TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.36
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 2.1 | -2.65 | 34.36 | 8,489 | -119 | 3,873 | |||
| 19 Dec | 4271.90 | 4.75 | -3.05 | 27.98 | 5,779 | -478 | 3,963 | |||
| 18 Dec | 4347.85 | 7.8 | -1.35 | 22.68 | 4,587 | 4 | 4,444 | |||
| 17 Dec | 4328.50 | 9.15 | -7.25 | 25.17 | 8,471 | 257 | 4,454 | |||
| 16 Dec | 4415.20 | 16.4 | -13.50 | 19.63 | 9,250 | 709 | 4,190 | |||
| 13 Dec | 4473.90 | 29.9 | 3.60 | 16.03 | 12,011 | 353 | 3,476 | |||
| 12 Dec | 4454.95 | 26.3 | 3.40 | 15.70 | 8,664 | -129 | 3,123 | |||
| 11 Dec | 4427.45 | 22.9 | -6.50 | 17.33 | 6,308 | 324 | 3,251 | |||
| 10 Dec | 4432.55 | 29.4 | -3.60 | 17.48 | 7,437 | 138 | 2,931 | |||
| 9 Dec | 4452.15 | 33 | 2.00 | 17.22 | 4,827 | 170 | 2,792 | |||
| 6 Dec | 4445.50 | 31 | -10.15 | 15.15 | 2,971 | -91 | 2,623 | |||
| 5 Dec | 4464.05 | 41.15 | 23.35 | 16.35 | 13,919 | 1,958 | 2,727 | |||
| 4 Dec | 4354.40 | 17.8 | 5.95 | 17.62 | 7,938 | 67 | 753 | |||
| 3 Dec | 4302.75 | 11.85 | -0.15 | 17.18 | 2,477 | 125 | 689 | |||
| 2 Dec | 4276.65 | 12 | -1.70 | 18.71 | 1,695 | 20 | 562 | |||
| 29 Nov | 4270.85 | 13.7 | -2.70 | 18.31 | 1,750 | 119 | 543 | |||
| 28 Nov | 4244.90 | 16.4 | -12.30 | 19.77 | 2,230 | -59 | 427 | |||
| 27 Nov | 4332.55 | 28.7 | -3.05 | 18.57 | 524 | 50 | 485 | |||
| 26 Nov | 4352.70 | 31.75 | -0.25 | 17.87 | 513 | 85 | 435 | |||
| 25 Nov | 4315.10 | 32 | 16.85 | 19.46 | 482 | 270 | 343 | |||
| 22 Nov | 4244.60 | 15.15 | 6.65 | 18.56 | 453 | 113 | 186 | |||
| 21 Nov | 4072.85 | 8.5 | 1.20 | 22.01 | 25 | 8 | 72 | |||
| 20 Nov | 4039.55 | 7.3 | 0.00 | 21.63 | 57 | 30 | 65 | |||
| 19 Nov | 4039.55 | 7.3 | 2.75 | 21.63 | 57 | 31 | 65 | |||
| 18 Nov | 4019.50 | 4.55 | -6.45 | 20.27 | 13 | -2 | 37 | |||
| 14 Nov | 4145.90 | 11 | -4.20 | 17.81 | 13 | 7 | 39 | |||
| 13 Nov | 4150.35 | 15.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 4197.40 | 15.2 | -0.20 | 17.62 | 1 | 0 | 31 | |||
| 11 Nov | 4198.70 | 15.4 | 0.70 | 17.17 | 21 | 15 | 31 | |||
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| 7 Nov | 4150.90 | 14.7 | 14.70 | 17.65 | 16 | 15 | 15 | |||
| 6 Nov | 4139.65 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4550 expiring on 26DEC2024
Delta for 4550 CE is 0.03
Historical price for 4550 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 2.1, which was -2.65 lower than the previous day. The implied volatity was 34.36, the open interest changed by -119 which decreased total open position to 3873
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 4.75, which was -3.05 lower than the previous day. The implied volatity was 27.98, the open interest changed by -478 which decreased total open position to 3963
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 7.8, which was -1.35 lower than the previous day. The implied volatity was 22.68, the open interest changed by 4 which increased total open position to 4444
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 9.15, which was -7.25 lower than the previous day. The implied volatity was 25.17, the open interest changed by 257 which increased total open position to 4454
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 16.4, which was -13.50 lower than the previous day. The implied volatity was 19.63, the open interest changed by 709 which increased total open position to 4190
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 29.9, which was 3.60 higher than the previous day. The implied volatity was 16.03, the open interest changed by 353 which increased total open position to 3476
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 26.3, which was 3.40 higher than the previous day. The implied volatity was 15.70, the open interest changed by -129 which decreased total open position to 3123
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 22.9, which was -6.50 lower than the previous day. The implied volatity was 17.33, the open interest changed by 324 which increased total open position to 3251
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 29.4, which was -3.60 lower than the previous day. The implied volatity was 17.48, the open interest changed by 138 which increased total open position to 2931
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 33, which was 2.00 higher than the previous day. The implied volatity was 17.22, the open interest changed by 170 which increased total open position to 2792
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 31, which was -10.15 lower than the previous day. The implied volatity was 15.15, the open interest changed by -91 which decreased total open position to 2623
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 41.15, which was 23.35 higher than the previous day. The implied volatity was 16.35, the open interest changed by 1958 which increased total open position to 2727
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 17.8, which was 5.95 higher than the previous day. The implied volatity was 17.62, the open interest changed by 67 which increased total open position to 753
