TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 4150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 1.73
Theta: -2.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 13.65 | -1.10 | 17.77 | 14,557 | 176 | 2,960 | |||
| 20 Nov | 4039.55 | 14.75 | 0.00 | 19.06 | 18,820 | -116 | 2,761 | |||
| 19 Nov | 4039.55 | 14.75 | 2.10 | 19.06 | 18,820 | -139 | 2,761 | |||
| 18 Nov | 4019.50 | 12.65 | -40.35 | 19.49 | 19,089 | 1,459 | 2,903 | |||
| 14 Nov | 4145.90 | 53 | -10.25 | 14.13 | 6,249 | 151 | 1,455 | |||
| 13 Nov | 4150.35 | 63.25 | -14.50 | 15.94 | 3,971 | 161 | 1,325 | |||
| 12 Nov | 4197.40 | 77.75 | -11.40 | 14.41 | 2,754 | 74 | 1,167 | |||
| 11 Nov | 4198.70 | 89.15 | 26.40 | 15.91 | 5,801 | -801 | 1,089 | |||
| 8 Nov | 4147.00 | 62.75 | -12.75 | 15.16 | 7,702 | 243 | 1,925 | |||
| 7 Nov | 4150.90 | 75.5 | -1.45 | 16.45 | 11,273 | 276 | 1,682 | |||
| 6 Nov | 4139.65 | 76.95 | 49.00 | 16.70 | 15,289 | -48 | 1,373 | |||
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| 5 Nov | 3971.35 | 27.95 | -2.35 | 20.42 | 1,230 | 190 | 1,420 | |||
| 4 Nov | 3964.15 | 30.3 | -10.90 | 21.00 | 2,413 | 42 | 1,228 | |||
| 1 Nov | 3984.20 | 41.2 | -4.05 | 21.48 | 270 | 65 | 1,187 | |||
| 31 Oct | 3968.45 | 45.25 | -27.10 | - | 2,614 | 384 | 1,119 | |||
| 30 Oct | 4084.65 | 72.35 | -2.25 | - | 1,479 | 140 | 735 | |||
| 29 Oct | 4075.25 | 74.6 | -2.85 | - | 892 | 108 | 593 | |||
| 28 Oct | 4090.85 | 77.45 | 7.10 | - | 981 | 128 | 488 | |||
| 25 Oct | 4057.55 | 70.35 | 0.40 | - | 383 | 68 | 360 | |||
| 24 Oct | 4047.90 | 69.95 | -5.40 | - | 259 | -3 | 293 | |||
| 23 Oct | 4066.25 | 75.35 | 13.50 | - | 611 | -50 | 303 | |||
| 22 Oct | 4015.50 | 61.85 | -22.90 | - | 360 | 93 | 356 | |||
| 21 Oct | 4079.85 | 84.75 | -24.15 | - | 302 | 89 | 263 | |||
| 18 Oct | 4123.05 | 108.9 | 3.15 | - | 114 | 37 | 174 | |||
| 17 Oct | 4109.00 | 105.75 | 7.15 | - | 128 | 8 | 138 | |||
| 16 Oct | 4094.95 | 98.6 | -5.90 | - | 53 | 14 | 130 | |||
| 15 Oct | 4116.80 | 104.5 | -20.50 | - | 91 | 45 | 116 | |||
| 14 Oct | 4136.65 | 125 | -8.90 | - | 81 | 33 | 71 | |||
| 11 Oct | 4149.20 | 133.9 | -74.60 | - | 69 | 39 | 39 | |||
| 10 Oct | 4227.40 | 208.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4252.95 | 208.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4253.25 | 208.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4272.85 | 208.5 | 0.00 | - | 0 | -2 | 0 | |||
| 4 Oct | 4252.25 | 208.5 | -65.65 | - | 2 | 0 | 2 | |||
| 3 Oct | 4232.75 | 274.15 | 0.00 | - | 0 | 2 | 0 | |||
| 1 Oct | 4287.90 | 274.15 | -11.35 | - | 2 | 0 | 0 | |||
| 30 Sept | 4268.50 | 285.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 4308.70 | 285.5 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4150 expiring on 28NOV2024
Delta for 4150 CE is 0.24
Historical price for 4150 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 13.65, which was -1.10 lower than the previous day. The implied volatity was 17.77, the open interest changed by 176 which increased total open position to 2960
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 14.75, which was 0.00 lower than the previous day. The implied volatity was 19.06, the open interest changed by -116 which decreased total open position to 2761
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 14.75, which was 2.10 higher than the previous day. The implied volatity was 19.06, the open interest changed by -139 which decreased total open position to 2761
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 12.65, which was -40.35 lower than the previous day. The implied volatity was 19.49, the open interest changed by 1459 which increased total open position to 2903
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 53, which was -10.25 lower than the previous day. The implied volatity was 14.13, the open interest changed by 151 which increased total open position to 1455
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 63.25, which was -14.50 lower than the previous day. The implied volatity was 15.94, the open interest changed by 161 which increased total open position to 1325
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 77.75, which was -11.40 lower than the previous day. The implied volatity was 14.41, the open interest changed by 74 which increased total open position to 1167
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 89.15, which was 26.40 higher than the previous day. The implied volatity was 15.91, the open interest changed by -801 which decreased total open position to 1089
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 62.75, which was -12.75 lower than the previous day. The implied volatity was 15.16, the open interest changed by 243 which increased total open position to 1925
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 75.5, which was -1.45 lower than the previous day. The implied volatity was 16.45, the open interest changed by 276 which increased total open position to 1682
