TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.20
Theta: -0.84
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 1.35 | -0.30 | 48.63 | 1,655 | -357 | 1,284 | |||
| 19 Dec | 4271.90 | 1.65 | -0.25 | 38.98 | 996 | -152 | 1,638 | |||
| 18 Dec | 4347.85 | 1.9 | -0.20 | 32.23 | 1,120 | -267 | 1,789 | |||
| 17 Dec | 4328.50 | 2.1 | -0.05 | 32.88 | 1,650 | -165 | 2,056 | |||
| 16 Dec | 4415.20 | 2.15 | -0.80 | 25.63 | 1,530 | 81 | 2,221 | |||
| 13 Dec | 4473.90 | 2.95 | -0.05 | 20.29 | 3,210 | 309 | 2,140 | |||
| 12 Dec | 4454.95 | 3 | 0.25 | 20.35 | 2,668 | 102 | 1,835 | |||
| 11 Dec | 4427.45 | 2.75 | -0.95 | 21.18 | 1,002 | 85 | 1,746 | |||
| 10 Dec | 4432.55 | 3.7 | -0.55 | 20.85 | 3,814 | 376 | 1,654 | |||
| 9 Dec | 4452.15 | 4.25 | 0.40 | 20.33 | 1,206 | 63 | 1,286 | |||
| 6 Dec | 4445.50 | 3.85 | -1.50 | 18.27 | 1,705 | 128 | 1,229 | |||
| 5 Dec | 4464.05 | 5.35 | 2.50 | 18.51 | 3,518 | 12 | 1,100 | |||
| 4 Dec | 4354.40 | 2.85 | 0.55 | 20.67 | 1,597 | 128 | 1,077 | |||
| 3 Dec | 4302.75 | 2.3 | -0.15 | 21.01 | 677 | 85 | 950 | |||
| 2 Dec | 4276.65 | 2.45 | -0.45 | 22.09 | 831 | -11 | 866 | |||
| 29 Nov | 4270.85 | 2.9 | -1.30 | 21.39 | 1,345 | 135 | 875 | |||
| 28 Nov | 4244.90 | 4.2 | -1.85 | 22.97 | 1,182 | 289 | 742 | |||
| 27 Nov | 4332.55 | 6.05 | -1.25 | 20.81 | 816 | 23 | 453 | |||
| 26 Nov | 4352.70 | 7.3 | -2.65 | 20.50 | 901 | 265 | 427 | |||
| 25 Nov | 4315.10 | 9.95 | -61.15 | 22.93 | 440 | 152 | 152 | |||
| 22 Nov | 4244.60 | 71.1 | 0.00 | 9.04 | 0 | 0 | 0 | |||
| 21 Nov | 4072.85 | 71.1 | 0.00 | 12.31 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 71.1 | 0.00 | 12.58 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 71.1 | 0.00 | 12.58 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 71.1 | 0.00 | 9.56 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 71.1 | 0.00 | 9.58 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 71.1 | 0.00 | 8.54 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 71.1 | 0.00 | 8.52 | 0 | 0 | 0 | |||
| 7 Nov | 4150.90 | 71.1 | 0.00 | 8.41 | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 4139.65 | 71.1 | 0.00 | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 4800 expiring on 26DEC2024
Delta for 4800 CE is 0.01
Historical price for 4800 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 48.63, the open interest changed by -357 which decreased total open position to 1284
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 38.98, the open interest changed by -152 which decreased total open position to 1638
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 32.23, the open interest changed by -267 which decreased total open position to 1789
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 32.88, the open interest changed by -165 which decreased total open position to 2056
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 2.15, which was -0.80 lower than the previous day. The implied volatity was 25.63, the open interest changed by 81 which increased total open position to 2221
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 20.29, the open interest changed by 309 which increased total open position to 2140
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 20.35, the open interest changed by 102 which increased total open position to 1835
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 21.18, the open interest changed by 85 which increased total open position to 1746
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 20.85, the open interest changed by 376 which increased total open position to 1654
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 4.25, which was 0.40 higher than the previous day. The implied volatity was 20.33, the open interest changed by 63 which increased total open position to 1286
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 3.85, which was -1.50 lower than the previous day. The implied volatity was 18.27, the open interest changed by 128 which increased total open position to 1229
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 5.35, which was 2.50 higher than the previous day. The implied volatity was 18.51, the open interest changed by 12 which increased total open position to 1100
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 2.85, which was 0.55 higher than the previous day. The implied volatity was 20.67, the open interest changed by 128 which increased total open position to 1077
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 21.01, the open interest changed by 85 which increased total open position to 950
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 22.09, the open interest changed by -11 which decreased total open position to 866
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 2.9, which was -1.30 lower than the previous day. The implied volatity was 21.39, the open interest changed by 135 which increased total open position to 875
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 4.2, which was -1.85 lower than the previous day. The implied volatity was 22.97, the open interest changed by 289 which increased total open position to 742
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 6.05, which was -1.25 lower than the previous day. The implied volatity was 20.81, the open interest changed by 23 which increased total open position to 453
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 7.3, which was -2.65 lower than the previous day. The implied volatity was 20.50, the open interest changed by 265 which increased total open position to 427
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 9.95, which was -61.15 lower than the previous day. The implied volatity was 22.93, the open interest changed by 152 which increased total open position to 152
