TCS
Tata Consultancy Serv Lt
Historical option data for TCS
07 Jan 2025 09:50 AM IST
TCS 30JAN2025 3900 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 | |||
7 Jan | 4059.80 | 225.9 | 0.00 | 0.00 | 0 | -2 | 0 | |||
6 Jan | 4095.00 | 225.9 | 1.55 | 17.73 | 16 | -3 | 88 | |||
3 Jan | 4099.90 | 224.35 | -47.95 | - | 17 | -5 | 91 | |||
2 Jan | 4175.75 | 272.3 | 34.15 | - | 33 | -1 | 95 | |||
1 Jan | 4112.45 | 238.15 | 7.05 | - | 43 | -1 | 96 | |||
31 Dec | 4094.80 | 231.1 | -46.25 | - | 141 | 58 | 97 | |||
30 Dec | 4158.80 | 277.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
27 Dec | 4164.85 | 277.35 | -34.10 | - | 34 | 1 | 39 | |||
26 Dec | 4169.10 | 311.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
24 Dec | 4179.50 | 311.45 | 20.80 | - | 1 | 0 | 37 | |||
23 Dec | 4158.30 | 290.65 | -170.00 | - | 8 | -1 | 37 | |||
20 Dec | 4170.30 | 460.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Dec | 4271.90 | 460.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
18 Dec | 4347.85 | 460.65 | 0.00 | 0.00 | 0 | 33 | 0 | |||
17 Dec | 4328.50 | 460.65 | -69.35 | - | 48 | 32 | 37 | |||
16 Dec | 4415.20 | 530 | 268.35 | - | 6 | 5 | 5 | |||
13 Dec | 4473.90 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 4454.95 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 4427.45 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 4432.55 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 4452.15 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 4445.50 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 4464.05 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 4354.40 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 4302.75 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 4276.65 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 4270.85 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 4244.90 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
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27 Nov | 4332.55 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 4352.70 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 4315.10 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 4244.60 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 4072.85 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
20 Nov | 4039.55 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 4039.55 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 4019.50 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 4198.70 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 4147.00 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 4150.90 | 261.65 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 4139.65 | 261.65 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3900 expiring on 30JAN2025
Delta for 3900 CE is 0.00
Historical price for 3900 CE is as follows
On 7 Jan TCS was trading at 4059.80. The strike last trading price was 225.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Jan TCS was trading at 4095.00. The strike last trading price was 225.9, which was 1.55 higher than the previous day. The implied volatity was 17.73, the open interest changed by -3 which decreased total open position to 88
On 3 Jan TCS was trading at 4099.90. The strike last trading price was 224.35, which was -47.95 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 91
On 2 Jan TCS was trading at 4175.75. The strike last trading price was 272.3, which was 34.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 95
On 1 Jan TCS was trading at 4112.45. The strike last trading price was 238.15, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 96
On 31 Dec TCS was trading at 4094.80. The strike last trading price was 231.1, which was -46.25 lower than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 97
On 30 Dec TCS was trading at 4158.80. The strike last trading price was 277.35, 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 27 Dec TCS was trading at 4164.85. The strike last trading price was 277.35, which was -34.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 39
On 26 Dec TCS was trading at 4169.10. The strike last trading price was 311.45, 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 24 Dec TCS was trading at 4179.50. The strike last trading price was 311.45, which was 20.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 23 Dec TCS was trading at 4158.30. The strike last trading price was 290.65, which was -170.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 37
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 460.65, 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 460.65, 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 460.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 460.65, which was -69.35 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 37
