TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 1.63
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 62.3 | -75.9 | 20.80 | 1,404 | 53 | 767 | |||||||||
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| 21 Sept | 3169.20 | 140.3 | -7.5 | 10.79 | 130 | -27 | 717 | |||||||||
| 18 Sept | 3176.70 | 147.5 | 2.05 | 12.71 | 50 | -12 | 748 | |||||||||
| 14 Sept | 3133.40 | 112.15 | 2.65 | 12.49 | 140 | -27 | 911 | |||||||||
| 17 Aug | 3022.30 | 88.65 | -11.75 | 17.97 | 135 | 60 | 91 | |||||||||
For Tata Consultancy Serv Lt - strike price 3040 expiring on 30SEP2025
Delta for 3040 CE is 0.68
Historical price for 3040 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 62.3, which was -75.9 lower than the previous day. The implied volatity was 20.80, the open interest changed by 53 which increased total open position to 767
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 140.3, which was -7.5 lower than the previous day. The implied volatity was 10.79, the open interest changed by -27 which decreased total open position to 717
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 147.5, which was 2.05 higher than the previous day. The implied volatity was 12.71, the open interest changed by -12 which decreased total open position to 748
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 112.15, which was 2.65 higher than the previous day. The implied volatity was 12.49, the open interest changed by -27 which decreased total open position to 911
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 88.65, which was -11.75 lower than the previous day. The implied volatity was 17.97, the open interest changed by 60 which increased total open position to 91
| TCS 30SEP2025 3040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 1.64
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 21 | 16.35 | 21.32 | 13,234 | 122 | 3,503 |
| 21 Sept | 3169.20 | 4.7 | -0.8 | 19.80 | 3,325 | 147 | 3,382 |
| 18 Sept | 3176.70 | 5.65 | -1.95 | 20.61 | 2,838 | -396 | 3,237 |
| 14 Sept | 3133.40 | 13.8 | -3.5 | 18.49 | 1,585 | -9 | 3,325 |
| 17 Aug | 3022.30 | 83.6 | 11.7 | 21.79 | 75 | 47 | 127 |
For Tata Consultancy Serv Lt - strike price 3040 expiring on 30SEP2025
Delta for 3040 PE is -0.33
Historical price for 3040 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 21, which was 16.35 higher than the previous day. The implied volatity was 21.32, the open interest changed by 122 which increased total open position to 3503
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 4.7, which was -0.8 lower than the previous day. The implied volatity was 19.80, the open interest changed by 147 which increased total open position to 3382
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 5.65, which was -1.95 lower than the previous day. The implied volatity was 20.61, the open interest changed by -396 which decreased total open position to 3237
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 13.8, which was -3.5 lower than the previous day. The implied volatity was 18.49, the open interest changed by -9 which decreased total open position to 3325
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 83.6, which was 11.7 higher than the previous day. The implied volatity was 21.79, the open interest changed by 47 which increased total open position to 127
