TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Dec 2024 04:10 PM IST
| TCS 26DEC2024 5100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4170.30 | 0.6 | -0.30 | - | 55 | -9 | 151 | |||
| 19 Dec | 4271.90 | 0.9 | -0.25 | - | 17 | -4 | 160 | |||
| 18 Dec | 4347.85 | 1.15 | 0.05 | 45.61 | 46 | -1 | 165 | |||
| 17 Dec | 4328.50 | 1.1 | 0.05 | 44.53 | 42 | 3 | 164 | |||
| 16 Dec | 4415.20 | 1.05 | -0.35 | 36.97 | 29 | -2 | 161 | |||
| 13 Dec | 4473.90 | 1.4 | 0.05 | 30.80 | 33 | -13 | 163 | |||
| 12 Dec | 4454.95 | 1.35 | 0.20 | 30.15 | 62 | 12 | 176 | |||
|
|
||||||||||
| 11 Dec | 4427.45 | 1.15 | -0.30 | 30.03 | 44 | 10 | 163 | |||
| 10 Dec | 4432.55 | 1.45 | 0.15 | 29.33 | 49 | 26 | 153 | |||
| 9 Dec | 4452.15 | 1.3 | -0.35 | 27.34 | 32 | 24 | 128 | |||
| 6 Dec | 4445.50 | 1.65 | -0.15 | 26.67 | 143 | 90 | 104 | |||
| 5 Dec | 4464.05 | 1.8 | 25.32 | 23 | 13 | 13 | ||||
For Tata Consultancy Serv Lt - strike price 5100 expiring on 26DEC2024
Delta for 5100 CE is -
Historical price for 5100 CE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 151
On 19 Dec TCS was trading at 4271.90. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 160
On 18 Dec TCS was trading at 4347.85. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 45.61, the open interest changed by -1 which decreased total open position to 165
On 17 Dec TCS was trading at 4328.50. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 44.53, the open interest changed by 3 which increased total open position to 164
On 16 Dec TCS was trading at 4415.20. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 36.97, the open interest changed by -2 which decreased total open position to 161
On 13 Dec TCS was trading at 4473.90. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 30.80, the open interest changed by -13 which decreased total open position to 163
On 12 Dec TCS was trading at 4454.95. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 30.15, the open interest changed by 12 which increased total open position to 176
On 11 Dec TCS was trading at 4427.45. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 30.03, the open interest changed by 10 which increased total open position to 163
On 10 Dec TCS was trading at 4432.55. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 29.33, the open interest changed by 26 which increased total open position to 153
On 9 Dec TCS was trading at 4452.15. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 27.34, the open interest changed by 24 which increased total open position to 128
On 6 Dec TCS was trading at 4445.50. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by 90 which increased total open position to 104
On 5 Dec TCS was trading at 4464.05. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was 25.32, the open interest changed by 13 which increased total open position to 13
| TCS 26DEC2024 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4170.30 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 4271.90 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 4347.85 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 4328.50 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 4415.20 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 4473.90 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 4454.95 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 4427.45 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 4432.55 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 4452.15 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4445.50 | 744.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4464.05 | 744.1 | - | 0 | 0 | 0 | |
For Tata Consultancy Serv Lt - strike price 5100 expiring on 26DEC2024
Delta for 5100 PE is -
Historical price for 5100 PE is as follows
On 20 Dec TCS was trading at 4170.30. The strike last trading price was 744.1, 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 744.1, 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 744.1, 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 744.1, 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 744.1, 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 744.1, 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 744.1, 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 744.1, 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 744.1, 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 744.1, 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 744.1, 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 5 Dec TCS was trading at 4464.05. The strike last trading price was 744.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
