TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3160 CE | ||||||||||||||||
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Delta: 0.21
Vega: 1.32
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 11.2 | -32.05 | 20.69 | 13,403 | 724 | 3,797 | |||||||||
| 21 Sept | 3169.20 | 43.2 | -7.3 | 14.57 | 9,729 | 165 | 3,072 | |||||||||
| 18 Sept | 3176.70 | 50.5 | -2.9 | 15.35 | 6,929 | -158 | 2,908 | |||||||||
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| 14 Sept | 3133.40 | 36.8 | -1.45 | 15.21 | 4,668 | 73 | 3,636 | |||||||||
| 17 Aug | 3022.30 | 43.15 | -6.15 | 18.84 | 67 | 18 | 52 | |||||||||
For Tata Consultancy Serv Lt - strike price 3160 expiring on 30SEP2025
Delta for 3160 CE is 0.21
Historical price for 3160 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 11.2, which was -32.05 lower than the previous day. The implied volatity was 20.69, the open interest changed by 724 which increased total open position to 3797
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 43.2, which was -7.3 lower than the previous day. The implied volatity was 14.57, the open interest changed by 165 which increased total open position to 3072
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 50.5, which was -2.9 lower than the previous day. The implied volatity was 15.35, the open interest changed by -158 which decreased total open position to 2908
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 36.8, which was -1.45 lower than the previous day. The implied volatity was 15.21, the open interest changed by 73 which increased total open position to 3636
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 43.15, which was -6.15 lower than the previous day. The implied volatity was 18.84, the open interest changed by 18 which increased total open position to 52
| TCS 30SEP2025 3160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 1.34
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 90 | 61.05 | 21.31 | 2,751 | -567 | 1,142 |
| 21 Sept | 3169.20 | 29.45 | 1.3 | 17.75 | 6,254 | -123 | 1,702 |
| 18 Sept | 3176.70 | 28 | -6.95 | 17.57 | 5,516 | -353 | 1,832 |
| 14 Sept | 3133.40 | 57.5 | -6.9 | 18.55 | 1,075 | 55 | 1,781 |
| 17 Aug | 3022.30 | 52.75 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3160 expiring on 30SEP2025
Delta for 3160 PE is -0.78
Historical price for 3160 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 90, which was 61.05 higher than the previous day. The implied volatity was 21.31, the open interest changed by -567 which decreased total open position to 1142
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 29.45, which was 1.3 higher than the previous day. The implied volatity was 17.75, the open interest changed by -123 which decreased total open position to 1702
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 28, which was -6.95 lower than the previous day. The implied volatity was 17.57, the open interest changed by -353 which decreased total open position to 1832
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 57.5, which was -6.9 lower than the previous day. The implied volatity was 18.55, the open interest changed by 55 which increased total open position to 1781
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 52.75, 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
