TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 2980 CE | ||||||||||||||||
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Delta: 0.85
Vega: 1.06
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 110 | -73.95 | 22.30 | 65 | 2 | 130 | |||||||||
| 21 Sept | 3169.20 | 183.95 | -16.65 | - | 8 | 4 | 128 | |||||||||
| 18 Sept | 3176.70 | 201.65 | 1.05 | 0.00 | 0 | 4 | 0 | |||||||||
| 14 Sept | 3133.40 | 166.2 | 3.75 | - | 11 | -3 | 121 | |||||||||
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| 17 Aug | 3022.30 | 168.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2980 expiring on 30SEP2025
Delta for 2980 CE is 0.85
Historical price for 2980 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 110, which was -73.95 lower than the previous day. The implied volatity was 22.30, the open interest changed by 2 which increased total open position to 130
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 183.95, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 128
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 201.65, which was 1.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 166.2, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 121
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 168.95, 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 2980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 1.08
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 8.5 | 6 | 22.79 | 4,489 | 905 | 1,566 |
| 21 Sept | 3169.20 | 2.45 | -0.6 | 22.65 | 630 | -35 | 666 |
| 18 Sept | 3176.70 | 3.15 | -0.9 | 23.43 | 959 | -94 | 711 |
| 14 Sept | 3133.40 | 6.65 | -1.65 | 19.71 | 1,364 | 198 | 1,162 |
| 17 Aug | 3022.30 | 57.35 | 10.1 | 21.58 | 9 | 2 | 59 |
For Tata Consultancy Serv Lt - strike price 2980 expiring on 30SEP2025
Delta for 2980 PE is -0.15
Historical price for 2980 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 8.5, which was 6 higher than the previous day. The implied volatity was 22.79, the open interest changed by 905 which increased total open position to 1566
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 2.45, which was -0.6 lower than the previous day. The implied volatity was 22.65, the open interest changed by -35 which decreased total open position to 666
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 3.15, which was -0.9 lower than the previous day. The implied volatity was 23.43, the open interest changed by -94 which decreased total open position to 711
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 6.65, which was -1.65 lower than the previous day. The implied volatity was 19.71, the open interest changed by 198 which increased total open position to 1162
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 57.35, which was 10.1 higher than the previous day. The implied volatity was 21.58, the open interest changed by 2 which increased total open position to 59
