TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.45
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 2.65 | -4.95 | 31.89 | 24,135 | -203 | 6,961 | |||
| 19 Dec | 4271.90 | 7.6 | -5.20 | 26.87 | 14,646 | 194 | 7,113 | |||
| 18 Dec | 4347.85 | 12.8 | -1.55 | 21.53 | 12,174 | -342 | 6,914 | |||
| 17 Dec | 4328.50 | 14.35 | -14.15 | 24.33 | 22,246 | 1,369 | 7,254 | |||
| 16 Dec | 4415.20 | 28.5 | -22.00 | 19.51 | 19,609 | 1,530 | 5,925 | |||
| 13 Dec | 4473.90 | 50.5 | 7.10 | 16.29 | 26,829 | -289 | 4,392 | |||
| 12 Dec | 4454.95 | 43.4 | 5.80 | 15.46 | 24,226 | 185 | 4,716 | |||
| 11 Dec | 4427.45 | 37.6 | -9.05 | 17.38 | 10,912 | 305 | 4,540 | |||
| 10 Dec | 4432.55 | 46.65 | -4.70 | 17.65 | 21,145 | 523 | 4,245 | |||
| 9 Dec | 4452.15 | 51.35 | 1.85 | 17.38 | 11,397 | 14 | 3,727 | |||
| 6 Dec | 4445.50 | 49.5 | -13.75 | 15.35 | 9,678 | 196 | 3,756 | |||
| 5 Dec | 4464.05 | 63.25 | 35.40 | 16.94 | 27,066 | 693 | 3,559 | |||
| 4 Dec | 4354.40 | 27.85 | 8.75 | 17.62 | 17,495 | -172 | 2,857 | |||
| 3 Dec | 4302.75 | 19.1 | 0.15 | 17.12 | 6,512 | 192 | 3,034 | |||
| 2 Dec | 4276.65 | 18.95 | -1.75 | 18.78 | 5,536 | 474 | 2,775 | |||
| 29 Nov | 4270.85 | 20.7 | -1.95 | 18.25 | 8,034 | 174 | 2,290 | |||
| 28 Nov | 4244.90 | 22.65 | -17.15 | 19.36 | 8,439 | 487 | 2,124 | |||
| 27 Nov | 4332.55 | 39.8 | -3.20 | 18.36 | 2,503 | 200 | 1,643 | |||
| 26 Nov | 4352.70 | 43 | -0.10 | 17.45 | 3,038 | 274 | 1,430 | |||
| 25 Nov | 4315.10 | 43.1 | 22.55 | 19.24 | 2,422 | 640 | 1,158 | |||
| 22 Nov | 4244.60 | 20.55 | 13.45 | 18.11 | 1,274 | 159 | 677 | |||
| 21 Nov | 4072.85 | 7.1 | -0.10 | 19.37 | 503 | 75 | 523 | |||
| 20 Nov | 4039.55 | 7.2 | 0.00 | 19.85 | 405 | -3 | 447 | |||
| 19 Nov | 4039.55 | 7.2 | -1.35 | 19.85 | 405 | -4 | 447 | |||
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| 18 Nov | 4019.50 | 8.55 | -4.85 | 21.32 | 624 | 92 | 449 | |||
| 14 Nov | 4145.90 | 13.4 | -3.60 | 16.90 | 240 | 95 | 353 | |||
| 13 Nov | 4150.35 | 17 | -1.55 | 17.77 | 146 | -19 | 258 | |||
| 12 Nov | 4197.40 | 18.55 | -0.50 | 16.75 | 161 | 71 | 278 | |||
| 11 Nov | 4198.70 | 19.05 | 0.05 | 16.37 | 160 | 42 | 207 | |||
| 8 Nov | 4147.00 | 19 | -3.90 | 17.85 | 41 | 33 | 164 | |||
| 7 Nov | 4150.90 | 22.9 | 0.45 | 18.45 | 147 | 56 | 128 | |||
| 6 Nov | 4139.65 | 22.45 | -133.60 | 18.06 | 107 | 71 | 71 | |||
| 10 Oct | 4227.40 | 156.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4252.95 | 156.05 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4500 expiring on 26DEC2024
Delta for 4500 CE is 0.04
Historical price for 4500 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 2.65, which was -4.95 lower than the previous day. The implied volatity was 31.89, the open interest changed by -203 which decreased total open position to 6961
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 7.6, which was -5.20 lower than the previous day. The implied volatity was 26.87, the open interest changed by 194 which increased total open position to 7113
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 12.8, which was -1.55 lower than the previous day. The implied volatity was 21.53, the open interest changed by -342 which decreased total open position to 6914
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 14.35, which was -14.15 lower than the previous day. The implied volatity was 24.33, the open interest changed by 1369 which increased total open position to 7254
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 28.5, which was -22.00 lower than the previous day. The implied volatity was 19.51, the open interest changed by 1530 which increased total open position to 5925
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 50.5, which was 7.10 higher than the previous day. The implied volatity was 16.29, the open interest changed by -289 which decreased total open position to 4392
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 43.4, which was 5.80 higher than the previous day. The implied volatity was 15.46, the open interest changed by 185 which increased total open position to 4716
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 37.6, which was -9.05 lower than the previous day. The implied volatity was 17.38, the open interest changed by 305 which increased total open position to 4540
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 46.65, which was -4.70 lower than the previous day. The implied volatity was 17.65, the open interest changed by 523 which increased total open position to 4245
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 51.35, which was 1.85 higher than the previous day. The implied volatity was 17.38, the open interest changed by 14 which increased total open position to 3727
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 49.5, which was -13.75 lower than the previous day. The implied volatity was 15.35, the open interest changed by 196 which increased total open position to 3756
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 63.25, which was 35.40 higher than the previous day. The implied volatity was 16.94, the open interest changed by 693 which increased total open position to 3559
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 27.85, which was 8.75 higher than the previous day. The implied volatity was 17.62, the open interest changed by -172 which decreased total open position to 2857
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 19.1, which was 0.15 higher than the previous day. The implied volatity was 17.12, the open interest changed by 192 which increased total open position to 3034
