TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.58
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 3.5 | -7.70 | 29.46 | 20,385 | 242 | 4,252 | |||
| 19 Dec | 4271.90 | 11.2 | -9.00 | 25.04 | 13,175 | -178 | 4,104 | |||
| 18 Dec | 4347.85 | 20.2 | -2.15 | 20.06 | 9,288 | -515 | 4,313 | |||
| 17 Dec | 4328.50 | 22.35 | -24.55 | 23.51 | 15,323 | 1,017 | 4,829 | |||
| 16 Dec | 4415.20 | 46.9 | -30.10 | 19.55 | 11,276 | 1,389 | 3,827 | |||
| 13 Dec | 4473.90 | 77 | 10.00 | 16.17 | 13,127 | -427 | 2,449 | |||
| 12 Dec | 4454.95 | 67 | 9.15 | 15.08 | 11,703 | 69 | 2,893 | |||
| 11 Dec | 4427.45 | 57.85 | -11.30 | 17.35 | 7,558 | 78 | 2,847 | |||
| 10 Dec | 4432.55 | 69.15 | -6.05 | 17.67 | 11,574 | 298 | 2,795 | |||
| 9 Dec | 4452.15 | 75.2 | 2.15 | 17.47 | 6,720 | 214 | 2,498 | |||
| 6 Dec | 4445.50 | 73.05 | -17.05 | 15.31 | 5,912 | 298 | 2,297 | |||
| 5 Dec | 4464.05 | 90.1 | 48.10 | 17.36 | 16,925 | 403 | 2,072 | |||
| 4 Dec | 4354.40 | 42 | 12.55 | 17.66 | 10,182 | 812 | 1,668 | |||
| 3 Dec | 4302.75 | 29.45 | 1.25 | 17.01 | 3,254 | 11 | 859 | |||
| 2 Dec | 4276.65 | 28.2 | -2.35 | 18.67 | 2,429 | 144 | 851 | |||
| 29 Nov | 4270.85 | 30.55 | -2.40 | 18.21 | 2,023 | -113 | 707 | |||
| 28 Nov | 4244.90 | 32.95 | -22.05 | 19.46 | 2,208 | 263 | 821 | |||
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| 27 Nov | 4332.55 | 55 | -4.00 | 18.31 | 1,039 | 258 | 559 | |||
| 26 Nov | 4352.70 | 59 | 0.50 | 17.30 | 667 | 37 | 299 | |||
| 25 Nov | 4315.10 | 58.5 | 30.00 | 19.27 | 496 | 206 | 257 | |||
| 22 Nov | 4244.60 | 28.5 | 19.55 | 17.85 | 388 | 87 | 138 | |||
| 21 Nov | 4072.85 | 8.95 | -1.75 | 18.49 | 30 | 23 | 49 | |||
| 20 Nov | 4039.55 | 10.7 | 0.00 | 19.91 | 68 | 26 | 27 | |||
| 19 Nov | 4039.55 | 10.7 | -15.35 | 19.91 | 68 | 27 | 27 | |||
| 18 Nov | 4019.50 | 26.05 | 0.00 | 7.13 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 26.05 | 0.00 | 4.46 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 26.05 | 0.00 | 4.31 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 26.05 | 0.00 | 3.71 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 26.05 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 8 Nov | 4147.00 | 26.05 | 0.00 | 4.26 | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 26.05 | 0.00 | 4.07 | 0 | 0 | 0 | |||
| 6 Nov | 4139.65 | 26.05 | 0.00 | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4450 expiring on 26DEC2024
Delta for 4450 CE is 0.05
Historical price for 4450 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 3.5, which was -7.70 lower than the previous day. The implied volatity was 29.46, the open interest changed by 242 which increased total open position to 4252
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 11.2, which was -9.00 lower than the previous day. The implied volatity was 25.04, the open interest changed by -178 which decreased total open position to 4104
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 20.2, which was -2.15 lower than the previous day. The implied volatity was 20.06, the open interest changed by -515 which decreased total open position to 4313
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 22.35, which was -24.55 lower than the previous day. The implied volatity was 23.51, the open interest changed by 1017 which increased total open position to 4829
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 46.9, which was -30.10 lower than the previous day. The implied volatity was 19.55, the open interest changed by 1389 which increased total open position to 3827
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 77, which was 10.00 higher than the previous day. The implied volatity was 16.17, the open interest changed by -427 which decreased total open position to 2449
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 67, which was 9.15 higher than the previous day. The implied volatity was 15.08, the open interest changed by 69 which increased total open position to 2893
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 57.85, which was -11.30 lower than the previous day. The implied volatity was 17.35, the open interest changed by 78 which increased total open position to 2847
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 69.15, which was -6.05 lower than the previous day. The implied volatity was 17.67, the open interest changed by 298 which increased total open position to 2795
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 75.2, which was 2.15 higher than the previous day. The implied volatity was 17.47, the open interest changed by 214 which increased total open position to 2498
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 73.05, which was -17.05 lower than the previous day. The implied volatity was 15.31, the open interest changed by 298 which increased total open position to 2297
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 90.1, which was 48.10 higher than the previous day. The implied volatity was 17.36, the open interest changed by 403 which increased total open position to 2072
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 42, which was 12.55 higher than the previous day. The implied volatity was 17.66, the open interest changed by 812 which increased total open position to 1668
