TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
TCS 26DEC2024 4850 CE | ||||||||||
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Delta: 0.01
Vega: 0.19
Theta: -0.82
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 4170.30 | 1.3 | -0.15 | 51.48 | 348 | -74 | 292 | |||
19 Dec | 4271.90 | 1.45 | -0.20 | 41.21 | 209 | -22 | 366 | |||
18 Dec | 4347.85 | 1.65 | -0.05 | 34.40 | 139 | -47 | 387 | |||
17 Dec | 4328.50 | 1.7 | -0.10 | 34.51 | 187 | -66 | 436 | |||
16 Dec | 4415.20 | 1.8 | -0.35 | 27.53 | 177 | -6 | 503 | |||
13 Dec | 4473.90 | 2.15 | -0.20 | 21.57 | 917 | 224 | 510 | |||
12 Dec | 4454.95 | 2.35 | 0.10 | 21.81 | 646 | -30 | 289 | |||
11 Dec | 4427.45 | 2.25 | -0.50 | 22.67 | 126 | -1 | 311 | |||
10 Dec | 4432.55 | 2.75 | -0.40 | 21.93 | 940 | 108 | 325 | |||
9 Dec | 4452.15 | 3.15 | 0.35 | 21.37 | 436 | 58 | 216 | |||
6 Dec | 4445.50 | 2.8 | 2.80 | 19.19 | 369 | 157 | 157 | |||
5 Dec | 4464.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
4 Dec | 4354.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
3 Dec | 4302.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Dec | 4276.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
29 Nov | 4270.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
28 Nov | 4244.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
27 Nov | 4332.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
26 Nov | 4352.70 | 0 | 0.00 | 0.00 | 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 | |||
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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 4850 expiring on 26DEC2024
Delta for 4850 CE is 0.01
Historical price for 4850 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 51.48, the open interest changed by -74 which decreased total open position to 292
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 41.21, the open interest changed by -22 which decreased total open position to 366
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 34.40, the open interest changed by -47 which decreased total open position to 387
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 34.51, the open interest changed by -66 which decreased total open position to 436
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 27.53, the open interest changed by -6 which decreased total open position to 503
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 2.15, which was -0.20 lower than the previous day. The implied volatity was 21.57, the open interest changed by 224 which increased total open position to 510
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 2.35, which was 0.10 higher than the previous day. The implied volatity was 21.81, the open interest changed by -30 which decreased total open position to 289
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 22.67, the open interest changed by -1 which decreased total open position to 311
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 2.75, which was -0.40 lower than the previous day. The implied volatity was 21.93, the open interest changed by 108 which increased total open position to 325
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 3.15, which was 0.35 higher than the previous day. The implied volatity was 21.37, the open interest changed by 58 which increased total open position to 216
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 2.8, which was 2.80 higher than the previous day. The implied volatity was 19.19, the open interest changed by 157 which increased total open position to 157
On 5 Dec TCS was trading at 4464.05. 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 4 Dec TCS was trading at 4354.40. 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 3 Dec TCS was trading at 4302.75. 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 2 Dec TCS was trading at 4276.65. 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 29 Nov TCS was trading at 4270.85. 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 28 Nov TCS was trading at 4244.90. 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 27 Nov TCS was trading at 4332.55. 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 26 Nov TCS was trading at 4352.70. 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 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 4850 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 4170.30 | 830.8 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 4271.90 | 830.8 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 4347.85 | 830.8 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 4328.50 | 830.8 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 4415.20 | 830.8 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 4473.90 | 830.8 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 4454.95 | 830.8 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 4427.45 | 830.8 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 4432.55 | 830.8 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 4452.15 | 830.8 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 4445.50 | 830.8 | 830.80 | - | 0 | 0 | 0 |
5 Dec | 4464.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 4354.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Dec | 4302.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 4276.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 4270.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
28 Nov | 4244.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Nov | 4332.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Nov | 4352.70 | 0 | 0.00 | 0.00 | 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 4850 expiring on 26DEC2024
Delta for 4850 PE is -
Historical price for 4850 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 830.8, 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 830.8, 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 830.8, 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 830.8, 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 830.8, 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 830.8, 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 830.8, 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 830.8, 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 830.8, 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 830.8, 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 830.8, which was 830.80 higher 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 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 4 Dec TCS was trading at 4354.40. 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 3 Dec TCS was trading at 4302.75. 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 2 Dec TCS was trading at 4276.65. 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 29 Nov TCS was trading at 4270.85. 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 28 Nov TCS was trading at 4244.90. 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 27 Nov TCS was trading at 4332.55. 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 26 Nov TCS was trading at 4352.70. 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 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