TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 4250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.77
Theta: -1.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 3.6 | -1.10 | 20.42 | 5,719 | 133 | 2,665 | |||
| 20 Nov | 4039.55 | 4.7 | 0.00 | 21.21 | 10,139 | 468 | 2,533 | |||
| 19 Nov | 4039.55 | 4.7 | 0.15 | 21.21 | 10,139 | 469 | 2,533 | |||
| 18 Nov | 4019.50 | 4.55 | -12.40 | 21.85 | 8,323 | 509 | 2,063 | |||
| 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 | |||
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| 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 0.07
Historical price for 4250 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 3.6, which was -1.10 lower than the previous day. The implied volatity was 20.42, the open interest changed by 133 which increased total open position to 2665
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by 468 which increased total open position to 2533
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 4.7, which was 0.15 higher than the previous day. The implied volatity was 21.21, the open interest changed by 469 which increased total open position to 2533
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 4.55, which was -12.40 lower than the previous day. The implied volatity was 21.85, the open interest changed by 509 which increased total open position to 2063
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: -0.88
Vega: 1.15
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 182.55 | -27.50 | 25.68 | 54 | -10 | 352 |
| 20 Nov | 4039.55 | 210.05 | 0.00 | 27.76 | 227 | -43 | 362 |
| 19 Nov | 4039.55 | 210.05 | -21.65 | 27.76 | 227 | -43 | 362 |
| 18 Nov | 4019.50 | 231.7 | 112.70 | 27.09 | 247 | -139 | 406 |
| 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 -0.88
Historical price for 4250 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 182.55, which was -27.50 lower than the previous day. The implied volatity was 25.68, the open interest changed by -10 which decreased total open position to 352
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 210.05, which was 0.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by -43 which decreased total open position to 362
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 210.05, which was -21.65 lower than the previous day. The implied volatity was 27.76, the open interest changed by -43 which decreased total open position to 362
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 231.7, which was 112.70 higher than the previous day. The implied volatity was 27.09, the open interest changed by -139 which decreased total open position to 406
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
