TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.98
Theta: -2.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 6.4 | -23.65 | 23.98 | 35,679 | 1,380 | 4,526 | |||
| 19 Dec | 4271.90 | 30.05 | -22.65 | 23.16 | 15,835 | 514 | 3,152 | |||
| 18 Dec | 4347.85 | 52.7 | -2.80 | 17.41 | 10,132 | 261 | 2,643 | |||
| 17 Dec | 4328.50 | 55.5 | -48.45 | 23.39 | 9,011 | 890 | 2,348 | |||
| 16 Dec | 4415.20 | 103.95 | -47.00 | 19.61 | 1,272 | 41 | 1,457 | |||
| 13 Dec | 4473.90 | 150.95 | 16.40 | 16.33 | 1,115 | -40 | 1,417 | |||
| 12 Dec | 4454.95 | 134.55 | 16.50 | 13.37 | 885 | -137 | 1,457 | |||
| 11 Dec | 4427.45 | 118.05 | -13.25 | 17.62 | 850 | -62 | 1,596 | |||
| 10 Dec | 4432.55 | 131.3 | -9.70 | 17.55 | 707 | -66 | 1,658 | |||
| 9 Dec | 4452.15 | 141 | 4.00 | 17.99 | 342 | -11 | 1,721 | |||
| 6 Dec | 4445.50 | 137 | -23.25 | 14.81 | 655 | -30 | 1,735 | |||
| 5 Dec | 4464.05 | 160.25 | 74.15 | 18.73 | 6,641 | -628 | 1,768 | |||
| 4 Dec | 4354.40 | 86.1 | 21.90 | 18.07 | 14,585 | -274 | 2,408 | |||
| 3 Dec | 4302.75 | 64.2 | 3.20 | 16.83 | 7,532 | 646 | 2,693 | |||
| 2 Dec | 4276.65 | 61 | -0.85 | 19.29 | 4,110 | 321 | 2,046 | |||
| 29 Nov | 4270.85 | 61.85 | -1.25 | 18.32 | 3,641 | 119 | 1,727 | |||
| 28 Nov | 4244.90 | 63.1 | -34.85 | 19.51 | 4,583 | 221 | 1,606 | |||
| 27 Nov | 4332.55 | 97.95 | -5.45 | 18.30 | 3,092 | 662 | 1,538 | |||
| 26 Nov | 4352.70 | 103.4 | 2.40 | 16.92 | 2,648 | 243 | 875 | |||
| 25 Nov | 4315.10 | 101 | 49.00 | 19.44 | 2,362 | 500 | 632 | |||
| 22 Nov | 4244.60 | 52 | 35.15 | 17.15 | 687 | 261 | 393 | |||
| 21 Nov | 4072.85 | 16.85 | 0.50 | 17.50 | 248 | 50 | 137 | |||
| 20 Nov | 4039.55 | 16.35 | 0.00 | 18.03 | 199 | 49 | 87 | |||
| 19 Nov | 4039.55 | 16.35 | 0.25 | 18.03 | 199 | 49 | 87 | |||
| 18 Nov | 4019.50 | 16.1 | -15.90 | 18.85 | 58 | 4 | 36 | |||
| 14 Nov | 4145.90 | 32 | -4.65 | 15.32 | 18 | 7 | 27 | |||
| 13 Nov | 4150.35 | 36.65 | -12.85 | 15.81 | 1 | 0 | 20 | |||
| 12 Nov | 4197.40 | 49.5 | -1.00 | 16.45 | 14 | 8 | 21 | |||
| 11 Nov | 4198.70 | 50.5 | 6.15 | 16.11 | 5 | 3 | 13 | |||
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| 8 Nov | 4147.00 | 44.35 | -0.65 | 17.20 | 4 | 1 | 10 | |||
| 7 Nov | 4150.90 | 45 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 6 Nov | 4139.65 | 45 | 23.90 | 16.45 | 14 | 7 | 8 | |||
| 5 Nov | 3971.35 | 21.1 | -21.90 | 19.17 | 1 | 0 | 1 | |||
| 4 Nov | 3964.15 | 43 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 3984.20 | 43 | 23.11 | 1 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4350 expiring on 26DEC2024
Delta for 4350 CE is 0.11
Historical price for 4350 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 6.4, which was -23.65 lower than the previous day. The implied volatity was 23.98, the open interest changed by 1380 which increased total open position to 4526
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 30.05, which was -22.65 lower than the previous day. The implied volatity was 23.16, the open interest changed by 514 which increased total open position to 3152
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 52.7, which was -2.80 lower than the previous day. The implied volatity was 17.41, the open interest changed by 261 which increased total open position to 2643
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 55.5, which was -48.45 lower than the previous day. The implied volatity was 23.39, the open interest changed by 890 which increased total open position to 2348
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 103.95, which was -47.00 lower than the previous day. The implied volatity was 19.61, the open interest changed by 41 which increased total open position to 1457
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 150.95, which was 16.40 higher than the previous day. The implied volatity was 16.33, the open interest changed by -40 which decreased total open position to 1417
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 134.55, which was 16.50 higher than the previous day. The implied volatity was 13.37, the open interest changed by -137 which decreased total open position to 1457
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 118.05, which was -13.25 lower than the previous day. The implied volatity was 17.62, the open interest changed by -62 which decreased total open position to 1596
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 131.3, which was -9.70 lower than the previous day. The implied volatity was 17.55, the open interest changed by -66 which decreased total open position to 1658
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 141, which was 4.00 higher than the previous day. The implied volatity was 17.99, the open interest changed by -11 which decreased total open position to 1721
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 137, which was -23.25 lower than the previous day. The implied volatity was 14.81, the open interest changed by -30 which decreased total open position to 1735
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 160.25, which was 74.15 higher than the previous day. The implied volatity was 18.73, the open interest changed by -628 which decreased total open position to 1768
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 86.1, which was 21.90 higher than the previous day. The implied volatity was 18.07, the open interest changed by -274 which decreased total open position to 2408
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 64.2, which was 3.20 higher than the previous day. The implied volatity was 16.83, the open interest changed by 646 which increased total open position to 2693
