TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.20
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3073.80 | 0.95 | -22.35 | 33.02 | 31 | 29 | 29 | |||||||||
| 21 Sept | 3169.20 | 23.3 | 0 | 10.51 | 0 | 0 | 0 | |||||||||
| 18 Sept | 3176.70 | 23.3 | 0 | 10.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 3133.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3022.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3420 expiring on 30SEP2025
Delta for 3420 CE is 0.02
Historical price for 3420 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.95, which was -22.35 lower than the previous day. The implied volatity was 33.02, the open interest changed by 29 which increased total open position to 29
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 23.3, which was 0 lower than the previous day. The implied volatity was 10.51, 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 23.3, which was 0 lower than the previous day. The implied volatity was 10.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TCS was trading at 3133.40. 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
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 3420 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 | 371.8 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 3169.20 | 371.8 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 3176.70 | 371.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 3133.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3022.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3420 expiring on 30SEP2025
Delta for 3420 PE is -
Historical price for 3420 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 371.8, 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
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 371.8, 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
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 371.8, 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
On 14 Sept TCS was trading at 3133.40. 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
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
