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[--[65.84.65.76]--]
TCS
Tata Consultancy Serv Lt

4170.3 -101.59 (-2.38%)

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Historical option data for TCS

20 Dec 2024 04:10 PM IST
TCS 26DEC2024 4850 CE
Delta: 0.01
Vega: 0.19
Theta: -0.82
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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