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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 4400 CE
Delta: 0.02
Vega: 0.31
Theta: -0.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 1.3 -0.05 27.40 1,234 -162 1,721
20 Nov 4039.55 1.35 0.00 25.88 2,132 -180 1,886
19 Nov 4039.55 1.35 -0.20 25.88 2,132 -177 1,886
18 Nov 4019.50 1.55 -1.65 26.61 3,676 -69 2,064
14 Nov 4145.90 3.2 -1.90 17.36 3,205 188 2,145
13 Nov 4150.35 5.1 -1.50 18.27 2,934 15 1,959
12 Nov 4197.40 6.6 -1.70 16.95 3,203 -10 1,938
11 Nov 4198.70 8.3 0.95 16.20 7,368 134 1,958
8 Nov 4147.00 7.35 -2.70 17.92 3,714 -30 1,829
7 Nov 4150.90 10.05 -0.65 18.33 6,549 289 1,877
6 Nov 4139.65 10.7 5.35 18.35 5,925 -84 1,594
5 Nov 3971.35 5.35 0.15 23.53 1,211 37 1,675
4 Nov 3964.15 5.2 -2.45 23.07 1,758 -11 1,649
1 Nov 3984.20 7.65 -1.45 22.76 454 48 1,674
31 Oct 3968.45 9.1 -4.05 - 2,614 346 1,622
30 Oct 4084.65 13.15 0.05 - 854 193 1,276
29 Oct 4075.25 13.1 -1.65 - 748 -25 1,079
28 Oct 4090.85 14.75 0.10 - 879 30 1,104
25 Oct 4057.55 14.65 -1.60 - 833 3 1,074
24 Oct 4047.90 16.25 -1.00 - 504 -86 1,074
23 Oct 4066.25 17.25 1.50 - 963 3 1,071
22 Oct 4015.50 15.75 -6.05 - 751 -32 1,069
21 Oct 4079.85 21.8 -7.75 - 525 109 1,101
18 Oct 4123.05 29.55 -0.45 - 311 25 991
17 Oct 4109.00 30 4.45 - 293 67 966
16 Oct 4094.95 25.55 -4.25 - 538 112 900
15 Oct 4116.80 29.8 -7.75 - 670 143 784
14 Oct 4136.65 37.55 -5.45 - 428 121 633
11 Oct 4149.20 43 -32.05 - 1,083 202 514
10 Oct 4227.40 75.05 -24.95 - 225 95 309
9 Oct 4252.95 100 -2.45 - 47 13 214
8 Oct 4253.25 102.45 0.45 - 28 -2 202
7 Oct 4272.85 102 4.75 - 46 -1 204
4 Oct 4252.25 97.25 2.25 - 106 29 207
3 Oct 4232.75 95 -26.65 - 82 21 177
1 Oct 4287.90 121.65 0.55 - 75 3 155
30 Sept 4268.50 121.1 -20.40 - 127 35 152
27 Sept 4308.70 141.5 7.40 - 120 16 109
26 Sept 4292.50 134.1 10.10 - 78 2 94
25 Sept 4274.75 124 0.45 - 94 24 92
24 Sept 4271.30 123.55 4.05 - 44 3 68
23 Sept 4268.50 119.5 -4.15 - 32 22 63
20 Sept 4284.90 123.65 -14.35 - 33 20 42
19 Sept 4296.15 138 -29.10 - 35 21 22
18 Sept 4346.15 167.1 -162.15 - 1 0 0
5 Sept 4475.95 329.25 0.00 - 0 0 0
2 Sept 4521.05 329.25 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4400 expiring on 28NOV2024

Delta for 4400 CE is 0.02

Historical price for 4400 CE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 27.40, the open interest changed by -162 which decreased total open position to 1721


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 25.88, the open interest changed by -180 which decreased total open position to 1886


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was 25.88, the open interest changed by -177 which decreased total open position to 1886


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 1.55, which was -1.65 lower than the previous day. The implied volatity was 26.61, the open interest changed by -69 which decreased total open position to 2064


On 14 Nov TCS was trading at 4145.90. The strike last trading price was 3.2, which was -1.90 lower than the previous day. The implied volatity was 17.36, the open interest changed by 188 which increased total open position to 2145


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 5.1, which was -1.50 lower than the previous day. The implied volatity was 18.27, the open interest changed by 15 which increased total open position to 1959


