TCS
Tata Consultancy Serv Lt
Historical option data for TCS
14 Nov 2024 04:10 PM IST
| TCS 28NOV2024 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.20
Theta: -0.23
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 4145.90 | 0.75 | -0.50 | 30.38 | 4 | -1 | 61 | |||
|
|
||||||||||
| 13 Nov | 4150.35 | 1.25 | 0.00 | 31.15 | 2 | 0 | 63 | |||
| 12 Nov | 4197.40 | 1.25 | -0.05 | 28.01 | 13 | 1 | 64 | |||
| 11 Nov | 4198.70 | 1.3 | -0.05 | 27.64 | 44 | 6 | 64 | |||
| 8 Nov | 4147.00 | 1.35 | -0.45 | 27.68 | 67 | 1 | 59 | |||
| 7 Nov | 4150.90 | 1.8 | -0.20 | 27.66 | 147 | 27 | 60 | |||
| 6 Nov | 4139.65 | 2 | 0.35 | 27.52 | 18 | 4 | 33 | |||
| 5 Nov | 3971.35 | 1.65 | -0.05 | 32.85 | 77 | 5 | 31 | |||
| 4 Nov | 3964.15 | 1.7 | -0.75 | 32.46 | 13 | 4 | 25 | |||
| 1 Nov | 3984.20 | 2.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3968.45 | 2.45 | -0.05 | - | 17 | 0 | 21 | |||
| 30 Oct | 4084.65 | 2.5 | -1.35 | - | 21 | 5 | 21 | |||
| 29 Oct | 4075.25 | 3.85 | 0.00 | - | 2 | 0 | 14 | |||
| 28 Oct | 4090.85 | 3.85 | -1.15 | - | 1 | -2 | 13 | |||
| 25 Oct | 4057.55 | 5 | 0.00 | - | 2 | 0 | 15 | |||
| 24 Oct | 4047.90 | 5 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 4066.25 | 5 | 0.00 | - | 1 | 0 | 14 | |||
| 22 Oct | 4015.50 | 5 | 0.00 | - | 1 | 0 | 15 | |||
| 21 Oct | 4079.85 | 5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4123.05 | 5 | 0.00 | - | 0 | 4 | 0 | |||
| 17 Oct | 4109.00 | 5 | -1.00 | - | 5 | 4 | 15 | |||
| 16 Oct | 4094.95 | 6 | 0.00 | - | 0 | 3 | 0 | |||
| 15 Oct | 4116.80 | 6 | 0.05 | - | 4 | 3 | 11 | |||
| 14 Oct | 4136.65 | 5.95 | -0.10 | - | 1 | 0 | 8 | |||
| 11 Oct | 4149.20 | 6.05 | -9.15 | - | 16 | 5 | 8 | |||
| 10 Oct | 4227.40 | 15.2 | -128.35 | - | 3 | 2 | 2 | |||
| 9 Oct | 4252.95 | 143.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4253.25 | 143.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4268.50 | 143.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 4521.05 | 143.55 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4800 expiring on 28NOV2024
Delta for 4800 CE is 0.01
Historical price for 4800 CE is as follows
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was 30.38, the open interest changed by -1 which decreased total open position to 61
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 31.15, the open interest changed by 0 which decreased total open position to 63
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 64
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 27.64, the open interest changed by 6 which increased total open position to 64
On 8 Nov TCS was trading at 4147.00. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 27.68, the open interest changed by 1 which increased total open position to 59
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 27.66, the open interest changed by 27 which increased total open position to 60
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 27.52, the open interest changed by 4 which increased total open position to 33
On 5 Nov TCS was trading at 3971.35. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 32.85, the open interest changed by 5 which increased total open position to 31
On 4 Nov TCS was trading at 3964.15. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was 32.46, the open interest changed by 4 which increased total open position to 25
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 2.45, 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 31 Oct TCS was trading at 3968.45. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TCS was trading at 4084.65. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TCS was trading at 4075.25. The strike last trading price was 3.85, 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 28 Oct TCS was trading at 4090.85. The strike last trading price was 3.85, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TCS was trading at 4057.55. The strike last trading price was 5, 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 24 Oct TCS was trading at 4047.90. The strike last trading price was 5, 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 23 Oct TCS was trading at 4066.25. The strike last trading price was 5, 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 22 Oct TCS was trading at 4015.50. The strike last trading price was 5, 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 21 Oct TCS was trading at 4079.85. The strike last trading price was 5, 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 18 Oct TCS was trading at 4123.05. The strike last trading price was 5, 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 5, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TCS was trading at 4094.95. The strike last trading price was 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 15 Oct TCS was trading at 4116.80. The strike last trading price was 6, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TCS was trading at 4136.65. The strike last trading price was 5.95, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TCS was trading at 4149.20. The strike last trading price was 6.05, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TCS was trading at 4227.40. The strike last trading price was 15.2, which was -128.35 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 143.55, 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 8 Oct TCS was trading at 4253.25. The strike last trading price was 143.55, 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 30 Sept TCS was trading at 4268.50. The strike last trading price was 143.55, 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 2 Sept TCS was trading at 4521.05. The strike last trading price was 143.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TCS 28NOV2024 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 4145.90 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 4147.00 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 3971.35 | 850 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 3964.15 | 850 | 50.00 | 64.39 | 2 | 0 | 16 |
