TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 1.82
Theta: -2.70
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 37.55 | -55.2 | 20.06 | 9,232 | 911 | 1,655 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 3169.20 | 92.75 | -18 | - | 111 | -36 | 745 | |||||||||
| 18 Sept | 3176.70 | 111.2 | 0.25 | 14.89 | 271 | -69 | 782 | |||||||||
| 14 Sept | 3133.40 | 81.85 | 1.35 | 14.05 | 949 | -78 | 1,036 | |||||||||
| 17 Aug | 3022.30 | 70.2 | -11.6 | 18.19 | 25 | 15 | 81 | |||||||||
For Tata Consultancy Serv Lt - strike price 3080 expiring on 30SEP2025
Delta for 3080 CE is 0.52
Historical price for 3080 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 37.55, which was -55.2 lower than the previous day. The implied volatity was 20.06, the open interest changed by 911 which increased total open position to 1655
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 92.75, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 745
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 111.2, which was 0.25 higher than the previous day. The implied volatity was 14.89, the open interest changed by -69 which decreased total open position to 782
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 81.85, which was 1.35 higher than the previous day. The implied volatity was 14.05, the open interest changed by -78 which decreased total open position to 1036
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 70.2, which was -11.6 lower than the previous day. The implied volatity was 18.19, the open interest changed by 15 which increased total open position to 81
| TCS 30SEP2025 3080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 1.82
Theta: -1.89
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 35.8 | 27.6 | 20.33 | 19,246 | 455 | 1,820 |
| 21 Sept | 3169.20 | 8.45 | -0.4 | 18.58 | 2,674 | 89 | 1,365 |
| 18 Sept | 3176.70 | 9.1 | -3.2 | 19.04 | 1,723 | -48 | 1,281 |
| 14 Sept | 3133.40 | 22.75 | -4.9 | 18.05 | 1,814 | -93 | 1,286 |
| 17 Aug | 3022.30 | 36.4 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3080 expiring on 30SEP2025
Delta for 3080 PE is -0.48
Historical price for 3080 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 35.8, which was 27.6 higher than the previous day. The implied volatity was 20.33, the open interest changed by 455 which increased total open position to 1820
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 8.45, which was -0.4 lower than the previous day. The implied volatity was 18.58, the open interest changed by 89 which increased total open position to 1365
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 9.1, which was -3.2 lower than the previous day. The implied volatity was 19.04, the open interest changed by -48 which decreased total open position to 1281
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 22.75, which was -4.9 lower than the previous day. The implied volatity was 18.05, the open interest changed by -93 which decreased total open position to 1286
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 36.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
