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

4072.85 33.30 (0.82%)

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Historical option data for TCS

21 Nov 2024 04:10 PM IST
TCS 28NOV2024 4150 CE
Delta: 0.24
Vega: 1.73
Theta: -2.46
Gamma: 0.00
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
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
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