TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 1.99
Theta: -3.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 56.1 | -104.55 | 17.25 | 2,744 | 421 | 562 | |||
| 19 Dec | 4271.90 | 160.65 | -46.35 | 30.27 | 198 | -5 | 148 | |||
| 18 Dec | 4347.85 | 207 | 3.50 | - | 18 | 1 | 154 | |||
| 17 Dec | 4328.50 | 203.5 | -58.50 | 30.69 | 143 | -21 | 153 | |||
| 16 Dec | 4415.20 | 262 | -27.25 | - | 10 | -7 | 175 | |||
| 13 Dec | 4473.90 | 289.25 | -36.75 | - | 8 | -3 | 181 | |||
| 12 Dec | 4454.95 | 326 | 43.00 | 14.17 | 6 | -1 | 186 | |||
| 11 Dec | 4427.45 | 283 | -14.00 | - | 12 | -5 | 188 | |||
| 10 Dec | 4432.55 | 297 | -13.50 | - | 10 | -3 | 193 | |||
| 9 Dec | 4452.15 | 310.5 | 2.50 | - | 7 | -2 | 196 | |||
| 6 Dec | 4445.50 | 308 | -22.60 | - | 3 | -1 | 199 | |||
| 5 Dec | 4464.05 | 330.6 | 88.15 | 16.41 | 159 | 26 | 200 | |||
| 4 Dec | 4354.40 | 242.45 | 48.70 | 23.67 | 39 | 5 | 174 | |||
| 3 Dec | 4302.75 | 193.75 | 2.25 | 16.84 | 16 | 7 | 169 | |||
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| 2 Dec | 4276.65 | 191.5 | 15.40 | 23.84 | 50 | 11 | 158 | |||
| 29 Nov | 4270.85 | 176.1 | 0.30 | 18.25 | 121 | -5 | 147 | |||
| 28 Nov | 4244.90 | 175.8 | -63.75 | 20.60 | 90 | 0 | 152 | |||
| 27 Nov | 4332.55 | 239.55 | -5.15 | 20.04 | 104 | 0 | 155 | |||
| 26 Nov | 4352.70 | 244.7 | 7.65 | 15.59 | 54 | 5 | 154 | |||
| 25 Nov | 4315.10 | 237.05 | 83.10 | 21.18 | 179 | 0 | 147 | |||
| 22 Nov | 4244.60 | 153.95 | 87.60 | 17.33 | 794 | 46 | 193 | |||
| 21 Nov | 4072.85 | 66.35 | 4.30 | 17.00 | 197 | 26 | 148 | |||
| 20 Nov | 4039.55 | 62.05 | 0.00 | 17.65 | 450 | 70 | 122 | |||
| 19 Nov | 4039.55 | 62.05 | 7.05 | 17.65 | 450 | 70 | 122 | |||
| 18 Nov | 4019.50 | 55 | -63.00 | 17.81 | 131 | 46 | 50 | |||
| 14 Nov | 4145.90 | 118 | 0.00 | 16.97 | 1 | 0 | 4 | |||
| 13 Nov | 4150.35 | 118 | -1.80 | 16.05 | 4 | 3 | 3 | |||
| 12 Nov | 4197.40 | 119.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 119.8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 8 Nov | 4147.00 | 119.8 | 1.95 | 16.13 | 3 | 0 | 1 | |||
| 7 Nov | 4150.90 | 117.85 | 26.40 | 14.92 | 1 | 0 | 0 | |||
| 6 Nov | 4139.65 | 91.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3971.35 | 91.45 | 0.00 | 2.14 | 0 | 0 | 0 | |||
| 4 Nov | 3964.15 | 91.45 | 91.45 | 2.18 | 0 | 0 | 0 | |||
| 1 Nov | 3984.20 | 0 | 1.75 | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4150 expiring on 26DEC2024
Delta for 4150 CE is 0.65
Historical price for 4150 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 56.1, which was -104.55 lower than the previous day. The implied volatity was 17.25, the open interest changed by 421 which increased total open position to 562
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 160.65, which was -46.35 lower than the previous day. The implied volatity was 30.27, the open interest changed by -5 which decreased total open position to 148
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 207, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 154
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 203.5, which was -58.50 lower than the previous day. The implied volatity was 30.69, the open interest changed by -21 which decreased total open position to 153
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 262, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 175
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 289.25, which was -36.75 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 181
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 326, which was 43.00 higher than the previous day. The implied volatity was 14.17, the open interest changed by -1 which decreased total open position to 186
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 283, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 188
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 297, which was -13.50 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 193
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 310.5, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 196
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 308, which was -22.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 199
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 330.6, which was 88.15 higher than the previous day. The implied volatity was 16.41, the open interest changed by 26 which increased total open position to 200
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 242.45, which was 48.70 higher than the previous day. The implied volatity was 23.67, the open interest changed by 5 which increased total open position to 174
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 193.75, which was 2.25 higher than the previous day. The implied volatity was 16.84, the open interest changed by 7 which increased total open position to 169
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 191.5, which was 15.40 higher than the previous day. The implied volatity was 23.84, the open interest changed by 11 which increased total open position to 158
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 176.1, which was 0.30 higher than the previous day. The implied volatity was 18.25, the open interest changed by -5 which decreased total open position to 147
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 175.8, which was -63.75 lower than the previous day. The implied volatity was 20.60, the open interest changed by 0 which decreased total open position to 152
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 239.55, which was -5.15 lower than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 155
