TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 4900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.16
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 1.05 | -0.15 | 53.03 | 263 | -11 | 459 | |||
| 19 Dec | 4271.90 | 1.2 | -0.20 | 42.99 | 211 | -33 | 471 | |||
| 18 Dec | 4347.85 | 1.4 | -0.05 | 36.33 | 360 | -30 | 507 | |||
| 17 Dec | 4328.50 | 1.45 | -0.10 | 36.30 | 393 | -112 | 537 | |||
| 16 Dec | 4415.20 | 1.55 | -0.20 | 29.43 | 164 | -22 | 649 | |||
| 13 Dec | 4473.90 | 1.75 | -0.15 | 23.14 | 393 | -8 | 673 | |||
| 12 Dec | 4454.95 | 1.9 | 0.10 | 23.27 | 875 | 19 | 685 | |||
| 11 Dec | 4427.45 | 1.8 | -0.30 | 23.97 | 133 | 22 | 667 | |||
| 10 Dec | 4432.55 | 2.1 | -0.40 | 23.04 | 1,078 | 87 | 651 | |||
| 9 Dec | 4452.15 | 2.5 | 0.25 | 22.58 | 352 | 67 | 564 | |||
| 6 Dec | 4445.50 | 2.25 | -0.80 | 20.37 | 393 | 75 | 497 | |||
| 5 Dec | 4464.05 | 3.05 | 1.05 | 20.42 | 1,458 | 306 | 431 | |||
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| 4 Dec | 4354.40 | 2 | 0.45 | 22.98 | 390 | 101 | 125 | |||
| 3 Dec | 4302.75 | 1.55 | -0.55 | 23.13 | 25 | 10 | 25 | |||
| 2 Dec | 4276.65 | 2.1 | -51.10 | 24.68 | 29 | 13 | 13 | |||
| 29 Nov | 4270.85 | 53.2 | 0.00 | 11.95 | 0 | 0 | 0 | |||
| 28 Nov | 4244.90 | 53.2 | 0.00 | 11.93 | 0 | 0 | 0 | |||
| 27 Nov | 4332.55 | 53.2 | 0.00 | 9.79 | 0 | 0 | 0 | |||
| 26 Nov | 4352.70 | 53.2 | 0.00 | 9.35 | 0 | 0 | 0 | |||
| 25 Nov | 4315.10 | 53.2 | 0.00 | 9.68 | 0 | 0 | 0 | |||
| 22 Nov | 4244.60 | 53.2 | 0.00 | 10.56 | 0 | 0 | 0 | |||
| 21 Nov | 4072.85 | 53.2 | 0.00 | 13.90 | 0 | 0 | 0 | |||
| 20 Nov | 4039.55 | 53.2 | 0.00 | 13.62 | 0 | 0 | 0 | |||
| 19 Nov | 4039.55 | 53.2 | 0.00 | 13.62 | 0 | 0 | 0 | |||
| 14 Nov | 4145.90 | 53.2 | 0.00 | 10.79 | 0 | 0 | 0 | |||
| 13 Nov | 4150.35 | 53.2 | 0.00 | 10.80 | 0 | 0 | 0 | |||
| 12 Nov | 4197.40 | 53.2 | 0.00 | 9.70 | 0 | 0 | 0 | |||
| 11 Nov | 4198.70 | 53.2 | 53.20 | 9.81 | 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 4900 expiring on 26DEC2024
Delta for 4900 CE is 0.01
Historical price for 4900 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 53.03, the open interest changed by -11 which decreased total open position to 459
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 42.99, the open interest changed by -33 which decreased total open position to 471
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 36.33, the open interest changed by -30 which decreased total open position to 507
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 36.30, the open interest changed by -112 which decreased total open position to 537
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 1.55, which was -0.20 lower than the previous day. The implied volatity was 29.43, the open interest changed by -22 which decreased total open position to 649
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 23.14, the open interest changed by -8 which decreased total open position to 673
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 23.27, the open interest changed by 19 which increased total open position to 685
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 23.97, the open interest changed by 22 which increased total open position to 667
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 23.04, the open interest changed by 87 which increased total open position to 651
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 2.5, which was 0.25 higher than the previous day. The implied volatity was 22.58, the open interest changed by 67 which increased total open position to 564
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 2.25, which was -0.80 lower than the previous day. The implied volatity was 20.37, the open interest changed by 75 which increased total open position to 497
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 3.05, which was 1.05 higher than the previous day. The implied volatity was 20.42, the open interest changed by 306 which increased total open position to 431
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 22.98, the open interest changed by 101 which increased total open position to 125
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 23.13, the open interest changed by 10 which increased total open position to 25
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 2.1, which was -51.10 lower than the previous day. The implied volatity was 24.68, the open interest changed by 13 which increased total open position to 13
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 53.2, which was 0.00 lower than the previous day. The implied volatity was 11.95, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 11.93, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 9.79, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 9.35, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 9.68, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 10.56, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 13.90, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 13.62, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 13.62, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 10.79, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 10.80, 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 53.2, which was 0.00 lower than the previous day. The implied volatity was 9.70, 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 53.2, which was 53.20 higher than the previous day. The implied volatity was 9.81, 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 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 613 | 38.00 | - | 3 | 0 | 10 |
