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[--[65.84.65.76]--]
TCS
Tata Consultancy Serv Lt

4152.35 6.90 (0.17%)

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Historical option data for TCS

24 Jan 2025 04:10 PM IST
TCS 30JAN2025 4450 CE
Delta: 0.02
Vega: 0.29
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 4152.35 1.2 -1 26.19 2,147 -65 1,283
23 Jan 4145.45 2.05 -1.25 26.81 3,001 6 1,344
22 Jan 4156.60 3.3 0.60 27.00 2,467 -29 1,344
21 Jan 4035.85 2.7 -0.90 32.54 1,856 82 1,385
20 Jan 4077.80 3.6 -1.30 29.50 1,977 -124 1,311
17 Jan 4124.30 4.9 -2.05 24.06 3,107 -78 1,445
16 Jan 4206.30 6.95 -1.55 19.32 2,658 110 1,525
15 Jan 4249.60 8.5 -0.55 16.84 2,372 46 1,404
14 Jan 4233.05 9.05 -6.00 17.50 5,036 -109 1,361
13 Jan 4291.10 15.05 2.10 15.58 12,648 -99 1,472
10 Jan 4265.65 12.95 5.45 15.62 28,291 -3,102 1,564
9 Jan 4038.85 7.5 -5.85 25.05 7,864 1,840 4,629
8 Jan 4108.40 13.35 3.20 25.16 5,085 1,367 2,767
7 Jan 4028.30 10.15 -3.70 26.29 2,150 390 1,402
6 Jan 4095.00 13.85 0.85 24.50 2,276 118 1,014
3 Jan 4099.90 13 -2.75 22.16 1,043 -86 899
2 Jan 4175.75 15.75 2.70 19.19 1,887 13 988
1 Jan 4112.45 13.05 0.75 20.53 1,254 180 975
31 Dec 4094.80 12.3 -2.50 20.09 1,390 60 797
30 Dec 4158.80 14.8 -2.35 18.54 1,826 139 738
27 Dec 4164.85 17.15 -2.30 18.01 1,192 157 590
26 Dec 4169.10 19.45 -4.15 17.79 764 64 432
24 Dec 4179.50 23.6 -4.25 17.78 632 -34 359
23 Dec 4158.30 27.85 -5.35 19.95 474 55 393
20 Dec 4170.30 33.2 -33.85 19.34 611 126 337
19 Dec 4271.90 67.05 -20.35 19.88 364 53 207
18 Dec 4347.85 87.4 3.70 17.89 129 28 154
17 Dec 4328.50 83.7 -32.35 19.28 225 38 123
16 Dec 4415.20 116.05 -28.05 17.09 194 54 86
13 Dec 4473.90 144.1 5.50 15.12 21 10 31
12 Dec 4454.95 138.6 14.60 15.97 26 14 20
11 Dec 4427.45 124 -10.80 16.35 7 3 5
10 Dec 4432.55 134.8 -9.80 16.45 3 1 3
9 Dec 4452.15 144.6 -0.30 16.98 2 1 2
6 Dec 4445.50 144.9 31.05 16.38 2 1 1
5 Dec 4464.05 113.85 0.00 - 0 0 0
4 Dec 4354.40 113.85 0.00 0.60 0 0 0
3 Dec 4302.75 113.85 0.00 1.21 0 0 0
2 Dec 4276.65 113.85 0.00 1.63 0 0 0
29 Nov 4270.85 113.85 1.74 0 0 0


For Tata Consultancy Serv Lt - strike price 4450 expiring on 30JAN2025

Delta for 4450 CE is 0.02

Historical price for 4450 CE is as follows

On 24 Jan TCS was trading at 4152.35. The strike last trading price was 1.2, which was -1 lower than the previous day. The implied volatity was 26.19, the open interest changed by -65 which decreased total open position to 1283


On 23 Jan TCS was trading at 4145.45. The strike last trading price was 2.05, which was -1.25 lower than the previous day. The implied volatity was 26.81, the open interest changed by 6 which increased total open position to 1344