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 244.7, which was 7.65 higher than the previous day. The implied volatity was 15.59, the open interest changed by 5 which increased total open position to 154
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 237.05, which was 83.10 higher than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 147
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 153.95, which was 87.60 higher than the previous day. The implied volatity was 17.33, the open interest changed by 46 which increased total open position to 193
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 66.35, which was 4.30 higher than the previous day. The implied volatity was 17.00, the open interest changed by 26 which increased total open position to 148
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 62.05, which was 0.00 lower than the previous day. The implied volatity was 17.65, the open interest changed by 70 which increased total open position to 122
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 62.05, which was 7.05 higher than the previous day. The implied volatity was 17.65, the open interest changed by 70 which increased total open position to 122
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 55, which was -63.00 lower than the previous day. The implied volatity was 17.81, the open interest changed by 46 which increased total open position to 50
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 118, which was 0.00 lower than the previous day. The implied volatity was 16.97, the open interest changed by 0 which decreased total open position to 4
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 118, which was -1.80 lower than the previous day. The implied volatity was 16.05, the open interest changed by 3 which increased total open position to 3
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 119.8, 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 119.8, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 119.8, which was 1.95 higher than the previous day. The implied volatity was 16.13, the open interest changed by 0 which decreased total open position to 1
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 117.85, which was 26.40 higher than the previous day. The implied volatity was 14.92, 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 91.45, 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 5 Nov TCS was trading at 3971.35. The strike last trading price was 91.45, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 91.45, which was 91.45 higher than the previous day. The implied volatity was 2.18, 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 1.75, the open interest changed by 0 which decreased total open position to 0
| TCS 26DEC2024 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 2.05
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 34.45 | 21.25 | 23.29 | 17,140 | 635 | 1,656 |
| 19 Dec | 4271.90 | 13.2 | 4.40 | 24.95 | 5,597 | 189 | 1,020 |
| 18 Dec | 4347.85 | 8.8 | -2.70 | 27.42 | 1,815 | 3 | 832 |
| 17 Dec | 4328.50 | 11.5 | 5.70 | 25.10 | 2,884 | 26 | 836 |
| 16 Dec | 4415.20 | 5.8 | 1.85 | 26.54 | 1,549 | 78 | 811 |
| 13 Dec | 4473.90 | 3.95 | -2.45 | 24.99 | 1,767 | -275 | 734 |
| 12 Dec | 4454.95 | 6.4 | -2.35 | 25.86 | 1,223 | 151 | 1,009 |
| 11 Dec | 4427.45 | 8.75 | -0.25 | 24.76 | 446 | 45 | 858 |
| 10 Dec | 4432.55 | 9 | -1.70 | 25.09 | 909 | -90 | 816 |
| 9 Dec | 4452.15 | 10.7 | -2.15 | 25.98 | 650 | 9 | 906 |
| 6 Dec | 4445.50 | 12.85 | -0.70 | 25.30 | 792 | -159 | 896 |
| 5 Dec | 4464.05 | 13.55 | -8.60 | 25.71 | 2,832 | 179 | 1,055 |
| 4 Dec | 4354.40 | 22.15 | -7.90 | 22.44 | 2,899 | 3 | 871 |
| 3 Dec | 4302.75 | 30.05 | -5.15 | 22.18 | 1,694 | 178 | 870 |
| 2 Dec | 4276.65 | 35.2 | -5.45 | 20.97 | 908 | 116 | 691 |
| 29 Nov | 4270.85 | 40.65 | -2.35 | 21.28 | 1,248 | 149 | 574 |
| 28 Nov | 4244.90 | 43 | 14.65 | 20.53 | 2,938 | -7 | 425 |
| 27 Nov | 4332.55 | 28.35 | -3.55 | 21.46 | 542 | -8 | 431 |
| 26 Nov | 4352.70 | 31.9 | -4.55 | 23.23 | 484 | 90 | 429 |
| 25 Nov | 4315.10 | 36.45 | -20.80 | 22.41 | 507 | 229 | 332 |
| 22 Nov | 4244.60 | 57.25 | -68.50 | 20.35 | 536 | 150 | 253 |
| 21 Nov | 4072.85 | 125.75 | -16.65 | 20.33 | 153 | 53 | 100 |
| 20 Nov | 4039.55 | 142.4 | 0.00 | 20.50 | 180 | 25 | 46 |
| 19 Nov | 4039.55 | 142.4 | -16.05 | 20.50 | 180 | 24 | 46 |
| 18 Nov | 4019.50 | 158.45 | -68.50 | 20.58 | 74 | 21 | 21 |
| 14 Nov | 4145.90 | 226.95 | 0.00 | 0.89 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 226.95 | 0.00 | 1.02 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 226.95 | 0.00 | 1.48 | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 226.95 | 0.00 | 1.60 | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 226.95 | 0.00 | 0.79 | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 226.95 | 0.00 | 0.98 | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 226.95 | 0.00 | 0.93 | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 226.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 226.95 | 226.95 | - | 0 | 0 | 0 |
| 1 Nov | 3984.20 | 0 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4150 expiring on 26DEC2024
Delta for 4150 PE is -0.39
Historical price for 4150 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 34.45, which was 21.25 higher than the previous day. The implied volatity was 23.29, the open interest changed by 635 which increased total open position to 1656
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 13.2, which was 4.40 higher than the previous day. The implied volatity was 24.95, the open interest changed by 189 which increased total open position to 1020
