TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3180 CE | ||||||||||||||||
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Delta: 0.17
Vega: 1.14
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 8.5 | -25.55 | 21.42 | 9,784 | 596 | 3,349 | |||||||||
| 21 Sept | 3169.20 | 31 | -8.8 | 13.99 | 6,407 | -169 | 2,761 | |||||||||
| 18 Sept | 3176.70 | 39.85 | -3.2 | 15.69 | 11,631 | 349 | 2,945 | |||||||||
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| 14 Sept | 3133.40 | 29 | -1.8 | 15.37 | 2,299 | -92 | 1,790 | |||||||||
| 17 Aug | 3022.30 | 76.75 | 0 | 2.78 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3180 expiring on 30SEP2025
Delta for 3180 CE is 0.17
Historical price for 3180 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 8.5, which was -25.55 lower than the previous day. The implied volatity was 21.42, the open interest changed by 596 which increased total open position to 3349
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 31, which was -8.8 lower than the previous day. The implied volatity was 13.99, the open interest changed by -169 which decreased total open position to 2761
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 39.85, which was -3.2 lower than the previous day. The implied volatity was 15.69, the open interest changed by 349 which increased total open position to 2945
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 29, which was -1.8 lower than the previous day. The implied volatity was 15.37, the open interest changed by -92 which decreased total open position to 1790
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 76.75, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
| TCS 30SEP2025 3180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 1.13
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 106 | 67.3 | 21.39 | 1,786 | -748 | 833 |
| 21 Sept | 3169.20 | 38.45 | 1.35 | 17.64 | 2,917 | -50 | 1,584 |
| 18 Sept | 3176.70 | 37.5 | -6.65 | 17.91 | 4,210 | 431 | 1,635 |
| 14 Sept | 3133.40 | 69.25 | -7.6 | 18.67 | 299 | 2 | 666 |
| 17 Aug | 3022.30 | 169.45 | -18.25 | 22.78 | 4 | 4 | 3 |
For Tata Consultancy Serv Lt - strike price 3180 expiring on 30SEP2025
Delta for 3180 PE is -0.83
Historical price for 3180 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 106, which was 67.3 higher than the previous day. The implied volatity was 21.39, the open interest changed by -748 which decreased total open position to 833
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 38.45, which was 1.35 higher than the previous day. The implied volatity was 17.64, the open interest changed by -50 which decreased total open position to 1584
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 37.5, which was -6.65 lower than the previous day. The implied volatity was 17.91, the open interest changed by 431 which increased total open position to 1635
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 69.25, which was -7.6 lower than the previous day. The implied volatity was 18.67, the open interest changed by 2 which increased total open position to 666
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 169.45, which was -18.25 lower than the previous day. The implied volatity was 22.78, the open interest changed by 4 which increased total open position to 3