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 530, which was 268.35 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 261.65, 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 30JAN2025 3900 PE | |||||||
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Delta: -0.27
Vega: 3.40
Theta: -2.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 4059.80 | 58.75 | 15.10 | 32.89 | 869 | 143 | 2,151 |
6 Jan | 4095.00 | 43.65 | 5.65 | 30.06 | 2,889 | -141 | 2,017 |
3 Jan | 4099.90 | 38 | 12.70 | 27.33 | 2,338 | 206 | 2,154 |
2 Jan | 4175.75 | 25.3 | -6.50 | 26.84 | 2,173 | 47 | 1,949 |
1 Jan | 4112.45 | 31.8 | -4.25 | 25.54 | 1,821 | 139 | 1,900 |
31 Dec | 4094.80 | 36.05 | 10.20 | 26.12 | 4,583 | 255 | 1,758 |
30 Dec | 4158.80 | 25.85 | 6.45 | 25.03 | 1,547 | 281 | 1,504 |
27 Dec | 4164.85 | 19.4 | -0.80 | 22.21 | 1,471 | 220 | 1,213 |
26 Dec | 4169.10 | 20.2 | 0.55 | 22.85 | 954 | 222 | 992 |
24 Dec | 4179.50 | 19.65 | -9.00 | 22.69 | 752 | 201 | 770 |
23 Dec | 4158.30 | 28.65 | -7.35 | 24.22 | 910 | 147 | 571 |
20 Dec | 4170.30 | 36 | 17.65 | 26.55 | 812 | 172 | 427 |
19 Dec | 4271.90 | 18.35 | 4.80 | 25.14 | 465 | 84 | 253 |
18 Dec | 4347.85 | 13.55 | -2.60 | 25.65 | 94 | 22 | 168 |
17 Dec | 4328.50 | 16.15 | 3.40 | 25.36 | 281 | 88 | 144 |
16 Dec | 4415.20 | 12.75 | -3.15 | 26.83 | 71 | 36 | 55 |
13 Dec | 4473.90 | 15.9 | 4.90 | 29.47 | 5 | -2 | 20 |
12 Dec | 4454.95 | 11 | 0.00 | 0.00 | 0 | 2 | 0 |
11 Dec | 4427.45 | 11 | -3.00 | 25.01 | 4 | 1 | 21 |
10 Dec | 4432.55 | 14 | -0.25 | 26.53 | 1 | 0 | 19 |
9 Dec | 4452.15 | 14.25 | 0.00 | 0.00 | 0 | 3 | 0 |
6 Dec | 4445.50 | 14.25 | -2.75 | 26.17 | 12 | 4 | 20 |
5 Dec | 4464.05 | 17 | -3.00 | 27.92 | 1 | 0 | 16 |
4 Dec | 4354.40 | 20 | 0.00 | 0.00 | 0 | 3 | 0 |
3 Dec | 4302.75 | 20 | -6.00 | 23.33 | 3 | 0 | 13 |
2 Dec | 4276.65 | 26 | 9.80 | 23.84 | 4 | 2 | 12 |
29 Nov | 4270.85 | 16.2 | -4.80 | 20.29 | 7 | 6 | 9 |
28 Nov | 4244.90 | 21 | 0.00 | 21.19 | 1 | 0 | 2 |
27 Nov | 4332.55 | 21 | -19.00 | 23.46 | 1 | 0 | 3 |
26 Nov | 4352.70 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
25 Nov | 4315.10 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Nov | 4244.60 | 40 | -20.00 | 24.22 | 1 | 0 | 3 |
21 Nov | 4072.85 | 60 | 0.00 | 0.00 | 0 | 3 | 0 |
20 Nov | 4039.55 | 60 | 0.00 | 20.60 | 3 | 3 | 2 |
19 Nov | 4039.55 | 60 | -63.05 | 20.60 | 3 | 2 | 2 |
18 Nov | 4019.50 | 123.05 | 0.00 | 2.93 | 0 | 0 | 0 |
11 Nov | 4198.70 | 123.05 | 0.00 | 4.92 | 0 | 0 | 0 |
8 Nov | 4147.00 | 123.05 | 0.00 | 4.24 | 0 | 0 | 0 |
7 Nov | 4150.90 | 123.05 | 0.00 | 4.30 | 0 | 0 | 0 |
6 Nov | 4139.65 | 123.05 | 4.23 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3900 expiring on 30JAN2025
Delta for 3900 PE is -0.27
Historical price for 3900 PE is as follows
On 7 Jan TCS was trading at 4059.80. The strike last trading price was 58.75, which was 15.10 higher than the previous day. The implied volatity was 32.89, the open interest changed by 143 which increased total open position to 2151
On 6 Jan TCS was trading at 4095.00. The strike last trading price was 43.65, which was 5.65 higher than the previous day. The implied volatity was 30.06, the open interest changed by -141 which decreased total open position to 2017
On 3 Jan TCS was trading at 4099.90. The strike last trading price was 38, which was 12.70 higher than the previous day. The implied volatity was 27.33, the open interest changed by 206 which increased total open position to 2154
On 2 Jan TCS was trading at 4175.75. The strike last trading price was 25.3, which was -6.50 lower than the previous day. The implied volatity was 26.84, the open interest changed by 47 which increased total open position to 1949
On 1 Jan TCS was trading at 4112.45. The strike last trading price was 31.8, which was -4.25 lower than the previous day. The implied volatity was 25.54, the open interest changed by 139 which increased total open position to 1900
On 31 Dec TCS was trading at 4094.80. The strike last trading price was 36.05, which was 10.20 higher than the previous day. The implied volatity was 26.12, the open interest changed by 255 which increased total open position to 1758
On 30 Dec TCS was trading at 4158.80. The strike last trading price was 25.85, which was 6.45 higher than the previous day. The implied volatity was 25.03, the open interest changed by 281 which increased total open position to 1504
On 27 Dec TCS was trading at 4164.85. The strike last trading price was 19.4, which was -0.80 lower than the previous day. The implied volatity was 22.21, the open interest changed by 220 which increased total open position to 1213
On 26 Dec TCS was trading at 4169.10. The strike last trading price was 20.2, which was 0.55 higher than the previous day. The implied volatity was 22.85, the open interest changed by 222 which increased total open position to 992
