TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.56
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 3 | -7.2 | 24.45 | 5,339 | 66 | 1,701 | |||||||||
| 21 Sept | 3169.20 | 9.35 | -2.85 | 16.13 | 2,906 | -100 | 1,628 | |||||||||
| 18 Sept | 3176.70 | 12.3 | -2.7 | 16.35 | 4,107 | 45 | 1,738 | |||||||||
| 14 Sept | 3133.40 | 10.9 | -1.65 | 16.61 | 1,708 | 45 | 1,474 | |||||||||
| 17 Aug | 3022.30 | 21.45 | -4.9 | 19.30 | 15 | 12 | 13 | |||||||||
For Tata Consultancy Serv Lt - strike price 3260 expiring on 30SEP2025
Delta for 3260 CE is 0.06
Historical price for 3260 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 3, which was -7.2 lower than the previous day. The implied volatity was 24.45, the open interest changed by 66 which increased total open position to 1701
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 9.35, which was -2.85 lower than the previous day. The implied volatity was 16.13, the open interest changed by -100 which decreased total open position to 1628
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 12.3, which was -2.7 lower than the previous day. The implied volatity was 16.35, the open interest changed by 45 which increased total open position to 1738
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 10.9, which was -1.65 lower than the previous day. The implied volatity was 16.61, the open interest changed by 45 which increased total open position to 1474
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 21.45, which was -4.9 lower than the previous day. The implied volatity was 19.30, the open interest changed by 12 which increased total open position to 13
| TCS 30SEP2025 3260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.59
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 180.65 | 83.85 | 24.95 | 135 | -24 | 101 |
| 21 Sept | 3169.20 | 92.7 | -2.85 | 18.74 | 183 | 16 | 122 |
| 18 Sept | 3176.70 | 95.55 | -0.7 | 22.17 | 115 | -6 | 108 |
| 14 Sept | 3133.40 | 130.3 | -16.7 | 20.87 | 6 | -2 | 100 |
| 17 Aug | 3022.30 | 243.2 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3260 expiring on 30SEP2025
Delta for 3260 PE is -0.93
Historical price for 3260 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 180.65, which was 83.85 higher than the previous day. The implied volatity was 24.95, the open interest changed by -24 which decreased total open position to 101
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 92.7, which was -2.85 lower than the previous day. The implied volatity was 18.74, the open interest changed by 16 which increased total open position to 122
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 95.55, which was -0.7 lower than the previous day. The implied volatity was 22.17, the open interest changed by -6 which decreased total open position to 108
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 130.3, which was -16.7 lower than the previous day. The implied volatity was 20.87, the open interest changed by -2 which decreased total open position to 100
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 243.2, 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