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 18.95, which was -1.75 lower than the previous day. The implied volatity was 18.78, the open interest changed by 474 which increased total open position to 2775
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 20.7, which was -1.95 lower than the previous day. The implied volatity was 18.25, the open interest changed by 174 which increased total open position to 2290
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 22.65, which was -17.15 lower than the previous day. The implied volatity was 19.36, the open interest changed by 487 which increased total open position to 2124
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 39.8, which was -3.20 lower than the previous day. The implied volatity was 18.36, the open interest changed by 200 which increased total open position to 1643
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 43, which was -0.10 lower than the previous day. The implied volatity was 17.45, the open interest changed by 274 which increased total open position to 1430
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 43.1, which was 22.55 higher than the previous day. The implied volatity was 19.24, the open interest changed by 640 which increased total open position to 1158
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 20.55, which was 13.45 higher than the previous day. The implied volatity was 18.11, the open interest changed by 159 which increased total open position to 677
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 7.1, which was -0.10 lower than the previous day. The implied volatity was 19.37, the open interest changed by 75 which increased total open position to 523
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was 19.85, the open interest changed by -3 which decreased total open position to 447
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 7.2, which was -1.35 lower than the previous day. The implied volatity was 19.85, the open interest changed by -4 which decreased total open position to 447
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 8.55, which was -4.85 lower than the previous day. The implied volatity was 21.32, the open interest changed by 92 which increased total open position to 449
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 13.4, which was -3.60 lower than the previous day. The implied volatity was 16.90, the open interest changed by 95 which increased total open position to 353
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 17, which was -1.55 lower than the previous day. The implied volatity was 17.77, the open interest changed by -19 which decreased total open position to 258
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 18.55, which was -0.50 lower than the previous day. The implied volatity was 16.75, the open interest changed by 71 which increased total open position to 278
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 19.05, which was 0.05 higher than the previous day. The implied volatity was 16.37, the open interest changed by 42 which increased total open position to 207
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 19, which was -3.90 lower than the previous day. The implied volatity was 17.85, the open interest changed by 33 which increased total open position to 164
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 22.9, which was 0.45 higher than the previous day. The implied volatity was 18.45, the open interest changed by 56 which increased total open position to 128
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 22.45, which was -133.60 lower than the previous day. The implied volatity was 18.06, the open interest changed by 71 which increased total open position to 71
On 10 Oct TCS was trading at 4227.40. The strike last trading price was 156.05, 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 9 Oct TCS was trading at 4252.95. The strike last trading price was 156.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 26DEC2024 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 1.11
Theta: -3.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 331.4 | 119.90 | 48.34 | 361 | -109 | 801 |
| 19 Dec | 4271.90 | 211.5 | 46.70 | 17.97 | 584 | -95 | 915 |
| 18 Dec | 4347.85 | 164.8 | -6.50 | 30.73 | 361 | -93 | 1,011 |
| 17 Dec | 4328.50 | 171.3 | 66.55 | 17.84 | 1,749 | -62 | 1,104 |
| 16 Dec | 4415.20 | 104.75 | 41.25 | 21.25 | 4,597 | -394 | 1,173 |
| 13 Dec | 4473.90 | 63.5 | -20.80 | 17.45 | 6,002 | 419 | 1,535 |
| 12 Dec | 4454.95 | 84.3 | -20.55 | 19.92 | 3,916 | 147 | 1,116 |
| 11 Dec | 4427.45 | 104.85 | 7.05 | 19.95 | 1,356 | -5 | 972 |
| 10 Dec | 4432.55 | 97.8 | 0.60 | 20.04 | 3,488 | -18 | 972 |
| 9 Dec | 4452.15 | 97.2 | -6.25 | 20.65 | 2,502 | -80 | 1,000 |
| 6 Dec | 4445.50 | 103.45 | 9.75 | 20.87 | 2,777 | -389 | 1,079 |
| 5 Dec | 4464.05 | 93.7 | -73.30 | 19.63 | 4,290 | 952 | 1,460 |
| 4 Dec | 4354.40 | 167 | -37.95 | 19.96 | 787 | -26 | 506 |
| 3 Dec | 4302.75 | 204.95 | -10.85 | 22.41 | 130 | 57 | 532 |
| 2 Dec | 4276.65 | 215.8 | -14.20 | 16.99 | 60 | 12 | 476 |
| 29 Nov | 4270.85 | 230 | -5.75 | 20.85 | 137 | 42 | 464 |
| 28 Nov | 4244.90 | 235.75 | 60.85 | 18.82 | 351 | 100 | 420 |
| 27 Nov | 4332.55 | 174.9 | -2.70 | 19.23 | 624 | -21 | 320 |
| 26 Nov | 4352.70 | 177.6 | -14.95 | 22.37 | 401 | 113 | 340 |
| 25 Nov | 4315.10 | 192.55 | -75.45 | 20.95 | 323 | 223 | 223 |
| 22 Nov | 4244.60 | 268 | -14.40 | 21.30 | 16 | 13 | 13 |
| 21 Nov | 4072.85 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4019.50 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 282.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 282.4 | 282.40 | - | 0 | 0 | 0 |
