.12 | 315 | 106 | 253 |
| 27 Nov | 4332.55 | 6.5 | -1.65 | 27.24 | 17 | 3 | 147 |
| 26 Nov | 4352.70 | 8.15 | -1.00 | 28.76 | 34 | 20 | 144 |
| 25 Nov | 4315.10 | 9.15 | -4.00 | 27.86 | 72 | 104 | 124 |
| 22 Nov | 4244.60 | 13.15 | -14.15 | 25.09 | 199 | 71 | 91 |
| 21 Nov | 4072.85 | 27.3 | -50.25 | 22.86 | 20 | 18 | 18 |
| 20 Nov | 4039.55 | 77.55 | 0.00 | 4.76 | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 77.55 | 0.00 | 4.76 | 0 | 0 | 0 |
| 18 Nov | 4019.50 | 77.55 | 0.00 | 4.25 | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 77.55 | 0.00 | 6.43 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 77.55 | 0.00 | 6.35 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 77.55 | 0.00 | 7.15 | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 77.55 | 0.00 | 7.56 | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 77.55 | 0.00 | 6.04 | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 77.55 | 0.00 | 6.11 | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 77.55 | 0.00 | 5.92 | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 77.55 | 0.00 | 3.19 | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 77.55 | 77.55 | 3.06 | 0 | 0 | 0 |
| 1 Nov | 3984.20 | 0 | 3.35 | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 3850 expiring on 26DEC2024
Delta for 3850 PE is -0.03
Historical price for 3850 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 34.89, the open interest changed by 23 which increased total open position to 206
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 39.92, the open interest changed by 2 which increased total open position to 182
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 2.7, which was 0.60 higher than the previous day. The implied volatity was 43.90, the open interest changed by -2 which decreased total open position to 174
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 37.90, the open interest changed by -19 which decreased total open position to 181
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 2.1, which was 0.50 higher than the previous day. The implied volatity was 41.28, the open interest changed by -8 which decreased total open position to 200
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 37.72, the open interest changed by -57 which decreased total open position to 214
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was 35.89, the open interest changed by -68 which decreased total open position to 272
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 34.67, the open interest changed by -28 which decreased total open position to 341
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 34.37, the open interest changed by 8 which increased total open position to 370
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 34.71, the open interest changed by 12 which increased total open position to 362
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 32.57, the open interest changed by 41 which increased total open position to 351
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 3.35, which was -0.30 lower than the previous day. The implied volatity was 32.83, the open interest changed by -56 which decreased total open position to 323
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 3.65, which was -0.65 lower than the previous day. The implied volatity was 28.01, the open interest changed by -65 which decreased total open position to 383
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 4.3, which was -1.25 lower than the previous day. The implied volatity was 26.64, the open interest changed by -89 which decreased total open position to 446
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 5.55, which was -0.90 lower than the previous day. The implied volatity was 25.96, the open interest changed by 79 which increased total open position to 544
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 6.45, which was -1.15 lower than the previous day. The implied volatity was 25.28, the open interest changed by 204 which increased total open position to 464
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 7.6, which was 1.10 higher than the previous day. The implied volatity was 25.12, the open interest changed by 106 which increased total open position to 253
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 6.5, which was -1.65 lower than the previous day. The implied volatity was 27.24, the open interest changed by 3 which increased total open position to 147
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 8.15, which was -1.00 lower than the previous day. The implied volatity was 28.76, the open interest changed by 20 which increased total open position to 144
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 9.15, which was -4.00 lower than the previous day. The implied volatity was 27.86, the open interest changed by 104 which increased total open position to 124
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 13.15, which was -14.15 lower than the previous day. The implied volatity was 25.09, the open interest changed by 71 which increased total open position to 91
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 27.3, which was -50.25 lower than the previous day. The implied volatity was 22.86, the open interest changed by 18 which increased total open position to 18
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 77.55, 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 19 Nov TCS was trading at 4039.55. The strike last trading price was 77.55, 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 18 Nov TCS was trading at 4019.50. The strike last trading price was 77.55, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 77.55, which was 0.00 lower than the previous day. The implied volatity was 6.43, 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 77.55, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 77.55, which was 0.00 lower than the previous day. The implied volatity was 7.15, 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 77.55, which was 0.00 lower than the previous day. The implied volatity was 7.56, 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 77.55, which was 0.00 lower than the previous day. The implied volatity was 6.04, 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 77.55, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 77.55, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 77.55, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 77.55, which was 77.55 higher than the previous day. The implied volatity was 3.06, 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 3.35, the open interest changed by 0 which decreased total open position to 0
