TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 5000 CE | ||||||||||
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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 | 1 | -0.25 | - | 1,302 | -28 | 1,750 | |||
| 19 Dec | 4271.90 | 1.25 | -0.30 | 48.79 | 725 | -97 | 1,776 | |||
| 18 Dec | 4347.85 | 1.55 | 0.05 | 42.26 | 1,096 | -87 | 1,873 | |||
| 17 Dec | 4328.50 | 1.5 | 0.15 | 41.52 | 878 | -31 | 1,970 | |||
| 16 Dec | 4415.20 | 1.35 | -0.45 | 33.66 | 655 | 111 | 2,002 | |||
| 13 Dec | 4473.90 | 1.8 | 0.05 | 27.68 | 1,062 | -4 | 1,866 | |||
| 12 Dec | 4454.95 | 1.75 | 0.10 | 27.21 | 1,055 | 89 | 1,870 | |||
| 11 Dec | 4427.45 | 1.65 | -0.10 | 27.69 | 820 | 23 | 1,789 | |||
| 10 Dec | 4432.55 | 1.75 | -0.10 | 26.33 | 1,162 | 358 | 1,770 | |||
| 9 Dec | 4452.15 | 1.85 | -0.05 | 25.37 | 557 | 90 | 1,413 | |||
| 6 Dec | 4445.50 | 1.9 | -0.45 | 23.78 | 954 | 50 | 1,327 | |||
| 5 Dec | 4464.05 | 2.35 | 0.65 | 23.11 | 1,921 | 296 | 1,276 | |||
| 4 Dec | 4354.40 | 1.7 | 0.15 | 25.60 | 919 | 21 | 979 | |||
| 3 Dec | 4302.75 | 1.55 | -0.10 | 26.22 | 479 | 126 | 959 | |||
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| 2 Dec | 4276.65 | 1.65 | -0.35 | 27.09 | 683 | 143 | 832 | |||
| 29 Nov | 4270.85 | 2 | -0.75 | 26.34 | 780 | 167 | 689 | |||
| 28 Nov | 4244.90 | 2.75 | -0.25 | 27.52 | 322 | 162 | 521 | |||
| 27 Nov | 4332.55 | 3 | -1.10 | 24.45 | 170 | 60 | 356 | |||
| 26 Nov | 4352.70 | 4.1 | -0.95 | 24.64 | 238 | 107 | 295 | |||
| 25 Nov | 4315.10 | 5.05 | 1.30 | 26.25 | 293 | 159 | 193 | |||
| 22 Nov | 4244.60 | 3.75 | 2.40 | 26.99 | 17 | 12 | 46 | |||
| 21 Nov | 4072.85 | 1.35 | -2.65 | 27.18 | 2 | 1 | 34 | |||
| 20 Nov | 4039.55 | 4 | 0.00 | 32.44 | 5 | 5 | 32 | |||
| 19 Nov | 4039.55 | 4 | 1.25 | 32.44 | 5 | 4 | 32 | |||
| 14 Nov | 4145.90 | 2.75 | 0.20 | 25.14 | 2 | 1 | 29 | |||
| 13 Nov | 4150.35 | 2.55 | -0.45 | 24.24 | 6 | -1 | 27 | |||
| 12 Nov | 4197.40 | 3 | 0.20 | 23.16 | 4 | 1 | 27 | |||
| 11 Nov | 4198.70 | 2.8 | -2.50 | 22.77 | 13 | 8 | 27 | |||
| 7 Nov | 4150.90 | 5.3 | -3.65 | 25.49 | 6 | 2 | 17 | |||
| 6 Nov | 4139.65 | 8.95 | 28.01 | 15 | 13 | 14 | ||||
For Tata Consultancy Serv Lt - strike price 5000 expiring on 26DEC2024
Delta for 5000 CE is -
Historical price for 5000 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 1750
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 48.79, the open interest changed by -97 which decreased total open position to 1776
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 42.26, the open interest changed by -87 which decreased total open position to 1873
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 41.52, the open interest changed by -31 which decreased total open position to 1970
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 33.66, the open interest changed by 111 which increased total open position to 2002
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 27.68, the open interest changed by -4 which decreased total open position to 1866
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 27.21, the open interest changed by 89 which increased total open position to 1870
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 27.69, the open interest changed by 23 which increased total open position to 1789
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 1.75, which was -0.10 lower than the previous day. The implied volatity was 26.33, the open interest changed by 358 which increased total open position to 1770
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 25.37, the open interest changed by 90 which increased total open position to 1413
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 23.78, the open interest changed by 50 which increased total open position to 1327
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 2.35, which was 0.65 higher than the previous day. The implied volatity was 23.11, the open interest changed by 296 which increased total open position to 1276
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 25.60, the open interest changed by 21 which increased total open position to 979
On 3 Dec TCS was trading at 4302.75. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 26.22, the open interest changed by 126 which increased total open position to 959
On 2 Dec TCS was trading at 4276.65. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 27.09, the open interest changed by 143 which increased total open position to 832
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 26.34, the open interest changed by 167 which increased total open position to 689
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 27.52, the open interest changed by 162 which increased total open position to 521
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 3, which was -1.10 lower than the previous day. The implied volatity was 24.45, the open interest changed by 60 which increased total open position to 356
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 4.1, which was -0.95 lower than the previous day. The implied volatity was 24.64, the open interest changed by 107 which increased total open position to 295
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 5.05, which was 1.30 higher than the previous day. The implied volatity was 26.25, the open interest changed by 159 which increased total open position to 193
On 22 Nov TCS was trading at 4244.60. The strike last trading price was 3.75, which was 2.40 higher than the previous day. The implied volatity was 26.99, the open interest changed by 12 which increased total open position to 46
On 21 Nov TCS was trading at 4072.85. The strike last trading price was 1.35, which was -2.65 lower than the previous day. The implied volatity was 27.18, the open interest changed by 1 which increased total open position to 34
On 20 Nov TCS was trading at 4039.55. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 32.44, the open interest changed by 5 which increased total open position to 32
On 19 Nov TCS was trading at 4039.55. The strike last trading price was 4, which was 1.25 higher than the previous day. The implied volatity was 32.44, the open interest changed by 4 which increased total open position to 32