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 76.95, which was 49.00 higher than the previous day. The implied volatity was 16.70, the open interest changed by -48 which decreased total open position to 1373
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 27.95, which was -2.35 lower than the previous day. The implied volatity was 20.42, the open interest changed by 190 which increased total open position to 1420
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 30.3, which was -10.90 lower than the previous day. The implied volatity was 21.00, the open interest changed by 42 which increased total open position to 1228
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 41.2, which was -4.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by 65 which increased total open position to 1187
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 45.25, which was -27.10 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 72.35, which was -2.25 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 74.6, which was -2.85 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 77.45, which was 7.10 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 70.35, which was 0.40 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 69.95, 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 23 Oct TCS was trading at 4066.25. The strike last trading price was 75.35, which was 13.50 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 61.85, which was -22.90 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 84.75, which was -24.15 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 108.9, which was 3.15 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 105.75, which was 7.15 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 98.6, which was -5.90 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 104.5, which was -20.50 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 125, which was -8.90 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 133.9, which was -74.60 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 208.5, 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 208.5, 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 208.5, 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 208.5, 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 208.5, which was -65.65 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 274.15, 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 1 Oct TCS was trading at 4287.90. The strike last trading price was 274.15, which was -11.35 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 285.5, 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 285.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 1.97
Theta: -2.65
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 100.35 | -18.85 | 24.55 | 802 | -53 | 760 |
| 20 Nov | 4039.55 | 119.2 | 0.00 | 22.47 | 2,728 | 21 | 814 |
| 19 Nov | 4039.55 | 119.2 | -21.15 | 22.47 | 2,728 | 22 | 814 |
| 18 Nov | 4019.50 | 140.35 | 88.35 | 22.81 | 2,941 | -354 | 792 |
| 14 Nov | 4145.90 | 52 | 5.70 | 18.14 | 4,578 | -12 | 1,143 |
| 13 Nov | 4150.35 | 46.3 | 6.65 | 16.46 | 5,201 | -163 | 1,153 |
| 12 Nov | 4197.40 | 39.65 | 3.20 | 17.49 | 5,197 | -61 | 1,431 |
| 11 Nov | 4198.70 | 36.45 | -26.05 | 16.99 | 6,168 | 541 | 1,498 |
| 8 Nov | 4147.00 | 62.5 | -4.85 | 17.26 | 3,560 | 60 | 956 |
| 7 Nov | 4150.90 | 67.35 | -4.70 | 19.42 | 4,971 | -41 | 769 |
| 6 Nov | 4139.65 | 72.05 | -120.95 | 19.93 | 3,669 | 376 | 800 |
| 5 Nov | 3971.35 | 193 | 5.10 | 24.34 | 33 | -18 | 425 |
| 4 Nov | 3964.15 | 187.9 | -7.45 | 21.56 | 101 | -18 | 443 |
| 1 Nov | 3984.20 | 195.35 | -4.00 | 26.09 | 2 | -1 | 461 |
| 31 Oct | 3968.45 | 199.35 | 77.80 | - | 223 | -56 | 463 |
| 30 Oct | 4084.65 | 121.55 | 10.85 | - | 634 | 129 | 519 |
| 29 Oct | 4075.25 | 110.7 | 1.90 | - | 305 | 85 | 392 |
| 28 Oct | 4090.85 | 108.8 | -21.10 | - | 328 | 20 | 308 |
| 25 Oct | 4057.55 | 129.9 | -1.60 | - | 315 | 63 | 288 |
| 24 Oct | 4047.90 | 131.5 | 6.75 | - | 127 | 53 | 225 |
| 23 Oct | 4066.25 | 124.75 | -29.55 | - | 194 | -11 | 172 |
| 22 Oct | 4015.50 | 154.3 | 29.30 | - | 87 | 42 | 182 |
| 21 Oct | 4079.85 | 125 | 27.15 | - | 105 | 78 | 139 |
| 18 Oct | 4123.05 | 97.85 | -13.10 | - | 45 | 18 | 60 |
| 17 Oct | 4109.00 | 110.95 | 1.95 | - | 7 | -1 | 41 |
| 16 Oct | 4094.95 | 109 | 5.20 | - | 15 | 1 | 41 |
| 15 Oct | 4116.80 | 103.8 | 7.60 | - | 56 | 20 | 40 |
| 14 Oct | 4136.65 | 96.2 | 2.80 | - | 18 | 9 | 20 |
| 11 Oct | 4149.20 | 93.4 | 2.35 | - | 44 | 12 | 12 |
| 10 Oct | 4227.40 | 91.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4252.95 | 91.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4253.25 | 91.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4272.85 | 91.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4252.25 | 91.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4232.75 | 91.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4287.90 | 91.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4268.50 | 91.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 4308.70 | 91.05 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4150 expiring on 28NOV2024
