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

4145.9 -4.45 (-0.11%)

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Historical option data for TCS

14 Nov 2024 04:10 PM IST
TCS 28NOV2024 4000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 160.75 -21.10 - 201 -23 1,042
13 Nov 4150.35 181.85 -16.60 20.28 219 -50 1,066
12 Nov 4197.40 198.45 -14.45 11.80 166 -29 1,121
11 Nov 4198.70 212.9 46.90 18.31 598 -108 1,249
8 Nov 4147.00 166 -12.00 14.42 520 -53 1,359
7 Nov 4150.90 178 -0.80 15.05 1,330 -151 1,415
6 Nov 4139.65 178.8 100.20 15.84 15,822 -2,229 1,578
5 Nov 3971.35 78.6 -5.90 20.18 6,501 269 3,813
4 Nov 3964.15 84.5 -13.65 21.75 8,864 479 3,543
1 Nov 3984.20 98.15 -6.00 21.34 838 72 3,068
31 Oct 3968.45 104.15 -52.15 - 10,328 2,055 2,988
30 Oct 4084.65 156.3 -5.70 - 963 135 933
29 Oct 4075.25 162 -2.80 - 363 92 795
28 Oct 4090.85 164.8 11.80 - 1,119 -75 702
25 Oct 4057.55 153 3.10 - 863 152 777
24 Oct 4047.90 149.9 -8.95 - 653 123 627
23 Oct 4066.25 158.85 24.85 - 953 96 502
22 Oct 4015.50 134 -29.50 - 306 106 395
21 Oct 4079.85 163.5 -41.50 - 189 52 279
18 Oct 4123.05 205 7.55 - 137 -23 227
17 Oct 4109.00 197.45 16.45 - 67 24 249
16 Oct 4094.95 181 -18.10 - 164 30 225
15 Oct 4116.80 199.1 -21.90 - 104 83 195
14 Oct 4136.65 221 -13.75 - 39 11 109
11 Oct 4149.20 234.75 -64.25 - 116 86 97
10 Oct 4227.40 299 -34.00 - 10 7 9
9 Oct 4252.95 333 0.00 - 0 0 0
8 Oct 4253.25 333 0.00 - 0 2 0
7 Oct 4272.85 333 -286.70 - 2 0 0
4 Oct 4252.25 619.7 0.00 - 0 0 0
3 Oct 4232.75 619.7 0.00 - 0 0 0
1 Oct 4287.90 619.7 0.00 - 0 0 0
30 Sept 4268.50 619.7 0.00 - 0 0 0
27 Sept 4308.70 619.7 0.00 - 0 0 0
26 Sept 4292.50 619.7 0.00 - 0 0 0
25 Sept 4274.75 619.7 0.00 - 0 0 0
24 Sept 4271.30 619.7 0.00 - 0 0 0
23 Sept 4268.50 619.7 0.00 - 0 0 0
20 Sept 4284.90 619.7 0.00 - 0 0 0
19 Sept 4296.15 619.7 0.00 - 0 0 0
18 Sept 4346.15 619.7 619.70 - 0 0 0
6 Sept 4456.75 0 0.00 - 0 0 0
5 Sept 4475.95 0 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4000 expiring on 28NOV2024

Delta for 4000 CE is -

Historical price for 4000 CE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 160.75, which was -21.10 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 1042


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 181.85, which was -16.60 lower than the previous day. The implied volatity was 20.28, the open interest changed by -50 which decreased total open position to 1066


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 198.45, which was -14.45 lower than the previous day. The implied volatity was 11.80, the open interest changed by -29 which decreased total open position to 1121


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 212.9, which was 46.90 higher than the previous day. The implied volatity was 18.31, the open interest changed by -108 which decreased total open position to 1249


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 166, which was -12.00 lower than the previous day. The implied volatity was 14.42, the open interest changed by -53 which decreased total open position to 1359


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 178, which was -0.80 lower than the previous day. The implied volatity was 15.05, the open interest changed by -151 which decreased total open position to 1415


