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

4145.9 -4.45 (-0.11%)

Back to Option Chain


Historical option data for TCS

14 Nov 2024 04:10 PM IST
TCS 28NOV2024 4050 CE
Delta: 0.89
Vega: 1.55
Theta: -1.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 118.75 -17.40 11.77 238 33 920
13 Nov 4150.35 136.15 -17.10 17.87 156 -5 887
12 Nov 4197.40 153.25 -16.30 13.46 150 3 916
11 Nov 4198.70 169.55 37.55 18.11 346 -153 914
8 Nov 4147.00 132 -6.45 16.85 405 -96 1,067
7 Nov 4150.90 138.45 -2.60 15.66 1,113 -134 1,162
6 Nov 4139.65 141.05 84.25 16.64 9,310 -383 1,297
5 Nov 3971.35 56.8 -4.50 20.13 1,891 66 1,675
4 Nov 3964.15 61.3 -14.30 21.20 3,333 475 1,609
1 Nov 3984.20 75.6 -4.05 21.49 171 10 1,135
31 Oct 3968.45 79.65 -43.95 - 4,011 651 1,125
30 Oct 4084.65 123.6 -4.90 - 956 59 473
29 Oct 4075.25 128.5 -5.40 - 687 165 410
28 Oct 4090.85 133.9 12.90 - 528 12 245
25 Oct 4057.55 121 1.65 - 427 49 233
24 Oct 4047.90 119.35 -10.60 - 344 47 182
23 Oct 4066.25 129.95 23.90 - 468 1 135
22 Oct 4015.50 106.05 -28.70 - 197 93 132
21 Oct 4079.85 134.75 -15.25 - 52 38 39
18 Oct 4123.05 150 0.00 - 0 0 0
17 Oct 4109.00 150 0.00 - 0 1 0
16 Oct 4094.95 150 -204.70 - 15 2 2
15 Oct 4116.80 354.7 0.00 - 0 0 0
14 Oct 4136.65 354.7 0.00 - 0 0 0
11 Oct 4149.20 354.7 0.00 - 0 0 0
10 Oct 4227.40 354.7 0.00 - 0 0 0
9 Oct 4252.95 354.7 0.00 - 0 0 0
8 Oct 4253.25 354.7 0.00 - 0 0 0
7 Oct 4272.85 354.7 0.00 - 0 0 0
4 Oct 4252.25 354.7 0.00 - 0 0 0
3 Oct 4232.75 354.7 0.00 - 0 0 0
1 Oct 4287.90 354.7 0.00 - 0 0 0
30 Sept 4268.50 354.7 0.00 - 0 0 0
27 Sept 4308.70 354.7 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4050 expiring on 28NOV2024

Delta for 4050 CE is 0.89

Historical price for 4050 CE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 118.75, which was -17.40 lower than the previous day. The implied volatity was 11.77, the open interest changed by 33 which increased total open position to 920


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 136.15, which was -17.10 lower than the previous day. The implied volatity was 17.87, the open interest changed by -5 which decreased total open position to 887


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 153.25, which was -16.30 lower than the previous day. The implied volatity was 13.46, the open interest changed by 3 which increased total open position to 916


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 169.55, which was 37.55 higher than the previous day. The implied volatity was 18.11, the open interest changed by -153 which decreased total open position to 914


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 132, which was -6.45 lower than the previous day. The implied volatity was 16.85, the open interest changed by -96 which decreased total open position to 1067


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 138.45, which was -2.60 lower than the previous day. The implied volatity was 15.66, the open interest changed by -134 which decreased total open position to 1162


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 141.05, which was 84.25 higher than the previous day. The implied volatity was 16.64, the open interest changed by -383 which decreased total open position to 1297


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 56.8, which was -4.50 lower than the previous day. The implied volatity was 20.13, the open interest changed by 66 which increased total open position to 1675


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 61.3, which was -14.30 lower than the previous day. The implied volatity was 21.20, the open interest changed by 475 which increased total open position to 1609


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 75.6, which was -4.05 lower than the previous day. The implied volatity was 21.49, the open interest changed by 10 which increased total open position to 1135