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 61, which was -0.85 lower than the previous day. The implied volatity was 19.29, the open interest changed by 321 which increased total open position to 2046
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 61.85, which was -1.25 lower than the previous day. The implied volatity was 18.32, the open interest changed by 119 which increased total open position to 1727
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 63.1, which was -34.85 lower than the previous day. The implied volatity was 19.51, the open interest changed by 221 which increased total open position to 1606
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 97.95, which was -5.45 lower than the previous day. The implied volatity was 18.30, the open interest changed by 662 which increased total open position to 1538
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 103.4, which was 2.40 higher than the previous day. The implied volatity was 16.92, the open interest changed by 243 which increased total open position to 875
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 101, which was 49.00 higher than the previous day. The implied volatity was 19.44, the open interest changed by 500 which increased total open position to 632
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 52, which was 35.15 higher than the previous day. The implied volatity was 17.15, the open interest changed by 261 which increased total open position to 393
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 16.85, which was 0.50 higher than the previous day. The implied volatity was 17.50, the open interest changed by 50 which increased total open position to 137
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 18.03, the open interest changed by 49 which increased total open position to 87
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 16.35, which was 0.25 higher than the previous day. The implied volatity was 18.03, the open interest changed by 49 which increased total open position to 87
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 16.1, which was -15.90 lower than the previous day. The implied volatity was 18.85, the open interest changed by 4 which increased total open position to 36
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 32, which was -4.65 lower than the previous day. The implied volatity was 15.32, the open interest changed by 7 which increased total open position to 27
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 36.65, which was -12.85 lower than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 20
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 49.5, which was -1.00 lower than the previous day. The implied volatity was 16.45, the open interest changed by 8 which increased total open position to 21
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 50.5, which was 6.15 higher than the previous day. The implied volatity was 16.11, the open interest changed by 3 which increased total open position to 13
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 44.35, which was -0.65 lower than the previous day. The implied volatity was 17.20, 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 45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 45, which was 23.90 higher than the previous day. The implied volatity was 16.45, the open interest changed by 7 which increased total open position to 8
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 21.1, which was -21.90 lower than the previous day. The implied volatity was 19.17, the open interest changed by 0 which decreased total open position to 1
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 43, which was lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 0
| TCS 26DEC2024 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 1.44
Theta: -3.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 183.65 | 98.45 | 33.28 | 3,961 | -399 | 1,245 |
| 19 Dec | 4271.90 | 85.2 | 30.50 | 20.58 | 6,085 | -160 | 1,648 |
| 18 Dec | 4347.85 | 54.7 | -9.20 | 24.14 | 6,477 | -30 | 1,808 |
| 17 Dec | 4328.50 | 63.9 | 34.60 | 20.35 | 12,421 | 372 | 1,843 |
| 16 Dec | 4415.20 | 29.3 | 12.85 | 20.91 | 4,945 | 84 | 1,467 |
| 13 Dec | 4473.90 | 16.45 | -8.30 | 19.12 | 6,431 | -236 | 1,375 |
| 12 Dec | 4454.95 | 24.75 | -11.05 | 20.60 | 4,417 | 195 | 1,615 |
| 11 Dec | 4427.45 | 35.8 | 0.85 | 20.43 | 2,375 | -101 | 1,428 |
| 10 Dec | 4432.55 | 34.95 | -2.60 | 20.98 | 3,885 | 47 | 1,538 |
| 9 Dec | 4452.15 | 37.55 | -3.40 | 21.95 | 2,925 | -8 | 1,489 |
| 6 Dec | 4445.50 | 40.95 | 0.60 | 21.39 | 3,146 | 26 | 1,500 |
| 5 Dec | 4464.05 | 40.35 | -36.95 | 21.66 | 8,090 | 144 | 1,472 |
| 4 Dec | 4354.40 | 77.3 | -23.40 | 20.28 | 7,737 | 488 | 1,331 |
| 3 Dec | 4302.75 | 100.7 | -10.30 | 20.96 | 1,274 | -8 | 843 |
| 2 Dec | 4276.65 | 111 | -12.15 | 18.67 | 712 | 21 | 852 |
| 29 Nov | 4270.85 | 123.15 | -7.45 | 20.39 | 478 | -21 | 832 |
| 28 Nov | 4244.90 | 130.6 | 44.90 | 19.85 | 2,551 | -77 | 858 |
| 27 Nov | 4332.55 | 85.7 | -4.30 | 19.36 | 2,690 | 394 | 939 |
| 26 Nov | 4352.70 | 90 | -9.80 | 21.66 | 1,696 | 370 | 550 |
| 25 Nov | 4315.10 | 99.8 | -274.40 | 20.56 | 416 | 173 | 173 |
| 22 Nov | 4244.60 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4072.85 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4019.50 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 374.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 374.2 | 374.20 | - | 0 | 0 | 0 |
| 1 Nov | 3984.20 | 0 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4350 expiring on 26DEC2024
Delta for 4350 PE is -0.81