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 6.6, which was -1.70 lower than the previous day. The implied volatity was 16.95, the open interest changed by -10 which decreased total open position to 1938


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 8.3, which was 0.95 higher than the previous day. The implied volatity was 16.20, the open interest changed by 134 which increased total open position to 1958


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 7.35, which was -2.70 lower than the previous day. The implied volatity was 17.92, the open interest changed by -30 which decreased total open position to 1829


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 10.05, which was -0.65 lower than the previous day. The implied volatity was 18.33, the open interest changed by 289 which increased total open position to 1877


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 10.7, which was 5.35 higher than the previous day. The implied volatity was 18.35, the open interest changed by -84 which decreased total open position to 1594


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 5.35, which was 0.15 higher than the previous day. The implied volatity was 23.53, the open interest changed by 37 which increased total open position to 1675


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 5.2, which was -2.45 lower than the previous day. The implied volatity was 23.07, the open interest changed by -11 which decreased total open position to 1649


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 7.65, which was -1.45 lower than the previous day. The implied volatity was 22.76, the open interest changed by 48 which increased total open position to 1674


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 9.1, which was -4.05 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 13.15, 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 13.1, which was -1.65 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 14.75, which was 0.10 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 14.65, which was -1.60 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 16.25, which was -1.00 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 17.25, which was 1.50 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 15.75, which was -6.05 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 21.8, which was -7.75 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 29.55, which was -0.45 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 30, which was 4.45 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 25.55, which was -4.25 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 29.8, which was -7.75 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 37.55, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 43, which was -32.05 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 75.05, which was -24.95 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 100, which was -2.45 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 102.45, 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 7 Oct TCS was trading at 4272.85. The strike last trading price was 102, which was 4.75 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 97.25, which was 2.25 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 95, which was -26.65 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 121.65, which was 0.55 higher 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 121.1, which was -20.40 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 141.5, which was 7.40 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 134.1, which was 10.10 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 124, 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 24 Sept TCS was trading at 4271.30. The strike last trading price was 123.55, which was 4.05 higher 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 119.5, which was -4.15 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 123.65, which was -14.35 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 138, which was -29.10 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 167.1, which was -162.15 lower 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 329.25, 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 329.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TCS 28NOV2024 4400 PE
Delta: -0.92
Vega: 0.82
Theta: -1.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4072.85 331 -29.00 38.25 80 -10 575
20 Nov 4039.55 360 0.00 40.96 19 -19 588
19 Nov 4039.55 360 -11.00 40.96 19 -16 588
18 Nov 4019.50 371 116.00 20.29 10 -3 605
14 Nov 4145.90 255 20.70 28.28 19 9 609
13 Nov 4150.35 234.3 30.40 17.29 44 -19 601
12 Nov 4197.40 203.9 -0.40 14.23 66 19 621
11 Nov 4198.70 204.3 -47.70 18.59 185 -7 602
8 Nov 4147.00 252 4.45 20.34 49 -1 610
7 Nov 4150.90 247.55 -3.95 22.29 150 -12 611
6 Nov 4139.65 251.5 -164.50 22.74 152 -52 623
5 Nov 3971.35 416 4.50 30.10 2 0 675
4 Nov 3964.15 411.5 1.50 24.82 41 -19 676
1 Nov 3984.20 410 1.00 31.44 5 1 698
31 Oct 3968.45 409 104.00 - 102 71 697
30 Oct 4084.65 305 6.00 - 216 136 624
29 Oct 4075.25 299 4.90 - 206 189 487
28 Oct 4090.85 294.1 -30.10 - 175 110 297
25 Oct 4057.55 324.2 -0.80 - 101 65 187
24 Oct 4047.90 325 8.50 - 27 0 122
23 Oct 4066.25 316.5 -34.00 - 79 47 121
22 Oct 4015.50 350.5 50.00 - 29 14 74
21 Oct 4079.85 300.5 40.00 - 16 7 59
18 Oct 4123.05 260.5 -17.55 - 2 0 52
17 Oct 4109.00 278.05 0.00 - 0 0 0
16 Oct 4094.95 278.05 0.00 - 0 -1 0
15 Oct 4116.80 278.05 26.05 - 6 0 53
14 Oct 4136.65 252 7.00 - 3 -1 53
11 Oct 4149.20 245 19.70 - 22 14 55
10 Oct 4227.40 225.3 18.45 - 24 19 39
9 Oct 4252.95 206.85 -7.20 - 18 5 18
8 Oct 4253.25 214.05 34.05 - 5 3 11
7 Oct 4272.85 180 0.00 - 0 1 0
4 Oct 4252.25 180 -7.05 - 1 0 7
3 Oct 4232.75 187.05 0.00 - 0 6 0
1 Oct 4287.90 187.05 35.95 - 6 4 5
30 Sept 4268.50 151.1 0.00 - 0 0 0
27 Sept 4308.70 151.1 0.00 - 0 0 0
26 Sept 4292.50 151.1 0.00 - 0 0 1
25 Sept 4274.75 151.1 0.00 - 0 0 1
24 Sept 4271.30 151.1 0.00 - 0 0 1
23 Sept 4268.50 151.1 0.00 - 0 0 0
20 Sept 4284.90 151.1 0.00 - 0 0 1
19 Sept 4296.15 151.1 0.00 - 0 1 0
18 Sept 4346.15 151.1 12.80 - 1 0 0
5 Sept 4475.95 138.3 0.00 - 0 0 0
2 Sept 4521.05 138.3 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4400 expiring on 28NOV2024

