TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.35
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 1.7 | -2.6 | 27.38 | 1,750 | -104 | 729 | |||||||||
| 21 Sept | 3169.20 | 4.05 | -0.95 | 18.13 | 1,738 | -135 | 835 | |||||||||
| 18 Sept | 3176.70 | 5 | -1.55 | 17.65 | 2,463 | 144 | 969 | |||||||||
| 14 Sept | 3133.40 | 5.55 | -1.05 | 18.02 | 681 | 22 | 725 | |||||||||
| 17 Aug | 3022.30 | 274.95 | 0 | 5.75 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3320 expiring on 30SEP2025
Delta for 3320 CE is 0.03
Historical price for 3320 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 1.7, which was -2.6 lower than the previous day. The implied volatity was 27.38, the open interest changed by -104 which decreased total open position to 729
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 4.05, which was -0.95 lower than the previous day. The implied volatity was 18.13, the open interest changed by -135 which decreased total open position to 835
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 5, which was -1.55 lower than the previous day. The implied volatity was 17.65, the open interest changed by 144 which increased total open position to 969
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 5.55, which was -1.05 lower than the previous day. The implied volatity was 18.02, the open interest changed by 22 which increased total open position to 725
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 274.95, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0
| TCS 30SEP2025 3320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.22
Theta: 0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 238.05 | 95.15 | 24.31 | 12 | -2 | 91 |
| 21 Sept | 3169.20 | 143.5 | 0.6 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3176.70 | 143.5 | -2.2 | 22.74 | 19 | -8 | 92 |
| 14 Sept | 3133.40 | 184.55 | -6.6 | 23.69 | 34 | -14 | 115 |
| 17 Aug | 3022.30 | 100 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3320 expiring on 30SEP2025
Delta for 3320 PE is -0.98
Historical price for 3320 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 238.05, which was 95.15 higher than the previous day. The implied volatity was 24.31, the open interest changed by -2 which decreased total open position to 91
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 143.5, which was 0.6 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 143.5, which was -2.2 lower than the previous day. The implied volatity was 22.74, the open interest changed by -8 which decreased total open position to 92
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 184.55, which was -6.6 lower than the previous day. The implied volatity was 23.69, the open interest changed by -14 which decreased total open position to 115
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 100, 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