On 22 Jan TCS was trading at 4156.60. The strike last trading price was 3.3, which was 0.60 higher than the previous day. The implied volatity was 27.00, the open interest changed by -29 which decreased total open position to 1344


On 21 Jan TCS was trading at 4035.85. The strike last trading price was 2.7, which was -0.90 lower than the previous day. The implied volatity was 32.54, the open interest changed by 82 which increased total open position to 1385


On 20 Jan TCS was trading at 4077.80. The strike last trading price was 3.6, which was -1.30 lower than the previous day. The implied volatity was 29.50, the open interest changed by -124 which decreased total open position to 1311


On 17 Jan TCS was trading at 4124.30. The strike last trading price was 4.9, which was -2.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by -78 which decreased total open position to 1445


On 16 Jan TCS was trading at 4206.30. The strike last trading price was 6.95, which was -1.55 lower than the previous day. The implied volatity was 19.32, the open interest changed by 110 which increased total open position to 1525


On 15 Jan TCS was trading at 4249.60. The strike last trading price was 8.5, which was -0.55 lower than the previous day. The implied volatity was 16.84, the open interest changed by 46 which increased total open position to 1404


On 14 Jan TCS was trading at 4233.05. The strike last trading price was 9.05, which was -6.00 lower than the previous day. The implied volatity was 17.50, the open interest changed by -109 which decreased total open position to 1361


On 13 Jan TCS was trading at 4291.10. The strike last trading price was 15.05, which was 2.10 higher than the previous day. The implied volatity was 15.58, the open interest changed by -99 which decreased total open position to 1472


On 10 Jan TCS was trading at 4265.65. The strike last trading price was 12.95, which was 5.45 higher than the previous day. The implied volatity was 15.62, the open interest changed by -3102 which decreased total open position to 1564


On 9 Jan TCS was trading at 4038.85. The strike last trading price was 7.5, which was -5.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by 1840 which increased total open position to 4629


On 8 Jan TCS was trading at 4108.40. The strike last trading price was 13.35, which was 3.20 higher than the previous day. The implied volatity was 25.16, the open interest changed by 1367 which increased total open position to 2767


On 7 Jan TCS was trading at 4028.30. The strike last trading price was 10.15, which was -3.70 lower than the previous day. The implied volatity was 26.29, the open interest changed by 390 which increased total open position to 1402


On 6 Jan TCS was trading at 4095.00. The strike last trading price was 13.85, which was 0.85 higher than the previous day. The implied volatity was 24.50, the open interest changed by 118 which increased total open position to 1014


On 3 Jan TCS was trading at 4099.90. The strike last trading price was 13, which was -2.75 lower than the previous day. The implied volatity was 22.16, the open interest changed by -86 which decreased total open position to 899


On 2 Jan TCS was trading at 4175.75. The strike last trading price was 15.75, which was 2.70 higher than the previous day. The implied volatity was 19.19, the open interest changed by 13 which increased total open position to 988


On 1 Jan TCS was trading at 4112.45. The strike last trading price was 13.05, which was 0.75 higher than the previous day. The implied volatity was 20.53, the open interest changed by 180 which increased total open position to 975


On 31 Dec TCS was trading at 4094.80. The strike last trading price was 12.3, which was -2.50 lower than the previous day. The implied volatity was 20.09, the open interest changed by 60 which increased total open position to 797


On 30 Dec TCS was trading at 4158.80. The strike last trading price was 14.8, which was -2.35 lower than the previous day. The implied volatity was 18.54, the open interest changed by 139 which increased total open position to 738


On 27 Dec TCS was trading at 4164.85. The strike last trading price was 17.15, which was -2.30 lower than the previous day. The implied volatity was 18.01, the open interest changed by 157 which increased total open position to 590


On 26 Dec TCS was trading at 4169.10. The strike last trading price was 19.45, which was -4.15 lower than the previous day. The implied volatity was 17.79, the open interest changed by 64 which increased total open position to 432


On 24 Dec TCS was trading at 4179.50. The strike last trading price was 23.6, which was -4.25 lower than the previous day. The implied volatity was 17.78, the open interest changed by -34 which decreased total open position to 359