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 29.45, which was 1.25 higher than the previous day. The implied volatity was 17.01, the open interest changed by 11 which increased total open position to 859
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 28.2, which was -2.35 lower than the previous day. The implied volatity was 18.67, the open interest changed by 144 which increased total open position to 851
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 30.55, which was -2.40 lower than the previous day. The implied volatity was 18.21, the open interest changed by -113 which decreased total open position to 707
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 32.95, which was -22.05 lower than the previous day. The implied volatity was 19.46, the open interest changed by 263 which increased total open position to 821
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 55, which was -4.00 lower than the previous day. The implied volatity was 18.31, the open interest changed by 258 which increased total open position to 559
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 59, which was 0.50 higher than the previous day. The implied volatity was 17.30, the open interest changed by 37 which increased total open position to 299
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 58.5, which was 30.00 higher than the previous day. The implied volatity was 19.27, the open interest changed by 206 which increased total open position to 257
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 28.5, which was 19.55 higher than the previous day. The implied volatity was 17.85, the open interest changed by 87 which increased total open position to 138
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 8.95, which was -1.75 lower than the previous day. The implied volatity was 18.49, the open interest changed by 23 which increased total open position to 49
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 19.91, the open interest changed by 26 which increased total open position to 27
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 10.7, which was -15.35 lower than the previous day. The implied volatity was 19.91, the open interest changed by 27 which increased total open position to 27
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 26.05, which was 0.00 lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 26.05, which was 0.00 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 26.05, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 26.05, which was 0.00 lower than the previous day. The implied volatity was 3.71, 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 26.05, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 26.05, which was 0.00 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 26.05, which was 0.00 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 26.05, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TCS 26DEC2024 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 1.20
Theta: -3.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 282 | 117.75 | 43.55 | 785 | -174 | 860 |
| 19 Dec | 4271.90 | 164.25 | 42.25 | 18.50 | 1,519 | -209 | 1,040 |
| 18 Dec | 4347.85 | 122 | -8.00 | 27.69 | 628 | -218 | 1,250 |
| 17 Dec | 4328.50 | 130 | 57.85 | 19.16 | 3,542 | -194 | 1,470 |
| 16 Dec | 4415.20 | 72.15 | 30.70 | 20.74 | 6,975 | -94 | 1,665 |
| 13 Dec | 4473.90 | 41.45 | -15.55 | 17.78 | 9,552 | 267 | 1,760 |
| 12 Dec | 4454.95 | 57 | -18.25 | 20.06 | 6,325 | 217 | 1,494 |
| 11 Dec | 4427.45 | 75.25 | 4.25 | 19.77 | 3,634 | -47 | 1,279 |
| 10 Dec | 4432.55 | 71 | -1.10 | 20.14 | 6,397 | -289 | 1,313 |
| 9 Dec | 4452.15 | 72.1 | -3.80 | 20.94 | 4,376 | 38 | 1,611 |
| 6 Dec | 4445.50 | 75.9 | 4.95 | 20.48 | 5,037 | 82 | 1,587 |
| 5 Dec | 4464.05 | 70.95 | -61.15 | 20.11 | 6,356 | 1,327 | 1,504 |
| 4 Dec | 4354.40 | 132.1 | -32.30 | 19.90 | 975 | -4 | 177 |
| 3 Dec | 4302.75 | 164.4 | -15.55 | 21.29 | 55 | -5 | 182 |
| 2 Dec | 4276.65 | 179.95 | -3.90 | 18.60 | 29 | -4 | 187 |
| 29 Nov | 4270.85 | 183.85 | -10.75 | 18.78 | 27 | -2 | 190 |
| 28 Nov | 4244.90 | 194.6 | 54.75 | 18.50 | 368 | -38 | 191 |
| 27 Nov | 4332.55 | 139.85 | -3.70 | 18.97 | 392 | 106 | 229 |
| 26 Nov | 4352.70 | 143.55 | -9.45 | 21.84 | 441 | 113 | 122 |
| 25 Nov | 4315.10 | 153 | -305.20 | 19.72 | 14 | 8 | 8 |
| 22 Nov | 4244.60 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4072.85 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4019.50 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 458.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 458.2 | 0.00 | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4450 expiring on 26DEC2024
Delta for 4450 PE is -0.86
Historical price for 4450 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 282, which was 117.75 higher than the previous day. The implied volatity was 43.55, the open interest changed by -174 which decreased total open position to 860
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 164.25, which was 42.25 higher than the previous day. The implied volatity was 18.50, the open interest changed by -209 which decreased total open position to 1040
