TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3120 CE | ||||||||||||||||
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Delta: 0.35
Vega: 1.68
Theta: -2.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 20.8 | -48.85 | 20.02 | 13,160 | 1,063 | 2,340 | |||||||||
| 21 Sept | 3169.20 | 69.9 | -8.25 | 14.12 | 1,977 | -61 | 1,279 | |||||||||
| 18 Sept | 3176.70 | 78 | -1.25 | 15.14 | 1,465 | -144 | 1,341 | |||||||||
| 14 Sept | 3133.40 | 56.2 | -0.1 | 14.64 | 6,475 | -172 | 2,309 | |||||||||
| 17 Aug | 3022.30 | 415.8 | 0 | 1.50 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3120 expiring on 30SEP2025
Delta for 3120 CE is 0.35
Historical price for 3120 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 20.8, which was -48.85 lower than the previous day. The implied volatity was 20.02, the open interest changed by 1063 which increased total open position to 2340
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 69.9, which was -8.25 lower than the previous day. The implied volatity was 14.12, the open interest changed by -61 which decreased total open position to 1279
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 78, which was -1.25 lower than the previous day. The implied volatity was 15.14, the open interest changed by -144 which decreased total open position to 1341
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 56.2, which was -0.1 lower than the previous day. The implied volatity was 14.64, the open interest changed by -172 which decreased total open position to 2309
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 415.8, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
| TCS 30SEP2025 3120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 1.69
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 59.75 | 43.85 | 20.78 | 5,575 | -461 | 1,461 |
| 21 Sept | 3169.20 | 15.85 | 0.15 | 17.84 | 3,642 | 75 | 1,921 |
| 18 Sept | 3176.70 | 15.95 | -4.9 | 18.08 | 2,124 | 16 | 1,845 |
| 14 Sept | 3133.40 | 37.1 | -6.2 | 18.10 | 2,565 | -11 | 1,710 |
| 17 Aug | 3022.30 | 129 | 12.3 | 22.33 | 3 | 1 | 50 |
For Tata Consultancy Serv Lt - strike price 3120 expiring on 30SEP2025
Delta for 3120 PE is -0.65
Historical price for 3120 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 59.75, which was 43.85 higher than the previous day. The implied volatity was 20.78, the open interest changed by -461 which decreased total open position to 1461
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 15.85, which was 0.15 higher than the previous day. The implied volatity was 17.84, the open interest changed by 75 which increased total open position to 1921
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 15.95, which was -4.9 lower than the previous day. The implied volatity was 18.08, the open interest changed by 16 which increased total open position to 1845
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 37.1, which was -6.2 lower than the previous day. The implied volatity was 18.10, the open interest changed by -11 which decreased total open position to 1710
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 129, which was 12.3 higher than the previous day. The implied volatity was 22.33, the open interest changed by 1 which increased total open position to 50