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 11.85, which was -0.15 lower than the previous day. The implied volatity was 17.18, the open interest changed by 125 which increased total open position to 689
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 12, which was -1.70 lower than the previous day. The implied volatity was 18.71, the open interest changed by 20 which increased total open position to 562
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 13.7, which was -2.70 lower than the previous day. The implied volatity was 18.31, the open interest changed by 119 which increased total open position to 543
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 16.4, which was -12.30 lower than the previous day. The implied volatity was 19.77, the open interest changed by -59 which decreased total open position to 427
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 28.7, which was -3.05 lower than the previous day. The implied volatity was 18.57, the open interest changed by 50 which increased total open position to 485
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 31.75, which was -0.25 lower than the previous day. The implied volatity was 17.87, the open interest changed by 85 which increased total open position to 435
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 32, which was 16.85 higher than the previous day. The implied volatity was 19.46, the open interest changed by 270 which increased total open position to 343
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 15.15, which was 6.65 higher than the previous day. The implied volatity was 18.56, the open interest changed by 113 which increased total open position to 186
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 8.5, which was 1.20 higher than the previous day. The implied volatity was 22.01, the open interest changed by 8 which increased total open position to 72
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 7.3, which was 0.00 lower than the previous day. The implied volatity was 21.63, the open interest changed by 30 which increased total open position to 65
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 7.3, which was 2.75 higher than the previous day. The implied volatity was 21.63, the open interest changed by 31 which increased total open position to 65
On 18 Nov TCS was trading at 4019.50. The strike last trading price was 4.55, which was -6.45 lower than the previous day. The implied volatity was 20.27, the open interest changed by -2 which decreased total open position to 37
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 11, which was -4.20 lower than the previous day. The implied volatity was 17.81, the open interest changed by 7 which increased total open position to 39
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 15.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 15.2, which was -0.20 lower than the previous day. The implied volatity was 17.62, the open interest changed by 0 which decreased total open position to 31
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 15.4, which was 0.70 higher than the previous day. The implied volatity was 17.17, the open interest changed by 15 which increased total open position to 31
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 14.7, which was 14.70 higher than the previous day. The implied volatity was 17.65, the open interest changed by 15 which increased total open position to 15
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 0, 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 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 1.09
Theta: -3.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 382.6 | 113.35 | 54.56 | 39 | -8 | 351 |
| 19 Dec | 4271.90 | 269.25 | 43.15 | 32.65 | 12 | -1 | 362 |
| 18 Dec | 4347.85 | 226.1 | 10.60 | 41.97 | 21 | -5 | 363 |
| 17 Dec | 4328.50 | 215.5 | 73.85 | - | 80 | -21 | 373 |
| 16 Dec | 4415.20 | 141.65 | 47.85 | 21.35 | 518 | -19 | 401 |
| 13 Dec | 4473.90 | 93.8 | -22.10 | 17.63 | 796 | 115 | 419 |
| 12 Dec | 4454.95 | 115.9 | -21.75 | 21.07 | 696 | 7 | 304 |
| 11 Dec | 4427.45 | 137.65 | 4.75 | 19.52 | 228 | -16 | 299 |
| 10 Dec | 4432.55 | 132.9 | 2.90 | 20.89 | 517 | 49 | 314 |
| 9 Dec | 4452.15 | 130 | -3.60 | 21.15 | 285 | 0 | 268 |
| 6 Dec | 4445.50 | 133.6 | 12.05 | 20.82 | 570 | 65 | 269 |
| 5 Dec | 4464.05 | 121.55 | -84.60 | 19.24 | 586 | 129 | 204 |
| 4 Dec | 4354.40 | 206.15 | -64.75 | 20.23 | 46 | 14 | 75 |
| 3 Dec | 4302.75 | 270.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 4276.65 | 270.9 | -3.05 | 21.80 | 1 | 0 | 60 |
| 29 Nov | 4270.85 | 273.95 | 8.35 | 21.87 | 14 | 8 | 59 |
| 28 Nov | 4244.90 | 265.6 | 51.85 | 10.97 | 15 | 8 | 51 |
| 27 Nov | 4332.55 | 213.75 | -0.55 | 19.64 | 41 | -3 | 42 |
| 26 Nov | 4352.70 | 214.3 | -332.75 | 22.87 | 62 | 45 | 45 |
