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Related Pages for TCS
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TCS
Tata Consultancy Serv Lt
4145.9 -4.45 (-0.11%)

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Historical option data for TCS

14 Nov 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TCS 28NOV2024 5000 CE
Delta: 0.01
Vega: 0.18
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 0.85 0.40 38.58 12 0 61
13 Nov 4150.35 0.45 -0.15 34.37 2 0 61
12 Nov 4197.40 0.6 -0.30 32.76 22 0 61
11 Nov 4198.70 0.9 0.15 33.13 25 8 59
8 Nov 4147.00 0.75 -0.65 31.44 20 -2 42
7 Nov 4150.90 1.4 0.10 33.19 39 3 45
6 Nov 4139.65 1.3 0.10 32.19 39 13 42
5 Nov 3971.35 1.2 -0.25 37.43 68 2 25
4 Nov 3964.15 1.45 0.30 37.72 4 0 22
1 Nov 3984.20 1.15 0.00 33.95 1 0 21
31 Oct 3968.45 1.15 0.45 - 12 6 16
30 Oct 4084.65 0.7 -0.50 - 19 9 10
29 Oct 4075.25 1.2 -86.95 - 0 1 0
2 Sept 4521.05 88.15 - 0 0 0

For Tata Consultancy Serv Lt - strike price 5000 expiring on 28NOV2024

Delta for 5000 CE is 0.01

Historical price for 5000 CE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 0.85, which was 0.40 higher than the previous day. The implied volatity was 38.58, the open interest changed by 0 which decreased total open position to 61


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 61


On 12 Nov TCS was trading at 4197.40. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 61


On 11 Nov TCS was trading at 4198.70. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 33.13, the open interest changed by 8 which increased total open position to 59


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 31.44, the open interest changed by -2 which decreased total open position to 42


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 33.19, the open interest changed by 3 which increased total open position to 45


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 32.19, the open interest changed by 13 which increased total open position to 42


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 37.43, the open interest changed by 2 which increased total open position to 25


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 1.45, which was 0.30 higher than the previous day. The implied volatity was 37.72, the open interest changed by 0 which decreased total open position to 22


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 33.95, the open interest changed by 0 which decreased total open position to 21


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 1.15, which was 0.45 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 0.7, which was -0.50 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 1.2, which was -86.95 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 88.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TCS 28NOV2024 5000 PE
Delta: -0.96
Vega: 0.74
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 4145.90 840 84.00 52.67 3 2 49
13 Nov 4150.35 756 0.00 0.00 0 0 0
12 Nov 4197.40 756 0.00 0.00 0 4 0
11 Nov 4198.70 756 -78.05 - 4 3 46
8 Nov 4147.00 834.05 -10.95 34.20 2 1 42
7 Nov 4150.90 845 0.00 0.00 0 17 0
6 Nov 4139.65 845 -145.00 50.72 17 16 40
5 Nov 3971.35 990 -25.00 - 1 0 23
4 Nov 3964.15 1015 35.00 54.29 3 2 22
1 Nov 3984.20 980 0.00 0.00 0 6 0
31 Oct 3968.45 980 105.00 - 6 4 18
30 Oct 4084.65 875 5.00 - 11 10 13
29 Oct 4075.25 870 870.00 - 2 1 2
2 Sept 4521.05 0 - 0 0 0

For Tata Consultancy Serv Lt - strike price 5000 expiring on 28NOV2024

Delta for 5000 PE is -0.96

Historical price for 5000 PE is as follows

On 14 Nov TCS was trading at 4145.90. The strike last trading price was 840, which was 84.00 higher than the previous day. The implied volatity was 52.67, the open interest changed by 2 which increased total open position to 49


On 13 Nov TCS was trading at 4150.35. The strike last trading price was 756, 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 756, 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 11 Nov TCS was trading at 4198.70. The strike last trading price was 756, which was -78.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 46


On 8 Nov TCS was trading at 4147.00. The strike last trading price was 834.05, which was -10.95 lower than the previous day. The implied volatity was 34.20, the open interest changed by 1 which increased total open position to 42


On 7 Nov TCS was trading at 4150.90. The strike last trading price was 845, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0


On 6 Nov TCS was trading at 4139.65. The strike last trading price was 845, which was -145.00 lower than the previous day. The implied volatity was 50.72, the open interest changed by 16 which increased total open position to 40


On 5 Nov TCS was trading at 3971.35. The strike last trading price was 990, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 4 Nov TCS was trading at 3964.15. The strike last trading price was 1015, which was 35.00 higher than the previous day. The implied volatity was 54.29, the open interest changed by 2 which increased total open position to 22


On 1 Nov TCS was trading at 3984.20. The strike last trading price was 980, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 31 Oct TCS was trading at 3968.45. The strike last trading price was 980, which was 105.00 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 875, which was 5.00 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 870, which was 870.00 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