Delta for 4150 PE is -0.70
Historical price for 4150 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 100.35, which was -18.85 lower than the previous day. The implied volatity was 24.55, the open interest changed by -53 which decreased total open position to 760
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 119.2, which was 0.00 lower than the previous day. The implied volatity was 22.47, the open interest changed by 21 which increased total open position to 814
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 119.2, which was -21.15 lower than the previous day. The implied volatity was 22.47, the open interest changed by 22 which increased total open position to 814
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 140.35, which was 88.35 higher than the previous day. The implied volatity was 22.81, the open interest changed by -354 which decreased total open position to 792
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 52, which was 5.70 higher than the previous day. The implied volatity was 18.14, the open interest changed by -12 which decreased total open position to 1143
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 46.3, which was 6.65 higher than the previous day. The implied volatity was 16.46, the open interest changed by -163 which decreased total open position to 1153
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 39.65, which was 3.20 higher than the previous day. The implied volatity was 17.49, the open interest changed by -61 which decreased total open position to 1431
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 36.45, which was -26.05 lower than the previous day. The implied volatity was 16.99, the open interest changed by 541 which increased total open position to 1498
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 62.5, which was -4.85 lower than the previous day. The implied volatity was 17.26, the open interest changed by 60 which increased total open position to 956
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 67.35, which was -4.70 lower than the previous day. The implied volatity was 19.42, the open interest changed by -41 which decreased total open position to 769
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 72.05, which was -120.95 lower than the previous day. The implied volatity was 19.93, the open interest changed by 376 which increased total open position to 800
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 193, which was 5.10 higher than the previous day. The implied volatity was 24.34, the open interest changed by -18 which decreased total open position to 425
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 187.9, which was -7.45 lower than the previous day. The implied volatity was 21.56, the open interest changed by -18 which decreased total open position to 443
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 195.35, which was -4.00 lower than the previous day. The implied volatity was 26.09, the open interest changed by -1 which decreased total open position to 461
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 199.35, which was 77.80 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 121.55, which was 10.85 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 110.7, which was 1.90 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 108.8, which was -21.10 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 129.9, which was -1.60 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 131.5, which was 6.75 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 124.75, which was -29.55 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 154.3, which was 29.30 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 125, which was 27.15 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 97.85, which was -13.10 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 110.95, which was 1.95 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 109, which was 5.20 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 103.8, which was 7.60 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 96.2, which was 2.80 higher 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 93.4, which was 2.35 higher 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 91.05, 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 91.05, 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 91.05, 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 91.05, 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 91.05, 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 91.05, 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 91.05, 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 91.05, 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 91.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