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 79.65, which was -43.95 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 123.6, which was -4.90 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 128.5, which was -5.40 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 133.9, which was 12.90 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 121, which was 1.65 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 119.35, which was -10.60 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 129.95, which was 23.90 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 106.05, which was -28.70 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 134.75, which was -15.25 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 150, 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 150, 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 150, which was -204.70 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 354.7, 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 14 Oct TCS was trading at 4136.65. The strike last trading price was 354.7, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 354.7, 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 10 Oct TCS was trading at 4227.40. The strike last trading price was 354.7, 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 9 Oct TCS was trading at 4252.95. The strike last trading price was 354.7, 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 8 Oct TCS was trading at 4253.25. The strike last trading price was 354.7, 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 7 Oct TCS was trading at 4272.85. The strike last trading price was 354.7, 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 4 Oct TCS was trading at 4252.25. The strike last trading price was 354.7, 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 354.7, 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 354.7, 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 354.7, 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 354.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TCS 28NOV2024 4050 PE
Delta: -0.22
Vega: 2.40
Theta: -1.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 19.4 1.65 18.70 1,974 -4 1,304
13 Nov 4150.35 17.75 2.05 17.81 2,794 -147 1,311
12 Nov 4197.40 15.7 0.50 18.75 2,050 109 1,459
11 Nov 4198.70 15.2 -12.00 18.54 4,213 194 1,351
8 Nov 4147.00 27.2 -4.80 17.82 1,651 90 1,150
7 Nov 4150.90 32 -3.20 19.81 4,331 83 1,080
6 Nov 4139.65 35.2 -86.20 20.17 5,719 305 1,009
5 Nov 3971.35 121.4 0.40 23.10 237 -15 705
4 Nov 3964.15 121 -11.50 22.02 605 86 722
1 Nov 3984.20 132.5 5.15 26.08 16 0 635
31 Oct 3968.45 127.35 52.15 - 1,212 205 643
30 Oct 4084.65 75.2 9.20 - 906 105 443
29 Oct 4075.25 66 3.10 - 713 2 343
28 Oct 4090.85 62.9 -15.10 - 663 135 341
25 Oct 4057.55 78 -0.45 - 641 64 206
24 Oct 4047.90 78.45 2.70 - 347 -2 142
23 Oct 4066.25 75.75 -22.55 - 288 65 132
22 Oct 4015.50 98.3 38.00 - 133 26 61
21 Oct 4079.85 60.3 7.95 - 4 2 35
18 Oct 4123.05 52.35 -18.80 - 9 1 33
17 Oct 4109.00 71.15 0.00 - 0 -2 0
16 Oct 4094.95 71.15 18.25 - 4 -1 33
15 Oct 4116.80 52.9 0.00 - 0 21 0
14 Oct 4136.65 52.9 -3.65 - 39 21 34
11 Oct 4149.20 56.55 -4.95 - 22 13 13
10 Oct 4227.40 61.5 0.00 - 0 0 0
9 Oct 4252.95 61.5 0.00 - 0 0 0
8 Oct 4253.25 61.5 0.00 - 0 0 0
7 Oct 4272.85 61.5 0.00 - 0 0 0
4 Oct 4252.25 61.5 0.00 - 0 0 0
3 Oct 4232.75 61.5 0.00 - 0 0 0
1 Oct 4287.90 61.5 0.00 - 0 0 0
30 Sept 4268.50 61.5 0.00 - 0 0 0
27 Sept 4308.70 61.5 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4050 expiring on 28NOV2024

Delta for 4050 PE is -0.22

Historical price for 4050 PE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 19.4, which was 1.65 higher than the previous day. The implied volatity was 18.70, the open interest changed by -4 which decreased total open position to 1304


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 17.75, which was 2.05 higher than the previous day. The implied volatity was 17.81, the open interest changed by -147 which decreased total open position to 1311


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 15.7, which was 0.50 higher than the previous day. The implied volatity was 18.75, the open interest changed by 109 which increased total open position to 1459


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 15.2, which was -12.00 lower than the previous day. The implied volatity was 18.54, the open interest changed by 194 which increased total open position to 1351


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 27.2, which was -4.80 lower than the previous day. The implied volatity was 17.82, the open interest changed by 90 which increased total open position to 1150


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 32, which was -3.20 lower than the previous day. The implied volatity was 19.81, the open interest changed by 83 which increased total open position to 1080


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 35.2, which was -86.20 lower than the previous day. The implied volatity was 20.17, the open interest changed by 305 which increased total open position to 1009


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 121.4, which was 0.40 higher than the previous day. The implied volatity was 23.10, the open interest changed by -15 which decreased total open position to 705


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 121, which was -11.50 lower than the previous day. The implied volatity was 22.02, the open interest changed by 86 which increased total open position to 722


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 132.5, which was 5.15 higher than the previous day. The implied volatity was 26.08, the open interest changed by 0 which decreased total open position to 635


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 127.35, which was 52.15 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 75.2, which was 9.20 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 66, 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 28 Oct TCS was trading at 4090.85. The strike last trading price was 62.9, which was -15.10 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 78, which was -0.45 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 78.45, which was 2.70 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 75.75, which was -22.55 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 98.3, which was 38.00 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 60.3, which was 7.95 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 52.35, which was -18.80 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 71.15, 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 71.15, which was 18.25 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 52.9, 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 52.9, which was -3.65 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 56.55, which was -4.95 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 61.5, 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 61.5, 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 61.5, 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 61.5, 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 61.5, 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 61.5, 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 61.5, 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 61.5, 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 61.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to