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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 4300 CE
Delta: 0.04
Vega: 0.49
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 2 -0.45 21.96 6,028 246 3,280
20 Nov 4039.55 2.45 0.00 21.90 8,586 -748 3,023
19 Nov 4039.55 2.45 -0.65 21.90 8,586 -759 3,023
18 Nov 4019.50 3.1 -6.30 23.49 9,951 45 3,783
14 Nov 4145.90 9.4 -4.00 15.44 6,759 233 3,750
13 Nov 4150.35 13.4 -4.10 16.46 7,812 80 3,521
12 Nov 4197.40 17.5 -4.95 15.07 10,670 63 3,441
11 Nov 4198.70 22.45 5.80 15.78 13,614 245 3,374
8 Nov 4147.00 16.65 -6.50 16.25 6,988 -59 3,127
7 Nov 4150.90 23.15 -0.45 17.25 13,464 316 3,191
6 Nov 4139.65 23.6 13.95 17.14 13,447 130 2,889
5 Nov 3971.35 9.65 -0.15 21.90 2,018 -129 2,760
4 Nov 3964.15 9.8 -4.60 21.72 3,252 269 2,897
1 Nov 3984.20 14.4 -2.80 21.74 425 65 2,625
31 Oct 3968.45 17.2 -9.70 - 6,381 340 2,558
30 Oct 4084.65 26.9 0.30 - 1,871 300 2,211
29 Oct 4075.25 26.6 -2.60 - 1,492 311 1,910
28 Oct 4090.85 29.2 1.45 - 1,757 187 1,595
25 Oct 4057.55 27.75 -0.75 - 1,276 13 1,408
24 Oct 4047.90 28.5 -2.50 - 981 74 1,396
23 Oct 4066.25 31 4.65 - 1,406 115 1,325
22 Oct 4015.50 26.35 -11.10 - 1,020 65 1,211
21 Oct 4079.85 37.45 -11.65 - 1,346 390 1,142
18 Oct 4123.05 49.1 -0.90 - 514 54 738
17 Oct 4109.00 50 6.20 - 272 20 683
16 Oct 4094.95 43.8 -6.70 - 651 147 665
15 Oct 4116.80 50.5 -11.30 - 459 105 517
14 Oct 4136.65 61.8 -8.05 - 373 70 410
11 Oct 4149.20 69.85 -45.15 - 765 143 340
10 Oct 4227.40 115 -25.00 - 151 69 195
9 Oct 4252.95 140 -5.00 - 39 13 127
8 Oct 4253.25 145 -3.00 - 92 10 111
7 Oct 4272.85 148 6.00 - 41 -4 101
4 Oct 4252.25 142 5.80 - 92 22 92
3 Oct 4232.75 136.2 -30.75 - 49 10 70
1 Oct 4287.90 166.95 -0.05 - 35 16 58
30 Sept 4268.50 167 -26.40 - 33 13 42
27 Sept 4308.70 193.4 13.00 - 27 16 29
26 Sept 4292.50 180.4 23.40 - 15 7 11
25 Sept 4274.75 157 -235.60 - 4 3 3
24 Sept 4271.30 392.6 0.00 - 0 0 0
23 Sept 4268.50 392.6 0.00 - 0 0 0
20 Sept 4284.90 392.6 0.00 - 0 0 0
19 Sept 4296.15 392.6 0.00 - 0 0 0
18 Sept 4346.15 392.6 392.60 - 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 4300 expiring on 28NOV2024

Delta for 4300 CE is 0.04

Historical price for 4300 CE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 21.96, the open interest changed by 246 which increased total open position to 3280


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 21.90, the open interest changed by -748 which decreased total open position to 3023


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 21.90, the open interest changed by -759 which decreased total open position to 3023


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 3.1, which was -6.30 lower than the previous day. The implied volatity was 23.49, the open interest changed by 45 which increased total open position to 3783


On 14 Nov TCS was trading at 4145.90. The strike last trading price was 9.4, which was -4.00 lower than the previous day. The implied volatity was 15.44, the open interest changed by 233 which increased total open position to 3750


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 13.4, which was -4.10 lower than the previous day. The implied volatity was 16.46, the open interest changed by 80 which increased total open position to 3521


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 17.5, which was -4.95 lower than the previous day. The implied volatity was 15.07, the open interest changed by 63 which increased total open position to 3441


