TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 3950 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 | |||
| 20 Dec | 4170.30 | 339 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 19 Dec | 4271.90 | 339 | -58.00 | 25.16 | 8 | -1 | 14 | |||
| 18 Dec | 4347.85 | 397 | -10.25 | - | 2 | 0 | 15 | |||
| 17 Dec | 4328.50 | 407.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4415.20 | 407.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4473.90 | 407.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4454.95 | 407.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4427.45 | 407.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4432.55 | 407.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4452.15 | 407.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4445.50 | 407.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4464.05 | 407.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 4354.40 | 407.25 | 50.95 | - | 1 | 0 | 14 | |||
| 3 Dec | 4302.75 | 356.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4276.65 | 356.3 | -75.70 | 24.98 | 1 | 0 | 14 | |||
| 29 Nov | 4270.85 | 432 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 4244.90 | 432 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 4332.55 | 432 | 107.20 | 29.00 | 1 | 0 | 14 | |||
| 26 Nov | 4352.70 | 324.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 4315.10 | 324.8 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 22 Nov | 4244.60 | 324.8 | 136.80 | 21.46 | 20 | 11 | 13 | |||
| 21 Nov | 4072.85 | 188 | 8.80 | 18.14 | 4 | 1 | 1 | |||
| 20 Nov | 4039.55 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4019.50 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4147.00 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4139.65 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3971.35 | 179.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3964.15 | 179.2 | 179.20 | - | 0 | 0 | 0 | |||
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| 1 Nov | 3984.20 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3950 expiring on 26DEC2024
Delta for 3950 CE is 0.00
Historical price for 3950 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 339, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 339, which was -58.00 lower than the previous day. The implied volatity was 25.16, the open interest changed by -1 which decreased total open position to 14
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 397, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 407.25, 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 16 Dec TCS was trading at 4415.20. The strike last trading price was 407.25, 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 Dec TCS was trading at 4473.90. The strike last trading price was 407.25, 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 12 Dec TCS was trading at 4454.95. The strike last trading price was 407.25, 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 11 Dec TCS was trading at 4427.45. The strike last trading price was 407.25, 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 10 Dec TCS was trading at 4432.55. The strike last trading price was 407.25, 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 9 Dec TCS was trading at 4452.15. The strike last trading price was 407.25, 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 6 Dec TCS was trading at 4445.50. The strike last trading price was 407.25, 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 5 Dec TCS was trading at 4464.05. The strike last trading price was 407.25, 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 4 Dec TCS was trading at 4354.40. The strike last trading price was 407.25, which was 50.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 356.3, 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 2 Dec TCS was trading at 4276.65. The strike last trading price was 356.3, which was -75.70 lower than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 14
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 432, 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 28 Nov TCS was trading at 4244.90. The strike last trading price was 432, 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 27 Nov TCS was trading at 4332.55. The strike last trading price was 432, which was 107.20 higher than the previous day. The implied volatity was 29.00, the open interest changed by 0 which decreased total open position to 14
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 324.8, 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 324.8, 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 22 Nov TCS was trading at 4244.60. The strike last trading price was 324.8, which was 136.80 higher than the previous day. The implied volatity was 21.46, the open interest changed by 11 which increased total open position to 13
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 188, which was 8.80 higher than the previous day. The implied volatity was 18.14, the open interest changed by 1 which increased total open position to 1
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 179.2, 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 179.2, 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 179.2, 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 179.2, 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 179.2, 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 179.2, 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 179.2, 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 179.2, 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 179.2, 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 179.2, 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 179.2, 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 179.2, which was 179.20 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 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.67
Theta: -1.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 4.55 | 1.35 | 29.90 | 2,104 | 135 | 575 |
| 19 Dec | 4271.90 | 3.2 | 0.65 | 34.14 | 630 | 52 | 443 |
| 18 Dec | 4347.85 | 2.55 | -0.35 | 35.88 | 128 | -18 | 391 |
| 17 Dec | 4328.50 | 2.9 | 0.80 | 32.51 | 548 | -177 | 413 |
| 16 Dec | 4415.20 | 2.1 | 0.65 | 34.72 | 36 | 5 | 591 |
| 13 Dec | 4473.90 | 1.45 | -1.20 | 31.76 | 184 | -18 | 587 |
| 12 Dec | 4454.95 | 2.65 | -0.50 | 32.89 | 197 | -13 | 605 |
| 11 Dec | 4427.45 | 3.15 | -0.20 | 30.97 | 332 | -20 | 622 |
| 10 Dec | 4432.55 | 3.35 | -0.65 | 31.07 | 378 | 8 | 641 |
| 9 Dec | 4452.15 | 4 | -0.70 | 31.53 | 406 | 22 | 633 |
| 6 Dec | 4445.50 | 4.7 | -0.65 | 30.04 | 462 | 11 | 610 |
| 5 Dec | 4464.05 | 5.35 | -1.10 | 30.58 | 1,086 | 50 | 603 |
| 4 Dec | 4354.40 | 6.45 | -1.60 | 25.99 | 1,009 | 12 | 553 |
| 3 Dec | 4302.75 | 8.05 | -2.15 | 24.90 | 650 | -2 | 543 |
| 2 Dec | 4276.65 | 10.2 | -1.80 | 24.18 | 516 | 86 | 546 |
| 29 Nov | 4270.85 | 12 | -1.05 | 23.82 | 719 | 103 | 460 |
| 28 Nov | 4244.90 | 13.05 | 2.80 | 23.25 | 491 | 92 | 357 |
| 27 Nov | 4332.55 | 10.25 | -2.50 | 25.12 | 81 | 32 | 263 |
| 26 Nov | 4352.70 | 12.75 | -0.65 | 26.91 | 185 | -10 | 232 |
| 25 Nov | 4315.10 | 13.4 | -7.70 | 25.52 | 247 | 143 | 239 |
| 22 Nov | 4244.60 | 21.1 | -25.00 | 23.28 | 374 | 109 | 205 |
| 21 Nov | 4072.85 | 46.1 | -6.70 | 21.57 | 113 | 17 | 98 |
