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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 4100 CE
Delta: 0.72
Vega: 2.74
Theta: -2.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 83.6 -12.05 13.91 3,044 197 1,789
13 Nov 4150.35 95.65 -17.35 16.44 2,199 19 1,597
12 Nov 4197.40 113 -13.05 14.29 1,274 -41 1,614
11 Nov 4198.70 126.05 34.25 16.53 3,519 -353 1,655
8 Nov 4147.00 91.8 -13.20 15.18 4,242 -249 2,008
7 Nov 4150.90 105 -0.85 16.36 10,270 -241 2,269
6 Nov 4139.65 105.85 65.55 16.56 35,496 -1,145 2,507
5 Nov 3971.35 40.3 -3.70 20.25 3,954 171 3,651
4 Nov 3964.15 44 -12.05 21.24 6,084 153 3,490
1 Nov 3984.20 56.05 -4.70 21.38 760 -2 3,336
31 Oct 3968.45 60.75 -34.70 - 7,932 1,254 3,326
30 Oct 4084.65 95.45 -3.50 - 4,834 402 2,073
29 Oct 4075.25 98.95 -3.75 - 2,594 413 1,658
28 Oct 4090.85 102.7 9.35 - 3,998 138 1,248
25 Oct 4057.55 93.35 0.65 - 2,172 174 1,110
24 Oct 4047.90 92.7 -6.30 - 981 104 935
23 Oct 4066.25 99 17.15 - 1,402 62 831
22 Oct 4015.50 81.85 -23.85 - 889 188 768
21 Oct 4079.85 105.7 -30.00 - 827 137 580
18 Oct 4123.05 135.7 4.40 - 414 -27 447
17 Oct 4109.00 131.3 11.50 - 531 -12 475
16 Oct 4094.95 119.8 -13.20 - 595 213 487
15 Oct 4116.80 133 -21.15 - 407 158 274
14 Oct 4136.65 154.15 -10.45 - 209 14 116
11 Oct 4149.20 164.6 -57.50 - 202 99 103
10 Oct 4227.40 222.1 -29.90 - 5 2 3
9 Oct 4252.95 252 0.00 - 0 0 0
8 Oct 4253.25 252 0.00 - 0 0 0
7 Oct 4272.85 252 0.00 - 0 0 0
4 Oct 4252.25 252 0.00 - 0 1 0
3 Oct 4232.75 252 -286.50 - 1 0 0
1 Oct 4287.90 538.5 0.00 - 0 0 0
30 Sept 4268.50 538.5 0.00 - 0 0 0
27 Sept 4308.70 538.5 0.00 - 0 0 0
26 Sept 4292.50 538.5 0.00 - 0 0 0
25 Sept 4274.75 538.5 0.00 - 0 0 0
24 Sept 4271.30 538.5 0.00 - 0 0 0
23 Sept 4268.50 538.5 538.50 - 0 0 0
20 Sept 4284.90 0 0.00 - 0 0 0
19 Sept 4296.15 0 0.00 - 0 0 0
18 Sept 4346.15 0 0.00 - 0 0 0
5 Sept 4475.95 0 0.00 - 0 0 0
2 Sept 4521.05 0 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4100 expiring on 28NOV2024

Delta for 4100 CE is 0.72

Historical price for 4100 CE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 83.6, which was -12.05 lower than the previous day. The implied volatity was 13.91, the open interest changed by 197 which increased total open position to 1789


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 95.65, which was -17.35 lower than the previous day. The implied volatity was 16.44, the open interest changed by 19 which increased total open position to 1597


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 113, which was -13.05 lower than the previous day. The implied volatity was 14.29, the open interest changed by -41 which decreased total open position to 1614


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 126.05, which was 34.25 higher than the previous day. The implied volatity was 16.53, the open interest changed by -353 which decreased total open position to 1655


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 91.8, which was -13.20 lower than the previous day. The implied volatity was 15.18, the open interest changed by -249 which decreased total open position to 2008


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 105, which was -0.85 lower than the previous day. The implied volatity was 16.36, the open interest changed by -241 which decreased total open position to 2269


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 105.85, which was 65.55 higher than the previous day. The implied volatity was 16.56, the open interest changed by -1145 which decreased total open position to 2507


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 40.3, which was -3.70 lower than the previous day. The implied volatity was 20.25, the open interest changed by 171 which increased total open position to 3651


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 44, which was -12.05 lower than the previous day. The implied volatity was 21.24, the open interest changed by 153 which increased total open position to 3490


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 56.05, which was -4.70 lower than the previous day. The implied volatity was 21.38, the open interest changed by -2 which decreased total open position to 3336


