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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 4250 CE
Delta: 0.24
Vega: 2.54
Theta: -1.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 16.95 -6.60 14.71 7,329 14 1,564
13 Nov 4150.35 23.55 -6.20 16.15 5,460 -81 1,545
12 Nov 4197.40 29.75 -7.75 14.52 5,780 -85 1,625
11 Nov 4198.70 37.5 11.10 15.65 8,886 293 1,709
8 Nov 4147.00 26.4 -8.90 15.76 3,273 44 1,422
7 Nov 4150.90 35.3 -0.85 16.93 7,099 406 1,392
6 Nov 4139.65 36.15 22.70 16.94 9,543 176 990
5 Nov 3971.35 13.45 -0.75 21.22 1,484 4 817
4 Nov 3964.15 14.2 -6.50 21.33 2,596 65 935
1 Nov 3984.20 20.7 -3.10 21.60 119 5 875
31 Oct 3968.45 23.8 -13.45 - 2,268 317 867
30 Oct 4084.65 37.25 -0.55 - 638 110 549
29 Oct 4075.25 37.8 -2.75 - 535 72 437
28 Oct 4090.85 40.55 2.95 - 462 45 363
25 Oct 4057.55 37.6 -0.55 - 206 46 318
24 Oct 4047.90 38.15 -4.15 - 269 34 271
23 Oct 4066.25 42.3 7.50 - 580 -8 237
22 Oct 4015.50 34.8 -14.05 - 246 132 245
21 Oct 4079.85 48.85 -16.15 - 103 23 112
18 Oct 4123.05 65 0.00 - 30 9 90
17 Oct 4109.00 65 8.00 - 38 -14 80
16 Oct 4094.95 57 -8.45 - 108 24 94
15 Oct 4116.80 65.45 -13.00 - 101 6 70
14 Oct 4136.65 78.45 -9.55 - 31 18 63
11 Oct 4149.20 88 -47.00 - 86 37 44
10 Oct 4227.40 135 -33.80 - 7 4 6
9 Oct 4252.95 168.8 16.25 - 2 1 2
8 Oct 4253.25 152.55 0.00 - 0 0 0
7 Oct 4272.85 152.55 -10.65 - 1 0 1
4 Oct 4252.25 163.2 1.90 - 1 0 1
3 Oct 4232.75 161.3 -63.75 - 21 1 1
1 Oct 4287.90 225.05 0.00 - 0 0 0
30 Sept 4268.50 225.05 0.00 - 0 0 0
27 Sept 4308.70 225.05 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4250 expiring on 28NOV2024

Delta for 4250 CE is 0.24

Historical price for 4250 CE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 16.95, which was -6.60 lower than the previous day. The implied volatity was 14.71, the open interest changed by 14 which increased total open position to 1564


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 23.55, which was -6.20 lower than the previous day. The implied volatity was 16.15, the open interest changed by -81 which decreased total open position to 1545


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 29.75, which was -7.75 lower than the previous day. The implied volatity was 14.52, the open interest changed by -85 which decreased total open position to 1625


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 37.5, which was 11.10 higher than the previous day. The implied volatity was 15.65, the open interest changed by 293 which increased total open position to 1709


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 26.4, which was -8.90 lower than the previous day. The implied volatity was 15.76, the open interest changed by 44 which increased total open position to 1422


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 35.3, which was -0.85 lower than the previous day. The implied volatity was 16.93, the open interest changed by 406 which increased total open position to 1392


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 36.15, which was 22.70 higher than the previous day. The implied volatity was 16.94, the open interest changed by 176 which increased total open position to 990


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 13.45, which was -0.75 lower than the previous day. The implied volatity was 21.22, the open interest changed by 4 which increased total open position to 817


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 14.2, which was -6.50 lower than the previous day. The implied volatity was 21.33, the open interest changed by 65 which increased total open position to 935


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 20.7, which was -3.10 lower than the previous day. The implied volatity was 21.60, the open interest changed by 5 which increased total open position to 875


