TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4250 CE | ||||||||||
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Delta: 0.27
Vega: 1.77
Theta: -3.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 4170.30 | 16.8 | -63.00 | 19.39 | 13,994 | 1,300 | 2,345 | |||
| 19 Dec | 4271.90 | 79.8 | -39.35 | 24.70 | 3,448 | 574 | 1,048 | |||
| 18 Dec | 4347.85 | 119.15 | 0.10 | 14.05 | 837 | 36 | 479 | |||
| 17 Dec | 4328.50 | 119.05 | -67.50 | 26.00 | 684 | -20 | 441 | |||
| 16 Dec | 4415.20 | 186.55 | -54.45 | 21.11 | 165 | -14 | 464 | |||
| 13 Dec | 4473.90 | 241 | 19.65 | 14.54 | 209 | -77 | 478 | |||
| 12 Dec | 4454.95 | 221.35 | 20.10 | - | 124 | -16 | 551 | |||
| 11 Dec | 4427.45 | 201.25 | -12.70 | 19.17 | 131 | -23 | 566 | |||
| 10 Dec | 4432.55 | 213.95 | -11.00 | 17.71 | 171 | -56 | 586 | |||
| 9 Dec | 4452.15 | 224.95 | 4.30 | 18.92 | 99 | -22 | 643 | |||
| 6 Dec | 4445.50 | 220.65 | -21.45 | 13.49 | 111 | -16 | 668 | |||
| 5 Dec | 4464.05 | 242.1 | 91.15 | 19.26 | 465 | -3 | 684 | |||
| 4 Dec | 4354.40 | 150.95 | 30.60 | 18.74 | 1,117 | -161 | 686 | |||
| 3 Dec | 4302.75 | 120.35 | 7.80 | 17.28 | 2,432 | 132 | 847 | |||
| 2 Dec | 4276.65 | 112.55 | 1.55 | 20.08 | 2,260 | 184 | 709 | |||
| 29 Nov | 4270.85 | 111 | 1.90 | 18.52 | 3,077 | 47 | 520 | |||
| 28 Nov | 4244.90 | 109.1 | -51.80 | 19.56 | 2,645 | 210 | 472 | |||
| 27 Nov | 4332.55 | 160.9 | -8.10 | 18.93 | 348 | -39 | 262 | |||
| 26 Nov | 4352.70 | 169 | 8.60 | 17.21 | 426 | 72 | 305 | |||
| 25 Nov | 4315.10 | 160.4 | 64.90 | 19.86 | 1,221 | -106 | 232 | |||
| 22 Nov | 4244.60 | 95.5 | 61.10 | 17.48 | 1,084 | 147 | 485 | |||
| 21 Nov | 4072.85 | 34.4 | 1.45 | 17.13 | 233 | 3 | 339 | |||
| 20 Nov | 4039.55 | 32.95 | 0.00 | 17.78 | 502 | 159 | 336 | |||
| 19 Nov | 4039.55 | 32.95 | 3.85 | 17.78 | 502 | 159 | 336 | |||
| 18 Nov | 4019.50 | 29.1 | -39.60 | 17.99 | 278 | 139 | 176 | |||
| 14 Nov | 4145.90 | 68.7 | -2.30 | 16.59 | 15 | 9 | 38 | |||
| 13 Nov | 4150.35 | 71 | -10.25 | 16.32 | 14 | 5 | 29 | |||
| 12 Nov | 4197.40 | 81.25 | -9.85 | 15.59 | 8 | 5 | 23 | |||
| 11 Nov | 4198.70 | 91.1 | 13.25 | 16.47 | 11 | 7 | 17 | |||
| 8 Nov | 4147.00 | 77.85 | -5.90 | 17.27 | 2 | 1 | 10 | |||
| 7 Nov | 4150.90 | 83.75 | 3.50 | 17.35 | 5 | -2 | 9 | |||
| 6 Nov | 4139.65 | 80.25 | 17.90 | 16.74 | 51 | 5 | 5 | |||
| 5 Nov | 3971.35 | 62.35 | 0.00 | 3.77 | 0 | 0 | 0 | |||
| 4 Nov | 3964.15 | 62.35 | 62.35 | 3.79 | 0 | 0 | 0 | |||
| 1 Nov | 3984.20 | 0 | 3.30 | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4250 expiring on 26DEC2024
Delta for 4250 CE is 0.27
Historical price for 4250 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 16.8, which was -63.00 lower than the previous day. The implied volatity was 19.39, the open interest changed by 1300 which increased total open position to 2345
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 79.8, which was -39.35 lower than the previous day. The implied volatity was 24.70, the open interest changed by 574 which increased total open position to 1048
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 119.15, which was 0.10 higher than the previous day. The implied volatity was 14.05, the open interest changed by 36 which increased total open position to 479
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 119.05, which was -67.50 lower than the previous day. The implied volatity was 26.00, the open interest changed by -20 which decreased total open position to 441
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 186.55, which was -54.45 lower than the previous day. The implied volatity was 21.11, the open interest changed by -14 which decreased total open position to 464
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 241, which was 19.65 higher than the previous day. The implied volatity was 14.54, the open interest changed by -77 which decreased total open position to 478
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 221.35, which was 20.10 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 551
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 201.25, which was -12.70 lower than the previous day. The implied volatity was 19.17, the open interest changed by -23 which decreased total open position to 566
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 213.95, which was -11.00 lower than the previous day. The implied volatity was 17.71, the open interest changed by -56 which decreased total open position to 586
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 224.95, which was 4.30 higher than the previous day. The implied volatity was 18.92, the open interest changed by -22 which decreased total open position to 643
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 220.65, which was -21.45 lower than the previous day. The implied volatity was 13.49, the open interest changed by -16 which decreased total open position to 668
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 242.1, which was 91.15 higher than the previous day. The implied volatity was 19.26, the open interest changed by -3 which decreased total open position to 684
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 150.95, which was 30.60 higher than the previous day. The implied volatity was 18.74, the open interest changed by -161 which decreased total open position to 686
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 120.35, which was 7.80 higher than the previous day. The implied volatity was 17.28, the open interest changed by 132 which increased total open position to 847
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 112.55, which was 1.55 higher than the previous day. The implied volatity was 20.08, the open interest changed by 184 which increased total open position to 709
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 111, which was 1.90 higher than the previous day. The implied volatity was 18.52, the open interest changed by 47 which increased total open position to 520