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 22.45, which was 5.80 higher than the previous day. The implied volatity was 15.78, the open interest changed by 245 which increased total open position to 3374


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 16.65, which was -6.50 lower than the previous day. The implied volatity was 16.25, the open interest changed by -59 which decreased total open position to 3127


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 23.15, which was -0.45 lower than the previous day. The implied volatity was 17.25, the open interest changed by 316 which increased total open position to 3191


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 23.6, which was 13.95 higher than the previous day. The implied volatity was 17.14, the open interest changed by 130 which increased total open position to 2889


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 9.65, which was -0.15 lower than the previous day. The implied volatity was 21.90, the open interest changed by -129 which decreased total open position to 2760


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 9.8, which was -4.60 lower than the previous day. The implied volatity was 21.72, the open interest changed by 269 which increased total open position to 2897


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 14.4, which was -2.80 lower than the previous day. The implied volatity was 21.74, the open interest changed by 65 which increased total open position to 2625


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 17.2, which was -9.70 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 26.9, which was 0.30 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 26.6, which was -2.60 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 29.2, which was 1.45 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 27.75, which was -0.75 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 28.5, which was -2.50 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 31, 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 22 Oct TCS was trading at 4015.50. The strike last trading price was 26.35, which was -11.10 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 37.45, which was -11.65 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 49.1, 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 50, which was 6.20 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 43.8, which was -6.70 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 50.5, which was -11.30 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 61.8, which was -8.05 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 69.85, which was -45.15 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 115, which was -25.00 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 140, which was -5.00 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 145, which was -3.00 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 148, 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 4 Oct TCS was trading at 4252.25. The strike last trading price was 142, which was 5.80 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 136.2, which was -30.75 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 166.95, which was -0.05 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 167, which was -26.40 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 193.4, which was 13.00 higher 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 180.4, which was 23.40 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 157, which was -235.60 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 392.6, 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 392.6, 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 392.6, 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 19 Sept TCS was trading at 4296.15. The strike last trading price was 392.6, 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 392.6, which was 392.60 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 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 4300 PE
Delta: -0.91
Vega: 0.90
Theta: -0.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 230.1 -27.90 28.16 100 19 954
20 Nov 4039.55 258 0.00 30.75 474 -44 934
19 Nov 4039.55 258 -22.00 30.75 474 -45 934
18 Nov 4019.50 280 120.45 29.85 292 -87 982
14 Nov 4145.90 159.55 15.35 22.02 314 -7 1,069
13 Nov 4150.35 144.2 14.10 16.50 285 -11 1,076
12 Nov 4197.40 130.1 11.65 19.20 528 -7 1,086
11 Nov 4198.70 118.45 -46.55 16.97 1,394 -60 1,095
8 Nov 4147.00 165 4.95 18.91 234 -42 1,155
7 Nov 4150.90 160.05 -8.15 19.64 388 34 1,195
6 Nov 4139.65 168.2 -154.80 21.21 580 -96 1,169
5 Nov 3971.35 323 6.15 27.69 101 59 1,264
4 Nov 3964.15 316.85 -2.15 22.94 69 -17 1,204
1 Nov 3984.20 319 6.15 28.93 6 1 1,221
31 Oct 3968.45 312.85 88.15 - 344 176 1,221
30 Oct 4084.65 224.7 12.90 - 294 144 1,045
29 Oct 4075.25 211.8 2.00 - 423 209 898
28 Oct 4090.85 209.8 -24.55 - 267 59 689
25 Oct 4057.55 234.35 -5.00 - 148 81 630
24 Oct 4047.90 239.35 9.65 - 164 65 550
23 Oct 4066.25 229.7 -36.30 - 120 56 485
22 Oct 4015.50 266 41.35 - 96 64 429
21 Oct 4079.85 224.65 43.25 - 104 86 365
18 Oct 4123.05 181.4 -10.95 - 113 53 279
17 Oct 4109.00 192.35 -30.00 - 35 26 221
16 Oct 4094.95 222.35 27.20 - 10 1 194
15 Oct 4116.80 195.15 22.95 - 54 7 194
14 Oct 4136.65 172.2 -1.80 - 33 4 187
11 Oct 4149.20 174 11.05 - 112 -42 183
10 Oct 4227.40 162.95 8.40 - 34 11 224
9 Oct 4252.95 154.55 -5.45 - 40 19 208
8 Oct 4253.25 160 9.45 - 59 27 188
7 Oct 4272.85 150.55 -10.00 - 22 1 160
4 Oct 4252.25 160.55 7.65 - 45 17 159
3 Oct 4232.75 152.9 13.05 - 45 2 139
1 Oct 4287.90 139.85 -1.15 - 23 4 136
30 Sept 4268.50 141 11.00 - 36 6 131
27 Sept 4308.70 130 -20.25 - 103 56 127
26 Sept 4292.50 150.25 -3.75 - 10 6 71
25 Sept 4274.75 154 7.00 - 20 9 65
24 Sept 4271.30 147 -6.00 - 12 8 56
23 Sept 4268.50 153 3.00 - 32 22 47
20 Sept 4284.90 150 14.10 - 12 10 25
19 Sept 4296.15 135.9 0.90 - 8 7 14
18 Sept 4346.15 135 31.55 - 7 6 6
5 Sept 4475.95 103.45 0.00 - 0 0 0
2 Sept 4521.05 103.45 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4300 expiring on 28NOV2024

