TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.23
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 1.05 | -1 | 30.28 | 410 | -29 | 773 | |||||||||
| 21 Sept | 3169.20 | 1.95 | -0.4 | 20.24 | 516 | -27 | 802 | |||||||||
| 18 Sept | 3176.70 | 2.35 | -0.95 | 19.52 | 1,046 | -79 | 834 | |||||||||
| 14 Sept | 3133.40 | 3.15 | -0.45 | 19.72 | 331 | 18 | 855 | |||||||||
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| 17 Aug | 3022.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3380 expiring on 30SEP2025
Delta for 3380 CE is 0.02
Historical price for 3380 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 1.05, which was -1 lower than the previous day. The implied volatity was 30.28, the open interest changed by -29 which decreased total open position to 773
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 1.95, which was -0.4 lower than the previous day. The implied volatity was 20.24, the open interest changed by -27 which decreased total open position to 802
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 19.52, the open interest changed by -79 which decreased total open position to 834
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 19.72, the open interest changed by 18 which increased total open position to 855
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 3380 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 | 184.65 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 3169.20 | 184.65 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3176.70 | 184.65 | -15 | - | 1 | 0 | 10 |
| 14 Sept | 3133.40 | 253.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3022.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3380 expiring on 30SEP2025
Delta for 3380 PE is 0.00
Historical price for 3380 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 184.65, 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 21 Sept TCS was trading at 3169.20. The strike last trading price was 184.65, 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 18 Sept TCS was trading at 3176.70. The strike last trading price was 184.65, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 253.5, 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
