TCS
Tata Consultancy Serv Lt
Historical option data for TCS
28 Sep 2025 10:06 PM IST
| TCS 28-OCT-2025 3000 CE | ||||||||||||||||
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Delta: 0.37
Vega: 3.26
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 2899.10 | 48 | -23.05 | 22.31 | 8,148 | 2,353 | 6,908 | |||||||||
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| 22 Sept | 3073.80 | 132 | -69 | 17.65 | 1,079 | 322 | 1,059 | |||||||||
| 21 Sept | 3169.20 | 202 | -5.2 | - | 147 | 67 | 739 | |||||||||
| 18 Sept | 3176.70 | 208.5 | 3.95 | - | 147 | 29 | 671 | |||||||||
| 14 Sept | 3133.40 | 177.7 | 4.85 | 12.73 | 142 | -14 | 599 | |||||||||
| 17 Aug | 3022.30 | 140 | -9.5 | 17.08 | 32 | 32 | 75 | |||||||||
For Tata Consultancy Serv Lt - strike price 3000 expiring on 28OCT2025
Delta for 3000 CE is 0.37
Historical price for 3000 CE is as follows
On 28 Sept TCS was trading at 2899.10. The strike last trading price was 48, which was -23.05 lower than the previous day. The implied volatity was 22.31, the open interest changed by 2353 which increased total open position to 6908
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 132, which was -69 lower than the previous day. The implied volatity was 17.65, the open interest changed by 322 which increased total open position to 1059
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 202, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 739
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 208.5, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 671
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 177.7, which was 4.85 higher than the previous day. The implied volatity was 12.73, the open interest changed by -14 which decreased total open position to 599
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 140, which was -9.5 lower than the previous day. The implied volatity was 17.08, the open interest changed by 32 which increased total open position to 75
| TCS 28OCT2025 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 3.33
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 2899.10 | 133.5 | 35.1 | 27.49 | 2,513 | -241 | 4,478 |
| 22 Sept | 3073.80 | 43.8 | 24.85 | 22.80 | 3,475 | 1,183 | 2,444 |
| 21 Sept | 3169.20 | 18.7 | 0.85 | 20.96 | 512 | 32 | 1,263 |
| 18 Sept | 3176.70 | 17.8 | -1.55 | 20.76 | 720 | -124 | 1,228 |
| 14 Sept | 3133.40 | 29 | -4.25 | 20.77 | 469 | 86 | 1,294 |
| 17 Aug | 3022.30 | 87 | 13 | 23.08 | 61 | 26 | 91 |
For Tata Consultancy Serv Lt - strike price 3000 expiring on 28OCT2025
Delta for 3000 PE is -0.60
Historical price for 3000 PE is as follows
On 28 Sept TCS was trading at 2899.10. The strike last trading price was 133.5, which was 35.1 higher than the previous day. The implied volatity was 27.49, the open interest changed by -241 which decreased total open position to 4478
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 43.8, which was 24.85 higher than the previous day. The implied volatity was 22.80, the open interest changed by 1183 which increased total open position to 2444
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 18.7, which was 0.85 higher than the previous day. The implied volatity was 20.96, the open interest changed by 32 which increased total open position to 1263
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 17.8, which was -1.55 lower than the previous day. The implied volatity was 20.76, the open interest changed by -124 which decreased total open position to 1228
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 29, which was -4.25 lower than the previous day. The implied volatity was 20.77, the open interest changed by 86 which increased total open position to 1294
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 87, which was 13 higher than the previous day. The implied volatity was 23.08, the open interest changed by 26 which increased total open position to 91
