TCS
Tata Consultancy Serv Lt
Historical option data for TCS
21 Nov 2024 04:10 PM IST
| TCS 28NOV2024 4450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.25
Theta: -0.56
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4072.85 | 1.1 | -0.10 | 30.01 | 259 | -85 | 588 | |||
| 20 Nov | 4039.55 | 1.2 | 0.00 | 28.34 | 955 | -98 | 681 | |||
| 19 Nov | 4039.55 | 1.2 | -0.05 | 28.34 | 955 | -90 | 681 | |||
| 18 Nov | 4019.50 | 1.25 | -0.85 | 28.51 | 712 | -235 | 771 | |||
| 14 Nov | 4145.90 | 2.1 | -1.45 | 18.60 | 863 | 47 | 1,008 | |||
| 13 Nov | 4150.35 | 3.55 | -0.70 | 19.57 | 1,027 | 6 | 959 | |||
| 12 Nov | 4197.40 | 4.25 | -1.20 | 17.96 | 1,538 | 25 | 947 | |||
| 11 Nov | 4198.70 | 5.45 | 0.30 | 17.98 | 2,675 | 457 | 935 | |||
| 8 Nov | 4147.00 | 5.15 | -1.75 | 18.90 | 1,275 | 3 | 479 | |||
| 7 Nov | 4150.90 | 6.9 | -0.35 | 19.10 | 1,986 | 113 | 474 | |||
| 6 Nov | 4139.65 | 7.25 | 2.95 | 18.99 | 1,571 | 161 | 364 | |||
| 5 Nov | 3971.35 | 4.3 | 0.20 | 24.55 | 129 | -15 | 203 | |||
| 4 Nov | 3964.15 | 4.1 | -1.85 | 24.04 | 374 | -48 | 222 | |||
| 1 Nov | 3984.20 | 5.95 | -1.00 | 23.56 | 111 | 33 | 272 | |||
| 31 Oct | 3968.45 | 6.95 | -2.50 | - | 347 | 31 | 239 | |||
| 30 Oct | 4084.65 | 9.45 | 0.15 | - | 178 | 45 | 210 | |||
| 29 Oct | 4075.25 | 9.3 | -1.40 | - | 141 | 41 | 165 | |||
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| 28 Oct | 4090.85 | 10.7 | -0.20 | - | 102 | -18 | 124 | |||
| 25 Oct | 4057.55 | 10.9 | -1.60 | - | 80 | 27 | 142 | |||
| 24 Oct | 4047.90 | 12.5 | -1.40 | - | 67 | 23 | 116 | |||
| 23 Oct | 4066.25 | 13.9 | 1.80 | - | 64 | -3 | 93 | |||
| 22 Oct | 4015.50 | 12.1 | -4.90 | - | 70 | 31 | 88 | |||
| 21 Oct | 4079.85 | 17 | -4.70 | - | 24 | 9 | 59 | |||
| 18 Oct | 4123.05 | 21.7 | 0.70 | - | 7 | 3 | 48 | |||
| 17 Oct | 4109.00 | 21 | 1.00 | - | 1 | 0 | 44 | |||
| 16 Oct | 4094.95 | 20 | -2.45 | - | 24 | -2 | 43 | |||
| 15 Oct | 4116.80 | 22.45 | -8.95 | - | 38 | 12 | 42 | |||
| 14 Oct | 4136.65 | 31.4 | -1.60 | - | 17 | 5 | 30 | |||
| 11 Oct | 4149.20 | 33 | -22.00 | - | 46 | 21 | 22 | |||
| 10 Oct | 4227.40 | 55 | -13.60 | - | 1 | 0 | 0 | |||
| 9 Oct | 4252.95 | 68.6 | 0.00 | - | 0 | -1 | 0 | |||
| 8 Oct | 4253.25 | 68.6 | -25.40 | - | 1 | 0 | 1 | |||
| 7 Oct | 4272.85 | 94 | 0.00 | - | 0 | 1 | 0 | |||
| 4 Oct | 4252.25 | 94 | -36.75 | - | 1 | 0 | 0 | |||
| 3 Oct | 4232.75 | 130.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4287.90 | 130.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4268.50 | 130.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 4308.70 | 130.75 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4450 expiring on 28NOV2024
Delta for 4450 CE is 0.02
Historical price for 4450 CE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 30.01, the open interest changed by -85 which decreased total open position to 588
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 28.34, the open interest changed by -98 which decreased total open position to 681
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 28.34, the open interest changed by -90 which decreased total open position to 681
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 28.51, the open interest changed by -235 which decreased total open position to 771
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 2.1, which was -1.45 lower than the previous day. The implied volatity was 18.60, the open interest changed by 47 which increased total open position to 1008
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 3.55, which was -0.70 lower than the previous day. The implied volatity was 19.57, the open interest changed by 6 which increased total open position to 959
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 4.25, which was -1.20 lower than the previous day. The implied volatity was 17.96, the open interest changed by 25 which increased total open position to 947
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 5.45, which was 0.30 higher than the previous day. The implied volatity was 17.98, the open interest changed by 457 which increased total open position to 935
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 5.15, which was -1.75 lower than the previous day. The implied volatity was 18.90, the open interest changed by 3 which increased total open position to 479
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 6.9, which was -0.35 lower than the previous day. The implied volatity was 19.10, the open interest changed by 113 which increased total open position to 474
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 7.25, which was 2.95 higher than the previous day. The implied volatity was 18.99, the open interest changed by 161 which increased total open position to 364
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 4.3, which was 0.20 higher than the previous day. The implied volatity was 24.55, the open interest changed by -15 which decreased total open position to 203
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 4.1, which was -1.85 lower than the previous day. The implied volatity was 24.04, the open interest changed by -48 which decreased total open position to 222
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 5.95, which was -1.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 33 which increased total open position to 272
