TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 4050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 2.16
Theta: -3.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 52.25 | 4.75 | 16.96 | 14,025 | 327 | 2,199 | |||
| 20 Nov | 4039.55 | 47.5 | 0.00 | 18.37 | 10,209 | -384 | 1,872 | |||
| 19 Nov | 4039.55 | 47.5 | 8.50 | 18.37 | 10,209 | -384 | 1,872 | |||
| 18 Nov | 4019.50 | 39 | -79.75 | 18.47 | 16,680 | 1,360 | 2,280 | |||
| 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 | |||
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| 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 0.61
Historical price for 4050 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 52.25, which was 4.75 higher than the previous day. The implied volatity was 16.96, the open interest changed by 327 which increased total open position to 2199
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 47.5, which was 0.00 lower than the previous day. The implied volatity was 18.37, the open interest changed by -384 which decreased total open position to 1872
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 47.5, which was 8.50 higher than the previous day. The implied volatity was 18.37, the open interest changed by -384 which decreased total open position to 1872
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 39, which was -79.75 lower than the previous day. The implied volatity was 18.47, the open interest changed by 1360 which increased total open position to 2280
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: -0.41
Vega: 2.19
Theta: -3.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 38.1 | -14.60 | 22.29 | 10,250 | 163 | 1,423 |
| 20 Nov | 4039.55 | 52.7 | 0.00 | 21.21 | 9,955 | 162 | 1,264 |
| 19 Nov | 4039.55 | 52.7 | -14.05 | 21.21 | 9,955 | 166 | 1,264 |
| 18 Nov | 4019.50 | 66.75 | 47.35 | 20.75 | 11,079 | -199 | 1,106 |
| 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 -0.41
Historical price for 4050 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 38.1, which was -14.60 lower than the previous day. The implied volatity was 22.29, the open interest changed by 163 which increased total open position to 1423
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 52.7, which was 0.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by 162 which increased total open position to 1264
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 52.7, which was -14.05 lower than the previous day. The implied volatity was 21.21, the open interest changed by 166 which increased total open position to 1264
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 66.75, which was 47.35 higher than the previous day. The implied volatity was 20.75, the open interest changed by -199 which decreased total open position to 1106
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
