TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.22
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 1.4 | -0.40 | 45.68 | 754 | -103 | 488 | |||
| 19 Dec | 4271.90 | 1.8 | -0.45 | 36.38 | 631 | 8 | 589 | |||
| 18 Dec | 4347.85 | 2.25 | -0.25 | 30.07 | 777 | -113 | 582 | |||
| 17 Dec | 4328.50 | 2.5 | -0.45 | 30.95 | 1,772 | -34 | 694 | |||
| 16 Dec | 4415.20 | 2.95 | -1.60 | 24.20 | 1,443 | 124 | 728 | |||
| 13 Dec | 4473.90 | 4.55 | 0.35 | 19.37 | 3,035 | -160 | 612 | |||
| 12 Dec | 4454.95 | 4.2 | 0.30 | 19.13 | 2,642 | 111 | 774 | |||
| 11 Dec | 4427.45 | 3.9 | -1.30 | 20.15 | 1,134 | 36 | 670 | |||
| 10 Dec | 4432.55 | 5.2 | -0.85 | 19.85 | 2,814 | 49 | 646 | |||
| 9 Dec | 4452.15 | 6.05 | 0.50 | 19.43 | 1,151 | -4 | 595 | |||
| 6 Dec | 4445.50 | 5.55 | -2.20 | 17.45 | 1,193 | 93 | 599 | |||
| 5 Dec | 4464.05 | 7.75 | 4.10 | 17.81 | 3,241 | 215 | 508 | |||
| 4 Dec | 4354.40 | 3.65 | 1.00 | 19.65 | 1,385 | -57 | 290 | |||
| 3 Dec | 4302.75 | 2.65 | -0.15 | 19.69 | 165 | 36 | 344 | |||
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| 2 Dec | 4276.65 | 2.8 | -0.75 | 20.81 | 133 | 41 | 296 | |||
| 29 Nov | 4270.85 | 3.55 | -1.25 | 20.43 | 332 | 91 | 256 | |||
| 28 Nov | 4244.90 | 4.8 | -4.00 | 21.80 | 597 | 127 | 164 | |||
| 27 Nov | 4332.55 | 8.8 | 3.25 | 20.66 | 100 | 37 | 37 | |||
| 26 Nov | 4352.70 | 5.55 | 5.55 | 6.95 | 0 | 0 | 0 | |||
| 25 Nov | 4315.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 4244.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 4072.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 0 | 0.00 | 0.00 | 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 4750 expiring on 26DEC2024
Delta for 4750 CE is 0.02
Historical price for 4750 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.4, which was -0.40 lower than the previous day. The implied volatity was 45.68, the open interest changed by -103 which decreased total open position to 488
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 36.38, the open interest changed by 8 which increased total open position to 589
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 30.07, the open interest changed by -113 which decreased total open position to 582
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 30.95, the open interest changed by -34 which decreased total open position to 694
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 2.95, which was -1.60 lower than the previous day. The implied volatity was 24.20, the open interest changed by 124 which increased total open position to 728
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 4.55, which was 0.35 higher than the previous day. The implied volatity was 19.37, the open interest changed by -160 which decreased total open position to 612
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 4.2, which was 0.30 higher than the previous day. The implied volatity was 19.13, the open interest changed by 111 which increased total open position to 774
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 3.9, which was -1.30 lower than the previous day. The implied volatity was 20.15, the open interest changed by 36 which increased total open position to 670
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 5.2, which was -0.85 lower than the previous day. The implied volatity was 19.85, the open interest changed by 49 which increased total open position to 646
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 6.05, which was 0.50 higher than the previous day. The implied volatity was 19.43, the open interest changed by -4 which decreased total open position to 595
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 5.55, which was -2.20 lower than the previous day. The implied volatity was 17.45, the open interest changed by 93 which increased total open position to 599
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 7.75, which was 4.10 higher than the previous day. The implied volatity was 17.81, the open interest changed by 215 which increased total open position to 508
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 3.65, which was 1.00 higher than the previous day. The implied volatity was 19.65, the open interest changed by -57 which decreased total open position to 290
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 19.69, the open interest changed by 36 which increased total open position to 344
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was 20.81, the open interest changed by 41 which increased total open position to 296
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 20.43, the open interest changed by 91 which increased total open position to 256
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 4.8, which was -4.00 lower than the previous day. The implied volatity was 21.80, the open interest changed by 127 which increased total open position to 164
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 8.8, which was 3.25 higher than the previous day. The implied volatity was 20.66, the open interest changed by 37 which increased total open position to 37
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 5.55, which was 5.55 higher than the previous day. The implied volatity was 6.95, 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 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 22 Nov TCS was trading at 4244.60. 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 21 Nov TCS was trading at 4072.85. 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 20 Nov TCS was trading at 4039.55. 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 19 Nov TCS was trading at 4039.55. 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 14 Nov TCS was trading at 4145.90. 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 13 Nov TCS was trading at 4150.35. 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 12 Nov TCS was trading at 4197.40. 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 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 4750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 4271.90 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 4347.85 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 4328.50 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 4415.20 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 4473.90 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 4454.95 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 4427.45 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 4432.55 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 4452.15 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4445.50 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4464.05 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 4354.40 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 4302.75 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4276.65 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 4270.85 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4244.90 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4332.55 | 734.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4352.70 | 734.35 | 734.35 | - | 0 | 0 | 0 |
| 25 Nov | 4315.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4244.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4072.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 0 | 0.00 | 0.00 | 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 4750 expiring on 26DEC2024
Delta for 4750 PE is -
Historical price for 4750 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 734.35, 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 Dec TCS was trading at 4271.90. The strike last trading price was 734.35, 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 18 Dec TCS was trading at 4347.85. The strike last trading price was 734.35, 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 17 Dec TCS was trading at 4328.50. The strike last trading price was 734.35, 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 16 Dec TCS was trading at 4415.20. The strike last trading price was 734.35, 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 Dec TCS was trading at 4473.90. The strike last trading price was 734.35, 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 Dec TCS was trading at 4454.95. The strike last trading price was 734.35, 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 Dec TCS was trading at 4427.45. The strike last trading price was 734.35, 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 10 Dec TCS was trading at 4432.55. The strike last trading price was 734.35, 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 9 Dec TCS was trading at 4452.15. The strike last trading price was 734.35, 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 Dec TCS was trading at 4445.50. The strike last trading price was 734.35, 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 5 Dec TCS was trading at 4464.05. The strike last trading price was 734.35, 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 4 Dec TCS was trading at 4354.40. The strike last trading price was 734.35, 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 3 Dec TCS was trading at 4302.75. The strike last trading price was 734.35, 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 2 Dec TCS was trading at 4276.65. The strike last trading price was 734.35, 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 29 Nov TCS was trading at 4270.85. The strike last trading price was 734.35, 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 28 Nov TCS was trading at 4244.90. The strike last trading price was 734.35, 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 734.35, 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 734.35, which was 734.35 higher 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 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 22 Nov TCS was trading at 4244.60. 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 21 Nov TCS was trading at 4072.85. 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 20 Nov TCS was trading at 4039.55. 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 19 Nov TCS was trading at 4039.55. 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 14 Nov TCS was trading at 4145.90. 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 13 Nov TCS was trading at 4150.35. 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 12 Nov TCS was trading at 4197.40. 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 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
