TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.31
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 1.45 | -1.85 | 28.40 | 1,383 | -148 | 772 | |||||||||
| 21 Sept | 3169.20 | 3.15 | -0.7 | 18.84 | 1,554 | -139 | 915 | |||||||||
| 18 Sept | 3176.70 | 3.7 | -1.4 | 18.09 | 2,281 | 24 | 1,059 | |||||||||
| 14 Sept | 3133.40 | 4.7 | -0.7 | 18.72 | 591 | 32 | 825 | |||||||||
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| 17 Aug | 3022.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3340 expiring on 30SEP2025
Delta for 3340 CE is 0.03
Historical price for 3340 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 1.45, which was -1.85 lower than the previous day. The implied volatity was 28.40, the open interest changed by -148 which decreased total open position to 772
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 3.15, which was -0.7 lower than the previous day. The implied volatity was 18.84, the open interest changed by -139 which decreased total open position to 915
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 3.7, which was -1.4 lower than the previous day. The implied volatity was 18.09, the open interest changed by 24 which increased total open position to 1059
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 4.7, which was -0.7 lower than the previous day. The implied volatity was 18.72, the open interest changed by 32 which increased total open position to 825
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 0, 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
| TCS 30SEP2025 3340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 174.55 | 0 | 0.00 | 0 | -2 | 0 |
| 21 Sept | 3169.20 | 174.55 | 10.15 | 29.86 | 13 | -2 | 91 |
| 18 Sept | 3176.70 | 166.5 | 2.1 | 0.00 | 0 | -14 | 0 |
| 14 Sept | 3133.40 | 294.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3022.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3340 expiring on 30SEP2025
Delta for 3340 PE is 0.00
Historical price for 3340 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 174.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 174.55, which was 10.15 higher than the previous day. The implied volatity was 29.86, the open interest changed by -2 which decreased total open position to 91
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 166.5, which was 2.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 294.5, 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
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 0, 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
