TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4050 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 131.6 | -130.05 | - | 302 | 134 | 306 | |||
| 19 Dec | 4271.90 | 261.65 | -42.75 | 43.55 | 119 | 36 | 171 | |||
| 18 Dec | 4347.85 | 304.4 | 0.95 | - | 37 | -18 | 135 | |||
| 17 Dec | 4328.50 | 303.45 | -86.55 | 41.29 | 13 | 0 | 153 | |||
| 16 Dec | 4415.20 | 390 | 3.00 | 41.25 | 1 | 0 | 154 | |||
| 13 Dec | 4473.90 | 387 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4454.95 | 387 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 4427.45 | 387 | -3.15 | - | 1 | 0 | 155 | |||
| 10 Dec | 4432.55 | 390.15 | -21.05 | - | 7 | -4 | 155 | |||
| 9 Dec | 4452.15 | 411.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4445.50 | 411.2 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 5 Dec | 4464.05 | 411.2 | 86.20 | - | 16 | -2 | 160 | |||
| 4 Dec | 4354.40 | 325 | 48.00 | 22.25 | 8 | -3 | 162 | |||
| 3 Dec | 4302.75 | 277 | 12.55 | - | 6 | -2 | 166 | |||
| 2 Dec | 4276.65 | 264.45 | 3.45 | 22.54 | 10 | 7 | 167 | |||
| 29 Nov | 4270.85 | 261 | 8.10 | 19.77 | 7 | -1 | 159 | |||
| 28 Nov | 4244.90 | 252.9 | -81.60 | 20.90 | 8 | 3 | 159 | |||
| 27 Nov | 4332.55 | 334.5 | 0.00 | 0.00 | 0 | -17 | 0 | |||
| 26 Nov | 4352.70 | 334.5 | 8.60 | 11.50 | 193 | -19 | 154 | |||
| 25 Nov | 4315.10 | 325.9 | 98.10 | 23.77 | 57 | 12 | 173 | |||
| 22 Nov | 4244.60 | 227.8 | 109.80 | 16.95 | 692 | 40 | 201 | |||
| 21 Nov | 4072.85 | 118 | 8.00 | 17.39 | 242 | 87 | 160 | |||
| 20 Nov | 4039.55 | 110 | 0.00 | 18.12 | 197 | 0 | 72 | |||
| 19 Nov | 4039.55 | 110 | 11.80 | 18.12 | 197 | -1 | 72 | |||
| 18 Nov | 4019.50 | 98.2 | -68.80 | 18.12 | 226 | 71 | 73 | |||
| 14 Nov | 4145.90 | 167 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 167 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 167 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 167 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 4147.00 | 167 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 7 Nov | 4150.90 | 167 | -23.40 | 11.24 | 6 | -4 | 1 | |||
| 6 Nov | 4139.65 | 190.4 | 60.25 | 16.53 | 6 | 3 | 3 | |||
| 5 Nov | 3971.35 | 130.15 | 0.00 | 0.45 | 0 | 0 | 0 | |||
| 4 Nov | 3964.15 | 130.15 | 130.15 | 0.57 | 0 | 0 | 0 | |||
| 1 Nov | 3984.20 | 0 | 0.09 | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4050 expiring on 26DEC2024
Delta for 4050 CE is -
Historical price for 4050 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 131.6, which was -130.05 lower than the previous day. The implied volatity was -, the open interest changed by 134 which increased total open position to 306
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 261.65, which was -42.75 lower than the previous day. The implied volatity was 43.55, the open interest changed by 36 which increased total open position to 171
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 304.4, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 135
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 303.45, which was -86.55 lower than the previous day. The implied volatity was 41.29, the open interest changed by 0 which decreased total open position to 153
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 390, which was 3.00 higher than the previous day. The implied volatity was 41.25, the open interest changed by 0 which decreased total open position to 154
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 387, 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 387, 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 11 Dec TCS was trading at 4427.45. The strike last trading price was 387, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 155
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 390.15, which was -21.05 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 155
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 411.2, 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 411.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 411.2, which was 86.20 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 160
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 325, which was 48.00 higher than the previous day. The implied volatity was 22.25, the open interest changed by -3 which decreased total open position to 162
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 277, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 166
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 264.45, which was 3.45 higher than the previous day. The implied volatity was 22.54, the open interest changed by 7 which increased total open position to 167
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 261, which was 8.10 higher than the previous day. The implied volatity was 19.77, the open interest changed by -1 which decreased total open position to 159
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 252.9, which was -81.60 lower than the previous day. The implied volatity was 20.90, the open interest changed by 3 which increased total open position to 159
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 334.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 334.5, which was 8.60 higher than the previous day. The implied volatity was 11.50, the open interest changed by -19 which decreased total open position to 154
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 325.9, which was 98.10 higher than the previous day. The implied volatity was 23.77, the open interest changed by 12 which increased total open position to 173