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 178.8, which was 100.20 higher than the previous day. The implied volatity was 15.84, the open interest changed by -2229 which decreased total open position to 1578


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 78.6, which was -5.90 lower than the previous day. The implied volatity was 20.18, the open interest changed by 269 which increased total open position to 3813


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 84.5, which was -13.65 lower than the previous day. The implied volatity was 21.75, the open interest changed by 479 which increased total open position to 3543


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 98.15, which was -6.00 lower than the previous day. The implied volatity was 21.34, the open interest changed by 72 which increased total open position to 3068


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 104.15, which was -52.15 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 156.3, which was -5.70 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 162, which was -2.80 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 164.8, which was 11.80 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 153, which was 3.10 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 149.9, which was -8.95 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 158.85, which was 24.85 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 134, which was -29.50 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 163.5, which was -41.50 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 205, which was 7.55 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 197.45, which was 16.45 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 181, which was -18.10 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 199.1, which was -21.90 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 221, which was -13.75 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 234.75, which was -64.25 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 299, which was -34.00 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 333, 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 333, 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 333, which was -286.70 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 619.7, 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 3 Oct TCS was trading at 4232.75. The strike last trading price was 619.7, 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 1 Oct TCS was trading at 4287.90. The strike last trading price was 619.7, 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 30 Sept TCS was trading at 4268.50. The strike last trading price was 619.7, 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 27 Sept TCS was trading at 4308.70. The strike last trading price was 619.7, 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 26 Sept TCS was trading at 4292.50. The strike last trading price was 619.7, 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 25 Sept TCS was trading at 4274.75. The strike last trading price was 619.7, 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 24 Sept TCS was trading at 4271.30. The strike last trading price was 619.7, 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 23 Sept TCS was trading at 4268.50. The strike last trading price was 619.7, 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 20 Sept TCS was trading at 4284.90. The strike last trading price was 619.7, 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 19 Sept TCS was trading at 4296.15. The strike last trading price was 619.7, 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 18 Sept TCS was trading at 4346.15. The strike last trading price was 619.7, which was 619.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept TCS was trading at 4456.75. 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 5 Sept TCS was trading at 4475.95. 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 4000 PE
Delta: -0.15
Vega: 1.86
Theta: -1.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 12.25 0.85 19.79 4,554 -165 2,752
13 Nov 4150.35 11.4 0.95 19.03 3,323 -251 2,901
12 Nov 4197.40 10.45 0.10 19.98 2,887 161 3,404
11 Nov 4198.70 10.35 -7.85 19.83 6,611 141 3,235
8 Nov 4147.00 18.2 -3.95 18.68 5,110 -191 3,099
7 Nov 4150.90 22.15 -3.05 20.52 8,661 32 3,305
6 Nov 4139.65 25.2 -68.75 20.99 13,353 511 3,286
5 Nov 3971.35 93.95 -1.70 23.18 1,865 -39 2,772
4 Nov 3964.15 95.65 -9.20 22.71 3,832 -455 2,812
1 Nov 3984.20 104.85 2.35 25.78 486 60 3,267
31 Oct 3968.45 102.5 45.20 - 10,476 1,332 3,202
30 Oct 4084.65 57.3 6.25 - 2,582 204 1,871
29 Oct 4075.25 51.05 2.60 - 2,998 423 1,665
28 Oct 4090.85 48.45 -10.80 - 1,348 -32 1,241
25 Oct 4057.55 59.25 -0.75 - 1,090 62 1,273
24 Oct 4047.90 60 3.00 - 633 105 1,210
23 Oct 4066.25 57 -19.00 - 1,155 174 1,101
22 Oct 4015.50 76 18.00 - 751 17 927
21 Oct 4079.85 58 18.00 - 482 58 911
18 Oct 4123.05 40 -7.65 - 255 -35 853
17 Oct 4109.00 47.65 -2.35 - 162 14 888
16 Oct 4094.95 50 2.60 - 397 46 874
15 Oct 4116.80 47.4 5.90 - 544 262 821
14 Oct 4136.65 41.5 -2.50 - 397 212 557
11 Oct 4149.20 44 -3.60 - 711 132 340
10 Oct 4227.40 47.6 0.60 - 165 22 207
9 Oct 4252.95 47 0.80 - 42 0 185
8 Oct 4253.25 46.2 3.15 - 104 4 185
7 Oct 4272.85 43.05 -2.95 - 18 -5 182
4 Oct 4252.25 46 -0.35 - 60 -4 186
3 Oct 4232.75 46.35 5.50 - 95 24 190
1 Oct 4287.90 40.85 -1.65 - 22 6 165
30 Sept 4268.50 42.5 2.50 - 67 9 158
27 Sept 4308.70 40 -5.10 - 98 22 147
26 Sept 4292.50 45.1 -0.20 - 45 18 124
25 Sept 4274.75 45.3 -1.10 - 24 10 106
24 Sept 4271.30 46.4 -1.75 - 36 7 96
23 Sept 4268.50 48.15 2.15 - 35 21 86
20 Sept 4284.90 46 3.95 - 30 21 65
19 Sept 4296.15 42.05 2.05 - 18 8 43
18 Sept 4346.15 40 14.05 - 35 30 36
6 Sept 4456.75 25.95 7.05 - 4 2 5
5 Sept 4475.95 18.9 - 2 0 1