| 1 Nov | 3984.20 | 800 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 3968.45 | 800 | 125.00 | - | 2 | 0 | 14 |
| 30 Oct | 4084.65 | 675 | 15.00 | - | 14 | 2 | 6 |
| 29 Oct | 4075.25 | 660 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4090.85 | 660 | 20.00 | - | 1 | 4 | 4 |
| 25 Oct | 4057.55 | 640 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4047.90 | 640 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4066.25 | 640 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4015.50 | 640 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4079.85 | 640 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4123.05 | 640 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4109.00 | 640 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4094.95 | 640 | 0.00 | - | 0 | 2 | 0 |
| 15 Oct | 4116.80 | 640 | 65.00 | - | 3 | 2 | 4 |
| 14 Oct | 4136.65 | 575 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4149.20 | 575 | 0.00 | - | 0 | 2 | 0 |
| 10 Oct | 4227.40 | 575 | 229.60 | - | 2 | 1 | 1 |
| 9 Oct | 4252.95 | 345.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4253.25 | 345.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4268.50 | 345.4 | 345.40 | - | 0 | 0 | 0 |
| 2 Sept | 4521.05 | 0 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4800 expiring on 28NOV2024
Delta for 4800 PE is 0.00
Historical price for 4800 PE is as follows
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 850, 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 850, 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 850, 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 850, 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 8 Nov TCS was trading at 4147.00. The strike last trading price was 850, 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 850, 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 850, 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 5 Nov TCS was trading at 3971.35. The strike last trading price was 850, 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 4 Nov TCS was trading at 3964.15. The strike last trading price was 850, which was 50.00 higher than the previous day. The implied volatity was 64.39, the open interest changed by 0 which decreased total open position to 16
On 1 Nov TCS was trading at 3984.20. The strike last trading price was 800, 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 31 Oct TCS was trading at 3968.45. The strike last trading price was 800, which was 125.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TCS was trading at 4084.65. The strike last trading price was 675, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TCS was trading at 4075.25. The strike last trading price was 660, 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 28 Oct TCS was trading at 4090.85. The strike last trading price was 660, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TCS was trading at 4057.55. The strike last trading price was 640, 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 24 Oct TCS was trading at 4047.90. The strike last trading price was 640, 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 23 Oct TCS was trading at 4066.25. The strike last trading price was 640, 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 22 Oct TCS was trading at 4015.50. The strike last trading price was 640, 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 21 Oct TCS was trading at 4079.85. The strike last trading price was 640, 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 18 Oct TCS was trading at 4123.05. The strike last trading price was 640, 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 17 Oct TCS was trading at 4109.00. The strike last trading price was 640, 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 16 Oct TCS was trading at 4094.95. The strike last trading price was 640, 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 15 Oct TCS was trading at 4116.80. The strike last trading price was 640, which was 65.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TCS was trading at 4136.65. The strike last trading price was 575, 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 11 Oct TCS was trading at 4149.20. The strike last trading price was 575, 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 10 Oct TCS was trading at 4227.40. The strike last trading price was 575, which was 229.60 higher 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 345.4, 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 8 Oct TCS was trading at 4253.25. The strike last trading price was 345.4, 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 30 Sept TCS was trading at 4268.50. The strike last trading price was 345.4, which was 345.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept TCS was trading at 4521.05. 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
