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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 4200 CE
Delta: 0.13
Vega: 1.22
Theta: -1.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 7.25 -1.20 19.31 11,719 616 5,898
20 Nov 4039.55 8.45 0.00 20.22 24,524 -879 5,298
19 Nov 4039.55 8.45 0.80 20.22 24,524 -863 5,298
18 Nov 4019.50 7.65 -22.85 20.76 23,883 2,083 6,175
14 Nov 4145.90 30.5 -9.50 14.21 13,491 126 4,106
13 Nov 4150.35 40 -9.75 16.07 13,835 465 4,370
12 Nov 4197.40 49.75 -9.30 14.48 12,493 132 3,929
11 Nov 4198.70 59.05 18.05 15.55 22,821 -879 3,792
8 Nov 4147.00 41 -11.55 15.31 12,583 83 4,688
7 Nov 4150.90 52.55 -1.15 16.69 27,441 899 4,661
6 Nov 4139.65 53.7 34.35 16.80 29,942 -608 3,749
5 Nov 3971.35 19.35 -1.65 20.76 5,905 131 4,357
4 Nov 3964.15 21 -8.50 21.25 7,961 212 4,211
1 Nov 3984.20 29.5 -3.40 21.53 786 130 3,991
31 Oct 3968.45 32.9 -20.10 - 9,197 1,296 3,864
30 Oct 4084.65 53 -0.90 - 3,631 555 2,552
29 Oct 4075.25 53.9 -2.00 - 1,759 344 1,997
28 Oct 4090.85 55.9 3.55 - 2,239 -86 1,637
25 Oct 4057.55 52.35 -0.70 - 1,363 85 1,723
24 Oct 4047.90 53.05 -3.20 - 989 156 1,637
23 Oct 4066.25 56.25 9.15 - 1,782 175 1,480
22 Oct 4015.50 47.1 -16.80 - 857 55 1,304
21 Oct 4079.85 63.9 -20.55 - 1,077 379 1,249
18 Oct 4123.05 84.45 0.20 - 492 -80 872
17 Oct 4109.00 84.25 9.80 - 550 61 952
16 Oct 4094.95 74.45 -10.55 - 600 115 889
15 Oct 4116.80 85 -15.95 - 659 209 774
14 Oct 4136.65 100.95 -7.30 - 529 112 560
11 Oct 4149.20 108.25 -56.75 - 1,186 310 448
10 Oct 4227.40 165 -33.00 - 134 60 140
9 Oct 4252.95 198 -1.00 - 47 -2 80
8 Oct 4253.25 199 -7.00 - 105 -27 77
7 Oct 4272.85 206 14.00 - 32 10 96
4 Oct 4252.25 192 2.50 - 99 54 63
3 Oct 4232.75 189.5 -273.25 - 13 8 8
1 Oct 4287.90 462.75 0.00 - 0 0 0
30 Sept 4268.50 462.75 0.00 - 0 0 0
27 Sept 4308.70 462.75 0.00 - 0 0 0
26 Sept 4292.50 462.75 0.00 - 0 0 0
25 Sept 4274.75 462.75 0.00 - 0 0 0
24 Sept 4271.30 462.75 0.00 - 0 0 0
23 Sept 4268.50 462.75 0.00 - 0 0 0
20 Sept 4284.90 462.75 462.75 - 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 4200 expiring on 28NOV2024

Delta for 4200 CE is 0.13

Historical price for 4200 CE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 7.25, which was -1.20 lower than the previous day. The implied volatity was 19.31, the open interest changed by 616 which increased total open position to 5898


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 20.22, the open interest changed by -879 which decreased total open position to 5298


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 8.45, which was 0.80 higher than the previous day. The implied volatity was 20.22, the open interest changed by -863 which decreased total open position to 5298


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 7.65, which was -22.85 lower than the previous day. The implied volatity was 20.76, the open interest changed by 2083 which increased total open position to 6175


On 14 Nov TCS was trading at 4145.90. The strike last trading price was 30.5, which was -9.50 lower than the previous day. The implied volatity was 14.21, the open interest changed by 126 which increased total open position to 4106


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 40, which was -9.75 lower than the previous day. The implied volatity was 16.07, the open interest changed by 465 which increased total open position to 4370


