TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 28OCT2025 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 3.85
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 76.05 | -47.1 | 18.98 | 5,566 | 1,984 | 2,803 | |||||||||
| 21 Sept | 3169.20 | 126 | -3.65 | 14.83 | 523 | 62 | 828 | |||||||||
| 18 Sept | 3176.70 | 130.75 | 2.2 | 14.49 | 593 | 80 | 753 | |||||||||
| 14 Sept | 3133.40 | 109 | 1.25 | 15.29 | 282 | -1 | 505 | |||||||||
For Tata Consultancy Serv Lt - strike price 3100 expiring on 28OCT2025
Delta for 3100 CE is 0.52
Historical price for 3100 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 76.05, which was -47.1 lower than the previous day. The implied volatity was 18.98, the open interest changed by 1984 which increased total open position to 2803
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 126, which was -3.65 lower than the previous day. The implied volatity was 14.83, the open interest changed by 62 which increased total open position to 828
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 130.75, which was 2.2 higher than the previous day. The implied volatity was 14.49, the open interest changed by 80 which increased total open position to 753
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 109, which was 1.25 higher than the previous day. The implied volatity was 15.29, the open interest changed by -1 which decreased total open position to 505
| TCS 28OCT2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 3.85
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 87.15 | 44.2 | 23.41 | 2,821 | 672 | 2,298 |
| 21 Sept | 3169.20 | 42.6 | 2.2 | 20.81 | 424 | 170 | 1,625 |
| 18 Sept | 3176.70 | 40.65 | -1.95 | 20.57 | 679 | 189 | 1,455 |
| 14 Sept | 3133.40 | 61 | -6.55 | 21.10 | 377 | -46 | 535 |
For Tata Consultancy Serv Lt - strike price 3100 expiring on 28OCT2025
Delta for 3100 PE is -0.47
Historical price for 3100 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 87.15, which was 44.2 higher than the previous day. The implied volatity was 23.41, the open interest changed by 672 which increased total open position to 2298
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 42.6, which was 2.2 higher than the previous day. The implied volatity was 20.81, the open interest changed by 170 which increased total open position to 1625
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 40.65, which was -1.95 lower than the previous day. The implied volatity was 20.57, the open interest changed by 189 which increased total open position to 1455
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 61, which was -6.55 lower than the previous day. The implied volatity was 21.10, the open interest changed by -46 which decreased total open position to 535
