TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.30
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 1.9 | -0.85 | 40.94 | 3,602 | 2 | 1,403 | |||
| 19 Dec | 4271.90 | 2.75 | -1.00 | 32.18 | 3,089 | -61 | 1,401 | |||
| 18 Dec | 4347.85 | 3.75 | -0.75 | 26.16 | 2,620 | -249 | 1,462 | |||
| 17 Dec | 4328.50 | 4.5 | -2.00 | 27.96 | 5,011 | 141 | 1,716 | |||
| 16 Dec | 4415.20 | 6.5 | -4.50 | 21.71 | 3,595 | 394 | 1,581 | |||
| 13 Dec | 4473.90 | 11 | 1.05 | 17.35 | 5,831 | -126 | 1,213 | |||
| 12 Dec | 4454.95 | 9.95 | 0.95 | 17.17 | 4,230 | 338 | 1,340 | |||
| 11 Dec | 4427.45 | 9 | -3.15 | 18.47 | 2,054 | -179 | 1,007 | |||
| 10 Dec | 4432.55 | 12.15 | -1.70 | 18.47 | 4,267 | 197 | 1,181 | |||
| 9 Dec | 4452.15 | 13.85 | 1.50 | 18.08 | 2,458 | 66 | 984 | |||
| 6 Dec | 4445.50 | 12.35 | -5.10 | 15.92 | 3,049 | -32 | 907 | |||
| 5 Dec | 4464.05 | 17.45 | 10.30 | 16.71 | 9,812 | 81 | 949 | |||
| 4 Dec | 4354.40 | 7.15 | 2.35 | 18.07 | 3,644 | 45 | 871 | |||
| 3 Dec | 4302.75 | 4.8 | -0.30 | 17.89 | 1,473 | -44 | 834 | |||
| 2 Dec | 4276.65 | 5.1 | -1.10 | 19.25 | 928 | 173 | 876 | |||
| 29 Nov | 4270.85 | 6.2 | -2.15 | 18.90 | 1,195 | 382 | 703 | |||
| 28 Nov | 4244.90 | 8.35 | -6.90 | 20.51 | 1,036 | 131 | 308 | |||
| 27 Nov | 4332.55 | 15.25 | -1.80 | 19.38 | 331 | 22 | 175 | |||
| 26 Nov | 4352.70 | 17.05 | -0.95 | 18.74 | 253 | 99 | 153 | |||
| 25 Nov | 4315.10 | 18 | 8.40 | 20.09 | 61 | 46 | 46 | |||
| 22 Nov | 4244.60 | 9.6 | 0.00 | 6.96 | 0 | 0 | 0 | |||
| 21 Nov | 4072.85 | 9.6 | 0.00 | 10.05 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 9.6 | 0.00 | 9.85 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 9.6 | 0.00 | 9.85 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 9.6 | 0.00 | 7.54 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 9.6 | 0.00 | 7.59 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 9.6 | 9.60 | 6.49 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Nov | 4139.65 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4650 expiring on 26DEC2024
Delta for 4650 CE is 0.02
Historical price for 4650 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 40.94, the open interest changed by 2 which increased total open position to 1403
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 2.75, which was -1.00 lower than the previous day. The implied volatity was 32.18, the open interest changed by -61 which decreased total open position to 1401
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 3.75, which was -0.75 lower than the previous day. The implied volatity was 26.16, the open interest changed by -249 which decreased total open position to 1462
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 4.5, which was -2.00 lower than the previous day. The implied volatity was 27.96, the open interest changed by 141 which increased total open position to 1716
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 6.5, which was -4.50 lower than the previous day. The implied volatity was 21.71, the open interest changed by 394 which increased total open position to 1581
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 11, which was 1.05 higher than the previous day. The implied volatity was 17.35, the open interest changed by -126 which decreased total open position to 1213
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 9.95, which was 0.95 higher than the previous day. The implied volatity was 17.17, the open interest changed by 338 which increased total open position to 1340
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 9, which was -3.15 lower than the previous day. The implied volatity was 18.47, the open interest changed by -179 which decreased total open position to 1007
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 12.15, which was -1.70 lower than the previous day. The implied volatity was 18.47, the open interest changed by 197 which increased total open position to 1181
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 13.85, which was 1.50 higher than the previous day. The implied volatity was 18.08, the open interest changed by 66 which increased total open position to 984
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 12.35, which was -5.10 lower than the previous day. The implied volatity was 15.92, the open interest changed by -32 which decreased total open position to 907
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 17.45, which was 10.30 higher than the previous day. The implied volatity was 16.71, the open interest changed by 81 which increased total open position to 949
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 7.15, which was 2.35 higher than the previous day. The implied volatity was 18.07, the open interest changed by 45 which increased total open position to 871
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 4.8, which was -0.30 lower than the previous day. The implied volatity was 17.89, the open interest changed by -44 which decreased total open position to 834
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 5.1, which was -1.10 lower than the previous day. The implied volatity was 19.25, the open interest changed by 173 which increased total open position to 876
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 6.2, which was -2.15 lower than the previous day. The implied volatity was 18.90, the open interest changed by 382 which increased total open position to 703
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 8.35, which was -6.90 lower than the previous day. The implied volatity was 20.51, the open interest changed by 131 which increased total open position to 308
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 15.25, which was -1.80 lower than the previous day. The implied volatity was 19.38, the open interest changed by 22 which increased total open position to 175
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 17.05, which was -0.95 lower than the previous day. The implied volatity was 18.74, the open interest changed by 99 which increased total open position to 153
