TCS
Tata Consultancy Serv Lt
Historical option data for TCS
17 Aug 2025 12:54 AM IST
| TCS 30SEP2025 3000 CE | ||||||||||||||||
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Delta: 0.64
Vega: 4.07
Theta: -1.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.64
Historical price for 3000 CE is as follows
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: -0.38
Vega: 4.14
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.38
Historical price for 3000 PE is as follows
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