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 23.8, which was -13.45 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 37.25, which was -0.55 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 37.8, which was -2.75 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 40.55, which was 2.95 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 37.6, which was -0.55 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 38.15, which was -4.15 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 42.3, which was 7.50 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 34.8, which was -14.05 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 48.85, which was -16.15 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 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 65, which was 8.00 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 57, which was -8.45 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 65.45, which was -13.00 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 78.45, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 88, which was -47.00 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 135, which was -33.80 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 168.8, which was 16.25 higher 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 152.55, 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 152.55, which was -10.65 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 163.2, 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 3 Oct TCS was trading at 4232.75. The strike last trading price was 161.3, which was -63.75 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 225.05, 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 225.05, 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 225.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TCS 28NOV2024 4250 PE
Delta: -0.69
Vega: 2.88
Theta: -1.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 119 15.00 20.67 251 -25 546
13 Nov 4150.35 104 12.90 15.99 498 -52 571
12 Nov 4197.40 91.1 7.20 17.66 1,308 -66 622
11 Nov 4198.70 83.9 -36.20 16.42 1,992 314 689
8 Nov 4147.00 120.1 -3.45 16.54 255 -8 378
7 Nov 4150.90 123.55 -6.70 19.30 489 37 385
6 Nov 4139.65 130.25 -138.50 20.32 341 29 348
5 Nov 3971.35 268.75 -1.00 22.83 66 -17 320
4 Nov 3964.15 269.75 -6.25 21.52 36 7 338
1 Nov 3984.20 276 5.60 27.97 3 0 329
31 Oct 3968.45 270.4 86.80 - 129 49 328
30 Oct 4084.65 183.6 8.95 - 180 62 278
29 Oct 4075.25 174.65 4.60 - 80 30 216
28 Oct 4090.85 170.05 -24.40 - 122 52 187
25 Oct 4057.55 194.45 -5.90 - 52 32 135
24 Oct 4047.90 200.35 8.75 - 39 17 102
23 Oct 4066.25 191.6 -34.50 - 78 42 84
22 Oct 4015.50 226.1 42.00 - 8 3 40
21 Oct 4079.85 184.1 39.00 - 51 18 34
18 Oct 4123.05 145.1 -42.10 - 12 2 15
17 Oct 4109.00 187.2 0.00 - 0 7 0
16 Oct 4094.95 187.2 53.20 - 8 3 9
15 Oct 4116.80 134 0.00 - 0 0 0
14 Oct 4136.65 134 0.00 - 0 6 0
11 Oct 4149.20 134 4.65 - 10 0 0
10 Oct 4227.40 129.35 0.00 - 0 0 0
9 Oct 4252.95 129.35 0.00 - 0 0 0
8 Oct 4253.25 129.35 0.00 - 0 0 0
7 Oct 4272.85 129.35 0.00 - 0 0 0
4 Oct 4252.25 129.35 0.00 - 0 0 0
3 Oct 4232.75 129.35 0.00 - 0 0 0
1 Oct 4287.90 129.35 0.00 - 0 0 0
30 Sept 4268.50 129.35 0.00 - 0 0 0
27 Sept 4308.70 129.35 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4250 expiring on 28NOV2024

Delta for 4250 PE is -0.69

Historical price for 4250 PE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 119, which was 15.00 higher than the previous day. The implied volatity was 20.67, the open interest changed by -25 which decreased total open position to 546


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 104, which was 12.90 higher than the previous day. The implied volatity was 15.99, the open interest changed by -52 which decreased total open position to 571


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 91.1, which was 7.20 higher than the previous day. The implied volatity was 17.66, the open interest changed by -66 which decreased total open position to 622


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 83.9, which was -36.20 lower than the previous day. The implied volatity was 16.42, the open interest changed by 314 which increased total open position to 689


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 120.1, which was -3.45 lower than the previous day. The implied volatity was 16.54, the open interest changed by -8 which decreased total open position to 378


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 123.55, which was -6.70 lower than the previous day. The implied volatity was 19.30, the open interest changed by 37 which increased total open position to 385


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 130.25, which was -138.50 lower than the previous day. The implied volatity was 20.32, the open interest changed by 29 which increased total open position to 348


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 268.75, which was -1.00 lower than the previous day. The implied volatity was 22.83, the open interest changed by -17 which decreased total open position to 320


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 269.75, which was -6.25 lower than the previous day. The implied volatity was 21.52, the open interest changed by 7 which increased total open position to 338


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 276, which was 5.60 higher than the previous day. The implied volatity was 27.97, the open interest changed by 0 which decreased total open position to 329


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 270.4, which was 86.80 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 183.6, which was 8.95 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 174.65, which was 4.60 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 170.05, which was -24.40 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 194.45, 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 24 Oct TCS was trading at 4047.90. The strike last trading price was 200.35, which was 8.75 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 191.6, which was -34.50 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 226.1, which was 42.00 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 184.1, which was 39.00 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 145.1, which was -42.10 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 187.2, 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 16 Oct TCS was trading at 4094.95. The strike last trading price was 187.2, which was 53.20 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 134, 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 14 Oct TCS was trading at 4136.65. The strike last trading price was 134, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 134, which was 4.65 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 129.35, 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 129.35, 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 129.35, 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 129.35, 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 129.35, 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 129.35, 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 129.35, 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 129.35, 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 129.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to