On 24 Dec TCS was trading at 4179.50. The strike last trading price was 19.65, which was -9.00 lower than the previous day. The implied volatity was 22.69, the open interest changed by 201 which increased total open position to 770
On 23 Dec TCS was trading at 4158.30. The strike last trading price was 28.65, which was -7.35 lower than the previous day. The implied volatity was 24.22, the open interest changed by 147 which increased total open position to 571
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 36, which was 17.65 higher than the previous day. The implied volatity was 26.55, the open interest changed by 172 which increased total open position to 427
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 18.35, which was 4.80 higher than the previous day. The implied volatity was 25.14, the open interest changed by 84 which increased total open position to 253
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 13.55, which was -2.60 lower than the previous day. The implied volatity was 25.65, the open interest changed by 22 which increased total open position to 168
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 16.15, which was 3.40 higher than the previous day. The implied volatity was 25.36, the open interest changed by 88 which increased total open position to 144
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 12.75, which was -3.15 lower than the previous day. The implied volatity was 26.83, the open interest changed by 36 which increased total open position to 55
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 15.9, which was 4.90 higher than the previous day. The implied volatity was 29.47, the open interest changed by -2 which decreased total open position to 20
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 11, which was -3.00 lower than the previous day. The implied volatity was 25.01, the open interest changed by 1 which increased total open position to 21
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 14, which was -0.25 lower than the previous day. The implied volatity was 26.53, the open interest changed by 0 which decreased total open position to 19
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 14.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 14.25, which was -2.75 lower than the previous day. The implied volatity was 26.17, the open interest changed by 4 which increased total open position to 20
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 17, which was -3.00 lower than the previous day. The implied volatity was 27.92, the open interest changed by 0 which decreased total open position to 16
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 20, which was -6.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 0 which decreased total open position to 13
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 26, which was 9.80 higher than the previous day. The implied volatity was 23.84, the open interest changed by 2 which increased total open position to 12
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 16.2, which was -4.80 lower than the previous day. The implied volatity was 20.29, the open interest changed by 6 which increased total open position to 9
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 2
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 21, which was -19.00 lower than the previous day. The implied volatity was 23.46, the open interest changed by 0 which decreased total open position to 3
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 40, 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 25 Nov TCS was trading at 4315.10. The strike last trading price was 40, 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 22 Nov TCS was trading at 4244.60. The strike last trading price was 40, which was -20.00 lower than the previous day. The implied volatity was 24.22, the open interest changed by 0 which decreased total open position to 3
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 20.60, the open interest changed by 3 which increased total open position to 2
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 60, which was -63.05 lower than the previous day. The implied volatity was 20.60, the open interest changed by 2 which increased total open position to 2
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 123.05, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 123.05, which was 0.00 lower than the previous day. The implied volatity was 4.92, 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 123.05, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 123.05, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 123.05, which was lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0