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 227.8, which was 109.80 higher than the previous day. The implied volatity was 16.95, the open interest changed by 40 which increased total open position to 201
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 118, which was 8.00 higher than the previous day. The implied volatity was 17.39, the open interest changed by 87 which increased total open position to 160
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was 18.12, the open interest changed by 0 which decreased total open position to 72
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 110, which was 11.80 higher than the previous day. The implied volatity was 18.12, the open interest changed by -1 which decreased total open position to 72
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 98.2, which was -68.80 lower than the previous day. The implied volatity was 18.12, the open interest changed by 71 which increased total open position to 73
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 167, 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 Nov TCS was trading at 4150.35. The strike last trading price was 167, 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 Nov TCS was trading at 4197.40. The strike last trading price was 167, 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 Nov TCS was trading at 4198.70. The strike last trading price was 167, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 167, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 167, which was -23.40 lower than the previous day. The implied volatity was 11.24, the open interest changed by -4 which decreased total open position to 1
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 190.4, which was 60.25 higher than the previous day. The implied volatity was 16.53, the open interest changed by 3 which increased total open position to 3
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 130.15, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 130.15, which was 130.15 higher than the previous day. The implied volatity was 0.57, 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 0.09, the open interest changed by 0 which decreased total open position to 0
| TCS 26DEC2024 4050 PE | |||||||
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Delta: -0.16
Vega: 1.28
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 11.25 | 5.60 | 25.46 | 9,225 | 119 | 654 |
| 19 Dec | 4271.90 | 5.65 | 1.70 | 28.89 | 2,177 | -62 | 527 |
| 18 Dec | 4347.85 | 3.95 | -1.30 | 30.71 | 994 | 46 | 604 |
| 17 Dec | 4328.50 | 5.25 | 2.15 | 28.39 | 1,455 | 100 | 566 |
| 16 Dec | 4415.20 | 3.1 | 0.90 | 30.16 | 658 | 10 | 467 |
| 13 Dec | 4473.90 | 2.2 | -1.55 | 28.11 | 1,191 | -62 | 464 |
| 12 Dec | 4454.95 | 3.75 | -1.10 | 29.00 | 813 | -143 | 534 |
| 11 Dec | 4427.45 | 4.85 | -0.25 | 27.54 | 449 | -22 | 679 |
| 10 Dec | 4432.55 | 5.1 | -1.40 | 27.77 | 939 | 24 | 700 |
| 9 Dec | 4452.15 | 6.5 | -1.20 | 28.81 | 468 | -105 | 676 |
| 6 Dec | 4445.50 | 7.7 | -0.45 | 27.67 | 872 | -279 | 787 |
| 5 Dec | 4464.05 | 8.15 | -3.85 | 27.94 | 1,871 | 415 | 1,071 |
| 4 Dec | 4354.40 | 12 | -3.45 | 24.22 | 1,143 | -42 | 667 |
| 3 Dec | 4302.75 | 15.45 | -3.60 | 23.37 | 1,050 | 63 | 711 |
| 2 Dec | 4276.65 | 19.05 | -3.20 | 22.54 | 1,029 | 160 | 649 |
| 29 Nov | 4270.85 | 22.25 | -1.10 | 22.47 | 1,143 | 140 | 489 |
| 28 Nov | 4244.90 | 23.35 | 6.55 | 21.66 | 1,197 | 8 | 350 |
| 27 Nov | 4332.55 | 16.8 | -3.15 | 23.20 | 96 | -35 | 342 |
| 26 Nov | 4352.70 | 19.95 | -2.55 | 25.00 | 279 | 111 | 377 |
| 25 Nov | 4315.10 | 22.5 | -11.50 | 24.08 | 358 | 137 | 267 |
| 22 Nov | 4244.60 | 34 | -43.80 | 21.53 | 491 | 88 | 218 |
| 21 Nov | 4072.85 | 77.8 | -11.70 | 20.78 | 175 | 38 | 128 |
| 20 Nov | 4039.55 | 89.5 | 0.00 | 20.56 | 156 | 25 | 90 |
| 19 Nov | 4039.55 | 89.5 | -11.30 | 20.56 | 156 | 25 | 90 |
| 18 Nov | 4019.50 | 100.8 | -65.90 | 20.39 | 98 | 64 | 64 |
| 14 Nov | 4145.90 | 166.7 | 0.00 | 2.71 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 166.7 | 0.00 | 2.81 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 166.7 | 0.00 | 3.29 | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 166.7 | 0.00 | 3.39 | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 166.7 | 0.00 | 2.48 | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 166.7 | 0.00 | 2.65 | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 166.7 | 0.00 | 2.60 | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 166.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 166.7 | 166.70 | - | 0 | 0 | 0 |
| 1 Nov | 3984.20 | 0 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4050 expiring on 26DEC2024
Delta for 4050 PE is -0.16
Historical price for 4050 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 11.25, which was 5.60 higher than the previous day. The implied volatity was 25.46, the open interest changed by 119 which increased total open position to 654
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 5.65, which was 1.70 higher than the previous day. The implied volatity was 28.89, the open interest changed by -62 which decreased total open position to 527
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 3.95, which was -1.30 lower than the previous day. The implied volatity was 30.71, the open interest changed by 46 which increased total open position to 604
