TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 2820 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 | 278.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 3169.20 | 278.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Sept | 3176.70 | 278.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 3133.40 | 278.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 3022.30 | 278.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2820 expiring on 30SEP2025
Delta for 2820 CE is -
Historical price for 2820 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 278.65, 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 278.65, 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 278.65, 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 278.65, 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 278.65, 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 2820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.28
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 1.45 | 0.75 | 31.36 | 278 | 12 | 750 |
| 21 Sept | 3169.20 | 0.85 | 0.1 | 31.54 | 39 | -13 | 738 |
| 18 Sept | 3176.70 | 0.8 | -0.2 | 30.64 | 54 | -8 | 753 |
| 14 Sept | 3133.40 | 1.9 | -0.05 | 26.11 | 128 | -2 | 794 |
| 17 Aug | 3022.30 | 33.25 | 0 | 5.83 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 2820 expiring on 30SEP2025
Delta for 2820 PE is -0.03
Historical price for 2820 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 1.45, which was 0.75 higher than the previous day. The implied volatity was 31.36, the open interest changed by 12 which increased total open position to 750
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 31.54, the open interest changed by -13 which decreased total open position to 738
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 30.64, the open interest changed by -8 which decreased total open position to 753
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 26.11, the open interest changed by -2 which decreased total open position to 794
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 33.25, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
