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

3073.8 -95.40 (-3.01%)

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Historical option data for TCS

22 Sep 2025 08:00 PM IST
TCS 30SEP2025 2760 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
22 Sept 3073.80 731.4 0 - 0 0 0
21 Sept 3169.20 731.4 0 - 0 0 0
18 Sept 3176.70 731.4 0 - 0 0 0
14 Sept 3133.40 731.4 0 - 0 0 0
17 Aug 3022.30 731.4 0 - 0 0 0


For Tata Consultancy Serv Lt - strike price 2760 expiring on 30SEP2025

Delta for 2760 CE is -

Historical price for 2760 CE is as follows

On 22 Sept TCS was trading at 3073.80. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Sept TCS was trading at 3169.20. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Sept TCS was trading at 3176.70. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Sept TCS was trading at 3133.40. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Aug TCS was trading at 3022.30. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TCS 30SEP2025 2760 PE
Delta: -0.01
Vega: 0.16
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Sept 3073.80 0.8 0.2 34.45 53 -7 776
21 Sept 3169.20 0.6 0.05 34.87 12 -11 789
18 Sept 3176.70 0.55 -0.15 33.62 20 -9 802
14 Sept 3133.40 1.3 0.1 28.62 100 -34 848
17 Aug 3022.30 10 0 0.00 0 0 0


For Tata Consultancy Serv Lt - strike price 2760 expiring on 30SEP2025

Delta for 2760 PE is -0.01

Historical price for 2760 PE is as follows

On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 34.45, the open interest changed by -7 which decreased total open position to 776


On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 34.87, the open interest changed by -11 which decreased total open position to 789


On 18 Sept TCS was trading at 3176.70. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 33.62, the open interest changed by -9 which decreased total open position to 802


On 14 Sept TCS was trading at 3133.40. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 28.62, the open interest changed by -34 which decreased total open position to 848


On 17 Aug TCS was trading at 3022.30. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0