TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 2900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.51
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 184.75 | -92.25 | 26.25 | 76 | -12 | 192 | |||||||||
| 21 Sept | 3169.20 | 277 | -3 | - | 30 | 1 | 204 | |||||||||
| 18 Sept | 3176.70 | 280 | 7.75 | - | 80 | -39 | 203 | |||||||||
| 14 Sept | 3133.40 | 243 | 4.75 | - | 20 | 2 | 259 | |||||||||
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| 17 Aug | 3022.30 | 220 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2900 expiring on 30SEP2025
Delta for 2900 CE is 0.94
Historical price for 2900 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 184.75, which was -92.25 lower than the previous day. The implied volatity was 26.25, the open interest changed by -12 which decreased total open position to 192
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 277, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 204
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 280, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 203
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 243, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 259
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 220, 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 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.56
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 3.4 | 2.05 | 27.18 | 3,989 | 479 | 3,471 |
| 21 Sept | 3169.20 | 1.35 | -0.25 | 27.15 | 573 | -51 | 2,992 |
| 18 Sept | 3176.70 | 1.7 | -0.5 | 27.53 | 1,684 | -57 | 3,044 |
| 14 Sept | 3133.40 | 3.55 | -0.35 | 23.08 | 2,216 | -595 | 3,320 |
| 17 Aug | 3022.30 | 33.55 | 6.3 | 21.90 | 173 | 71 | 480 |
For Tata Consultancy Serv Lt - strike price 2900 expiring on 30SEP2025
Delta for 2900 PE is -0.06
Historical price for 2900 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 3.4, which was 2.05 higher than the previous day. The implied volatity was 27.18, the open interest changed by 479 which increased total open position to 3471
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 27.15, the open interest changed by -51 which decreased total open position to 2992
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 27.53, the open interest changed by -57 which decreased total open position to 3044
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 23.08, the open interest changed by -595 which decreased total open position to 3320
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 33.55, which was 6.3 higher than the previous day. The implied volatity was 21.90, the open interest changed by 71 which increased total open position to 480
