TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.65
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 3.6 | -10.3 | 23.31 | 8,205 | 531 | 4,165 | |||||||||
| 21 Sept | 3169.20 | 13.2 | -3.45 | 15.87 | 4,134 | 132 | 3,634 | |||||||||
| 18 Sept | 3176.70 | 16.4 | -3.45 | 15.89 | 7,529 | -261 | 3,498 | |||||||||
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| 14 Sept | 3133.40 | 13.65 | -1.95 | 16.11 | 2,319 | -77 | 3,267 | |||||||||
| 17 Aug | 3022.30 | 24.6 | -302.85 | 19.15 | 14 | 12 | 11 | |||||||||
For Tata Consultancy Serv Lt - strike price 3240 expiring on 30SEP2025
Delta for 3240 CE is 0.08
Historical price for 3240 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 3.6, which was -10.3 lower than the previous day. The implied volatity was 23.31, the open interest changed by 531 which increased total open position to 4165
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 13.2, which was -3.45 lower than the previous day. The implied volatity was 15.87, the open interest changed by 132 which increased total open position to 3634
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 16.4, which was -3.45 lower than the previous day. The implied volatity was 15.89, the open interest changed by -261 which decreased total open position to 3498
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 13.65, which was -1.95 lower than the previous day. The implied volatity was 16.11, the open interest changed by -77 which decreased total open position to 3267
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 24.6, which was -302.85 lower than the previous day. The implied volatity was 19.15, the open interest changed by 12 which increased total open position to 11
| TCS 30SEP2025 3240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.70
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 161.6 | 84.65 | 24.18 | 72 | -23 | 241 |
| 21 Sept | 3169.20 | 77.55 | 3.5 | 18.65 | 141 | -8 | 265 |
| 18 Sept | 3176.70 | 75 | -7 | 18.97 | 395 | 9 | 270 |
| 14 Sept | 3133.40 | 114.1 | -6.35 | 20.41 | 57 | -26 | 277 |
| 17 Aug | 3022.30 | 190.6 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3240 expiring on 30SEP2025
Delta for 3240 PE is -0.92
Historical price for 3240 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 161.6, which was 84.65 higher than the previous day. The implied volatity was 24.18, the open interest changed by -23 which decreased total open position to 241
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 77.55, which was 3.5 higher than the previous day. The implied volatity was 18.65, the open interest changed by -8 which decreased total open position to 265
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 75, which was -7 lower than the previous day. The implied volatity was 18.97, the open interest changed by 9 which increased total open position to 270
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 114.1, which was -6.35 lower than the previous day. The implied volatity was 20.41, the open interest changed by -26 which decreased total open position to 277
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 190.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
