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[--[65.84.65.76]--]
TCS
Tata Consultancy Serv Lt

4059.8 -35.20 (-0.86%)

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Historical option data for TCS

07 Jan 2025 09:50 AM IST
TCS 30JAN2025 3900 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
Delta: -0.27
Vega: 3.40
Theta: -2.09
Gamma: 0.00
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