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 5.25, which was 2.15 higher than the previous day. The implied volatity was 28.39, the open interest changed by 100 which increased total open position to 566
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 3.1, which was 0.90 higher than the previous day. The implied volatity was 30.16, the open interest changed by 10 which increased total open position to 467
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 2.2, which was -1.55 lower than the previous day. The implied volatity was 28.11, the open interest changed by -62 which decreased total open position to 464
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 3.75, which was -1.10 lower than the previous day. The implied volatity was 29.00, the open interest changed by -143 which decreased total open position to 534
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 27.54, the open interest changed by -22 which decreased total open position to 679
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 5.1, which was -1.40 lower than the previous day. The implied volatity was 27.77, the open interest changed by 24 which increased total open position to 700
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 6.5, which was -1.20 lower than the previous day. The implied volatity was 28.81, the open interest changed by -105 which decreased total open position to 676
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 7.7, which was -0.45 lower than the previous day. The implied volatity was 27.67, the open interest changed by -279 which decreased total open position to 787
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 8.15, which was -3.85 lower than the previous day. The implied volatity was 27.94, the open interest changed by 415 which increased total open position to 1071
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 12, which was -3.45 lower than the previous day. The implied volatity was 24.22, the open interest changed by -42 which decreased total open position to 667
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 15.45, which was -3.60 lower than the previous day. The implied volatity was 23.37, the open interest changed by 63 which increased total open position to 711
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 19.05, which was -3.20 lower than the previous day. The implied volatity was 22.54, the open interest changed by 160 which increased total open position to 649
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 22.25, which was -1.10 lower than the previous day. The implied volatity was 22.47, the open interest changed by 140 which increased total open position to 489
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 23.35, which was 6.55 higher than the previous day. The implied volatity was 21.66, the open interest changed by 8 which increased total open position to 350
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 16.8, which was -3.15 lower than the previous day. The implied volatity was 23.20, the open interest changed by -35 which decreased total open position to 342
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 19.95, which was -2.55 lower than the previous day. The implied volatity was 25.00, the open interest changed by 111 which increased total open position to 377
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 22.5, which was -11.50 lower than the previous day. The implied volatity was 24.08, the open interest changed by 137 which increased total open position to 267
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 34, which was -43.80 lower than the previous day. The implied volatity was 21.53, the open interest changed by 88 which increased total open position to 218
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 77.8, which was -11.70 lower than the previous day. The implied volatity was 20.78, the open interest changed by 38 which increased total open position to 128
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 89.5, which was 0.00 lower than the previous day. The implied volatity was 20.56, the open interest changed by 25 which increased total open position to 90
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 89.5, which was -11.30 lower than the previous day. The implied volatity was 20.56, the open interest changed by 25 which increased total open position to 90
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 100.8, which was -65.90 lower than the previous day. The implied volatity was 20.39, the open interest changed by 64 which increased total open position to 64
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 166.7, which was 0.00 lower than the previous day. The implied volatity was 2.71, 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 166.7, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 166.7, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 166.7, which was 0.00 lower than the previous day. The implied volatity was 3.39, 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 166.7, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 166.7, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 166.7, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 166.7, 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 166.7, which was 166.70 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
