TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 1.76
Theta: -2.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 49 | -69.9 | 20.36 | 4,067 | 274 | 1,182 | |||||||||
| 21 Sept | 3169.20 | 120 | -9.25 | - | 153 | -20 | 909 | |||||||||
| 18 Sept | 3176.70 | 128.05 | 0.4 | 12.50 | 157 | -55 | 930 | |||||||||
| 14 Sept | 3133.40 | 97.55 | 2.45 | 14.08 | 555 | -35 | 1,311 | |||||||||
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| 17 Aug | 3022.30 | 79.95 | -9.55 | 18.29 | 76 | 48 | 124 | |||||||||
For Tata Consultancy Serv Lt - strike price 3060 expiring on 30SEP2025
Delta for 3060 CE is 0.60
Historical price for 3060 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 49, which was -69.9 lower than the previous day. The implied volatity was 20.36, the open interest changed by 274 which increased total open position to 1182
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 120, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 909
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 128.05, which was 0.4 higher than the previous day. The implied volatity was 12.50, the open interest changed by -55 which decreased total open position to 930
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 97.55, which was 2.45 higher than the previous day. The implied volatity was 14.08, the open interest changed by -35 which decreased total open position to 1311
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 79.95, which was -9.55 lower than the previous day. The implied volatity was 18.29, the open interest changed by 48 which increased total open position to 124
| TCS 30SEP2025 3060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 1.76
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 28 | 21.85 | 21.04 | 20,795 | 675 | 2,565 |
| 21 Sept | 3169.20 | 6.05 | -0.75 | 18.96 | 3,317 | 117 | 1,891 |
| 18 Sept | 3176.70 | 6.95 | -2.55 | 19.65 | 2,332 | -133 | 1,781 |
| 14 Sept | 3133.40 | 17.7 | -4.15 | 18.21 | 2,534 | -40 | 2,046 |
| 17 Aug | 3022.30 | 118.15 | 0 | 0.06 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3060 expiring on 30SEP2025
Delta for 3060 PE is -0.40
Historical price for 3060 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 28, which was 21.85 higher than the previous day. The implied volatity was 21.04, the open interest changed by 675 which increased total open position to 2565
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 6.05, which was -0.75 lower than the previous day. The implied volatity was 18.96, the open interest changed by 117 which increased total open position to 1891
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 6.95, which was -2.55 lower than the previous day. The implied volatity was 19.65, the open interest changed by -133 which decreased total open position to 1781
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 17.7, which was -4.15 lower than the previous day. The implied volatity was 18.21, the open interest changed by -40 which decreased total open position to 2046
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 118.15, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
