TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 1.46
Theta: -2.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 76.55 | -79.05 | 21.18 | 455 | 20 | 310 | |||||||||
| 21 Sept | 3169.20 | 155.6 | -3.4 | - | 33 | 0 | 289 | |||||||||
| 18 Sept | 3176.70 | 159 | -5.6 | - | 12 | -4 | 290 | |||||||||
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| 14 Sept | 3133.40 | 130.2 | 4.7 | 12.33 | 90 | -24 | 327 | |||||||||
| 17 Aug | 3022.30 | 100 | -13 | 18.08 | 19 | 7 | 8 | |||||||||
For Tata Consultancy Serv Lt - strike price 3020 expiring on 30SEP2025
Delta for 3020 CE is 0.75
Historical price for 3020 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 76.55, which was -79.05 lower than the previous day. The implied volatity was 21.18, the open interest changed by 20 which increased total open position to 310
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 155.6, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 289
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 159, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 290
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 130.2, which was 4.7 higher than the previous day. The implied volatity was 12.33, the open interest changed by -24 which decreased total open position to 327
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 100, which was -13 lower than the previous day. The implied volatity was 18.08, the open interest changed by 7 which increased total open position to 8
| TCS 30SEP2025 3020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 1.47
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 15.5 | 11.8 | 21.65 | 7,581 | 132 | 1,270 |
| 21 Sept | 3169.20 | 3.65 | -0.8 | 20.62 | 1,853 | -15 | 1,138 |
| 18 Sept | 3176.70 | 4.55 | -1.55 | 21.47 | 1,306 | -91 | 1,160 |
| 14 Sept | 3133.40 | 10.75 | -2.65 | 18.82 | 1,946 | 131 | 1,399 |
| 17 Aug | 3022.30 | 73.9 | -25.1 | 21.65 | 23 | 14 | 11 |
For Tata Consultancy Serv Lt - strike price 3020 expiring on 30SEP2025
Delta for 3020 PE is -0.26
Historical price for 3020 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 15.5, which was 11.8 higher than the previous day. The implied volatity was 21.65, the open interest changed by 132 which increased total open position to 1270
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 3.65, which was -0.8 lower than the previous day. The implied volatity was 20.62, the open interest changed by -15 which decreased total open position to 1138
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 4.55, which was -1.55 lower than the previous day. The implied volatity was 21.47, the open interest changed by -91 which decreased total open position to 1160
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 10.75, which was -2.65 lower than the previous day. The implied volatity was 18.82, the open interest changed by 131 which increased total open position to 1399
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 73.9, which was -25.1 lower than the previous day. The implied volatity was 21.65, the open interest changed by 14 which increased total open position to 11