| 10 Oct | 4227.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4252.95 | 0 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4500 expiring on 26DEC2024
Delta for 4500 PE is -0.87
Historical price for 4500 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 331.4, which was 119.90 higher than the previous day. The implied volatity was 48.34, the open interest changed by -109 which decreased total open position to 801
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 211.5, which was 46.70 higher than the previous day. The implied volatity was 17.97, the open interest changed by -95 which decreased total open position to 915
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 164.8, which was -6.50 lower than the previous day. The implied volatity was 30.73, the open interest changed by -93 which decreased total open position to 1011
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 171.3, which was 66.55 higher than the previous day. The implied volatity was 17.84, the open interest changed by -62 which decreased total open position to 1104
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 104.75, which was 41.25 higher than the previous day. The implied volatity was 21.25, the open interest changed by -394 which decreased total open position to 1173
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 63.5, which was -20.80 lower than the previous day. The implied volatity was 17.45, the open interest changed by 419 which increased total open position to 1535
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 84.3, which was -20.55 lower than the previous day. The implied volatity was 19.92, the open interest changed by 147 which increased total open position to 1116
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 104.85, which was 7.05 higher than the previous day. The implied volatity was 19.95, the open interest changed by -5 which decreased total open position to 972
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 97.8, which was 0.60 higher than the previous day. The implied volatity was 20.04, the open interest changed by -18 which decreased total open position to 972
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 97.2, which was -6.25 lower than the previous day. The implied volatity was 20.65, the open interest changed by -80 which decreased total open position to 1000
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 103.45, which was 9.75 higher than the previous day. The implied volatity was 20.87, the open interest changed by -389 which decreased total open position to 1079
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 93.7, which was -73.30 lower than the previous day. The implied volatity was 19.63, the open interest changed by 952 which increased total open position to 1460
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 167, which was -37.95 lower than the previous day. The implied volatity was 19.96, the open interest changed by -26 which decreased total open position to 506
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 204.95, which was -10.85 lower than the previous day. The implied volatity was 22.41, the open interest changed by 57 which increased total open position to 532
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 215.8, which was -14.20 lower than the previous day. The implied volatity was 16.99, the open interest changed by 12 which increased total open position to 476
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 230, which was -5.75 lower than the previous day. The implied volatity was 20.85, the open interest changed by 42 which increased total open position to 464
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 235.75, which was 60.85 higher than the previous day. The implied volatity was 18.82, the open interest changed by 100 which increased total open position to 420
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 174.9, which was -2.70 lower than the previous day. The implied volatity was 19.23, the open interest changed by -21 which decreased total open position to 320
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 177.6, which was -14.95 lower than the previous day. The implied volatity was 22.37, the open interest changed by 113 which increased total open position to 340
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 192.55, which was -75.45 lower than the previous day. The implied volatity was 20.95, the open interest changed by 223 which increased total open position to 223
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 268, which was -14.40 lower than the previous day. The implied volatity was 21.30, the open interest changed by 13 which increased total open position to 13
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 282.4, 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 282.4, 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 282.4, 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 282.4, 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 282.4, 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 282.4, 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 282.4, 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 282.4, 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 282.4, 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 282.4, 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 282.4, which was 282.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct TCS was trading at 4227.40. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
