TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 2860 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 346 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 3169.20 | 346 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 3176.70 | 346 | 84 | 53.74 | 1 | 0 | 3 | |||||||||
| 14 Sept | 3133.40 | 191 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 3022.30 | 248.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2860 expiring on 30SEP2025
Delta for 2860 CE is 0.00
Historical price for 2860 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 346, 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
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 346, 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
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 346, which was 84 higher than the previous day. The implied volatity was 53.74, the open interest changed by 0 which decreased total open position to 3
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 191, 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
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 248.55, 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 2860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.40
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 2.25 | 1.35 | 29.40 | 1,167 | -50 | 391 |
| 21 Sept | 3169.20 | 0.9 | -0.3 | 28.77 | 461 | 51 | 441 |
| 18 Sept | 3176.70 | 1.2 | -0.4 | 29.24 | 103 | 2 | 391 |
| 14 Sept | 3133.40 | 2.5 | -0.25 | 24.46 | 465 | -45 | 530 |
| 17 Aug | 3022.30 | 42.75 | 0 | 4.89 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 2860 expiring on 30SEP2025
Delta for 2860 PE is -0.04
Historical price for 2860 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 2.25, which was 1.35 higher than the previous day. The implied volatity was 29.40, the open interest changed by -50 which decreased total open position to 391
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 28.77, the open interest changed by 51 which increased total open position to 441
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 29.24, the open interest changed by 2 which increased total open position to 391
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 24.46, the open interest changed by -45 which decreased total open position to 530
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0
