TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.25
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 1.55 | -0.70 | 43.06 | 3,632 | 0 | 2,791 | |||
| 19 Dec | 4271.90 | 2.25 | -0.60 | 34.43 | 3,191 | -633 | 2,801 | |||
| 18 Dec | 4347.85 | 2.85 | -0.35 | 28.11 | 2,461 | -274 | 3,432 | |||
| 17 Dec | 4328.50 | 3.2 | -0.95 | 29.26 | 5,254 | 528 | 3,724 | |||
| 16 Dec | 4415.20 | 4.15 | -3.15 | 22.75 | 5,188 | 636 | 3,202 | |||
| 13 Dec | 4473.90 | 7.3 | 1.00 | 18.55 | 6,742 | 209 | 2,595 | |||
| 12 Dec | 4454.95 | 6.3 | 0.45 | 18.07 | 5,636 | 153 | 2,394 | |||
| 11 Dec | 4427.45 | 5.85 | -1.95 | 19.28 | 2,900 | -70 | 2,254 | |||
| 10 Dec | 4432.55 | 7.8 | -1.25 | 19.07 | 5,996 | 21 | 2,326 | |||
| 9 Dec | 4452.15 | 9.05 | 1.15 | 18.70 | 4,199 | 348 | 2,322 | |||
| 6 Dec | 4445.50 | 7.9 | -3.55 | 16.51 | 3,660 | 48 | 1,985 | |||
| 5 Dec | 4464.05 | 11.45 | 6.55 | 17.17 | 8,982 | 344 | 1,955 | |||
| 4 Dec | 4354.40 | 4.9 | 1.45 | 18.73 | 3,715 | -17 | 1,620 | |||
| 3 Dec | 4302.75 | 3.45 | -0.20 | 18.71 | 1,761 | 49 | 1,644 | |||
| 2 Dec | 4276.65 | 3.65 | -0.75 | 19.93 | 1,165 | 27 | 1,606 | |||
| 29 Nov | 4270.85 | 4.4 | -1.85 | 19.45 | 2,683 | 714 | 1,565 | |||
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| 28 Nov | 4244.90 | 6.25 | -4.85 | 21.12 | 1,969 | 234 | 858 | |||
| 27 Nov | 4332.55 | 11.1 | -1.30 | 19.82 | 1,124 | 26 | 620 | |||
| 26 Nov | 4352.70 | 12.4 | -1.70 | 19.17 | 1,194 | 100 | 594 | |||
| 25 Nov | 4315.10 | 14.1 | 6.25 | 20.95 | 1,103 | 484 | 485 | |||
| 22 Nov | 4244.60 | 7.85 | 0.85 | 21.03 | 85 | 75 | 76 | |||
| 21 Nov | 4072.85 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 4150.35 | 7 | -86.60 | 20.66 | 1 | 0 | 0 | |||
| 12 Nov | 4197.40 | 93.6 | 0.00 | 7.53 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 93.6 | 0.00 | 7.29 | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 93.6 | 0.00 | 7.59 | 0 | 0 | 0 | |||
| 6 Nov | 4139.65 | 93.6 | 0.00 | 7.81 | 0 | 0 | 0 | |||
| 10 Oct | 4227.40 | 93.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4252.95 | 93.6 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4700 expiring on 26DEC2024
Delta for 4700 CE is 0.02
Historical price for 4700 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.55, which was -0.70 lower than the previous day. The implied volatity was 43.06, the open interest changed by 0 which decreased total open position to 2791
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 2.25, which was -0.60 lower than the previous day. The implied volatity was 34.43, the open interest changed by -633 which decreased total open position to 2801
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 28.11, the open interest changed by -274 which decreased total open position to 3432
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 3.2, which was -0.95 lower than the previous day. The implied volatity was 29.26, the open interest changed by 528 which increased total open position to 3724
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 4.15, which was -3.15 lower than the previous day. The implied volatity was 22.75, the open interest changed by 636 which increased total open position to 3202
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 7.3, which was 1.00 higher than the previous day. The implied volatity was 18.55, the open interest changed by 209 which increased total open position to 2595
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 6.3, which was 0.45 higher than the previous day. The implied volatity was 18.07, the open interest changed by 153 which increased total open position to 2394
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 5.85, which was -1.95 lower than the previous day. The implied volatity was 19.28, the open interest changed by -70 which decreased total open position to 2254
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 7.8, which was -1.25 lower than the previous day. The implied volatity was 19.07, the open interest changed by 21 which increased total open position to 2326
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 9.05, which was 1.15 higher than the previous day. The implied volatity was 18.70, the open interest changed by 348 which increased total open position to 2322
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 7.9, which was -3.55 lower than the previous day. The implied volatity was 16.51, the open interest changed by 48 which increased total open position to 1985
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 11.45, which was 6.55 higher than the previous day. The implied volatity was 17.17, the open interest changed by 344 which increased total open position to 1955
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 4.9, which was 1.45 higher than the previous day. The implied volatity was 18.73, the open interest changed by -17 which decreased total open position to 1620
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 3.45, which was -0.20 lower than the previous day. The implied volatity was 18.71, the open interest changed by 49 which increased total open position to 1644
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 3.65, which was -0.75 lower than the previous day. The implied volatity was 19.93, the open interest changed by 27 which increased total open position to 1606
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 4.4, which was -1.85 lower than the previous day. The implied volatity was 19.45, the open interest changed by 714 which increased total open position to 1565
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 6.25, which was -4.85 lower than the previous day. The implied volatity was 21.12, the open interest changed by 234 which increased total open position to 858
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 11.1, which was -1.30 lower than the previous day. The implied volatity was 19.82, the open interest changed by 26 which increased total open position to 620
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 12.4, which was -1.70 lower than the previous day. The implied volatity was 19.17, the open interest changed by 100 which increased total open position to 594
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 14.1, which was 6.25 higher than the previous day. The implied volatity was 20.95, the open interest changed by 484 which increased total open position to 485
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 7.85, which was 0.85 higher than the previous day. The implied volatity was 21.03, the open interest changed by 75 which increased total open position to 76