On 23 Dec TCS was trading at 4158.30. The strike last trading price was 27.85, which was -5.35 lower than the previous day. The implied volatity was 19.95, the open interest changed by 55 which increased total open position to 393


On 20 Dec TCS was trading at 4170.30. The strike last trading price was 33.2, which was -33.85 lower than the previous day. The implied volatity was 19.34, the open interest changed by 126 which increased total open position to 337


On 19 Dec TCS was trading at 4271.90. The strike last trading price was 67.05, which was -20.35 lower than the previous day. The implied volatity was 19.88, the open interest changed by 53 which increased total open position to 207


On 18 Dec TCS was trading at 4347.85. The strike last trading price was 87.4, which was 3.70 higher than the previous day. The implied volatity was 17.89, the open interest changed by 28 which increased total open position to 154


On 17 Dec TCS was trading at 4328.50. The strike last trading price was 83.7, which was -32.35 lower than the previous day. The implied volatity was 19.28, the open interest changed by 38 which increased total open position to 123


On 16 Dec TCS was trading at 4415.20. The strike last trading price was 116.05, which was -28.05 lower than the previous day. The implied volatity was 17.09, the open interest changed by 54 which increased total open position to 86


On 13 Dec TCS was trading at 4473.90. The strike last trading price was 144.1, which was 5.50 higher than the previous day. The implied volatity was 15.12, the open interest changed by 10 which increased total open position to 31


On 12 Dec TCS was trading at 4454.95. The strike last trading price was 138.6, which was 14.60 higher than the previous day. The implied volatity was 15.97, the open interest changed by 14 which increased total open position to 20


On 11 Dec TCS was trading at 4427.45. The strike last trading price was 124, which was -10.80 lower than the previous day. The implied volatity was 16.35, the open interest changed by 3 which increased total open position to 5


On 10 Dec TCS was trading at 4432.55. The strike last trading price was 134.8, which was -9.80 lower than the previous day. The implied volatity was 16.45, the open interest changed by 1 which increased total open position to 3


On 9 Dec TCS was trading at 4452.15. The strike last trading price was 144.6, which was -0.30 lower than the previous day. The implied volatity was 16.98, the open interest changed by 1 which increased total open position to 2


On 6 Dec TCS was trading at 4445.50. The strike last trading price was 144.9, which was 31.05 higher than the previous day. The implied volatity was 16.38, the open interest changed by 1 which increased total open position to 1


On 5 Dec TCS was trading at 4464.05. The strike last trading price was 113.85, 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 Dec TCS was trading at 4354.40. The strike last trading price was 113.85, which was 0.00 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TCS was trading at 4302.75. The strike last trading price was 113.85, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TCS was trading at 4276.65. The strike last trading price was 113.85, which was 0.00 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TCS was trading at 4270.85. The strike last trading price was 113.85, which was lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