| 20 Nov | 4039.55 | 52.8 | 0.00 | 20.98 | 59 | 13 | 80 |
| 19 Nov | 4039.55 | 52.8 | -8.75 | 20.98 | 59 | 12 | 80 |
| 18 Nov | 4019.50 | 61.55 | -55.30 | 20.98 | 89 | 68 | 68 |
| 14 Nov | 4145.90 | 116.85 | 0.00 | 4.57 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 116.85 | 0.00 | 4.63 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 116.85 | 0.00 | 5.08 | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 116.85 | 0.00 | 5.14 | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 116.85 | 0.00 | 4.23 | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 116.85 | 0.00 | 4.37 | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 116.85 | 0.00 | 4.30 | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 116.85 | 0.00 | 1.39 | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 116.85 | 116.85 | 1.31 | 0 | 0 | 0 |
| 1 Nov | 3984.20 | 0 | 1.64 | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 3950 expiring on 26DEC2024
Delta for 3950 PE is -0.06
Historical price for 3950 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 4.55, which was 1.35 higher than the previous day. The implied volatity was 29.90, the open interest changed by 135 which increased total open position to 575
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 3.2, which was 0.65 higher than the previous day. The implied volatity was 34.14, the open interest changed by 52 which increased total open position to 443
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 35.88, the open interest changed by -18 which decreased total open position to 391
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 2.9, which was 0.80 higher than the previous day. The implied volatity was 32.51, the open interest changed by -177 which decreased total open position to 413
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 2.1, which was 0.65 higher than the previous day. The implied volatity was 34.72, the open interest changed by 5 which increased total open position to 591
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 1.45, which was -1.20 lower than the previous day. The implied volatity was 31.76, the open interest changed by -18 which decreased total open position to 587
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 2.65, which was -0.50 lower than the previous day. The implied volatity was 32.89, the open interest changed by -13 which decreased total open position to 605
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 3.15, which was -0.20 lower than the previous day. The implied volatity was 30.97, the open interest changed by -20 which decreased total open position to 622
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 3.35, which was -0.65 lower than the previous day. The implied volatity was 31.07, the open interest changed by 8 which increased total open position to 641
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 4, which was -0.70 lower than the previous day. The implied volatity was 31.53, the open interest changed by 22 which increased total open position to 633
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 4.7, which was -0.65 lower than the previous day. The implied volatity was 30.04, the open interest changed by 11 which increased total open position to 610
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 5.35, which was -1.10 lower than the previous day. The implied volatity was 30.58, the open interest changed by 50 which increased total open position to 603
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 6.45, which was -1.60 lower than the previous day. The implied volatity was 25.99, the open interest changed by 12 which increased total open position to 553
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 8.05, which was -2.15 lower than the previous day. The implied volatity was 24.90, the open interest changed by -2 which decreased total open position to 543
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 10.2, which was -1.80 lower than the previous day. The implied volatity was 24.18, the open interest changed by 86 which increased total open position to 546
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 12, which was -1.05 lower than the previous day. The implied volatity was 23.82, the open interest changed by 103 which increased total open position to 460
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 13.05, which was 2.80 higher than the previous day. The implied volatity was 23.25, the open interest changed by 92 which increased total open position to 357
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 10.25, which was -2.50 lower than the previous day. The implied volatity was 25.12, the open interest changed by 32 which increased total open position to 263
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 12.75, which was -0.65 lower than the previous day. The implied volatity was 26.91, the open interest changed by -10 which decreased total open position to 232
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 13.4, which was -7.70 lower than the previous day. The implied volatity was 25.52, the open interest changed by 143 which increased total open position to 239
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 21.1, which was -25.00 lower than the previous day. The implied volatity was 23.28, the open interest changed by 109 which increased total open position to 205
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 46.1, which was -6.70 lower than the previous day. The implied volatity was 21.57, the open interest changed by 17 which increased total open position to 98
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 52.8, which was 0.00 lower than the previous day. The implied volatity was 20.98, the open interest changed by 13 which increased total open position to 80
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 52.8, which was -8.75 lower than the previous day. The implied volatity was 20.98, the open interest changed by 12 which increased total open position to 80
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 61.55, which was -55.30 lower than the previous day. The implied volatity was 20.98, the open interest changed by 68 which increased total open position to 68
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 116.85, which was 0.00 lower than the previous day. The implied volatity was 4.57, 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 116.85, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 116.85, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 116.85, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 116.85, which was 0.00 lower than the previous day. The implied volatity was 4.23, 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 116.85, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 116.85, 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 5 Nov TCS was trading at 3971.35. The strike last trading price was 116.85, which was 0.00 lower than the previous day. The implied volatity was 1.39, 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 116.85, which was 116.85 higher than the previous day. The implied volatity was 1.31, 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 1.64, the open interest changed by 0 which decreased total open position to 0