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 7, 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 20 Nov TCS was trading at 4039.55. The strike last trading price was 7, 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 Nov TCS was trading at 4039.55. The strike last trading price was 7, 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 14 Nov TCS was trading at 4145.90. The strike last trading price was 7, 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 13 Nov TCS was trading at 4150.35. The strike last trading price was 7, which was -86.60 lower than the previous day. The implied volatity was 20.66, 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 93.6, which was 0.00 lower than the previous day. The implied volatity was 7.53, 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 93.6, which was 0.00 lower than the previous day. The implied volatity was 7.29, 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 93.6, 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 6 Nov TCS was trading at 4139.65. The strike last trading price was 93.6, which was 0.00 lower than the previous day. The implied volatity was 7.81, 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 93.6, 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 93.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 26DEC2024 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.89
Theta: -3.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 530 | 127.00 | 66.29 | 18 | -10 | 24 |
| 19 Dec | 4271.90 | 403 | 35.90 | - | 24 | -18 | 35 |
| 18 Dec | 4347.85 | 367.1 | 85.10 | 53.05 | 6 | -4 | 54 |
| 17 Dec | 4328.50 | 282 | 2.00 | - | 1 | 0 | 59 |
| 16 Dec | 4415.20 | 280 | 56.50 | 27.19 | 19 | -15 | 59 |
| 13 Dec | 4473.90 | 223.5 | -14.00 | 23.02 | 52 | 34 | 73 |
| 12 Dec | 4454.95 | 237.5 | -36.00 | 23.38 | 16 | 10 | 38 |
| 11 Dec | 4427.45 | 273.5 | 14.65 | 25.25 | 2 | -1 | 27 |
| 10 Dec | 4432.55 | 258.85 | 5.55 | 24.02 | 35 | 9 | 29 |
| 9 Dec | 4452.15 | 253.3 | -4.05 | 24.20 | 8 | -3 | 21 |
| 6 Dec | 4445.50 | 257.35 | 16.85 | 24.49 | 10 | 1 | 24 |
| 5 Dec | 4464.05 | 240.5 | -100.35 | 21.53 | 40 | 7 | 22 |
| 4 Dec | 4354.40 | 340.85 | -39.15 | 22.70 | 9 | 2 | 13 |
| 3 Dec | 4302.75 | 380 | -25.95 | 24.94 | 1 | 0 | 10 |
| 2 Dec | 4276.65 | 405.95 | 0.00 | 0.00 | 0 | 10 | 0 |
| 29 Nov | 4270.85 | 405.95 | -10.40 | 21.13 | 10 | 0 | 0 |
| 28 Nov | 4244.90 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4332.55 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4352.70 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4315.10 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4244.60 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4072.85 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 416.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 416.35 | 416.35 | - | 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 4700 expiring on 26DEC2024
Delta for 4700 PE is -0.91
Historical price for 4700 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 530, which was 127.00 higher than the previous day. The implied volatity was 66.29, the open interest changed by -10 which decreased total open position to 24
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 403, which was 35.90 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 35
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 367.1, which was 85.10 higher than the previous day. The implied volatity was 53.05, the open interest changed by -4 which decreased total open position to 54
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 282, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 280, which was 56.50 higher than the previous day. The implied volatity was 27.19, the open interest changed by -15 which decreased total open position to 59
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 223.5, which was -14.00 lower than the previous day. The implied volatity was 23.02, the open interest changed by 34 which increased total open position to 73
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 237.5, which was -36.00 lower than the previous day. The implied volatity was 23.38, the open interest changed by 10 which increased total open position to 38
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 273.5, which was 14.65 higher than the previous day. The implied volatity was 25.25, the open interest changed by -1 which decreased total open position to 27
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 258.85, which was 5.55 higher than the previous day. The implied volatity was 24.02, the open interest changed by 9 which increased total open position to 29
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 253.3, which was -4.05 lower than the previous day. The implied volatity was 24.20, the open interest changed by -3 which decreased total open position to 21
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 257.35, which was 16.85 higher than the previous day. The implied volatity was 24.49, the open interest changed by 1 which increased total open position to 24
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 240.5, which was -100.35 lower than the previous day. The implied volatity was 21.53, the open interest changed by 7 which increased total open position to 22
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 340.85, which was -39.15 lower than the previous day. The implied volatity was 22.70, the open interest changed by 2 which increased total open position to 13
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 380, which was -25.95 lower than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 10
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 405.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 405.95, which was -10.40 lower than the previous day. The implied volatity was 21.13, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 416.35, 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 27 Nov TCS was trading at 4332.55. The strike last trading price was 416.35, 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 26 Nov TCS was trading at 4352.70. The strike last trading price was 416.35, 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 25 Nov TCS was trading at 4315.10. The strike last trading price was 416.35, 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 416.35, 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 416.35, 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 416.35, 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 416.35, 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 416.35, 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 416.35, 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 416.35, 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 416.35, 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 416.35, 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 416.35, which was 416.35 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
