TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.12
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 0.45 | -0.7 | 31.32 | 635 | -148 | 991 | |||||||||
| 21 Sept | 3169.20 | 1.15 | -0.2 | 22.75 | 313 | 25 | 1,139 | |||||||||
| 18 Sept | 3176.70 | 1.3 | -0.8 | 21.70 | 1,055 | 141 | 1,131 | |||||||||
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| 14 Sept | 3133.40 | 2.05 | -0.15 | 21.70 | 394 | -15 | 972 | |||||||||
| 17 Aug | 3022.30 | 18.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3440 expiring on 30SEP2025
Delta for 3440 CE is 0.01
Historical price for 3440 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.45, which was -0.7 lower than the previous day. The implied volatity was 31.32, the open interest changed by -148 which decreased total open position to 991
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 22.75, the open interest changed by 25 which increased total open position to 1139
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 1.3, which was -0.8 lower than the previous day. The implied volatity was 21.70, the open interest changed by 141 which increased total open position to 1131
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 21.70, the open interest changed by -15 which decreased total open position to 972
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 18.55, 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 3440 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 | 260 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 3169.20 | 260 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3176.70 | 260 | 0 | 0.00 | 0 | -1 | 0 |
| 14 Sept | 3133.40 | 307 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3022.30 | 370 | 154 | - | 1 | 1 | 1 |
For Tata Consultancy Serv Lt - strike price 3440 expiring on 30SEP2025
Delta for 3440 PE is 0.00
Historical price for 3440 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 260, 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 260, 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 260, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 307, 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 370, which was 154 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
