TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 1.79
Theta: -2.59
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 28.25 | -57 | 20.00 | 27,564 | 1,907 | 5,087 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 3169.20 | 85.4 | -8.75 | 13.49 | 3,631 | -388 | 3,186 | |||||||||
| 18 Sept | 3176.70 | 94 | -0.6 | 15.02 | 4,739 | -756 | 3,593 | |||||||||
| 14 Sept | 3133.40 | 68.4 | 0.55 | 14.41 | 7,457 | -838 | 6,498 | |||||||||
| 17 Aug | 3022.30 | 63 | -8.35 | 18.49 | 946 | 485 | 1,208 | |||||||||
For Tata Consultancy Serv Lt - strike price 3100 expiring on 30SEP2025
Delta for 3100 CE is 0.43
Historical price for 3100 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 28.25, which was -57 lower than the previous day. The implied volatity was 20.00, the open interest changed by 1907 which increased total open position to 5087
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 85.4, which was -8.75 lower than the previous day. The implied volatity was 13.49, the open interest changed by -388 which decreased total open position to 3186
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 94, which was -0.6 lower than the previous day. The implied volatity was 15.02, the open interest changed by -756 which decreased total open position to 3593
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 68.4, which was 0.55 higher than the previous day. The implied volatity was 14.41, the open interest changed by -838 which decreased total open position to 6498
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 63, which was -8.35 lower than the previous day. The implied volatity was 18.49, the open interest changed by 485 which increased total open position to 1208
| TCS 30SEP2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 1.79
Theta: -1.81
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 46.95 | 35.5 | 20.55 | 30,297 | -280 | 3,608 |
| 21 Sept | 3169.20 | 11.25 | -0.45 | 17.95 | 7,652 | -324 | 3,858 |
| 18 Sept | 3176.70 | 11.8 | -4.3 | 18.13 | 5,410 | -417 | 4,202 |
| 14 Sept | 3133.40 | 29.25 | -5.85 | 18.04 | 5,118 | 27 | 5,808 |
| 17 Aug | 3022.30 | 116.85 | 15.4 | 22.23 | 203 | 65 | 366 |
For Tata Consultancy Serv Lt - strike price 3100 expiring on 30SEP2025
Delta for 3100 PE is -0.57
Historical price for 3100 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 46.95, which was 35.5 higher than the previous day. The implied volatity was 20.55, the open interest changed by -280 which decreased total open position to 3608
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 11.25, which was -0.45 lower than the previous day. The implied volatity was 17.95, the open interest changed by -324 which decreased total open position to 3858
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 11.8, which was -4.3 lower than the previous day. The implied volatity was 18.13, the open interest changed by -417 which decreased total open position to 4202
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 29.25, which was -5.85 lower than the previous day. The implied volatity was 18.04, the open interest changed by 27 which increased total open position to 5808
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 116.85, which was 15.4 higher than the previous day. The implied volatity was 22.23, the open interest changed by 65 which increased total open position to 366
