TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 2960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.85
Theta: -1.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 127.5 | -57.5 | 22.57 | 45 | 11 | 53 | |||||||||
| 21 Sept | 3169.20 | 185 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 3176.70 | 185 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 3133.40 | 185 | 10 | - | 11 | -1 | 42 | |||||||||
| 17 Aug | 3022.30 | 548.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2960 expiring on 30SEP2025
Delta for 2960 CE is 0.89
Historical price for 2960 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 127.5, which was -57.5 lower than the previous day. The implied volatity was 22.57, the open interest changed by 11 which increased total open position to 53
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 185, 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 185, 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 185, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 42
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 548.6, 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 2960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.91
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 6.4 | 4.3 | 23.57 | 4,429 | 885 | 1,710 |
| 21 Sept | 3169.20 | 2.1 | -0.4 | 23.81 | 609 | -24 | 827 |
| 18 Sept | 3176.70 | 2.6 | -0.85 | 24.32 | 582 | -36 | 851 |
| 14 Sept | 3133.40 | 5.45 | -1.1 | 20.38 | 1,051 | 16 | 1,380 |
| 17 Aug | 3022.30 | 50.85 | 9.5 | 21.75 | 18 | 7 | 141 |
For Tata Consultancy Serv Lt - strike price 2960 expiring on 30SEP2025
Delta for 2960 PE is -0.12
Historical price for 2960 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 6.4, which was 4.3 higher than the previous day. The implied volatity was 23.57, the open interest changed by 885 which increased total open position to 1710
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 23.81, the open interest changed by -24 which decreased total open position to 827
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 24.32, the open interest changed by -36 which decreased total open position to 851
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 5.45, which was -1.1 lower than the previous day. The implied volatity was 20.38, the open interest changed by 16 which increased total open position to 1380
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 50.85, which was 9.5 higher than the previous day. The implied volatity was 21.75, the open interest changed by 7 which increased total open position to 141
