TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4600 CE | ||||||||||
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Delta: 0.03
Vega: 0.32
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 1.95 | -1.50 | 37.57 | 9,260 | -396 | 2,816 | |||
| 19 Dec | 4271.90 | 3.45 | -1.60 | 29.91 | 5,500 | -251 | 3,205 | |||
| 18 Dec | 4347.85 | 5.05 | -1.30 | 24.13 | 7,587 | -1,203 | 3,455 | |||
| 17 Dec | 4328.50 | 6.35 | -3.75 | 26.56 | 13,308 | 1,319 | 4,654 | |||
| 16 Dec | 4415.20 | 10.1 | -7.95 | 20.55 | 9,252 | 921 | 3,326 | |||
| 13 Dec | 4473.90 | 18.05 | 2.05 | 16.59 | 13,675 | 25 | 2,413 | |||
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| 12 Dec | 4454.95 | 16 | 1.55 | 16.33 | 9,675 | 104 | 2,384 | |||
| 11 Dec | 4427.45 | 14.45 | -4.50 | 17.90 | 4,417 | -24 | 2,267 | |||
| 10 Dec | 4432.55 | 18.95 | -2.65 | 17.92 | 10,924 | 284 | 2,271 | |||
| 9 Dec | 4452.15 | 21.6 | 1.75 | 17.64 | 6,364 | -37 | 2,007 | |||
| 6 Dec | 4445.50 | 19.85 | -7.15 | 15.55 | 7,127 | -127 | 2,015 | |||
| 5 Dec | 4464.05 | 27 | 15.55 | 16.45 | 17,888 | 212 | 2,139 | |||
| 4 Dec | 4354.40 | 11.45 | 3.95 | 17.86 | 10,989 | 240 | 1,931 | |||
| 3 Dec | 4302.75 | 7.5 | -0.25 | 17.48 | 3,253 | 173 | 1,694 | |||
| 2 Dec | 4276.65 | 7.75 | -1.40 | 18.90 | 1,656 | 246 | 1,474 | |||
| 29 Nov | 4270.85 | 9.15 | -2.50 | 18.55 | 2,714 | 202 | 1,247 | |||
| 28 Nov | 4244.90 | 11.65 | -9.30 | 20.11 | 4,030 | 257 | 1,027 | |||
| 27 Nov | 4332.55 | 20.95 | -2.05 | 18.96 | 905 | 197 | 767 | |||
| 26 Nov | 4352.70 | 23 | -1.05 | 18.21 | 974 | 157 | 570 | |||
| 25 Nov | 4315.10 | 24.05 | 12.20 | 19.86 | 1,416 | 410 | 410 | |||
| 22 Nov | 4244.60 | 11.85 | -109.90 | 19.31 | 175 | 99 | 99 | |||
| 21 Nov | 4072.85 | 121.75 | 0.00 | 8.91 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 121.75 | 0.00 | 9.13 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 121.75 | 0.00 | 9.13 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 121.75 | 0.00 | 6.80 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 121.75 | 0.00 | 6.61 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 121.75 | 0.00 | 6.04 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 121.75 | 0.00 | 5.84 | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 121.75 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 6 Nov | 4139.65 | 121.75 | 0.00 | 6.22 | 0 | 0 | 0 | |||
| 10 Oct | 4227.40 | 121.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4252.95 | 121.75 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4600 expiring on 26DEC2024
Delta for 4600 CE is 0.03
Historical price for 4600 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.95, which was -1.50 lower than the previous day. The implied volatity was 37.57, the open interest changed by -396 which decreased total open position to 2816
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 3.45, which was -1.60 lower than the previous day. The implied volatity was 29.91, the open interest changed by -251 which decreased total open position to 3205
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 5.05, which was -1.30 lower than the previous day. The implied volatity was 24.13, the open interest changed by -1203 which decreased total open position to 3455
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 6.35, which was -3.75 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1319 which increased total open position to 4654
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 10.1, which was -7.95 lower than the previous day. The implied volatity was 20.55, the open interest changed by 921 which increased total open position to 3326
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 18.05, which was 2.05 higher than the previous day. The implied volatity was 16.59, the open interest changed by 25 which increased total open position to 2413
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 16, which was 1.55 higher than the previous day. The implied volatity was 16.33, the open interest changed by 104 which increased total open position to 2384
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 14.45, which was -4.50 lower than the previous day. The implied volatity was 17.90, the open interest changed by -24 which decreased total open position to 2267
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 18.95, which was -2.65 lower than the previous day. The implied volatity was 17.92, the open interest changed by 284 which increased total open position to 2271
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 21.6, which was 1.75 higher than the previous day. The implied volatity was 17.64, the open interest changed by -37 which decreased total open position to 2007
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 19.85, which was -7.15 lower than the previous day. The implied volatity was 15.55, the open interest changed by -127 which decreased total open position to 2015
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 27, which was 15.55 higher than the previous day. The implied volatity was 16.45, the open interest changed by 212 which increased total open position to 2139