Delta for 4300 PE is -0.91

Historical price for 4300 PE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 230.1, which was -27.90 lower than the previous day. The implied volatity was 28.16, the open interest changed by 19 which increased total open position to 954


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 258, which was 0.00 lower than the previous day. The implied volatity was 30.75, the open interest changed by -44 which decreased total open position to 934


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 258, which was -22.00 lower than the previous day. The implied volatity was 30.75, the open interest changed by -45 which decreased total open position to 934


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 280, which was 120.45 higher than the previous day. The implied volatity was 29.85, the open interest changed by -87 which decreased total open position to 982


On 14 Nov TCS was trading at 4145.90. The strike last trading price was 159.55, which was 15.35 higher than the previous day. The implied volatity was 22.02, the open interest changed by -7 which decreased total open position to 1069


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 144.2, which was 14.10 higher than the previous day. The implied volatity was 16.50, the open interest changed by -11 which decreased total open position to 1076


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 130.1, which was 11.65 higher than the previous day. The implied volatity was 19.20, the open interest changed by -7 which decreased total open position to 1086


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 118.45, which was -46.55 lower than the previous day. The implied volatity was 16.97, the open interest changed by -60 which decreased total open position to 1095


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 165, which was 4.95 higher than the previous day. The implied volatity was 18.91, the open interest changed by -42 which decreased total open position to 1155


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 160.05, which was -8.15 lower than the previous day. The implied volatity was 19.64, the open interest changed by 34 which increased total open position to 1195


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 168.2, which was -154.80 lower than the previous day. The implied volatity was 21.21, the open interest changed by -96 which decreased total open position to 1169


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 323, which was 6.15 higher than the previous day. The implied volatity was 27.69, the open interest changed by 59 which increased total open position to 1264


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 316.85, which was -2.15 lower than the previous day. The implied volatity was 22.94, the open interest changed by -17 which decreased total open position to 1204


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 319, which was 6.15 higher than the previous day. The implied volatity was 28.93, the open interest changed by 1 which increased total open position to 1221


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 312.85, which was 88.15 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 224.7, which was 12.90 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 211.8, which was 2.00 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 209.8, which was -24.55 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 234.35, which was -5.00 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 239.35, which was 9.65 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 229.7, which was -36.30 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 266, which was 41.35 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 224.65, which was 43.25 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 181.4, which was -10.95 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 192.35, 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 16 Oct TCS was trading at 4094.95. The strike last trading price was 222.35, which was 27.20 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 195.15, which was 22.95 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 172.2, which was -1.80 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 174, which was 11.05 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 162.95, which was 8.40 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 154.55, which was -5.45 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 160, 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 7 Oct TCS was trading at 4272.85. The strike last trading price was 150.55, 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 4 Oct TCS was trading at 4252.25. The strike last trading price was 160.55, which was 7.65 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 152.9, which was 13.05 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 139.85, which was -1.15 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 141, which was 11.00 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 130, which was -20.25 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 150.25, which was -3.75 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 154, which was 7.00 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 147, which was -6.00 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 153, which was 3.00 higher 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 150, which was 14.10 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 135.9, which was 0.90 higher 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 135, which was 31.55 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 103.45, 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 103.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to