TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3140 CE | ||||||||||||||||
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Delta: 0.27
Vega: 1.51
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 15.1 | -39.9 | 20.18 | 11,399 | 1,075 | 4,964 | |||||||||
| 21 Sept | 3169.20 | 55 | -8.3 | 14.03 | 4,272 | -69 | 3,889 | |||||||||
| 18 Sept | 3176.70 | 63 | -2.45 | 15.03 | 2,716 | -30 | 3,958 | |||||||||
| 14 Sept | 3133.40 | 45.35 | -1.05 | 14.79 | 8,392 | 246 | 4,648 | |||||||||
| 17 Aug | 3022.30 | 48.6 | -7.3 | 18.60 | 278 | 242 | 297 | |||||||||
For Tata Consultancy Serv Lt - strike price 3140 expiring on 30SEP2025
Delta for 3140 CE is 0.27
Historical price for 3140 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 15.1, which was -39.9 lower than the previous day. The implied volatity was 20.18, the open interest changed by 1075 which increased total open position to 4964
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 55, which was -8.3 lower than the previous day. The implied volatity was 14.03, the open interest changed by -69 which decreased total open position to 3889
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 63, which was -2.45 lower than the previous day. The implied volatity was 15.03, the open interest changed by -30 which decreased total open position to 3958
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 45.35, which was -1.05 lower than the previous day. The implied volatity was 14.79, the open interest changed by 246 which increased total open position to 4648
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 48.6, which was -7.3 lower than the previous day. The implied volatity was 18.60, the open interest changed by 242 which increased total open position to 297
| TCS 30SEP2025 3140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 1.54
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 74.1 | 52.45 | 21.08 | 3,370 | -81 | 1,654 |
| 21 Sept | 3169.20 | 20.9 | -0.1 | 17.29 | 4,693 | -19 | 1,738 |
| 18 Sept | 3176.70 | 20.9 | -6.3 | 17.63 | 2,872 | 52 | 1,754 |
| 14 Sept | 3133.40 | 46.45 | -6.6 | 18.24 | 3,324 | 195 | 1,508 |
| 17 Aug | 3022.30 | 142.5 | 21.45 | 22.62 | 39 | 37 | 49 |
For Tata Consultancy Serv Lt - strike price 3140 expiring on 30SEP2025
Delta for 3140 PE is -0.72
Historical price for 3140 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 74.1, which was 52.45 higher than the previous day. The implied volatity was 21.08, the open interest changed by -81 which decreased total open position to 1654
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 20.9, which was -0.1 lower than the previous day. The implied volatity was 17.29, the open interest changed by -19 which decreased total open position to 1738
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 20.9, which was -6.3 lower than the previous day. The implied volatity was 17.63, the open interest changed by 52 which increased total open position to 1754
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 46.45, which was -6.6 lower than the previous day. The implied volatity was 18.24, the open interest changed by 195 which increased total open position to 1508
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 142.5, which was 21.45 higher than the previous day. The implied volatity was 22.62, the open interest changed by 37 which increased total open position to 49