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 122, which was -8.00 lower than the previous day. The implied volatity was 27.69, the open interest changed by -218 which decreased total open position to 1250
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 130, which was 57.85 higher than the previous day. The implied volatity was 19.16, the open interest changed by -194 which decreased total open position to 1470
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 72.15, which was 30.70 higher than the previous day. The implied volatity was 20.74, the open interest changed by -94 which decreased total open position to 1665
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 41.45, which was -15.55 lower than the previous day. The implied volatity was 17.78, the open interest changed by 267 which increased total open position to 1760
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 57, which was -18.25 lower than the previous day. The implied volatity was 20.06, the open interest changed by 217 which increased total open position to 1494
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 75.25, which was 4.25 higher than the previous day. The implied volatity was 19.77, the open interest changed by -47 which decreased total open position to 1279
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 71, which was -1.10 lower than the previous day. The implied volatity was 20.14, the open interest changed by -289 which decreased total open position to 1313
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 72.1, which was -3.80 lower than the previous day. The implied volatity was 20.94, the open interest changed by 38 which increased total open position to 1611
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 75.9, which was 4.95 higher than the previous day. The implied volatity was 20.48, the open interest changed by 82 which increased total open position to 1587
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 70.95, which was -61.15 lower than the previous day. The implied volatity was 20.11, the open interest changed by 1327 which increased total open position to 1504
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 132.1, which was -32.30 lower than the previous day. The implied volatity was 19.90, the open interest changed by -4 which decreased total open position to 177
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 164.4, which was -15.55 lower than the previous day. The implied volatity was 21.29, the open interest changed by -5 which decreased total open position to 182
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 179.95, which was -3.90 lower than the previous day. The implied volatity was 18.60, the open interest changed by -4 which decreased total open position to 187
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 183.85, which was -10.75 lower than the previous day. The implied volatity was 18.78, the open interest changed by -2 which decreased total open position to 190
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 194.6, which was 54.75 higher than the previous day. The implied volatity was 18.50, the open interest changed by -38 which decreased total open position to 191
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 139.85, which was -3.70 lower than the previous day. The implied volatity was 18.97, the open interest changed by 106 which increased total open position to 229
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 143.55, which was -9.45 lower than the previous day. The implied volatity was 21.84, the open interest changed by 113 which increased total open position to 122
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 153, which was -305.20 lower than the previous day. The implied volatity was 19.72, the open interest changed by 8 which increased total open position to 8
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 458.2, 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 21 Nov TCS was trading at 4072.85. The strike last trading price was 458.2, 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 20 Nov TCS was trading at 4039.55. The strike last trading price was 458.2, 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 19 Nov TCS was trading at 4039.55. The strike last trading price was 458.2, 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 18 Nov TCS was trading at 4019.50. The strike last trading price was 458.2, 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 14 Nov TCS was trading at 4145.90. The strike last trading price was 458.2, 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 13 Nov TCS was trading at 4150.35. The strike last trading price was 458.2, 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 12 Nov TCS was trading at 4197.40. The strike last trading price was 458.2, 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 11 Nov TCS was trading at 4198.70. The strike last trading price was 458.2, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 458.2, 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 7 Nov TCS was trading at 4150.90. The strike last trading price was 458.2, 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 6 Nov TCS was trading at 4139.65. The strike last trading price was 458.2, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