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 11.45, which was 3.95 higher than the previous day. The implied volatity was 17.86, the open interest changed by 240 which increased total open position to 1931
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 7.5, which was -0.25 lower than the previous day. The implied volatity was 17.48, the open interest changed by 173 which increased total open position to 1694
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 7.75, which was -1.40 lower than the previous day. The implied volatity was 18.90, the open interest changed by 246 which increased total open position to 1474
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 9.15, which was -2.50 lower than the previous day. The implied volatity was 18.55, the open interest changed by 202 which increased total open position to 1247
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 11.65, which was -9.30 lower than the previous day. The implied volatity was 20.11, the open interest changed by 257 which increased total open position to 1027
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 20.95, which was -2.05 lower than the previous day. The implied volatity was 18.96, the open interest changed by 197 which increased total open position to 767
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 23, which was -1.05 lower than the previous day. The implied volatity was 18.21, the open interest changed by 157 which increased total open position to 570
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 24.05, which was 12.20 higher than the previous day. The implied volatity was 19.86, the open interest changed by 410 which increased total open position to 410
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 11.85, which was -109.90 lower than the previous day. The implied volatity was 19.31, the open interest changed by 99 which increased total open position to 99
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 121.75, which was 0.00 lower than the previous day. The implied volatity was 8.91, 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 121.75, which was 0.00 lower than the previous day. The implied volatity was 9.13, 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 121.75, which was 0.00 lower than the previous day. The implied volatity was 9.13, 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 121.75, which was 0.00 lower than the previous day. The implied volatity was 6.80, 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 121.75, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 121.75, which was 0.00 lower than the previous day. The implied volatity was 6.04, 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 121.75, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 121.75, which was 0.00 lower than the previous day. The implied volatity was 6.31, 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 121.75, which was 0.00 lower than the previous day. The implied volatity was 6.22, 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 121.75, 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 9 Oct TCS was trading at 4252.95. The strike last trading price was 121.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 26DEC2024 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 415 | 92.20 | - | 77 | -27 | 313 |
| 19 Dec | 4271.90 | 322.8 | 64.95 | 40.47 | 84 | -49 | 340 |
| 18 Dec | 4347.85 | 257.85 | -5.85 | 37.84 | 15 | -9 | 389 |
| 17 Dec | 4328.50 | 263.7 | 78.25 | 9.63 | 76 | -27 | 398 |
| 16 Dec | 4415.20 | 185.45 | 56.15 | 22.87 | 244 | -35 | 427 |
| 13 Dec | 4473.90 | 129.3 | -26.70 | 17.56 | 300 | 84 | 456 |
| 12 Dec | 4454.95 | 156 | -27.55 | 22.77 | 233 | 7 | 372 |
| 11 Dec | 4427.45 | 183.55 | 13.55 | 22.28 | 50 | -1 | 365 |
| 10 Dec | 4432.55 | 170 | 7.40 | 21.14 | 277 | 26 | 366 |
| 9 Dec | 4452.15 | 162.6 | -5.45 | 20.31 | 126 | -10 | 340 |
| 6 Dec | 4445.50 | 168.05 | 12.00 | 20.81 | 305 | 5 | 352 |
| 5 Dec | 4464.05 | 156.05 | -92.95 | 19.41 | 245 | 21 | 343 |
| 4 Dec | 4354.40 | 249 | -37.05 | 20.85 | 46 | -5 | 322 |
| 3 Dec | 4302.75 | 286.05 | -16.95 | 22.39 | 2 | 0 | 326 |
| 2 Dec | 4276.65 | 303 | -17.20 | 14.30 | 9 | 0 | 328 |
| 29 Nov | 4270.85 | 320.2 | -2.60 | 23.25 | 140 | 23 | 326 |
| 28 Nov | 4244.90 | 322.8 | 67.75 | 18.67 | 134 | 98 | 303 |
| 27 Nov | 4332.55 | 255.05 | 0.05 | 20.04 | 213 | 93 | 205 |
| 26 Nov | 4352.70 | 255 | -15.00 | 23.77 | 85 | 52 | 111 |
| 25 Nov | 4315.10 | 270 | -158.00 | 21.28 | 56 | 58 | 58 |
| 22 Nov | 4244.60 | 428 | 81.70 | 41.39 | 5 | 3 | 3 |
| 21 Nov | 4072.85 | 346.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 346.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 346.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 346.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 346.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 346.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 346.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 346.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 346.3 | 346.30 | - | 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 4600 expiring on 26DEC2024
