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

4072.85 33.30 (0.82%)

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Historical option data for TCS

21 Nov 2024 04:10 PM IST
TCS 28NOV2024 3950 CE
Delta: 0.94
Vega: 0.71
Theta: -1.77
Gamma: 0.00
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
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
Delta: -0.19
Vega: 1.51
Theta: -2.57
Gamma: 0.00
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