TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3400 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.21
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 1 | -0.75 | 31.68 | 2,754 | -528 | 3,638 | |||||||||
| 21 Sept | 3169.20 | 1.65 | -0.35 | 21.16 | 1,714 | -243 | 4,172 | |||||||||
| 18 Sept | 3176.70 | 2 | -0.85 | 20.43 | 4,071 | -285 | 4,408 | |||||||||
| 14 Sept | 3133.40 | 2.8 | -0.4 | 20.52 | 2,854 | 303 | 5,080 | |||||||||
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| 17 Aug | 3022.30 | 10 | -0.5 | 21.58 | 330 | 30 | 906 | |||||||||
For Tata Consultancy Serv Lt - strike price 3400 expiring on 30SEP2025
Delta for 3400 CE is 0.02
Historical price for 3400 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 31.68, the open interest changed by -528 which decreased total open position to 3638
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 21.16, the open interest changed by -243 which decreased total open position to 4172
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 2, which was -0.85 lower than the previous day. The implied volatity was 20.43, the open interest changed by -285 which decreased total open position to 4408
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 2.8, which was -0.4 lower than the previous day. The implied volatity was 20.52, the open interest changed by 303 which increased total open position to 5080
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 10, which was -0.5 lower than the previous day. The implied volatity was 21.58, the open interest changed by 30 which increased total open position to 906
| TCS 30SEP2025 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.30
Theta: 0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 318.8 | 92.95 | 34.56 | 90 | -75 | 1,133 |
| 21 Sept | 3169.20 | 222.9 | 4.5 | 25.43 | 39 | -28 | 1,209 |
| 18 Sept | 3176.70 | 219 | -4.9 | 27.13 | 143 | -98 | 1,238 |
| 14 Sept | 3133.40 | 260 | -7.75 | 27.38 | 24 | -18 | 1,480 |
| 17 Aug | 3022.30 | 359.25 | 25.25 | 28.27 | 19 | 19 | 63 |
For Tata Consultancy Serv Lt - strike price 3400 expiring on 30SEP2025
Delta for 3400 PE is -0.97
Historical price for 3400 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 318.8, which was 92.95 higher than the previous day. The implied volatity was 34.56, the open interest changed by -75 which decreased total open position to 1133
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 222.9, which was 4.5 higher than the previous day. The implied volatity was 25.43, the open interest changed by -28 which decreased total open position to 1209
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 219, which was -4.9 lower than the previous day. The implied volatity was 27.13, the open interest changed by -98 which decreased total open position to 1238
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 260, which was -7.75 lower than the previous day. The implied volatity was 27.38, the open interest changed by -18 which decreased total open position to 1480
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 359.25, which was 25.25 higher than the previous day. The implied volatity was 28.27, the open interest changed by 19 which increased total open position to 63