On 31 Oct TCS was trading at 3968.45. The strike last trading price was 6.95, which was -2.50 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 9.45, which was 0.15 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 9.3, which was -1.40 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 10.7, which was -0.20 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 10.9, 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 12.5, which was -1.40 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 13.9, which was 1.80 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 12.1, which was -4.90 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 17, which was -4.70 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 21.7, which was 0.70 higher 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 21, which was 1.00 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 20, 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 15 Oct TCS was trading at 4116.80. The strike last trading price was 22.45, which was -8.95 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 31.4, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 33, which was -22.00 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 55, which was -13.60 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 68.6, 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 68.6, which was -25.40 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 94, 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 94, which was -36.75 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 130.75, 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 130.75, 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 130.75, 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 130.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4072.85 | 283.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 283.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 283.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 4019.50 | 283.25 | 0.00 | 0.00 | 0 | 2 | 0 |
| 14 Nov | 4145.90 | 283.25 | -14.65 | - | 2 | 0 | 2 |
| 13 Nov | 4150.35 | 297.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 297.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 297.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 297.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 7 Nov | 4150.90 | 297.9 | 65.35 | 25.54 | 2 | 1 | 1 |
| 6 Nov | 4139.65 | 232.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 3984.20 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 3968.45 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 4084.65 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4075.25 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4090.85 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4057.55 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4047.90 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4066.25 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4015.50 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4079.85 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4123.05 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4109.00 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4094.95 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4116.80 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4136.65 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4149.20 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4227.40 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4252.95 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4253.25 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 4272.85 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4252.25 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4232.75 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4287.90 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4268.50 | 232.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 4308.70 | 232.55 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4450 expiring on 28NOV2024
Delta for 4450 PE is 0.00
Historical price for 4450 PE is as follows
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 283.25, 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 Nov TCS was trading at 4039.55. The strike last trading price was 283.25, 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 19 Nov TCS was trading at 4039.55. The strike last trading price was 283.25, 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 18 Nov TCS was trading at 4019.50. The strike last trading price was 283.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 283.25, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 297.9, 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 12 Nov TCS was trading at 4197.40. The strike last trading price was 297.9, 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 11 Nov TCS was trading at 4198.70. The strike last trading price was 297.9, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 297.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 297.9, which was 65.35 higher than the previous day. The implied volatity was 25.54, the open interest changed by 1 which increased total open position to 1
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 232.55, 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 5 Nov TCS was trading at 3971.35. The strike last trading price was 232.55, 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 232.55, 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 1 Nov TCS was trading at 3984.20. The strike last trading price was 232.55, 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 31 Oct TCS was trading at 3968.45. The strike last trading price was 232.55, 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 Oct TCS was trading at 4084.65. The strike last trading price was 232.55, 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 29 Oct TCS was trading at 4075.25. The strike last trading price was 232.55, 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 28 Oct TCS was trading at 4090.85. The strike last trading price was 232.55, 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 25 Oct TCS was trading at 4057.55. The strike last trading price was 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