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 8.8, which was -2.70 lower than the previous day. The implied volatity was 27.42, the open interest changed by 3 which increased total open position to 832
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 11.5, which was 5.70 higher than the previous day. The implied volatity was 25.10, the open interest changed by 26 which increased total open position to 836
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 5.8, which was 1.85 higher than the previous day. The implied volatity was 26.54, the open interest changed by 78 which increased total open position to 811
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 3.95, which was -2.45 lower than the previous day. The implied volatity was 24.99, the open interest changed by -275 which decreased total open position to 734
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 6.4, which was -2.35 lower than the previous day. The implied volatity was 25.86, the open interest changed by 151 which increased total open position to 1009
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was 24.76, the open interest changed by 45 which increased total open position to 858
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 9, which was -1.70 lower than the previous day. The implied volatity was 25.09, the open interest changed by -90 which decreased total open position to 816
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 10.7, which was -2.15 lower than the previous day. The implied volatity was 25.98, the open interest changed by 9 which increased total open position to 906
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 12.85, which was -0.70 lower than the previous day. The implied volatity was 25.30, the open interest changed by -159 which decreased total open position to 896
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 13.55, which was -8.60 lower than the previous day. The implied volatity was 25.71, the open interest changed by 179 which increased total open position to 1055
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 22.15, which was -7.90 lower than the previous day. The implied volatity was 22.44, the open interest changed by 3 which increased total open position to 871
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 30.05, which was -5.15 lower than the previous day. The implied volatity was 22.18, the open interest changed by 178 which increased total open position to 870
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 35.2, which was -5.45 lower than the previous day. The implied volatity was 20.97, the open interest changed by 116 which increased total open position to 691
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 40.65, which was -2.35 lower than the previous day. The implied volatity was 21.28, the open interest changed by 149 which increased total open position to 574
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 43, which was 14.65 higher than the previous day. The implied volatity was 20.53, the open interest changed by -7 which decreased total open position to 425
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 28.35, which was -3.55 lower than the previous day. The implied volatity was 21.46, the open interest changed by -8 which decreased total open position to 431
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 31.9, which was -4.55 lower than the previous day. The implied volatity was 23.23, the open interest changed by 90 which increased total open position to 429
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 36.45, which was -20.80 lower than the previous day. The implied volatity was 22.41, the open interest changed by 229 which increased total open position to 332
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 57.25, which was -68.50 lower than the previous day. The implied volatity was 20.35, the open interest changed by 150 which increased total open position to 253
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 125.75, which was -16.65 lower than the previous day. The implied volatity was 20.33, the open interest changed by 53 which increased total open position to 100
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 142.4, which was 0.00 lower than the previous day. The implied volatity was 20.50, the open interest changed by 25 which increased total open position to 46
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 142.4, which was -16.05 lower than the previous day. The implied volatity was 20.50, the open interest changed by 24 which increased total open position to 46
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 158.45, which was -68.50 lower than the previous day. The implied volatity was 20.58, the open interest changed by 21 which increased total open position to 21
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 226.95, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 226.95, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 226.95, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 226.95, which was 0.00 lower than the previous day. The implied volatity was 1.60, 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 226.95, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 226.95, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 226.95, which was 0.00 lower than the previous day. The implied volatity was 0.93, 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 226.95, 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 226.95, which was 226.95 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