Delta for 4400 PE is -0.92

Historical price for 4400 PE is as follows

On 21 Nov TCS was trading at 4072.85. The strike last trading price was 331, which was -29.00 lower than the previous day. The implied volatity was 38.25, the open interest changed by -10 which decreased total open position to 575


On 20 Nov TCS was trading at 4039.55. The strike last trading price was 360, which was 0.00 lower than the previous day. The implied volatity was 40.96, the open interest changed by -19 which decreased total open position to 588


On 19 Nov TCS was trading at 4039.55. The strike last trading price was 360, which was -11.00 lower than the previous day. The implied volatity was 40.96, the open interest changed by -16 which decreased total open position to 588


On 18 Nov TCS was trading at 4019.50. The strike last trading price was 371, which was 116.00 higher than the previous day. The implied volatity was 20.29, the open interest changed by -3 which decreased total open position to 605


On 14 Nov TCS was trading at 4145.90. The strike last trading price was 255, which was 20.70 higher than the previous day. The implied volatity was 28.28, the open interest changed by 9 which increased total open position to 609


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 234.3, which was 30.40 higher than the previous day. The implied volatity was 17.29, the open interest changed by -19 which decreased total open position to 601


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 203.9, which was -0.40 lower than the previous day. The implied volatity was 14.23, the open interest changed by 19 which increased total open position to 621


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 204.3, which was -47.70 lower than the previous day. The implied volatity was 18.59, the open interest changed by -7 which decreased total open position to 602


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 252, which was 4.45 higher than the previous day. The implied volatity was 20.34, the open interest changed by -1 which decreased total open position to 610


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 247.55, which was -3.95 lower than the previous day. The implied volatity was 22.29, the open interest changed by -12 which decreased total open position to 611


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 251.5, which was -164.50 lower than the previous day. The implied volatity was 22.74, the open interest changed by -52 which decreased total open position to 623


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 416, which was 4.50 higher than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 675


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 411.5, which was 1.50 higher than the previous day. The implied volatity was 24.82, the open interest changed by -19 which decreased total open position to 676


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 410, which was 1.00 higher than the previous day. The implied volatity was 31.44, the open interest changed by 1 which increased total open position to 698


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 409, which was 104.00 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 305, 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 29 Oct TCS was trading at 4075.25. The strike last trading price was 299, which was 4.90 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 294.1, which was -30.10 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 324.2, which was -0.80 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 325, which was 8.50 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 316.5, which was -34.00 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 350.5, which was 50.00 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 300.5, which was 40.00 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 260.5, which was -17.55 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 278.05, 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 278.05, 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 278.05, which was 26.05 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 252, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 245, which was 19.70 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 225.3, which was 18.45 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 206.85, which was -7.20 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 214.05, which was 34.05 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 180, 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 180, which was -7.05 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 187.05, 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 187.05, which was 35.95 higher 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 151.1, 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 151.1, 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 26 Sept TCS was trading at 4292.50. The strike last trading price was 151.1, 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 25 Sept TCS was trading at 4274.75. The strike last trading price was 151.1, 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 Sept TCS was trading at 4271.30. The strike last trading price was 151.1, 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 151.1, 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 151.1, 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 151.1, 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 151.1, which was 12.80 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 138.3, 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 138.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to