TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.37
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 1.5 | -0.25 | 24.50 | 1,631 | 16 | 1,321 | |||
| 20 Nov | 4039.55 | 1.75 | 0.00 | 23.84 | 3,900 | 211 | 1,310 | |||
| 19 Nov | 4039.55 | 1.75 | -0.35 | 23.84 | 3,900 | 216 | 1,310 | |||
| 18 Nov | 4019.50 | 2.1 | -3.20 | 24.94 | 3,282 | 31 | 1,108 | |||
| 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 | |||
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| 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 0.03
Historical price for 4350 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 24.50, the open interest changed by 16 which increased total open position to 1321
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 23.84, the open interest changed by 211 which increased total open position to 1310
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 23.84, the open interest changed by 216 which increased total open position to 1310
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 2.1, which was -3.20 lower than the previous day. The implied volatity was 24.94, the open interest changed by 31 which increased total open position to 1108
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: -0.78
Vega: 1.66
Theta: -5.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 313 | 53.00 | 57.69 | 3 | -1 | 235 |
| 20 Nov | 4039.55 | 260 | 0.00 | - | 18 | -1 | 237 |
| 19 Nov | 4039.55 | 260 | -8.55 | - | 18 | 0 | 237 |
| 18 Nov | 4019.50 | 268.55 | 74.15 | - | 1 | 0 | 238 |
| 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 -0.78
Historical price for 4350 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 313, which was 53.00 higher than the previous day. The implied volatity was 57.69, the open interest changed by -1 which decreased total open position to 235
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 260, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 237
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 260, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 237
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 268.55, which was 74.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 238
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
