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

4072.85 33.30 (0.82%)

Back to Option Chain


Historical option data for TCS

21 Nov 2024 04:10 PM IST
TCS 28NOV2024 3900 CE
Delta: 0.95
Vega: 0.61
Theta: -1.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 178.05 22.05 19.95 231 -75 218
20 Nov 4039.55 156 0.00 17.83 316 -26 293
19 Nov 4039.55 156 17.00 17.83 316 -26 293
18 Nov 4019.50 139 -112.45 19.87 833 43 318
14 Nov 4145.90 251.45 -17.75 - 10 2 276
13 Nov 4150.35 269.2 -39.80 17.30 7 1 274
12 Nov 4197.40 309 -15.50 28.12 23 -5 274
11 Nov 4198.70 324.5 58.50 32.29 67 -43 282
8 Nov 4147.00 266 -4.95 21.11 42 -20 325
7 Nov 4150.90 270.95 3.95 16.06 128 40 346
6 Nov 4139.65 267 130.50 12.23 1,203 -268 307
5 Nov 3971.35 136.5 -7.55 20.21 872 -49 573
4 Nov 3964.15 144.05 -12.45 22.52 1,931 149 623
1 Nov 3984.20 156.5 -5.80 21.15 114 15 475
31 Oct 3968.45 162.3 -68.90 - 1,786 244 463
30 Oct 4084.65 231.2 -5.80 - 76 -2 218
29 Oct 4075.25 237 -6.85 - 75 33 217
28 Oct 4090.85 243.85 19.40 - 163 37 184
25 Oct 4057.55 224.45 4.45 - 109 62 147
24 Oct 4047.90 220 -10.95 - 8 1 85
23 Oct 4066.25 230.95 30.95 - 74 25 83
22 Oct 4015.50 200 -66.95 - 36 19 55
21 Oct 4079.85 266.95 0.00 - 1 0 35
18 Oct 4123.05 266.95 29.75 - 1 0 36
17 Oct 4109.00 237.2 0.00 - 0 19 0
16 Oct 4094.95 237.2 -62.80 - 21 20 37
15 Oct 4116.80 300 0.00 - 0 8 0
14 Oct 4136.65 300 -5.55 - 9 0 9
11 Oct 4149.20 305.55 -114.45 - 10 8 9
10 Oct 4227.40 420 0.00 - 0 0 0
9 Oct 4252.95 420 0.00 - 0 0 0
8 Oct 4253.25 420 0.00 - 0 1 0
7 Oct 4272.85 420 -285.40 - 1 0 0
4 Oct 4252.25 705.4 0.00 - 0 0 0
3 Oct 4232.75 705.4 0.00 - 0 0 0
1 Oct 4287.90 705.4 0.00 - 0 0 0
30 Sept 4268.50 705.4 0.00 - 0 0 0
27 Sept 4308.70 705.4 705.40 - 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 3900 expiring on 28NOV2024

Delta for 3900 CE is 0.95

Historical price for 3900 CE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 178.05, which was 22.05 higher than the previous day. The implied volatity was 19.95, the open interest changed by -75 which decreased total open position to 218


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 156, which was 0.00 lower than the previous day. The implied volatity was 17.83, the open interest changed by -26 which decreased total open position to 293


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 156, which was 17.00 higher than the previous day. The implied volatity was 17.83, the open interest changed by -26 which decreased total open position to 293


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 139, which was -112.45 lower than the previous day. The implied volatity was 19.87, the open interest changed by 43 which increased total open position to 318


On 14 Nov TCS was trading at 4145.90. The strike last trading price was 251.45, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 276


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 269.2, which was -39.80 lower than the previous day. The implied volatity was 17.30, the open interest changed by 1 which increased total open position to 274


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 309, which was -15.50 lower than the previous day. The implied volatity was 28.12, the open interest changed by -5 which decreased total open position to 274


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 324.5, which was 58.50 higher than the previous day. The implied volatity was 32.29, the open interest changed by -43 which decreased total open position to 282


