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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 4350 CE
Delta: 0.09
Vega: 1.30
Theta: -0.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 5.3 -2.55 16.29 2,250 46 1,080
13 Nov 4150.35 7.85 -2.40 17.14 2,977 84 1,029
12 Nov 4197.40 10.25 -3.30 15.83 3,632 22 978
11 Nov 4198.70 13.55 2.85 16.30 6,391 74 965
8 Nov 4147.00 10.7 -4.50 16.94 2,451 -97 908
7 Nov 4150.90 15.2 -0.35 17.74 4,064 165 1,036
6 Nov 4139.65 15.55 8.60 17.60 4,425 123 874
5 Nov 3971.35 6.95 -0.05 22.57 586 -76 749
4 Nov 3964.15 7 -3.25 22.31 1,424 -50 823
1 Nov 3984.20 10.25 -2.20 22.12 227 53 868
31 Oct 3968.45 12.45 -6.10 - 1,516 257 821
30 Oct 4084.65 18.55 0.05 - 777 219 562
29 Oct 4075.25 18.5 -1.90 - 534 128 344
28 Oct 4090.85 20.4 0.45 - 445 50 217
25 Oct 4057.55 19.95 -1.25 - 314 12 167
24 Oct 4047.90 21.2 -2.00 - 58 15 152
23 Oct 4066.25 23.2 3.25 - 85 3 137
22 Oct 4015.50 19.95 -8.15 - 97 -26 135
21 Oct 4079.85 28.1 -9.25 - 47 9 161
18 Oct 4123.05 37.35 -2.65 - 66 2 152
17 Oct 4109.00 40 6.20 - 31 20 150
16 Oct 4094.95 33.8 -4.85 - 114 87 131
15 Oct 4116.80 38.65 -9.60 - 34 -1 36
14 Oct 4136.65 48.25 -4.65 - 35 1 37
11 Oct 4149.20 52.9 -42.10 - 107 23 35
10 Oct 4227.40 95 -17.35 - 7 3 10
9 Oct 4252.95 112.35 0.00 - 0 0 0
8 Oct 4253.25 112.35 0.00 - 0 0 0
7 Oct 4272.85 112.35 0.00 - 0 2 0
4 Oct 4252.25 112.35 0.00 - 2 0 5
3 Oct 4232.75 112.35 -32.25 - 3 2 5
1 Oct 4287.90 144.6 -14.40 - 3 0 4
30 Sept 4268.50 159 0.00 - 0 4 0
27 Sept 4308.70 159 - 5 4 4


For Tata Consultancy Serv Lt - strike price 4350 expiring on 28NOV2024

Delta for 4350 CE is 0.09

Historical price for 4350 CE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 5.3, which was -2.55 lower than the previous day. The implied volatity was 16.29, the open interest changed by 46 which increased total open position to 1080


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 7.85, which was -2.40 lower than the previous day. The implied volatity was 17.14, the open interest changed by 84 which increased total open position to 1029


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 10.25, which was -3.30 lower than the previous day. The implied volatity was 15.83, the open interest changed by 22 which increased total open position to 978


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 13.55, which was 2.85 higher than the previous day. The implied volatity was 16.30, the open interest changed by 74 which increased total open position to 965


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 10.7, which was -4.50 lower than the previous day. The implied volatity was 16.94, the open interest changed by -97 which decreased total open position to 908


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 15.2, which was -0.35 lower than the previous day. The implied volatity was 17.74, the open interest changed by 165 which increased total open position to 1036


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 15.55, which was 8.60 higher than the previous day. The implied volatity was 17.60, the open interest changed by 123 which increased total open position to 874


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was 22.57, the open interest changed by -76 which decreased total open position to 749


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 7, which was -3.25 lower than the previous day. The implied volatity was 22.31, the open interest changed by -50 which decreased total open position to 823


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 10.25, which was -2.20 lower than the previous day. The implied volatity was 22.12, the open interest changed by 53 which increased total open position to 868