Historical price for 4350 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 183.65, which was 98.45 higher than the previous day. The implied volatity was 33.28, the open interest changed by -399 which decreased total open position to 1245
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 85.2, which was 30.50 higher than the previous day. The implied volatity was 20.58, the open interest changed by -160 which decreased total open position to 1648
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 54.7, which was -9.20 lower than the previous day. The implied volatity was 24.14, the open interest changed by -30 which decreased total open position to 1808
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 63.9, which was 34.60 higher than the previous day. The implied volatity was 20.35, the open interest changed by 372 which increased total open position to 1843
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 29.3, which was 12.85 higher than the previous day. The implied volatity was 20.91, the open interest changed by 84 which increased total open position to 1467
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 16.45, which was -8.30 lower than the previous day. The implied volatity was 19.12, the open interest changed by -236 which decreased total open position to 1375
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 24.75, which was -11.05 lower than the previous day. The implied volatity was 20.60, the open interest changed by 195 which increased total open position to 1615
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 35.8, which was 0.85 higher than the previous day. The implied volatity was 20.43, the open interest changed by -101 which decreased total open position to 1428
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 34.95, which was -2.60 lower than the previous day. The implied volatity was 20.98, the open interest changed by 47 which increased total open position to 1538
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 37.55, which was -3.40 lower than the previous day. The implied volatity was 21.95, the open interest changed by -8 which decreased total open position to 1489
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 40.95, which was 0.60 higher than the previous day. The implied volatity was 21.39, the open interest changed by 26 which increased total open position to 1500
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 40.35, which was -36.95 lower than the previous day. The implied volatity was 21.66, the open interest changed by 144 which increased total open position to 1472
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 77.3, which was -23.40 lower than the previous day. The implied volatity was 20.28, the open interest changed by 488 which increased total open position to 1331
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 100.7, which was -10.30 lower than the previous day. The implied volatity was 20.96, the open interest changed by -8 which decreased total open position to 843
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 111, which was -12.15 lower than the previous day. The implied volatity was 18.67, the open interest changed by 21 which increased total open position to 852
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 123.15, which was -7.45 lower than the previous day. The implied volatity was 20.39, the open interest changed by -21 which decreased total open position to 832
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 130.6, which was 44.90 higher than the previous day. The implied volatity was 19.85, the open interest changed by -77 which decreased total open position to 858
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 85.7, which was -4.30 lower than the previous day. The implied volatity was 19.36, the open interest changed by 394 which increased total open position to 939
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 90, which was -9.80 lower than the previous day. The implied volatity was 21.66, the open interest changed by 370 which increased total open position to 550
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 99.8, which was -274.40 lower than the previous day. The implied volatity was 20.56, the open interest changed by 173 which increased total open position to 173
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 374.2, 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 21 Nov TCS was trading at 4072.85. The strike last trading price was 374.2, 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 20 Nov TCS was trading at 4039.55. The strike last trading price was 374.2, 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 19 Nov TCS was trading at 4039.55. The strike last trading price was 374.2, 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 18 Nov TCS was trading at 4019.50. The strike last trading price was 374.2, 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 14 Nov TCS was trading at 4145.90. The strike last trading price was 374.2, 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 13 Nov TCS was trading at 4150.35. The strike last trading price was 374.2, 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 12 Nov TCS was trading at 4197.40. The strike last trading price was 374.2, 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 11 Nov TCS was trading at 4198.70. The strike last trading price was 374.2, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 374.2, 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 374.2, 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 374.2, 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 374.2, 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 374.2, which was 374.20 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