For Tata Consultancy Serv Lt - strike price 4000 expiring on 28NOV2024

Delta for 4000 PE is -0.15

Historical price for 4000 PE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 12.25, which was 0.85 higher than the previous day. The implied volatity was 19.79, the open interest changed by -165 which decreased total open position to 2752


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 11.4, which was 0.95 higher than the previous day. The implied volatity was 19.03, the open interest changed by -251 which decreased total open position to 2901


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 10.45, which was 0.10 higher than the previous day. The implied volatity was 19.98, the open interest changed by 161 which increased total open position to 3404


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 10.35, which was -7.85 lower than the previous day. The implied volatity was 19.83, the open interest changed by 141 which increased total open position to 3235


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 18.2, which was -3.95 lower than the previous day. The implied volatity was 18.68, the open interest changed by -191 which decreased total open position to 3099


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 22.15, which was -3.05 lower than the previous day. The implied volatity was 20.52, the open interest changed by 32 which increased total open position to 3305


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 25.2, which was -68.75 lower than the previous day. The implied volatity was 20.99, the open interest changed by 511 which increased total open position to 3286


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 93.95, which was -1.70 lower than the previous day. The implied volatity was 23.18, the open interest changed by -39 which decreased total open position to 2772


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 95.65, which was -9.20 lower than the previous day. The implied volatity was 22.71, the open interest changed by -455 which decreased total open position to 2812


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 104.85, which was 2.35 higher than the previous day. The implied volatity was 25.78, the open interest changed by 60 which increased total open position to 3267


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 102.5, which was 45.20 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 57.3, which was 6.25 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 51.05, which was 2.60 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 48.45, which was -10.80 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 59.25, which was -0.75 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 60, which was 3.00 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 57, which was -19.00 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 76, which was 18.00 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 58, which was 18.00 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 40, which was -7.65 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 47.65, which was -2.35 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 50, which was 2.60 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 47.4, which was 5.90 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 41.5, which was -2.50 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 44, 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 10 Oct TCS was trading at 4227.40. The strike last trading price was 47.6, which was 0.60 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 47, which was 0.80 higher 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 46.2, which was 3.15 higher 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 43.05, which was -2.95 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 46, which was -0.35 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 46.35, which was 5.50 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 40.85, which was -1.65 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 42.5, which was 2.50 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 40, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept TCS was trading at 4292.50. The strike last trading price was 45.1, which was -0.20 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 45.3, which was -1.10 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 46.4, which was -1.75 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 48.15, which was 2.15 higher 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 46, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept TCS was trading at 4296.15. The strike last trading price was 42.05, which was 2.05 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 40, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept TCS was trading at 4456.75. The strike last trading price was 25.95, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept TCS was trading at 4475.95. The strike last trading price was 18.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to