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

4145.9 -4.45 (-0.11%)

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Historical option data for TCS

14 Nov 2024 04:10 PM IST
TCS 28NOV2024 4500 CE
Delta: 0.03
Vega: 0.52
Theta: -0.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 1.75 -1.10 20.49 1,340 -242 2,834
13 Nov 4150.35 2.85 -0.35 21.29 1,308 -37 3,074
12 Nov 4197.40 3.2 -0.80 19.46 2,266 -178 3,115
11 Nov 4198.70 4 0.15 19.32 4,103 318 3,302
8 Nov 4147.00 3.85 -1.20 20.05 2,011 163 2,984
7 Nov 4150.90 5.05 -0.35 20.09 3,944 6 2,828
6 Nov 4139.65 5.4 2.05 20.01 5,073 357 2,840
5 Nov 3971.35 3.35 0.05 25.48 931 -39 2,486
4 Nov 3964.15 3.3 -1.30 25.03 1,222 146 2,527
1 Nov 3984.20 4.6 -0.95 24.29 624 235 2,388
31 Oct 3968.45 5.55 -1.60 - 1,500 417 2,165
30 Oct 4084.65 7.15 0.00 - 1,323 76 1,748
29 Oct 4075.25 7.15 -1.15 - 1,087 283 1,676
28 Oct 4090.85 8.3 -0.20 - 1,062 -71 1,394
25 Oct 4057.55 8.5 -1.55 - 1,015 135 1,465
24 Oct 4047.90 10.05 -1.05 - 644 178 1,333
23 Oct 4066.25 11.1 0.95 - 1,015 -193 1,152
22 Oct 4015.50 10.15 -3.80 - 550 122 1,344
21 Oct 4079.85 13.95 -3.65 - 590 145 1,217
18 Oct 4123.05 17.6 -1.50 - 299 27 1,072
17 Oct 4109.00 19.1 2.60 - 251 65 1,049
16 Oct 4094.95 16.5 -2.40 - 378 96 984
15 Oct 4116.80 18.9 -4.35 - 403 82 888
14 Oct 4136.65 23.25 -4.15 - 538 204 807
11 Oct 4149.20 27.4 -21.60 - 998 180 606
10 Oct 4227.40 49 -20.00 - 337 173 425
9 Oct 4252.95 69 -1.50 - 131 78 251
8 Oct 4253.25 70.5 0.50 - 119 60 172
7 Oct 4272.85 70 4.30 - 35 8 112
4 Oct 4252.25 65.7 2.70 - 94 19 106
3 Oct 4232.75 63 -22.50 - 63 36 89
1 Oct 4287.90 85.5 2.05 - 19 6 49
30 Sept 4268.50 83.45 -20.75 - 14 7 42
27 Sept 4308.70 104.2 8.65 - 27 9 34
26 Sept 4292.50 95.55 12.15 - 8 4 25
25 Sept 4274.75 83.4 -1.85 - 4 2 20
24 Sept 4271.30 85.25 0.25 - 3 2 17
23 Sept 4268.50 85 0.00 - 14 6 11
20 Sept 4284.90 85 -50.00 - 3 1 3
19 Sept 4296.15 135 0.00 - 0 2 0
18 Sept 4346.15 135 -137.65 - 4 2 2
5 Sept 4475.95 272.65 0.00 - 0 0 0
2 Sept 4521.05 272.65 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4500 expiring on 28NOV2024

Delta for 4500 CE is 0.03

Historical price for 4500 CE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 1.75, which was -1.10 lower than the previous day. The implied volatity was 20.49, the open interest changed by -242 which decreased total open position to 2834


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 21.29, the open interest changed by -37 which decreased total open position to 3074


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 3.2, which was -0.80 lower than the previous day. The implied volatity was 19.46, the open interest changed by -178 which decreased total open position to 3115


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 4, which was 0.15 higher than the previous day. The implied volatity was 19.32, the open interest changed by 318 which increased total open position to 3302


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 3.85, which was -1.20 lower than the previous day. The implied volatity was 20.05, the open interest changed by 163 which increased total open position to 2984


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 5.05, which was -0.35 lower than the previous day. The implied volatity was 20.09, the open interest changed by 6 which increased total open position to 2828


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 5.4, which was 2.05 higher than the previous day. The implied volatity was 20.01, the open interest changed by 357 which increased total open position to 2840


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 3.35, which was 0.05 higher than the previous day. The implied volatity was 25.48, the open interest changed by -39 which decreased total open position to 2486


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 3.3, which was -1.30 lower than the previous day. The implied volatity was 25.03, the open interest changed by 146 which increased total open position to 2527


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 4.6, which was -0.95 lower than the previous day. The implied volatity was 24.29, the open interest changed by 235 which increased total open position to 2388