TCS 30JAN2025 4450 PE
Delta: -0.93
Vega: 0.70
Theta: -0.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 4152.35 295 3 34.70 2 0 97
23 Jan 4145.45 292 -64.90 - 1 0 98
22 Jan 4156.60 356.9 0.00 0.00 0 0 0
21 Jan 4035.85 356.9 0.00 0.00 0 0 0
20 Jan 4077.80 356.9 42.75 - 2 0 98
17 Jan 4124.30 314.15 3.15 28.47 2 -1 99
16 Jan 4206.30 311 31.20 53.79 2 0 100
15 Jan 4249.60 279.8 29.75 50.67 1 0 101
14 Jan 4233.05 250.05 19.80 37.21 29 17 100
13 Jan 4291.10 230.25 -27.35 41.68 113 -43 81
10 Jan 4265.65 257.6 -182.00 40.67 191 -27 125
9 Jan 4038.85 439.6 56.30 47.55 21 -8 152
8 Jan 4108.40 383.3 18.30 41.15 2 0 161
7 Jan 4028.30 365 0.00 0.00 0 -6 0
6 Jan 4095.00 365 -5.00 32.75 9 -6 161
3 Jan 4099.90 370 55.95 35.10 5 0 168
2 Jan 4175.75 314.05 -30.65 33.49 7 4 167
1 Jan 4112.45 344.7 16.95 30.48 26 16 161
31 Dec 4094.80 327.75 0.00 0.00 0 19 0
30 Dec 4158.80 327.75 27.75 33.03 27 18 144
27 Dec 4164.85 300 -4.70 26.78 3 0 125
26 Dec 4169.10 304.7 19.60 29.92 6 2 126
24 Dec 4179.50 285.1 -15.80 27.05 259 -42 123
23 Dec 4158.30 300.9 -6.05 26.01 16 1 165
20 Dec 4170.30 306.95 99.00 30.17 167 11 164
19 Dec 4271.90 207.95 35.90 24.03 229 -9 150
18 Dec 4347.85 172.05 -3.75 25.03 65 12 158
17 Dec 4328.50 175.8 32.60 22.46 77 53 148
16 Dec 4415.20 143.2 31.60 24.84 157 89 95
13 Dec 4473.90 111.6 -19.40 23.31 10 2 4
12 Dec 4454.95 131 0.00 0.00 0 0 0
11 Dec 4427.45 131 0.00 0.00 0 -2 0
10 Dec 4432.55 131 1.00 23.49 7 -1 3
9 Dec 4452.15 130 -133.20 23.70 7 3 3
6 Dec 4445.50 263.2 0.00 0.86 0 0 0
5 Dec 4464.05 263.2 0.00 1.14 0 0 0
4 Dec 4354.40 263.2 0.00 - 0 0 0
3 Dec 4302.75 263.2 0.00 - 0 0 0
2 Dec 4276.65 263.2 0.00 - 0 0 0
29 Nov 4270.85 263.2 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4450 expiring on 30JAN2025

Delta for 4450 PE is -0.93

Historical price for 4450 PE is as follows

On 24 Jan TCS was trading at 4152.35. The strike last trading price was 295, which was 3 higher than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 97


On 23 Jan TCS was trading at 4145.45. The strike last trading price was 292, which was -64.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98


On 22 Jan TCS was trading at 4156.60. The strike last trading price was 356.9, 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 21 Jan TCS was trading at 4035.85. The strike last trading price was 356.9, 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 20 Jan TCS was trading at 4077.80. The strike last trading price was 356.9, which was 42.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98


On 17 Jan TCS was trading at 4124.30. The strike last trading price was 314.15, which was 3.15 higher than the previous day. The implied volatity was 28.47, the open interest changed by -1 which decreased total open position to 99


On 16 Jan TCS was trading at 4206.30. The strike last trading price was 311, which was 31.20 higher than the previous day. The implied volatity was 53.79, the open interest changed by 0 which decreased total open position to 100


On 15 Jan TCS was trading at 4249.60. The strike last trading price was 279.8, which was 29.75 higher than the previous day. The implied volatity was 50.67, the open interest changed by 0 which decreased total open position to 101


On 14 Jan TCS was trading at 4233.05. The strike last trading price was 250.05, which was 19.80 higher than the previous day. The implied volatity was 37.21, the open interest changed by 17 which increased total open position to 100


On 13 Jan TCS was trading at 4291.10. The strike last trading price was 230.25, which was -27.35 lower than the previous day. The implied volatity was 41.68, the open interest changed by -43 which decreased total open position to 81


On 10 Jan TCS was trading at 4265.65. The strike last trading price was 257.6, which was -182.00 lower than the previous day. The implied volatity was 40.67, the open interest changed by -27 which decreased total open position to 125


On 9 Jan TCS was trading at 4038.85. The strike last trading price was 439.6, which was 56.30 higher than the previous day. The implied volatity was 47.55, the open interest changed by -8 which decreased total open position to 152


On 8 Jan TCS was trading at 4108.40. The strike last trading price was 383.3, which was 18.30 higher than the previous day. The implied volatity was 41.15, the open interest changed by 0 which decreased total open position to 161


On 7 Jan TCS was trading at 4028.30. 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 -6 which decreased total open position to 0


