TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3280 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.46
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 2.3 | -5.3 | 25.10 | 3,106 | -91 | 1,295 | |||||||||
| 21 Sept | 3169.20 | 7 | -2.05 | 16.78 | 3,239 | 29 | 1,374 | |||||||||
| 18 Sept | 3176.70 | 8.85 | -2.45 | 16.59 | 3,261 | 176 | 1,365 | |||||||||
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| 14 Sept | 3133.40 | 8.6 | -1.45 | 17.03 | 1,953 | 49 | 772 | |||||||||
| 17 Aug | 3022.30 | 18.85 | -2.85 | 19.53 | 41 | -16 | 131 | |||||||||
For Tata Consultancy Serv Lt - strike price 3280 expiring on 30SEP2025
Delta for 3280 CE is 0.05
Historical price for 3280 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 2.3, which was -5.3 lower than the previous day. The implied volatity was 25.10, the open interest changed by -91 which decreased total open position to 1295
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 7, which was -2.05 lower than the previous day. The implied volatity was 16.78, the open interest changed by 29 which increased total open position to 1374
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 8.85, which was -2.45 lower than the previous day. The implied volatity was 16.59, the open interest changed by 176 which increased total open position to 1365
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 8.6, which was -1.45 lower than the previous day. The implied volatity was 17.03, the open interest changed by 49 which increased total open position to 772
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 18.85, which was -2.85 lower than the previous day. The implied volatity was 19.53, the open interest changed by -16 which decreased total open position to 131
| TCS 30SEP2025 3280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 184 | 67.95 | - | 10 | -3 | 73 |
| 21 Sept | 3169.20 | 116.05 | 10.05 | 23.40 | 30 | -6 | 76 |
| 18 Sept | 3176.70 | 106 | -5.7 | 19.68 | 23 | 3 | 80 |
| 14 Sept | 3133.40 | 145 | -15 | 20.23 | 12 | -1 | 91 |
| 17 Aug | 3022.30 | 199.95 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3280 expiring on 30SEP2025
Delta for 3280 PE is -
Historical price for 3280 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 184, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 73
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 116.05, which was 10.05 higher than the previous day. The implied volatity was 23.40, the open interest changed by -6 which decreased total open position to 76
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 106, which was -5.7 lower than the previous day. The implied volatity was 19.68, the open interest changed by 3 which increased total open position to 80
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 145, which was -15 lower than the previous day. The implied volatity was 20.23, the open interest changed by -1 which decreased total open position to 91
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 199.95, 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