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 49.75, which was -9.30 lower than the previous day. The implied volatity was 14.48, the open interest changed by 132 which increased total open position to 3929


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 59.05, which was 18.05 higher than the previous day. The implied volatity was 15.55, the open interest changed by -879 which decreased total open position to 3792


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 41, which was -11.55 lower than the previous day. The implied volatity was 15.31, the open interest changed by 83 which increased total open position to 4688


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 52.55, which was -1.15 lower than the previous day. The implied volatity was 16.69, the open interest changed by 899 which increased total open position to 4661


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 53.7, which was 34.35 higher than the previous day. The implied volatity was 16.80, the open interest changed by -608 which decreased total open position to 3749


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 19.35, which was -1.65 lower than the previous day. The implied volatity was 20.76, the open interest changed by 131 which increased total open position to 4357


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 21, which was -8.50 lower than the previous day. The implied volatity was 21.25, the open interest changed by 212 which increased total open position to 4211


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 29.5, which was -3.40 lower than the previous day. The implied volatity was 21.53, the open interest changed by 130 which increased total open position to 3991


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 32.9, which was -20.10 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 53, which was -0.90 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 53.9, which was -2.00 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 55.9, which was 3.55 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 52.35, which was -0.70 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 53.05, which was -3.20 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 56.25, which was 9.15 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 47.1, which was -16.80 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 63.9, which was -20.55 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 84.45, which was 0.20 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 84.25, which was 9.80 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 74.45, which was -10.55 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 85, which was -15.95 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 100.95, which was -7.30 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 108.25, which was -56.75 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 165, which was -33.00 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 198, which was -1.00 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 199, which was -7.00 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 206, which was 14.00 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 192, which was 2.50 higher 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 189.5, which was -273.25 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 462.75, 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 462.75, 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 462.75, 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 462.75, 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 462.75, 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 462.75, 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 462.75, 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 462.75, which was 462.75 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 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 4200 PE
Delta: -0.79
Vega: 1.60
Theta: -2.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 140.4 -23.45 25.76 675 -86 1,323
20 Nov 4039.55 163.85 0.00 25.22 1,603 22 1,408
19 Nov 4039.55 163.85 -20.60 25.22 1,603 21 1,408
18 Nov 4019.50 184.45 105.55 24.51 2,629 -381 1,390
14 Nov 4145.90 78.9 7.90 18.19 2,925 -42 1,770
13 Nov 4150.35 71 10.50 16.03 4,680 -219 1,817
12 Nov 4197.40 60.5 4.50 17.09 6,243 167 2,113
11 Nov 4198.70 56 -34.80 16.37 8,251 284 1,959
8 Nov 4147.00 90.8 -2.90 17.55 2,079 -103 1,680
7 Nov 4150.90 93.7 -3.15 19.55 4,582 364 1,786
6 Nov 4139.65 96.85 -135.70 19.63 2,108 -207 1,421
5 Nov 3971.35 232.55 3.55 24.76 107 -31 1,628
4 Nov 3964.15 229 -6.00 22.10 188 9 1,657
1 Nov 3984.20 235 4.90 27.12 17 -9 1,647
31 Oct 3968.45 230.1 77.20 - 702 225 1,655
30 Oct 4084.65 152.9 11.30 - 1,112 177 1,430
29 Oct 4075.25 141.6 2.80 - 1,171 322 1,254
28 Oct 4090.85 138.8 -19.20 - 487 93 922
25 Oct 4057.55 158 -6.15 - 272 14 829
24 Oct 4047.90 164.15 8.15 - 288 90 815
23 Oct 4066.25 156 -30.00 - 384 120 725
22 Oct 4015.50 186 30.00 - 235 42 605
21 Oct 4079.85 156 35.35 - 246 44 562
18 Oct 4123.05 120.65 -17.35 - 121 42 518
17 Oct 4109.00 138 -4.00 - 86 6 475
16 Oct 4094.95 142 9.80 - 134 11 470
15 Oct 4116.80 132.2 7.20 - 201 68 458
14 Oct 4136.65 125 3.30 - 174 17 390
11 Oct 4149.20 121.7 4.75 - 630 130 373
10 Oct 4227.40 116.95 10.45 - 107 8 243
9 Oct 4252.95 106.5 -4.50 - 47 8 235
8 Oct 4253.25 111 6.00 - 57 22 227
7 Oct 4272.85 105 -5.50 - 37 0 205
4 Oct 4252.25 110.5 3.25 - 136 10 204
3 Oct 4232.75 107.25 9.80 - 70 -2 196
1 Oct 4287.90 97.45 -4.00 - 52 13 198
30 Sept 4268.50 101.45 9.45 - 88 43 184
27 Sept 4308.70 92 -11.25 - 70 14 140
26 Sept 4292.50 103.25 0.15 - 50 17 125
25 Sept 4274.75 103.1 5.10 - 39 19 107
24 Sept 4271.30 98 -12.00 - 67 43 88
23 Sept 4268.50 110 -10.00 - 27 6 44
20 Sept 4284.90 120 25.00 - 18 15 37
19 Sept 4296.15 95 -7.05 - 5 3 20
18 Sept 4346.15 102.05 26.65 - 20 17 17
5 Sept 4475.95 75.4 75.40 - 0 0 0
2 Sept 4521.05 0 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4200 expiring on 28NOV2024