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 12.45, which was -6.10 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 18.55, which was 0.05 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 18.5, which was -1.90 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 20.4, which was 0.45 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 19.95, which was -1.25 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 21.2, which was -2.00 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 23.2, which was 3.25 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 19.95, which was -8.15 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 28.1, which was -9.25 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 37.35, which was -2.65 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 40, 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 33.8, which was -4.85 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 38.65, which was -9.60 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 48.25, which was -4.65 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 52.9, 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 10 Oct TCS was trading at 4227.40. The strike last trading price was 95, which was -17.35 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 112.35, 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 112.35, 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 112.35, 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 112.35, 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 112.35, which was -32.25 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 144.6, which was -14.40 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 159, 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 159, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TCS 28NOV2024 4350 PE
Delta: -0.88
Vega: 1.64
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 194.4 7.70 18.84 3 1 240
13 Nov 4150.35 186.7 18.70 16.06 52 -32 241
12 Nov 4197.40 168 9.40 18.91 51 -9 274
11 Nov 4198.70 158.6 -44.85 17.05 101 38 282
8 Nov 4147.00 203.45 1.95 17.95 61 -17 244
7 Nov 4150.90 201.5 -8.95 20.49 48 -17 261
6 Nov 4139.65 210.45 -154.55 22.55 78 16 279
5 Nov 3971.35 365 0.00 26.78 1 0 264
4 Nov 3964.15 365 0.00 0.00 0 0 0
1 Nov 3984.20 365 0.00 0.00 0 4 0
31 Oct 3968.45 365 108.20 - 7 4 264
30 Oct 4084.65 256.8 2.75 - 47 37 256
29 Oct 4075.25 254.05 14.40 - 194 188 216
28 Oct 4090.85 239.65 63.10 - 28 26 26
25 Oct 4057.55 176.55 0.00 - 0 0 0
24 Oct 4047.90 176.55 0.00 - 0 0 0
23 Oct 4066.25 176.55 0.00 - 0 0 0
22 Oct 4015.50 176.55 0.00 - 0 0 0
21 Oct 4079.85 176.55 0.00 - 0 0 0
18 Oct 4123.05 176.55 0.00 - 0 0 0
17 Oct 4109.00 176.55 0.00 - 0 0 0
16 Oct 4094.95 176.55 0.00 - 0 0 0
15 Oct 4116.80 176.55 0.00 - 0 0 0
14 Oct 4136.65 176.55 0.00 - 0 0 0
11 Oct 4149.20 176.55 0.00 - 0 0 0
10 Oct 4227.40 176.55 0.00 - 0 0 0
9 Oct 4252.95 176.55 0.00 - 0 0 0
8 Oct 4253.25 176.55 0.00 - 0 0 0
7 Oct 4272.85 176.55 0.00 - 0 0 0
4 Oct 4252.25 176.55 0.00 - 0 0 0
3 Oct 4232.75 176.55 0.00 - 0 0 0
1 Oct 4287.90 176.55 0.00 - 0 0 0
30 Sept 4268.50 176.55 0.00 - 0 0 0
27 Sept 4308.70 176.55 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4350 expiring on 28NOV2024

Delta for 4350 PE is -0.88

Historical price for 4350 PE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 194.4, which was 7.70 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1 which increased total open position to 240


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 186.7, which was 18.70 higher than the previous day. The implied volatity was 16.06, the open interest changed by -32 which decreased total open position to 241


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 168, which was 9.40 higher than the previous day. The implied volatity was 18.91, the open interest changed by -9 which decreased total open position to 274


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 158.6, which was -44.85 lower than the previous day. The implied volatity was 17.05, the open interest changed by 38 which increased total open position to 282


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 203.45, which was 1.95 higher than the previous day. The implied volatity was 17.95, the open interest changed by -17 which decreased total open position to 244


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 201.5, which was -8.95 lower than the previous day. The implied volatity was 20.49, the open interest changed by -17 which decreased total open position to 261


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 210.45, which was -154.55 lower than the previous day. The implied volatity was 22.55, the open interest changed by 16 which increased total open position to 279


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 365, which was 0.00 lower than the previous day. The implied volatity was 26.78, the open interest changed by 0 which decreased total open position to 264


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 365, 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 1 Nov TCS was trading at 3984.20. The strike last trading price was 365, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 365, which was 108.20 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 256.8, which was 2.75 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 254.05, which was 14.40 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 239.65, which was 63.10 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 176.55, 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 24 Oct TCS was trading at 4047.90. The strike last trading price was 176.55, 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 23 Oct TCS was trading at 4066.25. The strike last trading price was 176.55, 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 22 Oct TCS was trading at 4015.50. The strike last trading price was 176.55, 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 21 Oct TCS was trading at 4079.85. The strike last trading price was 176.55, 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 18 Oct TCS was trading at 4123.05. The strike last trading price was 176.55, 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 176.55, 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 16 Oct TCS was trading at 4094.95. The strike last trading price was 176.55, 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 15 Oct TCS was trading at 4116.80. The strike last trading price was 176.55, 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 14 Oct TCS was trading at 4136.65. The strike last trading price was 176.55, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 176.55, 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 10 Oct TCS was trading at 4227.40. The strike last trading price was 176.55, 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 9 Oct TCS was trading at 4252.95. The strike last trading price was 176.55, 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 8 Oct TCS was trading at 4253.25. The strike last trading price was 176.55, 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 176.55, 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 4 Oct TCS was trading at 4252.25. The strike last trading price was 176.55, 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 3 Oct TCS was trading at 4232.75. The strike last trading price was 176.55, 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 1 Oct TCS was trading at 4287.90. The strike last trading price was 176.55, 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 30 Sept TCS was trading at 4268.50. The strike last trading price was 176.55, 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 27 Sept TCS was trading at 4308.70. The strike last trading price was 176.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to