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 71.1, which was 0.00 lower than the previous day. The implied volatity was 9.04, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 12.31, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 12.58, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 12.58, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 9.56, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 9.58, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 8.54, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 8.52, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 8.41, 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 71.1, 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 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 320.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 4271.90 | 320.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4347.85 | 320.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4328.50 | 320.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4415.20 | 320.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4473.90 | 320.3 | 5.30 | 28.10 | 3 | 0 | 41 |
| 12 Dec | 4454.95 | 315 | -20.60 | - | 1 | 0 | 41 |
| 11 Dec | 4427.45 | 335.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4432.55 | 335.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4452.15 | 335.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4445.50 | 335.6 | 0.00 | 0.00 | 0 | 4 | 0 |
| 5 Dec | 4464.05 | 335.6 | -164.40 | 25.45 | 31 | 4 | 41 |
| 4 Dec | 4354.40 | 500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4302.75 | 500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4276.65 | 500 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 4270.85 | 500 | -13.35 | 19.05 | 1 | 0 | 36 |
| 28 Nov | 4244.90 | 513.35 | 73.35 | 17.91 | 27 | 24 | 35 |
| 27 Nov | 4332.55 | 440 | -8.00 | 23.77 | 1 | 0 | 10 |
| 26 Nov | 4352.70 | 448 | -44.00 | 32.69 | 12 | 0 | 0 |
| 25 Nov | 4315.10 | 492 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4244.60 | 492 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4072.85 | 492 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 492 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 492 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 492 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 492 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 492 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 492 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 492 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 492 | 0.00 | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 4800 expiring on 26DEC2024
Delta for 4800 PE is 0.00
Historical price for 4800 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 320.3, 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 320.3, 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 320.3, 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 320.3, 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 320.3, 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 Dec TCS was trading at 4473.90. The strike last trading price was 320.3, which was 5.30 higher than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 41
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 315, which was -20.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 335.6, 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 10 Dec TCS was trading at 4432.55. The strike last trading price was 335.6, 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 9 Dec TCS was trading at 4452.15. The strike last trading price was 335.6, 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 Dec TCS was trading at 4445.50. The strike last trading price was 335.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 335.6, which was -164.40 lower than the previous day. The implied volatity was 25.45, the open interest changed by 4 which increased total open position to 41
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 500, 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 500, 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 500, 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 29 Nov TCS was trading at 4270.85. The strike last trading price was 500, which was -13.35 lower than the previous day. The implied volatity was 19.05, the open interest changed by 0 which decreased total open position to 36
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 513.35, which was 73.35 higher than the previous day. The implied volatity was 17.91, the open interest changed by 24 which increased total open position to 35
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 440, which was -8.00 lower than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 10
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 448, which was -44.00 lower than the previous day. The implied volatity was 32.69, 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 492, 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 492, 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 492, 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 492, 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 492, 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 492, 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 492, 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 492, 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 492, 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 492, 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 492, 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