| 19 Dec | 4271.90 | 575 | 0.00 | - | 3 | 0 | 13 |
| 18 Dec | 4347.85 | 575 | 105.20 | 76.22 | 6 | -5 | 14 |
| 17 Dec | 4328.50 | 469.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4415.20 | 469.8 | 43.90 | - | 2 | 0 | 19 |
| 13 Dec | 4473.90 | 425.9 | -5.95 | 38.01 | 2 | 0 | 19 |
| 12 Dec | 4454.95 | 431.85 | -51.00 | 32.61 | 6 | 1 | 20 |
| 11 Dec | 4427.45 | 482.85 | 11.20 | 42.83 | 1 | 0 | 19 |
| 10 Dec | 4432.55 | 471.65 | -31.35 | 42.69 | 1 | 0 | 20 |
| 9 Dec | 4452.15 | 503 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4445.50 | 503 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4464.05 | 503 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 4354.40 | 503 | -67.00 | - | 1 | 0 | 19 |
| 3 Dec | 4302.75 | 570 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4276.65 | 570 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4270.85 | 570 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 4244.90 | 570 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 4332.55 | 570 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 4352.70 | 570 | 0.00 | 0.00 | 0 | 16 | 0 |
| 25 Nov | 4315.10 | 570 | -150.00 | 38.18 | 16 | 16 | 16 |
| 22 Nov | 4244.60 | 720 | 147.70 | 55.31 | 3 | 2 | 2 |
| 21 Nov | 4072.85 | 572.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 572.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 572.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 572.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 572.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 572.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 572.3 | 572.30 | - | 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 4900 expiring on 26DEC2024
Delta for 4900 PE is -
Historical price for 4900 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 613, which was 38.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 Dec TCS was trading at 4271.90. 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 0 which decreased total open position to 13
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 575, which was 105.20 higher than the previous day. The implied volatity was 76.22, the open interest changed by -5 which decreased total open position to 14
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 469.8, 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 469.8, which was 43.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 425.9, which was -5.95 lower than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 19
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 431.85, which was -51.00 lower than the previous day. The implied volatity was 32.61, the open interest changed by 1 which increased total open position to 20
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 482.85, which was 11.20 higher than the previous day. The implied volatity was 42.83, the open interest changed by 0 which decreased total open position to 19
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 471.65, which was -31.35 lower than the previous day. The implied volatity was 42.69, the open interest changed by 0 which decreased total open position to 20
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 503, 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 503, 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 Dec TCS was trading at 4464.05. The strike last trading price was 503, 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 4 Dec TCS was trading at 4354.40. The strike last trading price was 503, which was -67.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 570, 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 570, 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 570, 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 570, 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 570, 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 570, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 570, which was -150.00 lower than the previous day. The implied volatity was 38.18, the open interest changed by 16 which increased total open position to 16
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 720, which was 147.70 higher than the previous day. The implied volatity was 55.31, the open interest changed by 2 which increased total open position to 2
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 572.3, 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 572.3, 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 572.3, 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 572.3, 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 572.3, 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 572.3, 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 572.3, which was 572.30 higher 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 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
