TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.71
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 127.95 | 13.90 | 14.99 | 521 | 32 | 421 | |||
| 20 Nov | 4039.55 | 114.05 | 0.00 | 18.61 | 560 | -53 | 393 | |||
| 19 Nov | 4039.55 | 114.05 | 16.30 | 18.61 | 560 | -49 | 393 | |||
| 18 Nov | 4019.50 | 97.75 | -107.85 | 18.76 | 1,653 | 217 | 443 | |||
| 14 Nov | 4145.90 | 205.6 | -15.30 | - | 10 | -4 | 226 | |||
| 13 Nov | 4150.35 | 220.9 | -39.25 | 16.49 | 22 | 15 | 230 | |||
| 12 Nov | 4197.40 | 260.15 | -7.20 | 25.05 | 13 | -2 | 218 | |||
| 11 Nov | 4198.70 | 267.35 | 49.15 | 24.59 | 112 | -77 | 220 | |||
| 8 Nov | 4147.00 | 218.2 | -7.85 | 18.98 | 69 | -15 | 298 | |||
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| 7 Nov | 4150.90 | 226.05 | 4.05 | 17.21 | 160 | 6 | 317 | |||
| 6 Nov | 4139.65 | 222 | 116.90 | 15.35 | 1,675 | -446 | 314 | |||
| 5 Nov | 3971.35 | 105.1 | -6.90 | 20.18 | 1,675 | 161 | 763 | |||
| 4 Nov | 3964.15 | 112 | -13.10 | 22.03 | 3,128 | 297 | 599 | |||
| 1 Nov | 3984.20 | 125.1 | -6.90 | 21.22 | 76 | 8 | 302 | |||
| 31 Oct | 3968.45 | 132 | -58.95 | - | 1,790 | 236 | 298 | |||
| 30 Oct | 4084.65 | 190.95 | -4.45 | - | 73 | 53 | 62 | |||
| 29 Oct | 4075.25 | 195.4 | -26.15 | - | 5 | 3 | 8 | |||
| 28 Oct | 4090.85 | 221.55 | -209.75 | - | 5 | 0 | 0 | |||
| 25 Oct | 4057.55 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4047.90 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4066.25 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4015.50 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4079.85 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4123.05 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4109.00 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4094.95 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4116.80 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4136.65 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4149.20 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4227.40 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4252.95 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4253.25 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4272.85 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4252.25 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4232.75 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4287.90 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4268.50 | 431.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 4308.70 | 431.3 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3950 expiring on 28NOV2024
Delta for 3950 CE is 0.94
Historical price for 3950 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 127.95, which was 13.90 higher than the previous day. The implied volatity was 14.99, the open interest changed by 32 which increased total open position to 421
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 114.05, which was 0.00 lower than the previous day. The implied volatity was 18.61, the open interest changed by -53 which decreased total open position to 393
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 114.05, which was 16.30 higher than the previous day. The implied volatity was 18.61, the open interest changed by -49 which decreased total open position to 393
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 97.75, which was -107.85 lower than the previous day. The implied volatity was 18.76, the open interest changed by 217 which increased total open position to 443
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 205.6, which was -15.30 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 226
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 220.9, which was -39.25 lower than the previous day. The implied volatity was 16.49, the open interest changed by 15 which increased total open position to 230
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 260.15, which was -7.20 lower than the previous day. The implied volatity was 25.05, the open interest changed by -2 which decreased total open position to 218
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 267.35, which was 49.15 higher than the previous day. The implied volatity was 24.59, the open interest changed by -77 which decreased total open position to 220
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 218.2, which was -7.85 lower than the previous day. The implied volatity was 18.98, the open interest changed by -15 which decreased total open position to 298
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 226.05, which was 4.05 higher than the previous day. The implied volatity was 17.21, the open interest changed by 6 which increased total open position to 317
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 222, which was 116.90 higher than the previous day. The implied volatity was 15.35, the open interest changed by -446 which decreased total open position to 314
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 105.1, which was -6.90 lower than the previous day. The implied volatity was 20.18, the open interest changed by 161 which increased total open position to 763
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 112, which was -13.10 lower than the previous day. The implied volatity was 22.03, the open interest changed by 297 which increased total open position to 599
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 125.1, which was -6.90 lower than the previous day. The implied volatity was 21.22, the open interest changed by 8 which increased total open position to 302
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 132, which was -58.95 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 190.95, 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 29 Oct TCS was trading at 4075.25. The strike last trading price was 195.4, which was -26.15 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 221.55, which was -209.75 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 431.3, 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 Oct TCS was trading at 4047.90. The strike last trading price was 431.3, 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 Oct TCS was trading at 4066.25. The strike last trading price was 431.3, 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 22 Oct TCS was trading at 4015.50. The strike last trading price was 431.3, 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 21 Oct TCS was trading at 4079.85. The strike last trading price was 431.3, 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 431.3, 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 431.3, 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 431.3, 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 15 Oct TCS was trading at 4116.80. The strike last trading price was 431.3, 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 431.3, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 431.3, 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 10 Oct TCS was trading at 4227.40. The strike last trading price was 431.3, 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 431.3, 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 431.3, 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 431.3, 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 431.3, 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 431.3, 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 431.3, 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 431.3, 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 431.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 1.51
