TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.11
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 282 | -79.8 | 27.53 | 11 | 4 | 148 | |||||||||
| 21 Sept | 3169.20 | 361.8 | -20.2 | - | 3 | -1 | 144 | |||||||||
| 18 Sept | 3176.70 | 382 | 0 | - | 5 | -3 | 145 | |||||||||
| 14 Sept | 3133.40 | 341.5 | 7.65 | - | 48 | -33 | 158 | |||||||||
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| 17 Aug | 3022.30 | 262.25 | -20.75 | 15.71 | 35 | 35 | 60 | |||||||||
For Tata Consultancy Serv Lt - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is 0.99
Historical price for 2800 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 282, which was -79.8 lower than the previous day. The implied volatity was 27.53, the open interest changed by 4 which increased total open position to 148
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 361.8, which was -20.2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 144
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 382, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 145
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 341.5, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 158
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 262.25, which was -20.75 lower than the previous day. The implied volatity was 15.71, the open interest changed by 35 which increased total open position to 60
| TCS 30SEP2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.24
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 1.25 | 0.4 | 32.67 | 1,944 | 256 | 1,959 |
| 21 Sept | 3169.20 | 0.9 | 0.1 | 33.68 | 135 | -37 | 1,701 |
| 18 Sept | 3176.70 | 0.85 | -0.15 | 32.45 | 245 | -124 | 1,740 |
| 14 Sept | 3133.40 | 1.8 | -0.05 | 27.28 | 853 | 245 | 2,640 |
| 17 Aug | 3022.30 | 15.7 | 3 | 22.46 | 233 | 112 | 527 |
For Tata Consultancy Serv Lt - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -0.02
Historical price for 2800 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 1.25, which was 0.4 higher than the previous day. The implied volatity was 32.67, the open interest changed by 256 which increased total open position to 1959
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 33.68, the open interest changed by -37 which decreased total open position to 1701
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 32.45, the open interest changed by -124 which decreased total open position to 1740
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 27.28, the open interest changed by 245 which increased total open position to 2640
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 15.7, which was 3 higher than the previous day. The implied volatity was 22.46, the open interest changed by 112 which increased total open position to 527