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 109.1, which was -51.80 lower than the previous day. The implied volatity was 19.56, the open interest changed by 210 which increased total open position to 472
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 160.9, which was -8.10 lower than the previous day. The implied volatity was 18.93, the open interest changed by -39 which decreased total open position to 262
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 169, which was 8.60 higher than the previous day. The implied volatity was 17.21, the open interest changed by 72 which increased total open position to 305
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 160.4, which was 64.90 higher than the previous day. The implied volatity was 19.86, the open interest changed by -106 which decreased total open position to 232
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 95.5, which was 61.10 higher than the previous day. The implied volatity was 17.48, the open interest changed by 147 which increased total open position to 485
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 34.4, which was 1.45 higher than the previous day. The implied volatity was 17.13, the open interest changed by 3 which increased total open position to 339
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 32.95, which was 0.00 lower than the previous day. The implied volatity was 17.78, the open interest changed by 159 which increased total open position to 336
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 32.95, which was 3.85 higher than the previous day. The implied volatity was 17.78, the open interest changed by 159 which increased total open position to 336
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 29.1, which was -39.60 lower than the previous day. The implied volatity was 17.99, the open interest changed by 139 which increased total open position to 176
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 68.7, which was -2.30 lower than the previous day. The implied volatity was 16.59, the open interest changed by 9 which increased total open position to 38
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 71, which was -10.25 lower than the previous day. The implied volatity was 16.32, the open interest changed by 5 which increased total open position to 29
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 81.25, which was -9.85 lower than the previous day. The implied volatity was 15.59, the open interest changed by 5 which increased total open position to 23
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 91.1, which was 13.25 higher than the previous day. The implied volatity was 16.47, the open interest changed by 7 which increased total open position to 17
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 77.85, which was -5.90 lower than the previous day. The implied volatity was 17.27, the open interest changed by 1 which increased total open position to 10
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 83.75, which was 3.50 higher than the previous day. The implied volatity was 17.35, the open interest changed by -2 which decreased total open position to 9
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 80.25, which was 17.90 higher than the previous day. The implied volatity was 16.74, the open interest changed by 5 which increased total open position to 5
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 62.35, which was 0.00 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 62.35, which was 62.35 higher than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
| TCS 26DEC2024 4250 PE | |||||||
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Delta: -0.66
Vega: 1.96
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 99.75 | 64.75 | 28.42 | 15,171 | -663 | 1,393 |
| 19 Dec | 4271.90 | 35 | 13.35 | 22.20 | 12,328 | 352 | 2,068 |
| 18 Dec | 4347.85 | 21.65 | -5.60 | 24.89 | 3,790 | -29 | 1,716 |
| 17 Dec | 4328.50 | 27.25 | 14.80 | 22.30 | 8,593 | -749 | 1,748 |
| 16 Dec | 4415.20 | 12.45 | 4.60 | 23.41 | 3,016 | -202 | 2,495 |
| 13 Dec | 4473.90 | 7.85 | -4.50 | 22.07 | 3,949 | -80 | 2,686 |
| 12 Dec | 4454.95 | 12.35 | -4.85 | 23.19 | 2,608 | 115 | 2,783 |
| 11 Dec | 4427.45 | 17.2 | -0.10 | 22.33 | 2,421 | -137 | 2,673 |
| 10 Dec | 4432.55 | 17.3 | -2.45 | 22.80 | 2,734 | 65 | 2,825 |
| 9 Dec | 4452.15 | 19.75 | -2.30 | 23.80 | 1,839 | -86 | 2,785 |
| 6 Dec | 4445.50 | 22.05 | -1.55 | 22.98 | 3,036 | -184 | 2,867 |
| 5 Dec | 4464.05 | 23.6 | -19.10 | 23.77 | 6,475 | 485 | 3,061 |
| 4 Dec | 4354.40 | 42.7 | -13.55 | 21.33 | 7,555 | -212 | 2,600 |
| 3 Dec | 4302.75 | 56.25 | -8.20 | 21.22 | 8,124 | 607 | 2,822 |
| 2 Dec | 4276.65 | 64.45 | -7.65 | 19.75 | 7,037 | 813 | 2,233 |
| 29 Nov | 4270.85 | 72.1 | -5.40 | 20.40 | 6,180 | 488 | 1,433 |
| 28 Nov | 4244.90 | 77.5 | 30.20 | 19.92 | 9,870 | 436 | 944 |
| 27 Nov | 4332.55 | 47.3 | -5.95 | 19.63 | 865 | 39 | 504 |
| 26 Nov | 4352.70 | 53.25 | -8.05 | 22.01 | 910 | 100 | 464 |
| 25 Nov | 4315.10 | 61.3 | -35.15 | 21.36 | 1,432 | 308 | 313 |
| 22 Nov | 4244.60 | 96.45 | -155.80 | 19.88 | 428 | 144 | 149 |
| 21 Nov | 4072.85 | 252.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 252.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 252.25 | 0.00 | 0.00 | 0 | 3 | 0 |
| 18 Nov | 4019.50 | 252.25 | 149.75 | 26.04 | 3 | 2 | 4 |
| 14 Nov | 4145.90 | 102.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 102.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 102.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Nov | 4198.70 | 102.5 | -194.20 | 16.47 | 3 | 2 | 2 |
| 8 Nov | 4147.00 | 296.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 296.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 296.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 296.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 296.7 | 296.70 | - | 0 | 0 | 0 |