Delta for 4200 PE is -0.79

Historical price for 4200 PE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 140.4, which was -23.45 lower than the previous day. The implied volatity was 25.76, the open interest changed by -86 which decreased total open position to 1323


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 163.85, which was 0.00 lower than the previous day. The implied volatity was 25.22, the open interest changed by 22 which increased total open position to 1408


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 163.85, which was -20.60 lower than the previous day. The implied volatity was 25.22, the open interest changed by 21 which increased total open position to 1408


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 184.45, which was 105.55 higher than the previous day. The implied volatity was 24.51, the open interest changed by -381 which decreased total open position to 1390


On 14 Nov TCS was trading at 4145.90. The strike last trading price was 78.9, which was 7.90 higher than the previous day. The implied volatity was 18.19, the open interest changed by -42 which decreased total open position to 1770


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 71, which was 10.50 higher than the previous day. The implied volatity was 16.03, the open interest changed by -219 which decreased total open position to 1817


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 60.5, which was 4.50 higher than the previous day. The implied volatity was 17.09, the open interest changed by 167 which increased total open position to 2113


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 56, which was -34.80 lower than the previous day. The implied volatity was 16.37, the open interest changed by 284 which increased total open position to 1959


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 90.8, which was -2.90 lower than the previous day. The implied volatity was 17.55, the open interest changed by -103 which decreased total open position to 1680


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 93.7, which was -3.15 lower than the previous day. The implied volatity was 19.55, the open interest changed by 364 which increased total open position to 1786


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 96.85, which was -135.70 lower than the previous day. The implied volatity was 19.63, the open interest changed by -207 which decreased total open position to 1421


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 232.55, which was 3.55 higher than the previous day. The implied volatity was 24.76, the open interest changed by -31 which decreased total open position to 1628


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 229, which was -6.00 lower than the previous day. The implied volatity was 22.10, the open interest changed by 9 which increased total open position to 1657


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 235, which was 4.90 higher than the previous day. The implied volatity was 27.12, the open interest changed by -9 which decreased total open position to 1647


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 230.1, which was 77.20 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 152.9, which was 11.30 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 141.6, 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 28 Oct TCS was trading at 4090.85. The strike last trading price was 138.8, which was -19.20 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 158, which was -6.15 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 164.15, which was 8.15 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 156, 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 22 Oct TCS was trading at 4015.50. The strike last trading price was 186, which was 30.00 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 156, which was 35.35 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 120.65, which was -17.35 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 138, which was -4.00 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 142, which was 9.80 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 132.2, which was 7.20 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 125, which was 3.30 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 121.7, which was 4.75 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 116.95, which was 10.45 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 106.5, which was -4.50 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 111, which was 6.00 higher 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 105, which was -5.50 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 110.5, which was 3.25 higher 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 107.25, which was 9.80 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 97.45, which was -4.00 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 101.45, which was 9.45 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 92, which was -11.25 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 103.25, which was 0.15 higher 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 103.1, which was 5.10 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 98, which was -12.00 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 110, which was -10.00 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 120, which was 25.00 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 95, which was -7.05 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 102.05, which was 26.65 higher 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 75.4, which was 75.40 higher 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