TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.80
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 4.9 | -14.05 | 22.83 | 7,603 | 414 | 1,994 | |||||||||
| 21 Sept | 3169.20 | 18 | -4.7 | 15.44 | 4,231 | -22 | 1,579 | |||||||||
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| 18 Sept | 3176.70 | 22.3 | -3.85 | 15.69 | 5,921 | 261 | 1,605 | |||||||||
| 14 Sept | 3133.40 | 17.6 | -2.15 | 15.82 | 2,681 | 297 | 1,480 | |||||||||
| 17 Aug | 3022.30 | 28.7 | -4.55 | 19.14 | 23 | 2 | 37 | |||||||||
For Tata Consultancy Serv Lt - strike price 3220 expiring on 30SEP2025
Delta for 3220 CE is 0.10
Historical price for 3220 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 4.9, which was -14.05 lower than the previous day. The implied volatity was 22.83, the open interest changed by 414 which increased total open position to 1994
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 18, which was -4.7 lower than the previous day. The implied volatity was 15.44, the open interest changed by -22 which decreased total open position to 1579
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 22.3, which was -3.85 lower than the previous day. The implied volatity was 15.69, the open interest changed by 261 which increased total open position to 1605
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 17.6, which was -2.15 lower than the previous day. The implied volatity was 15.82, the open interest changed by 297 which increased total open position to 1480
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 28.7, which was -4.55 lower than the previous day. The implied volatity was 19.14, the open interest changed by 2 which increased total open position to 37
| TCS 30SEP2025 3220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.85
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 142.95 | 77.7 | 23.55 | 274 | -98 | 459 |
| 21 Sept | 3169.20 | 63.6 | 3.55 | 18.55 | 403 | -23 | 563 |
| 18 Sept | 3176.70 | 60.5 | -7.1 | 18.32 | 1,134 | 207 | 579 |
| 14 Sept | 3133.40 | 97.55 | -18 | 19.51 | 86 | 35 | 305 |
| 17 Aug | 3022.30 | 214.6 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3220 expiring on 30SEP2025
Delta for 3220 PE is -0.89
Historical price for 3220 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 142.95, which was 77.7 higher than the previous day. The implied volatity was 23.55, the open interest changed by -98 which decreased total open position to 459
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 63.6, which was 3.55 higher than the previous day. The implied volatity was 18.55, the open interest changed by -23 which decreased total open position to 563
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 60.5, which was -7.1 lower than the previous day. The implied volatity was 18.32, the open interest changed by 207 which increased total open position to 579
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 97.55, which was -18 lower than the previous day. The implied volatity was 19.51, the open interest changed by 35 which increased total open position to 305
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 214.6, 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