Delta for 4600 PE is -
Historical price for 4600 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 415, which was 92.20 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 313
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 322.8, which was 64.95 higher than the previous day. The implied volatity was 40.47, the open interest changed by -49 which decreased total open position to 340
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 257.85, which was -5.85 lower than the previous day. The implied volatity was 37.84, the open interest changed by -9 which decreased total open position to 389
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 263.7, which was 78.25 higher than the previous day. The implied volatity was 9.63, the open interest changed by -27 which decreased total open position to 398
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 185.45, which was 56.15 higher than the previous day. The implied volatity was 22.87, the open interest changed by -35 which decreased total open position to 427
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 129.3, which was -26.70 lower than the previous day. The implied volatity was 17.56, the open interest changed by 84 which increased total open position to 456
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 156, which was -27.55 lower than the previous day. The implied volatity was 22.77, the open interest changed by 7 which increased total open position to 372
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 183.55, which was 13.55 higher than the previous day. The implied volatity was 22.28, the open interest changed by -1 which decreased total open position to 365
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 170, which was 7.40 higher than the previous day. The implied volatity was 21.14, the open interest changed by 26 which increased total open position to 366
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 162.6, which was -5.45 lower than the previous day. The implied volatity was 20.31, the open interest changed by -10 which decreased total open position to 340
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 168.05, which was 12.00 higher than the previous day. The implied volatity was 20.81, the open interest changed by 5 which increased total open position to 352
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 156.05, which was -92.95 lower than the previous day. The implied volatity was 19.41, the open interest changed by 21 which increased total open position to 343
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 249, which was -37.05 lower than the previous day. The implied volatity was 20.85, the open interest changed by -5 which decreased total open position to 322
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 286.05, which was -16.95 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 326
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 303, which was -17.20 lower than the previous day. The implied volatity was 14.30, the open interest changed by 0 which decreased total open position to 328
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 320.2, which was -2.60 lower than the previous day. The implied volatity was 23.25, the open interest changed by 23 which increased total open position to 326
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 322.8, which was 67.75 higher than the previous day. The implied volatity was 18.67, the open interest changed by 98 which increased total open position to 303
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 255.05, which was 0.05 higher than the previous day. The implied volatity was 20.04, the open interest changed by 93 which increased total open position to 205
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 255, which was -15.00 lower than the previous day. The implied volatity was 23.77, the open interest changed by 52 which increased total open position to 111
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 270, which was -158.00 lower than the previous day. The implied volatity was 21.28, the open interest changed by 58 which increased total open position to 58
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 428, which was 81.70 higher than the previous day. The implied volatity was 41.39, the open interest changed by 3 which increased total open position to 3
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 346.3, 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 346.3, 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 346.3, 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 346.3, 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 346.3, 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 346.3, 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 346.3, 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 346.3, 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 346.3, which was 346.30 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