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 266, which was -4.95 lower than the previous day. The implied volatity was 21.11, the open interest changed by -20 which decreased total open position to 325


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 270.95, which was 3.95 higher than the previous day. The implied volatity was 16.06, the open interest changed by 40 which increased total open position to 346


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 267, which was 130.50 higher than the previous day. The implied volatity was 12.23, the open interest changed by -268 which decreased total open position to 307


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 136.5, which was -7.55 lower than the previous day. The implied volatity was 20.21, the open interest changed by -49 which decreased total open position to 573


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 144.05, which was -12.45 lower than the previous day. The implied volatity was 22.52, the open interest changed by 149 which increased total open position to 623


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 156.5, which was -5.80 lower than the previous day. The implied volatity was 21.15, the open interest changed by 15 which increased total open position to 475


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 162.3, which was -68.90 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 231.2, which was -5.80 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 237, which was -6.85 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 243.85, which was 19.40 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 224.45, 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 24 Oct TCS was trading at 4047.90. The strike last trading price was 220, which was -10.95 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 230.95, which was 30.95 higher 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 200, which was -66.95 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 266.95, 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 266.95, which was 29.75 higher 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 237.2, 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 237.2, which was -62.80 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 300, 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 300, which was -5.55 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 305.55, which was -114.45 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 420, 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 420, 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 420, 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 420, which was -285.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct TCS was trading at 4252.25. The strike last trading price was 705.4, 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 705.4, 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 1 Oct TCS was trading at 4287.90. The strike last trading price was 705.4, 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 705.4, 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 705.4, which was 705.40 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 3900 PE
Delta: -0.12
Vega: 1.15
Theta: -2.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 9.8 -3.30 27.97 4,294 -246 1,794
20 Nov 4039.55 13.1 0.00 24.66 8,015 16 2,029
19 Nov 4039.55 13.1 -4.10 24.66 8,015 5 2,029
18 Nov 4019.50 17.2 11.80 23.35 11,882 276 2,029
14 Nov 4145.90 5.4 0.20 22.55 1,492 -134 1,758
13 Nov 4150.35 5.2 -0.30 21.89 1,642 -81 1,898
12 Nov 4197.40 5.5 0.10 23.19 1,020 -67 2,024
11 Nov 4198.70 5.4 -3.20 22.84 2,918 293 2,092
8 Nov 4147.00 8.6 -2.40 20.83 1,394 -28 1,809
7 Nov 4150.90 11 -2.00 22.40 3,627 50 1,842
6 Nov 4139.65 13 -40.05 22.85 5,753 189 1,794
5 Nov 3971.35 53.05 -2.95 23.75 1,208 -49 1,596
4 Nov 3964.15 56 -8.05 23.74 3,409 219 1,647
1 Nov 3984.20 64.05 2.70 26.14 357 43 1,425
31 Oct 3968.45 61.35 28.10 - 5,386 585 1,372
30 Oct 4084.65 33.25 5.75 - 1,026 221 792
29 Oct 4075.25 27.5 2.45 - 360 34 570
28 Oct 4090.85 25.05 -7.80 - 649 58 536
25 Oct 4057.55 32.85 0.85 - 493 -25 478
24 Oct 4047.90 32 -0.05 - 243 20 503
23 Oct 4066.25 32.05 -11.95 - 306 18 482
22 Oct 4015.50 44 11.50 - 435 106 465
21 Oct 4079.85 32.5 8.95 - 217 64 359
18 Oct 4123.05 23.55 -4.45 - 178 1 294
17 Oct 4109.00 28 0.50 - 58 1 293
16 Oct 4094.95 27.5 1.10 - 252 62 293
15 Oct 4116.80 26.4 1.90 - 149 70 229
14 Oct 4136.65 24.5 0.40 - 101 50 160
11 Oct 4149.20 24.1 -5.90 - 198 75 110
10 Oct 4227.40 30 6.00 - 11 7 34
9 Oct 4252.95 24 0.00 - 0 0 0
8 Oct 4253.25 24 0.00 - 0 0 0
7 Oct 4272.85 24 0.00 - 0 4 0
4 Oct 4252.25 24 -3.50 - 4 3 26
3 Oct 4232.75 27.5 3.25 - 9 7 22
1 Oct 4287.90 24.25 -2.75 - 3 2 15
30 Sept 4268.50 27 4.00 - 9 2 12
27 Sept 4308.70 23 -0.45 - 10 0 0
25 Sept 4274.75 23.45 0.00 - 0 0 0
24 Sept 4271.30 23.45 0.00 - 0 0 0
23 Sept 4268.50 23.45 0.00 - 0 0 0
20 Sept 4284.90 23.45 23.45 - 0 0 0
18 Sept 4346.15 0 - 0 0 0


