TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3480 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.12
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 0.5 | -0.5 | 34.61 | 551 | -205 | 753 | |||||||||
| 21 Sept | 3169.20 | 1 | -0.15 | 25.07 | 229 | -74 | 962 | |||||||||
| 18 Sept | 3176.70 | 1.15 | -0.55 | 23.94 | 733 | 182 | 1,042 | |||||||||
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| 14 Sept | 3133.40 | 1.9 | 0.05 | 23.69 | 251 | -19 | 883 | |||||||||
| 17 Aug | 3022.30 | 186.65 | 0 | 8.72 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3480 expiring on 30SEP2025
Delta for 3480 CE is 0.01
Historical price for 3480 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 34.61, the open interest changed by -205 which decreased total open position to 753
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 25.07, the open interest changed by -74 which decreased total open position to 962
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 23.94, the open interest changed by 182 which increased total open position to 1042
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 23.69, the open interest changed by -19 which decreased total open position to 883
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 186.65, which was 0 lower than the previous day. The implied volatity was 8.72, the open interest changed by 0 which decreased total open position to 0
| TCS 30SEP2025 3480 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 321.85 | 0 | 0.00 | 0 | -1 | 0 |
| 21 Sept | 3169.20 | 321.85 | 23.85 | 50.72 | 1 | -1 | 106 |
| 18 Sept | 3176.70 | 298 | -3 | 33.19 | 2 | 0 | 108 |
| 14 Sept | 3133.40 | 352 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3022.30 | 169.1 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3480 expiring on 30SEP2025
Delta for 3480 PE is 0.00
Historical price for 3480 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 321.85, 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 21 Sept TCS was trading at 3169.20. The strike last trading price was 321.85, which was 23.85 higher than the previous day. The implied volatity was 50.72, the open interest changed by -1 which decreased total open position to 106
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 298, which was -3 lower than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 108
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 352, 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 169.1, 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