| 25 Nov | 4315.10 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4244.60 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4072.85 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4019.50 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 547.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 547.05 | 547.05 | - | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4550 expiring on 26DEC2024
Delta for 4550 PE is -0.88
Historical price for 4550 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 382.6, which was 113.35 higher than the previous day. The implied volatity was 54.56, the open interest changed by -8 which decreased total open position to 351
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 269.25, which was 43.15 higher than the previous day. The implied volatity was 32.65, the open interest changed by -1 which decreased total open position to 362
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 226.1, which was 10.60 higher than the previous day. The implied volatity was 41.97, the open interest changed by -5 which decreased total open position to 363
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 215.5, which was 73.85 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 373
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 141.65, which was 47.85 higher than the previous day. The implied volatity was 21.35, the open interest changed by -19 which decreased total open position to 401
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 93.8, which was -22.10 lower than the previous day. The implied volatity was 17.63, the open interest changed by 115 which increased total open position to 419
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 115.9, which was -21.75 lower than the previous day. The implied volatity was 21.07, the open interest changed by 7 which increased total open position to 304
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 137.65, which was 4.75 higher than the previous day. The implied volatity was 19.52, the open interest changed by -16 which decreased total open position to 299
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 132.9, which was 2.90 higher than the previous day. The implied volatity was 20.89, the open interest changed by 49 which increased total open position to 314
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 130, which was -3.60 lower than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 268
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 133.6, which was 12.05 higher than the previous day. The implied volatity was 20.82, the open interest changed by 65 which increased total open position to 269
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 121.55, which was -84.60 lower than the previous day. The implied volatity was 19.24, the open interest changed by 129 which increased total open position to 204
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 206.15, which was -64.75 lower than the previous day. The implied volatity was 20.23, the open interest changed by 14 which increased total open position to 75
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 270.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 270.9, which was -3.05 lower than the previous day. The implied volatity was 21.80, the open interest changed by 0 which decreased total open position to 60
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 273.95, which was 8.35 higher than the previous day. The implied volatity was 21.87, the open interest changed by 8 which increased total open position to 59
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 265.6, which was 51.85 higher than the previous day. The implied volatity was 10.97, the open interest changed by 8 which increased total open position to 51
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 213.75, which was -0.55 lower than the previous day. The implied volatity was 19.64, the open interest changed by -3 which decreased total open position to 42
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 214.3, which was -332.75 lower than the previous day. The implied volatity was 22.87, the open interest changed by 45 which increased total open position to 45
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 547.05, 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 22 Nov TCS was trading at 4244.60. The strike last trading price was 547.05, 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 547.05, 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 547.05, 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 547.05, 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 547.05, 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 547.05, 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 547.05, 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 547.05, 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 547.05, 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 547.05, which was 547.05 higher 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 0, 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