For Tata Consultancy Serv Lt - strike price 3900 expiring on 28NOV2024

Delta for 3900 PE is -0.12

Historical price for 3900 PE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 9.8, which was -3.30 lower than the previous day. The implied volatity was 27.97, the open interest changed by -246 which decreased total open position to 1794


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 24.66, the open interest changed by 16 which increased total open position to 2029


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 13.1, which was -4.10 lower than the previous day. The implied volatity was 24.66, the open interest changed by 5 which increased total open position to 2029


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 17.2, which was 11.80 higher than the previous day. The implied volatity was 23.35, the open interest changed by 276 which increased total open position to 2029


On 14 Nov TCS was trading at 4145.90. The strike last trading price was 5.4, which was 0.20 higher than the previous day. The implied volatity was 22.55, the open interest changed by -134 which decreased total open position to 1758


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 5.2, which was -0.30 lower than the previous day. The implied volatity was 21.89, the open interest changed by -81 which decreased total open position to 1898


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 5.5, which was 0.10 higher than the previous day. The implied volatity was 23.19, the open interest changed by -67 which decreased total open position to 2024


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 5.4, which was -3.20 lower than the previous day. The implied volatity was 22.84, the open interest changed by 293 which increased total open position to 2092


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 8.6, which was -2.40 lower than the previous day. The implied volatity was 20.83, the open interest changed by -28 which decreased total open position to 1809


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 11, which was -2.00 lower than the previous day. The implied volatity was 22.40, the open interest changed by 50 which increased total open position to 1842


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 13, which was -40.05 lower than the previous day. The implied volatity was 22.85, the open interest changed by 189 which increased total open position to 1794


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 53.05, which was -2.95 lower than the previous day. The implied volatity was 23.75, the open interest changed by -49 which decreased total open position to 1596


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 56, which was -8.05 lower than the previous day. The implied volatity was 23.74, the open interest changed by 219 which increased total open position to 1647


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 64.05, which was 2.70 higher than the previous day. The implied volatity was 26.14, the open interest changed by 43 which increased total open position to 1425


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 61.35, which was 28.10 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 33.25, which was 5.75 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 27.5, which was 2.45 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 25.05, which was -7.80 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 32.85, which was 0.85 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 32, 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 23 Oct TCS was trading at 4066.25. The strike last trading price was 32.05, which was -11.95 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 44, which was 11.50 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 32.5, which was 8.95 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 23.55, 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 28, 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 16 Oct TCS was trading at 4094.95. The strike last trading price was 27.5, which was 1.10 higher 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 26.4, which was 1.90 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 24.5, which was 0.40 higher 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 24.1, which was -5.90 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 30, 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 9 Oct TCS was trading at 4252.95. The strike last trading price was 24, 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 24, 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 24, 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 4 Oct TCS was trading at 4252.25. The strike last trading price was 24, which was -3.50 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 27.5, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct TCS was trading at 4287.90. The strike last trading price was 24.25, which was -2.75 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 27, which was 4.00 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 23, which was -0.45 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 23.45, 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 23.45, 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 23.45, 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 23.45, which was 23.45 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to