TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 1.27
Theta: -2.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 93.3 | -83.05 | 21.98 | 2,162 | 63 | 1,638 | |||||||||
| 21 Sept | 3169.20 | 179.25 | -6.55 | - | 325 | -8 | 1,576 | |||||||||
| 18 Sept | 3176.70 | 184.1 | 1.65 | - | 332 | -41 | 1,584 | |||||||||
| 14 Sept | 3133.40 | 148 | 3.95 | 9.49 | 578 | -86 | 2,087 | |||||||||
| 17 Aug | 3022.30 | 111 | -12.95 | 17.92 | 1,095 | 720 | 1,605 | |||||||||
For Tata Consultancy Serv Lt - strike price 3000 expiring on 30SEP2025
Delta for 3000 CE is 0.80
Historical price for 3000 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 93.3, which was -83.05 lower than the previous day. The implied volatity was 21.98, the open interest changed by 63 which increased total open position to 1638
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 179.25, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 1576
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 184.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 1584
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 148, which was 3.95 higher than the previous day. The implied volatity was 9.49, the open interest changed by -86 which decreased total open position to 2087
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 111, which was -12.95 lower than the previous day. The implied volatity was 17.92, the open interest changed by 720 which increased total open position to 1605
| TCS 30SEP2025 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 1.28
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 11.6 | 8.6 | 22.27 | 24,826 | 703 | 5,910 |
| 21 Sept | 3169.20 | 3 | -0.65 | 21.67 | 3,300 | 39 | 5,214 |
| 18 Sept | 3176.70 | 3.7 | -1.25 | 22.36 | 3,331 | 72 | 5,193 |
| 14 Sept | 3133.40 | 8.5 | -2.1 | 19.29 | 4,108 | 9 | 5,463 |
| 17 Aug | 3022.30 | 65.8 | 10.45 | 21.74 | 737 | 228 | 1,652 |
For Tata Consultancy Serv Lt - strike price 3000 expiring on 30SEP2025
Delta for 3000 PE is -0.20
Historical price for 3000 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 11.6, which was 8.6 higher than the previous day. The implied volatity was 22.27, the open interest changed by 703 which increased total open position to 5910
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 21.67, the open interest changed by 39 which increased total open position to 5214
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 3.7, which was -1.25 lower than the previous day. The implied volatity was 22.36, the open interest changed by 72 which increased total open position to 5193
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 8.5, which was -2.1 lower than the previous day. The implied volatity was 19.29, the open interest changed by 9 which increased total open position to 5463
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 65.8, which was 10.45 higher than the previous day. The implied volatity was 21.74, the open interest changed by 228 which increased total open position to 1652