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 5.55, 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 30 Oct TCS was trading at 4084.65. The strike last trading price was 7.15, 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 7.15, which was -1.15 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 8.3, 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 8.5, which was -1.55 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 10.05, which was -1.05 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 11.1, which was 0.95 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 10.15, which was -3.80 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 13.95, which was -3.65 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 17.6, which was -1.50 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 19.1, which was 2.60 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 16.5, which was -2.40 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 18.9, which was -4.35 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 23.25, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 27.4, which was -21.60 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 49, which was -20.00 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 69, which was -1.50 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 70.5, which was 0.50 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 70, which was 4.30 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 65.7, which was 2.70 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 63, which was -22.50 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 85.5, which was 2.05 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 83.45, which was -20.75 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 104.2, which was 8.65 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 95.55, which was 12.15 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 83.4, which was -1.85 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 85.25, which was 0.25 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 85, 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 85, which was -50.00 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 135, 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 135, which was -137.65 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 272.65, 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 272.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TCS 28NOV2024 4500 PE
Delta: -0.89
Vega: 1.55
Theta: -0.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 348.4 9.85 31.76 19 -15 357
13 Nov 4150.35 338.55 24.55 26.96 52 -49 373
12 Nov 4197.40 314 17.20 27.42 31 -12 423
11 Nov 4198.70 296.8 -49.70 19.53 79 -25 435
8 Nov 4147.00 346.5 6.50 22.57 18 -13 459
7 Nov 4150.90 340 -8.00 24.62 54 6 473
6 Nov 4139.65 348 -172.00 27.25 205 -60 466
5 Nov 3971.35 520 -5.00 37.60 2 1 525
4 Nov 3964.15 525 17.00 37.85 50 -11 529
1 Nov 3984.20 508 3.00 35.87 27 7 541
31 Oct 3968.45 505 104.40 - 73 38 521
30 Oct 4084.65 400.6 6.10 - 134 77 483
29 Oct 4075.25 394.5 9.50 - 222 218 407
28 Oct 4090.85 385 -31.00 - 69 55 188
25 Oct 4057.55 416 0.00 - 8 4 133
24 Oct 4047.90 416 11.00 - 9 8 128
23 Oct 4066.25 405 -45.00 - 59 42 119
22 Oct 4015.50 450 50.00 - 16 15 76
21 Oct 4079.85 400 36.25 - 3 2 60
18 Oct 4123.05 363.75 -12.75 - 6 0 58
17 Oct 4109.00 376.5 -23.50 - 9 1 58
16 Oct 4094.95 400 27.75 - 9 6 57
15 Oct 4116.80 372.25 29.50 - 11 5 50
14 Oct 4136.65 342.75 6.75 - 4 1 43
11 Oct 4149.20 336 75.30 - 47 36 43
10 Oct 4227.40 260.7 -29.30 - 5 1 3
9 Oct 4252.95 290 0.00 - 0 0 2
8 Oct 4253.25 290 0.00 - 0 0 0
7 Oct 4272.85 290 0.00 - 0 0 0
4 Oct 4252.25 290 0.00 - 0 1 0
3 Oct 4232.75 290 80.00 - 1 0 1
1 Oct 4287.90 210 0.00 - 0 0 0
30 Sept 4268.50 210 0.00 - 0 1 0
27 Sept 4308.70 210 30.10 - 1 0 0
26 Sept 4292.50 179.9 0.00 - 0 0 0
25 Sept 4274.75 179.9 0.00 - 0 0 0
24 Sept 4271.30 179.9 0.00 - 0 0 0
23 Sept 4268.50 179.9 0.00 - 0 0 0
20 Sept 4284.90 179.9 0.00 - 0 0 0
19 Sept 4296.15 179.9 0.00 - 0 0 0
18 Sept 4346.15 179.9 0.00 - 0 0 0
5 Sept 4475.95 179.9 0.00 - 0 0 0
2 Sept 4521.05 179.9 - 0 0 0


For Tata Consultancy Serv Lt - strike price 4500 expiring on 28NOV2024

Delta for 4500 PE is -0.89

Historical price for 4500 PE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 348.4, which was 9.85 higher than the previous day. The implied volatity was 31.76, the open interest changed by -15 which decreased total open position to 357


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 338.55, which was 24.55 higher than the previous day. The implied volatity was 26.96, the open interest changed by -49 which decreased total open position to 373


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 314, which was 17.20 higher than the previous day. The implied volatity was 27.42, the open interest changed by -12 which decreased total open position to 423


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 296.8, which was -49.70 lower than the previous day. The implied volatity was 19.53, the open interest changed by -25 which decreased total open position to 435


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 346.5, which was 6.50 higher than the previous day. The implied volatity was 22.57, the open interest changed by -13 which decreased total open position to 459


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 340, which was -8.00 lower than the previous day. The implied volatity was 24.62, the open interest changed by 6 which increased total open position to 473


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 348, which was -172.00 lower than the previous day. The implied volatity was 27.25, the open interest changed by -60 which decreased total open position to 466


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 520, which was -5.00 lower than the previous day. The implied volatity was 37.60, the open interest changed by 1 which increased total open position to 525


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 525, which was 17.00 higher than the previous day. The implied volatity was 37.85, the open interest changed by -11 which decreased total open position to 529


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 508, which was 3.00 higher than the previous day. The implied volatity was 35.87, the open interest changed by 7 which increased total open position to 541


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 505, which was 104.40 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 400.6, which was 6.10 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 394.5, which was 9.50 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 385, which was -31.00 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 416, 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 416, which was 11.00 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 405, which was -45.00 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 450, 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 400, which was 36.25 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 363.75, which was -12.75 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 376.5, which was -23.50 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 400, which was 27.75 higher 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 372.25, which was 29.50 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 342.75, which was 6.75 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 336, which was 75.30 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 260.7, which was -29.30 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 290, 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 290, 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 290, 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 290, 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 290, which was 80.00 higher 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 210, 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 210, 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 210, which was 30.10 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 179.9, 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 179.9, 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 179.9, 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 179.9, 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 179.9, 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 179.9, 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 179.9, 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 5 Sept TCS was trading at 4475.95. The strike last trading price was 179.9, 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 179.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to