On 14 Nov TCS was trading at 4145.90. The strike last trading price was 2.75, which was 0.20 higher than the previous day. The implied volatity was 25.14, the open interest changed by 1 which increased total open position to 29
On 13 Nov TCS was trading at 4150.35. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 24.24, the open interest changed by -1 which decreased total open position to 27
On 12 Nov TCS was trading at 4197.40. The strike last trading price was 3, which was 0.20 higher than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 27
On 11 Nov TCS was trading at 4198.70. The strike last trading price was 2.8, which was -2.50 lower than the previous day. The implied volatity was 22.77, the open interest changed by 8 which increased total open position to 27
On 7 Nov TCS was trading at 4150.90. The strike last trading price was 5.3, which was -3.65 lower than the previous day. The implied volatity was 25.49, the open interest changed by 2 which increased total open position to 17
On 6 Nov TCS was trading at 4139.65. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was 28.01, the open interest changed by 13 which increased total open position to 14
| TCS 26DEC2024 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 572 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 4271.90 | 572 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4347.85 | 572 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 4328.50 | 572 | 26.60 | - | 1 | 0 | 21 |
| 16 Dec | 4415.20 | 545.4 | 5.40 | - | 3 | 2 | 21 |
| 13 Dec | 4473.90 | 540 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 4454.95 | 540 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4427.45 | 540 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4432.55 | 540 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 4452.15 | 540 | 2.00 | 33.65 | 1 | 0 | 20 |
| 6 Dec | 4445.50 | 538 | -10.00 | 31.40 | 1 | 0 | 19 |
| 5 Dec | 4464.05 | 548 | -135.00 | 41.81 | 1 | 0 | 18 |
| 4 Dec | 4354.40 | 683 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4302.75 | 683 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4276.65 | 683 | 0.00 | 0.00 | 0 | 3 | 0 |
| 29 Nov | 4270.85 | 683 | -37.00 | - | 3 | 0 | 15 |
| 28 Nov | 4244.90 | 720 | 98.00 | 33.94 | 5 | 4 | 14 |
| 27 Nov | 4332.55 | 622 | 0.00 | 0.00 | 0 | 10 | 0 |
| 26 Nov | 4352.70 | 622 | -34.55 | 31.57 | 10 | 9 | 9 |
| 25 Nov | 4315.10 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4244.60 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4072.85 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4039.55 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4039.55 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 4145.90 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 4150.35 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 4197.40 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 4198.70 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 4150.90 | 656.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 4139.65 | 656.55 | 0.00 | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 5000 expiring on 26DEC2024
Delta for 5000 PE is 0.00
Historical price for 5000 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 572, 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 572, 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 572, 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 17 Dec TCS was trading at 4328.50. The strike last trading price was 572, which was 26.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 545.4, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 21
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 540, 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 Dec TCS was trading at 4454.95. The strike last trading price was 540, 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 Dec TCS was trading at 4427.45. The strike last trading price was 540, 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 540, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 540, which was 2.00 higher than the previous day. The implied volatity was 33.65, the open interest changed by 0 which decreased total open position to 20
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 538, which was -10.00 lower than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 19
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 548, which was -135.00 lower than the previous day. The implied volatity was 41.81, the open interest changed by 0 which decreased total open position to 18
On 4 Dec TCS was trading at 4354.40. The strike last trading price was 683, 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 683, 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 683, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov TCS was trading at 4270.85. The strike last trading price was 683, which was -37.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 28 Nov TCS was trading at 4244.90. The strike last trading price was 720, which was 98.00 higher than the previous day. The implied volatity was 33.94, the open interest changed by 4 which increased total open position to 14
On 27 Nov TCS was trading at 4332.55. The strike last trading price was 622, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 26 Nov TCS was trading at 4352.70. The strike last trading price was 622, which was -34.55 lower than the previous day. The implied volatity was 31.57, the open interest changed by 9 which increased total open position to 9
On 25 Nov TCS was trading at 4315.10. The strike last trading price was 656.55, 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 656.55, 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 656.55, 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 656.55, 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 656.55, 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 656.55, 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 656.55, 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 656.55, 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 656.55, 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 656.55, 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 656.55, 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
