TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.27
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 1.3 | -1.3 | 29.61 | 1,063 | -156 | 580 | |||||||||
| 21 Sept | 3169.20 | 2.5 | -0.5 | 19.60 | 722 | -2 | 732 | |||||||||
| 18 Sept | 3176.70 | 2.95 | -1.15 | 18.83 | 1,670 | 5 | 741 | |||||||||
| 14 Sept | 3133.40 | 3.8 | -0.65 | 19.18 | 482 | 35 | 539 | |||||||||
| 17 Aug | 3022.30 | 250.8 | 0 | 6.53 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3360 expiring on 30SEP2025
Delta for 3360 CE is 0.03
Historical price for 3360 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 1.3, which was -1.3 lower than the previous day. The implied volatity was 29.61, the open interest changed by -156 which decreased total open position to 580
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 19.60, the open interest changed by -2 which decreased total open position to 732
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 2.95, which was -1.15 lower than the previous day. The implied volatity was 18.83, the open interest changed by 5 which increased total open position to 741
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 3.8, which was -0.65 lower than the previous day. The implied volatity was 19.18, the open interest changed by 35 which increased total open position to 539
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 250.8, which was 0 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0
| TCS 30SEP2025 3360 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 | 270 | 71.25 | - | 2 | -1 | 59 |
| 21 Sept | 3169.20 | 198.75 | 18.15 | 35.06 | 2 | 1 | 60 |
| 18 Sept | 3176.70 | 180.6 | -2.05 | 24.73 | 19 | -1 | 59 |
| 14 Sept | 3133.40 | 230 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3022.30 | 115.15 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3360 expiring on 30SEP2025
Delta for 3360 PE is -
Historical price for 3360 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 270, which was 71.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 59
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 198.75, which was 18.15 higher than the previous day. The implied volatity was 35.06, the open interest changed by 1 which increased total open position to 60
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 180.6, which was -2.05 lower than the previous day. The implied volatity was 24.73, the open interest changed by -1 which decreased total open position to 59
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 230, 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 115.15, 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