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 18, which was 8.40 higher than the previous day. The implied volatity was 20.09, the open interest changed by 46 which increased total open position to 46
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 9.6, which was 0.00 lower than the previous day. The implied volatity was 10.05, 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 9.6, which was 0.00 lower than the previous day. The implied volatity was 9.85, 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 9.6, which was 0.00 lower than the previous day. The implied volatity was 9.85, 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 9.6, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 9.6, which was 0.00 lower than the previous day. The implied volatity was 7.59, 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 9.6, which was 9.60 higher than the previous day. The implied volatity was 6.49, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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
| TCS 26DEC2024 4650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 183.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 4271.90 | 183.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4347.85 | 183.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4328.50 | 183.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4415.20 | 183.85 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Dec | 4473.90 | 183.85 | -5.25 | 23.65 | 13 | 3 | 29 |
| 12 Dec | 4454.95 | 189.1 | -36.95 | 20.50 | 3 | 2 | 25 |
| 11 Dec | 4427.45 | 226.05 | 12.55 | 23.02 | 3 | 0 | 23 |
| 10 Dec | 4432.55 | 213.5 | -1.55 | 22.55 | 10 | 9 | 22 |
| 9 Dec | 4452.15 | 215.05 | 1.20 | 25.00 | 1 | 0 | 12 |
| 6 Dec | 4445.50 | 213.85 | 19.10 | 23.25 | 13 | -2 | 12 |
| 5 Dec | 4464.05 | 194.75 | -172.25 | 19.72 | 26 | 12 | 14 |
| 4 Dec | 4354.40 | 367 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4302.75 | 367 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4276.65 | 367 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4270.85 | 367 | 0.00 | 0.00 | 0 | -1 | 0 |
| 28 Nov | 4244.90 | 367 | -113.00 | 16.91 | 1 | 0 | 3 |
| 27 Nov | 4332.55 | 480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 4352.70 | 480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 4315.10 | 480 | 0.00 | 0.00 | 0 | 2 | 0 |
| 22 Nov | 4244.60 | 480 | -105.00 | 44.88 | 1 | 0 | 2 |
| 21 Nov | 4072.85 | 585 | -54.50 | 41.00 | 2 | 1 | 1 |
| 20 Nov | 4039.55 | 639.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 639.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 639.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 639.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 639.5 | 639.50 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4650 expiring on 26DEC2024
Delta for 4650 PE is 0.00
Historical price for 4650 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 183.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 183.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 183.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 183.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 183.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 183.85, which was -5.25 lower than the previous day. The implied volatity was 23.65, the open interest changed by 3 which increased total open position to 29
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 189.1, which was -36.95 lower than the previous day. The implied volatity was 20.50, the open interest changed by 2 which increased total open position to 25
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 226.05, which was 12.55 higher than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 23
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 213.5, which was -1.55 lower than the previous day. The implied volatity was 22.55, the open interest changed by 9 which increased total open position to 22
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 215.05, which was 1.20 higher than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 12
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 213.85, which was 19.10 higher than the previous day. The implied volatity was 23.25, the open interest changed by -2 which decreased total open position to 12
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 194.75, which was -172.25 lower than the previous day. The implied volatity was 19.72, the open interest changed by 12 which increased total open position to 14
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 367, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 367, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 367, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 367, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 367, which was -113.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 0 which decreased total open position to 3
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 480, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 480, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 480, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 480, which was -105.00 lower than the previous day. The implied volatity was 44.88, the open interest changed by 0 which decreased total open position to 2
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 585, which was -54.50 lower than the previous day. The implied volatity was 41.00, the open interest changed by 1 which increased total open position to 1
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 639.5, 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 639.5, 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 639.5, 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 639.5, 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 639.5, which was 639.50 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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
