TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.41
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 2 | -3.65 | 26.33 | 8,499 | -418 | 5,489 | |||||||||
| 21 Sept | 3169.20 | 5.6 | -1.15 | 17.73 | 7,098 | -129 | 5,853 | |||||||||
| 18 Sept | 3176.70 | 6.6 | -2.1 | 17.08 | 13,064 | -128 | 6,019 | |||||||||
| 14 Sept | 3133.40 | 6.9 | -1.35 | 17.53 | 4,567 | -353 | 6,406 | |||||||||
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| 17 Aug | 3022.30 | 16.5 | -2.05 | 19.72 | 466 | 157 | 707 | |||||||||
For Tata Consultancy Serv Lt - strike price 3300 expiring on 30SEP2025
Delta for 3300 CE is 0.04
Historical price for 3300 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 2, which was -3.65 lower than the previous day. The implied volatity was 26.33, the open interest changed by -418 which decreased total open position to 5489
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 5.6, which was -1.15 lower than the previous day. The implied volatity was 17.73, the open interest changed by -129 which decreased total open position to 5853
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 6.6, which was -2.1 lower than the previous day. The implied volatity was 17.08, the open interest changed by -128 which decreased total open position to 6019
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 6.9, which was -1.35 lower than the previous day. The implied volatity was 17.53, the open interest changed by -353 which decreased total open position to 6406
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 16.5, which was -2.05 lower than the previous day. The implied volatity was 19.72, the open interest changed by 157 which increased total open position to 707
| TCS 30SEP2025 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.53
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 220.5 | 87.6 | 28.95 | 299 | -177 | 973 |
| 21 Sept | 3169.20 | 132 | 8.55 | 23.35 | 327 | -88 | 1,152 |
| 18 Sept | 3176.70 | 125 | -4.05 | 21.46 | 573 | -88 | 1,241 |
| 14 Sept | 3133.40 | 165.3 | -9.65 | 22.28 | 255 | -55 | 1,521 |
| 17 Aug | 3022.30 | 268 | 19.85 | 25.31 | 71 | 45 | 325 |
For Tata Consultancy Serv Lt - strike price 3300 expiring on 30SEP2025
Delta for 3300 PE is -0.94
Historical price for 3300 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 220.5, which was 87.6 higher than the previous day. The implied volatity was 28.95, the open interest changed by -177 which decreased total open position to 973
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 132, which was 8.55 higher than the previous day. The implied volatity was 23.35, the open interest changed by -88 which decreased total open position to 1152
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 125, which was -4.05 lower than the previous day. The implied volatity was 21.46, the open interest changed by -88 which decreased total open position to 1241
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 165.3, which was -9.65 lower than the previous day. The implied volatity was 22.28, the open interest changed by -55 which decreased total open position to 1521
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 268, which was 19.85 higher than the previous day. The implied volatity was 25.31, the open interest changed by 45 which increased total open position to 325