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 60.75, which was -34.70 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 95.45, which was -3.50 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 98.95, which was -3.75 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 102.7, which was 9.35 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 93.35, which was 0.65 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 92.7, which was -6.30 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 99, which was 17.15 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 81.85, which was -23.85 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 105.7, which was -30.00 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 135.7, which was 4.40 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 131.3, which was 11.50 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 119.8, which was -13.20 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 133, which was -21.15 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 154.15, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 164.6, which was -57.50 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 222.1, which was -29.90 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 252, 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 252, 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 252, 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 252, 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 252, which was -286.50 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 538.5, 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 538.5, 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 538.5, 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 26 Sept TCS was trading at 4292.50. The strike last trading price was 538.5, 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 25 Sept TCS was trading at 4274.75. The strike last trading price was 538.5, 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 24 Sept TCS was trading at 4271.30. The strike last trading price was 538.5, 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 23 Sept TCS was trading at 4268.50. The strike last trading price was 538.5, which was 538.50 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 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 19 Sept TCS was trading at 4296.15. 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 18 Sept TCS was trading at 4346.15. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept TCS was trading at 4521.05. 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 4100 PE
Delta: -0.33
Vega: 2.93
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 32.5 3.75 18.33 9,930 251 2,676
13 Nov 4150.35 28.75 4.20 16.97 7,767 302 2,440
12 Nov 4197.40 24.55 1.30 17.83 4,935 -38 2,143
11 Nov 4198.70 23.25 -18.70 17.51 7,648 75 2,184
8 Nov 4147.00 41.95 -4.25 17.48 5,612 -146 2,112
7 Nov 4150.90 46.2 -4.45 19.31 11,855 1 2,245
6 Nov 4139.65 50.65 -103.55 19.87 10,824 405 2,252
5 Nov 3971.35 154.2 -0.80 23.35 356 -82 1,849
4 Nov 3964.15 155 -6.80 22.47 985 -356 1,934
1 Nov 3984.20 161.8 3.80 25.96 122 17 2,291
31 Oct 3968.45 158 61.05 - 2,514 528 2,275
30 Oct 4084.65 96.95 10.95 - 2,440 190 1,748
29 Oct 4075.25 86 1.40 - 1,224 294 1,557
28 Oct 4090.85 84.6 -16.75 - 1,494 86 1,262
25 Oct 4057.55 101.35 -1.10 - 605 66 1,176
24 Oct 4047.90 102.45 3.95 - 422 54 1,110
23 Oct 4066.25 98.5 -25.30 - 599 100 1,057
22 Oct 4015.50 123.8 22.95 - 598 193 957
21 Oct 4079.85 100.85 30.85 - 312 86 763
18 Oct 4123.05 70 -16.65 - 197 49 676
17 Oct 4109.00 86.65 -1.15 - 240 71 627
16 Oct 4094.95 87.8 7.30 - 375 109 557
15 Oct 4116.80 80.5 6.40 - 337 78 445
14 Oct 4136.65 74.1 -0.85 - 195 78 363
11 Oct 4149.20 74.95 -2.05 - 618 209 288
10 Oct 4227.40 77 16.15 - 92 20 79
9 Oct 4252.95 60.85 -10.35 - 8 5 59
8 Oct 4253.25 71.2 -1.85 - 15 9 53
7 Oct 4272.85 73.05 3.05 - 4 0 44
4 Oct 4252.25 70 -1.65 - 13 7 44
3 Oct 4232.75 71.65 2.00 - 30 13 36
1 Oct 4287.90 69.65 0.00 - 1 0 23
30 Sept 4268.50 69.65 6.60 - 5 1 23
27 Sept 4308.70 63.05 -7.40 - 19 4 9
26 Sept 4292.50 70.45 -9.55 - 3 0 6
25 Sept 4274.75 80 5.00 - 1 0 5
24 Sept 4271.30 75 5.00 - 2 1 4
23 Sept 4268.50 70 0.00 - 2 1 2
20 Sept 4284.90 70 17.05 - 1 0 0
19 Sept 4296.15 52.95 0.00 - 0 0 0
18 Sept 4346.15 52.95 0.00 - 0 0 0
5 Sept 4475.95 52.95 0.00 - 0 0 0
2 Sept 4521.05 52.95 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4100 expiring on 28NOV2024

Delta for 4100 PE is -0.33

Historical price for 4100 PE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 32.5, which was 3.75 higher than the previous day. The implied volatity was 18.33, the open interest changed by 251 which increased total open position to 2676


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 28.75, which was 4.20 higher than the previous day. The implied volatity was 16.97, the open interest changed by 302 which increased total open position to 2440


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 24.55, which was 1.30 higher than the previous day. The implied volatity was 17.83, the open interest changed by -38 which decreased total open position to 2143


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 23.25, which was -18.70 lower than the previous day. The implied volatity was 17.51, the open interest changed by 75 which increased total open position to 2184


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 41.95, which was -4.25 lower than the previous day. The implied volatity was 17.48, the open interest changed by -146 which decreased total open position to 2112


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 46.2, which was -4.45 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1 which increased total open position to 2245


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 50.65, which was -103.55 lower than the previous day. The implied volatity was 19.87, the open interest changed by 405 which increased total open position to 2252


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 154.2, which was -0.80 lower than the previous day. The implied volatity was 23.35, the open interest changed by -82 which decreased total open position to 1849


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 155, which was -6.80 lower than the previous day. The implied volatity was 22.47, the open interest changed by -356 which decreased total open position to 1934


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 161.8, which was 3.80 higher than the previous day. The implied volatity was 25.96, the open interest changed by 17 which increased total open position to 2291


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 158, which was 61.05 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 96.95, which was 10.95 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 86, which was 1.40 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 84.6, which was -16.75 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 101.35, 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 Oct TCS was trading at 4047.90. The strike last trading price was 102.45, 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 23 Oct TCS was trading at 4066.25. The strike last trading price was 98.5, which was -25.30 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 123.8, which was 22.95 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 100.85, which was 30.85 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 70, which was -16.65 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 86.65, which was -1.15 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 87.8, which was 7.30 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 80.5, which was 6.40 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 74.1, which was -0.85 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 74.95, which was -2.05 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 77, which was 16.15 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 60.85, which was -10.35 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 71.2, which was -1.85 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 73.05, which was 3.05 higher 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 70, 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 3 Oct TCS was trading at 4232.75. The strike last trading price was 71.65, which was 2.00 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 69.65, 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 69.65, which was 6.60 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 63.05, which was -7.40 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 70.45, which was -9.55 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 80, which was 5.00 higher 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 75, which was 5.00 higher 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 70, 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 70, which was 17.05 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 52.95, 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 52.95, 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 52.95, 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 2 Sept TCS was trading at 4521.05. The strike last trading price was 52.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to