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 15.05 | -5.70 | 25.85 | 4,531 | 41 | 1,608 |
| 20 Nov | 4039.55 | 20.75 | 0.00 | 23.18 | 6,046 | 127 | 1,570 |
| 19 Nov | 4039.55 | 20.75 | -6.20 | 23.18 | 6,046 | 130 | 1,570 |
| 18 Nov | 4019.50 | 26.95 | 19.15 | 21.99 | 11,013 | 370 | 1,436 |
| 14 Nov | 4145.90 | 7.8 | 0.35 | 20.96 | 1,765 | 131 | 1,067 |
| 13 Nov | 4150.35 | 7.45 | 0.00 | 20.33 | 1,560 | -45 | 944 |
| 12 Nov | 4197.40 | 7.45 | 0.10 | 21.55 | 878 | 95 | 1,184 |
| 11 Nov | 4198.70 | 7.35 | -5.05 | 21.29 | 2,424 | -2 | 1,088 |
| 8 Nov | 4147.00 | 12.4 | -3.00 | 19.71 | 2,012 | 134 | 1,114 |
| 7 Nov | 4150.90 | 15.4 | -2.70 | 21.35 | 2,360 | -86 | 992 |
| 6 Nov | 4139.65 | 18.1 | -53.85 | 21.91 | 4,059 | 16 | 1,080 |
| 5 Nov | 3971.35 | 71.95 | -1.65 | 23.60 | 1,217 | 151 | 1,064 |
| 4 Nov | 3964.15 | 73.6 | -9.40 | 23.16 | 3,223 | 209 | 916 |
| 1 Nov | 3984.20 | 83 | 3.00 | 26.02 | 164 | 61 | 705 |
| 31 Oct | 3968.45 | 80 | 36.25 | - | 3,180 | 316 | 643 |
| 30 Oct | 4084.65 | 43.75 | 6.75 | - | 325 | 85 | 331 |
| 29 Oct | 4075.25 | 37 | 1.15 | - | 388 | 98 | 246 |
| 28 Oct | 4090.85 | 35.85 | -10.45 | - | 155 | 25 | 146 |
| 25 Oct | 4057.55 | 46.3 | 0.35 | - | 135 | 12 | 121 |
| 24 Oct | 4047.90 | 45.95 | 2.35 | - | 227 | -32 | 108 |
| 23 Oct | 4066.25 | 43.6 | -15.35 | - | 212 | 122 | 139 |
| 22 Oct | 4015.50 | 58.95 | 17.95 | - | 19 | 5 | 16 |
| 21 Oct | 4079.85 | 41 | 5.30 | - | 12 | 9 | 10 |
| 18 Oct | 4123.05 | 35.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4109.00 | 35.7 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 4094.95 | 35.7 | -3.60 | - | 1 | 0 | 0 |
| 15 Oct | 4116.80 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4136.65 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4149.20 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4227.40 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4252.95 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4253.25 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4272.85 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4252.25 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4232.75 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4287.90 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4268.50 | 39.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 4308.70 | 39.3 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 3950 expiring on 28NOV2024
Delta for 3950 PE is -0.19
Historical price for 3950 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 15.05, which was -5.70 lower than the previous day. The implied volatity was 25.85, the open interest changed by 41 which increased total open position to 1608
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 23.18, the open interest changed by 127 which increased total open position to 1570
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 20.75, which was -6.20 lower than the previous day. The implied volatity was 23.18, the open interest changed by 130 which increased total open position to 1570
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 26.95, which was 19.15 higher than the previous day. The implied volatity was 21.99, the open interest changed by 370 which increased total open position to 1436
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 7.8, which was 0.35 higher than the previous day. The implied volatity was 20.96, the open interest changed by 131 which increased total open position to 1067
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 20.33, the open interest changed by -45 which decreased total open position to 944
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 7.45, which was 0.10 higher than the previous day. The implied volatity was 21.55, the open interest changed by 95 which increased total open position to 1184
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 7.35, which was -5.05 lower than the previous day. The implied volatity was 21.29, the open interest changed by -2 which decreased total open position to 1088
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 12.4, which was -3.00 lower than the previous day. The implied volatity was 19.71, the open interest changed by 134 which increased total open position to 1114
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 15.4, which was -2.70 lower than the previous day. The implied volatity was 21.35, the open interest changed by -86 which decreased total open position to 992
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 18.1, which was -53.85 lower than the previous day. The implied volatity was 21.91, the open interest changed by 16 which increased total open position to 1080
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 71.95, which was -1.65 lower than the previous day. The implied volatity was 23.60, the open interest changed by 151 which increased total open position to 1064
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 73.6, which was -9.40 lower than the previous day. The implied volatity was 23.16, the open interest changed by 209 which increased total open position to 916
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 83, which was 3.00 higher than the previous day. The implied volatity was 26.02, the open interest changed by 61 which increased total open position to 705
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 80, which was 36.25 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 43.75, which was 6.75 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 37, which was 1.15 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 35.85, which was -10.45 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 46.3, which was 0.35 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 45.95, which was 2.35 higher 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 43.6, which was -15.35 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 58.95, which was 17.95 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 41, which was 5.30 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 35.7, 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 35.7, 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 35.7, which was -3.60 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 39.3, 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 39.3, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 39.3, 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 10 Oct TCS was trading at 4227.40. The strike last trading price was 39.3, 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 39.3, 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 39.3, 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 39.3, 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 39.3, 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 39.3, 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 39.3, 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 39.3, 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 39.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
