TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 2780 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 310.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 3169.20 | 310.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Sept | 3176.70 | 310.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 3133.40 | 310.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 3022.30 | 310.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2780 expiring on 30SEP2025
Delta for 2780 CE is -
Historical price for 2780 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 310.45, 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 310.45, 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 310.45, 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 310.45, 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 310.45, 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 2780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.19
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 0.9 | 0.1 | 33.05 | 137 | 15 | 290 |
| 21 Sept | 3169.20 | 0.8 | -0.1 | 34.51 | 6 | -2 | 276 |
| 18 Sept | 3176.70 | 0.9 | -0.05 | 34.16 | 8 | -1 | 278 |
| 14 Sept | 3133.40 | 1.55 | -0.1 | 28.01 | 74 | -3 | 339 |
| 17 Aug | 3022.30 | 25.45 | 0 | 6.76 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 2780 expiring on 30SEP2025
Delta for 2780 PE is -0.02
Historical price for 2780 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 33.05, the open interest changed by 15 which increased total open position to 290
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 34.51, the open interest changed by -2 which decreased total open position to 276
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 34.16, the open interest changed by -1 which decreased total open position to 278
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 28.01, the open interest changed by -3 which decreased total open position to 339
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 25.45, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