| 1 Nov | 3984.20 | 0 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4250 expiring on 26DEC2024
Delta for 4250 PE is -0.66
Historical price for 4250 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 99.75, which was 64.75 higher than the previous day. The implied volatity was 28.42, the open interest changed by -663 which decreased total open position to 1393
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 35, which was 13.35 higher than the previous day. The implied volatity was 22.20, the open interest changed by 352 which increased total open position to 2068
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 21.65, which was -5.60 lower than the previous day. The implied volatity was 24.89, the open interest changed by -29 which decreased total open position to 1716
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 27.25, which was 14.80 higher than the previous day. The implied volatity was 22.30, the open interest changed by -749 which decreased total open position to 1748
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 12.45, which was 4.60 higher than the previous day. The implied volatity was 23.41, the open interest changed by -202 which decreased total open position to 2495
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 7.85, which was -4.50 lower than the previous day. The implied volatity was 22.07, the open interest changed by -80 which decreased total open position to 2686
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 12.35, which was -4.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by 115 which increased total open position to 2783
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 17.2, which was -0.10 lower than the previous day. The implied volatity was 22.33, the open interest changed by -137 which decreased total open position to 2673
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 17.3, which was -2.45 lower than the previous day. The implied volatity was 22.80, the open interest changed by 65 which increased total open position to 2825
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 19.75, which was -2.30 lower than the previous day. The implied volatity was 23.80, the open interest changed by -86 which decreased total open position to 2785
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 22.05, which was -1.55 lower than the previous day. The implied volatity was 22.98, the open interest changed by -184 which decreased total open position to 2867
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 23.6, which was -19.10 lower than the previous day. The implied volatity was 23.77, the open interest changed by 485 which increased total open position to 3061
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 42.7, which was -13.55 lower than the previous day. The implied volatity was 21.33, the open interest changed by -212 which decreased total open position to 2600
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 56.25, which was -8.20 lower than the previous day. The implied volatity was 21.22, the open interest changed by 607 which increased total open position to 2822
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 64.45, which was -7.65 lower than the previous day. The implied volatity was 19.75, the open interest changed by 813 which increased total open position to 2233
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 72.1, which was -5.40 lower than the previous day. The implied volatity was 20.40, the open interest changed by 488 which increased total open position to 1433
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 77.5, which was 30.20 higher than the previous day. The implied volatity was 19.92, the open interest changed by 436 which increased total open position to 944
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 47.3, which was -5.95 lower than the previous day. The implied volatity was 19.63, the open interest changed by 39 which increased total open position to 504
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 53.25, which was -8.05 lower than the previous day. The implied volatity was 22.01, the open interest changed by 100 which increased total open position to 464
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 61.3, which was -35.15 lower than the previous day. The implied volatity was 21.36, the open interest changed by 308 which increased total open position to 313
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 96.45, which was -155.80 lower than the previous day. The implied volatity was 19.88, the open interest changed by 144 which increased total open position to 149
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 252.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 252.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 252.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 252.25, which was 149.75 higher than the previous day. The implied volatity was 26.04, the open interest changed by 2 which increased total open position to 4
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 102.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 102.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 102.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 102.5, which was -194.20 lower than the previous day. The implied volatity was 16.47, the open interest changed by 2 which increased total open position to 2
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 296.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 296.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 296.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 296.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 296.7, which was 296.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