On 6 Jan TCS was trading at 4095.00. The strike last trading price was 365, which was -5.00 lower than the previous day. The implied volatity was 32.75, the open interest changed by -6 which decreased total open position to 161


On 3 Jan TCS was trading at 4099.90. The strike last trading price was 370, which was 55.95 higher than the previous day. The implied volatity was 35.10, the open interest changed by 0 which decreased total open position to 168


On 2 Jan TCS was trading at 4175.75. The strike last trading price was 314.05, which was -30.65 lower than the previous day. The implied volatity was 33.49, the open interest changed by 4 which increased total open position to 167


On 1 Jan TCS was trading at 4112.45. The strike last trading price was 344.7, which was 16.95 higher than the previous day. The implied volatity was 30.48, the open interest changed by 16 which increased total open position to 161


On 31 Dec TCS was trading at 4094.80. The strike last trading price was 327.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0


On 30 Dec TCS was trading at 4158.80. The strike last trading price was 327.75, which was 27.75 higher than the previous day. The implied volatity was 33.03, the open interest changed by 18 which increased total open position to 144


On 27 Dec TCS was trading at 4164.85. The strike last trading price was 300, which was -4.70 lower than the previous day. The implied volatity was 26.78, the open interest changed by 0 which decreased total open position to 125


On 26 Dec TCS was trading at 4169.10. The strike last trading price was 304.7, which was 19.60 higher than the previous day. The implied volatity was 29.92, the open interest changed by 2 which increased total open position to 126


On 24 Dec TCS was trading at 4179.50. The strike last trading price was 285.1, which was -15.80 lower than the previous day. The implied volatity was 27.05, the open interest changed by -42 which decreased total open position to 123


On 23 Dec TCS was trading at 4158.30. The strike last trading price was 300.9, which was -6.05 lower than the previous day. The implied volatity was 26.01, the open interest changed by 1 which increased total open position to 165


On 20 Dec TCS was trading at 4170.30. The strike last trading price was 306.95, which was 99.00 higher than the previous day. The implied volatity was 30.17, the open interest changed by 11 which increased total open position to 164


On 19 Dec TCS was trading at 4271.90. The strike last trading price was 207.95, which was 35.90 higher than the previous day. The implied volatity was 24.03, the open interest changed by -9 which decreased total open position to 150


On 18 Dec TCS was trading at 4347.85. The strike last trading price was 172.05, which was -3.75 lower than the previous day. The implied volatity was 25.03, the open interest changed by 12 which increased total open position to 158


On 17 Dec TCS was trading at 4328.50. The strike last trading price was 175.8, which was 32.60 higher than the previous day. The implied volatity was 22.46, the open interest changed by 53 which increased total open position to 148


On 16 Dec TCS was trading at 4415.20. The strike last trading price was 143.2, which was 31.60 higher than the previous day. The implied volatity was 24.84, the open interest changed by 89 which increased total open position to 95


On 13 Dec TCS was trading at 4473.90. The strike last trading price was 111.6, which was -19.40 lower than the previous day. The implied volatity was 23.31, the open interest changed by 2 which increased total open position to 4


On 12 Dec TCS was trading at 4454.95. The strike last trading price was 131, 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 11 Dec TCS was trading at 4427.45. The strike last trading price was 131, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 10 Dec TCS was trading at 4432.55. The strike last trading price was 131, which was 1.00 higher than the previous day. The implied volatity was 23.49, the open interest changed by -1 which decreased total open position to 3


On 9 Dec TCS was trading at 4452.15. The strike last trading price was 130, which was -133.20 lower than the previous day. The implied volatity was 23.70, the open interest changed by 3 which increased total open position to 3


On 6 Dec TCS was trading at 4445.50. The strike last trading price was 263.2, which was 0.00 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TCS was trading at 4464.05. The strike last trading price was 263.2, which was 0.00 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TCS was trading at 4354.40. The strike last trading price was 263.2, 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 3 Dec TCS was trading at 4302.75. The strike last trading price was 263.2, 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 2 Dec TCS was trading at 4276.65. The strike last trading price was 263.2, 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 29 Nov TCS was trading at 4270.85. The strike last trading price was 263.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0