TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
TCS 30SEP2025 2940 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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22 Sept | 3073.80 | 141.45 | -41.45 | - | 12 | 3 | 49 | |||||||||
21 Sept | 3169.20 | 182.85 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
18 Sept | 3176.70 | 182.85 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
14 Sept | 3133.40 | 186.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
17 Aug | 3022.30 | 193.45 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 2940 expiring on 30SEP2025
Delta for 2940 CE is -
Historical price for 2940 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 141.45, which was -41.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 49
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 182.85, which was -0.05 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 182.85, which was -0.05 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 186.2, 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 193.45, 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 2940 PE | |||||||
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Delta: -0.09
Vega: 0.76
Theta: -1.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
22 Sept | 3073.80 | 5 | 3 | 24.59 | 2,452 | 624 | 1,047 |
21 Sept | 3169.20 | 1.65 | -0.5 | 24.54 | 437 | -98 | 422 |
18 Sept | 3176.70 | 2.2 | -0.75 | 25.30 | 363 | -24 | 521 |
14 Sept | 3133.40 | 4.65 | -0.8 | 21.23 | 1,651 | -442 | 825 |
17 Aug | 3022.30 | 43.45 | 6.65 | 21.51 | 20 | 3 | 39 |
For Tata Consultancy Serv Lt - strike price 2940 expiring on 30SEP2025
Delta for 2940 PE is -0.09
Historical price for 2940 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 5, which was 3 higher than the previous day. The implied volatity was 24.59, the open interest changed by 624 which increased total open position to 1047
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 24.54, the open interest changed by -98 which decreased total open position to 422
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 25.30, the open interest changed by -24 which decreased total open position to 521
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 4.65, which was -0.8 lower than the previous day. The implied volatity was 21.23, the open interest changed by -442 which decreased total open position to 825
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 43.45, which was 6.65 higher than the previous day. The implied volatity was 21.51, the open interest changed by 3 which increased total open position to 39