TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 2920 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 | 225 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 3169.20 | 225 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 3176.70 | 225 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 3133.40 | 225 | 14 | - | 1 | -1 | 15 | |||||||||
| 17 Aug | 3022.30 | 583.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2920 expiring on 30SEP2025
Delta for 2920 CE is 0.00
Historical price for 2920 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 225, 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 225, 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 225, 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 14 Sept TCS was trading at 3133.40. The strike last trading price was 225, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 583.95, 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 2920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.65
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 4.1 | 2.6 | 25.88 | 1,338 | 160 | 477 |
| 21 Sept | 3169.20 | 1.5 | -0.35 | 25.88 | 471 | -128 | 317 |
| 18 Sept | 3176.70 | 1.9 | -0.65 | 26.35 | 538 | 75 | 457 |
| 14 Sept | 3133.40 | 3.9 | -0.7 | 21.97 | 449 | -68 | 457 |
| 17 Aug | 3022.30 | 15.35 | 0 | 3.45 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 2920 expiring on 30SEP2025
Delta for 2920 PE is -0.08
Historical price for 2920 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 4.1, which was 2.6 higher than the previous day. The implied volatity was 25.88, the open interest changed by 160 which increased total open position to 477
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 25.88, the open interest changed by -128 which decreased total open position to 317
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 26.35, the open interest changed by 75 which increased total open position to 457
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 3.9, which was -0.7 lower than the previous day. The implied volatity was 21.97, the open interest changed by -68 which decreased total open position to 457
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 15.35, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
