TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.97
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 6.6 | -19.25 | 22.29 | 28,533 | 741 | 11,884 | |||||||||
| 21 Sept | 3169.20 | 25.15 | -5.5 | 15.42 | 16,561 | -367 | 11,189 | |||||||||
| 18 Sept | 3176.70 | 30.5 | -3.5 | 15.81 | 34,844 | 1,425 | 11,510 | |||||||||
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| 14 Sept | 3133.40 | 23.35 | -1.7 | 15.85 | 10,182 | -176 | 11,910 | |||||||||
| 17 Aug | 3022.30 | 33.4 | -4.45 | 19.16 | 1,250 | 435 | 1,834 | |||||||||
For Tata Consultancy Serv Lt - strike price 3200 expiring on 30SEP2025
Delta for 3200 CE is 0.13
Historical price for 3200 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 6.6, which was -19.25 lower than the previous day. The implied volatity was 22.29, the open interest changed by 741 which increased total open position to 11884
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 25.15, which was -5.5 lower than the previous day. The implied volatity was 15.42, the open interest changed by -367 which decreased total open position to 11189
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 30.5, which was -3.5 lower than the previous day. The implied volatity was 15.81, the open interest changed by 1425 which increased total open position to 11510
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 23.35, which was -1.7 lower than the previous day. The implied volatity was 15.85, the open interest changed by -176 which decreased total open position to 11910
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 33.4, which was -4.45 lower than the previous day. The implied volatity was 19.16, the open interest changed by 435 which increased total open position to 1834
| TCS 30SEP2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.97
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 124.05 | 72.85 | 22.24 | 2,727 | -651 | 2,605 |
| 21 Sept | 3169.20 | 51.95 | 4.1 | 18.86 | 4,101 | -196 | 3,258 |
| 18 Sept | 3176.70 | 47.65 | -7.5 | 17.85 | 6,385 | 466 | 3,447 |
| 14 Sept | 3133.40 | 82.95 | -8.1 | 19.11 | 1,203 | 108 | 2,778 |
| 17 Aug | 3022.30 | 186.4 | 17.8 | 23.56 | 111 | 31 | 584 |
For Tata Consultancy Serv Lt - strike price 3200 expiring on 30SEP2025
Delta for 3200 PE is -0.87
Historical price for 3200 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 124.05, which was 72.85 higher than the previous day. The implied volatity was 22.24, the open interest changed by -651 which decreased total open position to 2605
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 51.95, which was 4.1 higher than the previous day. The implied volatity was 18.86, the open interest changed by -196 which decreased total open position to 3258
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 47.65, which was -7.5 lower than the previous day. The implied volatity was 17.85, the open interest changed by 466 which increased total open position to 3447
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 82.95, which was -8.1 lower than the previous day. The implied volatity was 19.11, the open interest changed by 108 which increased total open position to 2778
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 186.4, which was 17.8 higher than the previous day. The implied volatity was 23.56, the open interest changed by 31 which increased total open position to 584
