TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.12
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 0.55 | -0.4 | 37.87 | 361 | -42 | 598 | |||||||||
| 21 Sept | 3169.20 | 0.9 | -0.1 | 27.31 | 373 | -78 | 636 | |||||||||
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| 18 Sept | 3176.70 | 1 | -0.55 | 25.99 | 1,325 | -480 | 716 | |||||||||
| 14 Sept | 3133.40 | 1.4 | -0.4 | 24.86 | 534 | -25 | 583 | |||||||||
| 17 Aug | 3022.30 | 168.05 | 0 | 9.39 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3520 expiring on 30SEP2025
Delta for 3520 CE is 0.01
Historical price for 3520 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 37.87, the open interest changed by -42 which decreased total open position to 598
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 27.31, the open interest changed by -78 which decreased total open position to 636
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 25.99, the open interest changed by -480 which decreased total open position to 716
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 24.86, the open interest changed by -25 which decreased total open position to 583
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 168.05, which was 0 lower than the previous day. The implied volatity was 9.39, the open interest changed by 0 which decreased total open position to 0
| TCS 30SEP2025 3520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.20
Theta: 0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 438 | 101 | 42.05 | 45 | -44 | 367 |
| 21 Sept | 3169.20 | 337 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3176.70 | 337 | -4.75 | 35.27 | 6 | -2 | 412 |
| 14 Sept | 3133.40 | 380 | -11.3 | 36.45 | 14 | -12 | 431 |
| 17 Aug | 3022.30 | 475.9 | 286.05 | 33.40 | 18 | 18 | 1 |
For Tata Consultancy Serv Lt - strike price 3520 expiring on 30SEP2025
Delta for 3520 PE is -0.98
Historical price for 3520 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 438, which was 101 higher than the previous day. The implied volatity was 42.05, the open interest changed by -44 which decreased total open position to 367
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 337, 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 337, which was -4.75 lower than the previous day. The implied volatity was 35.27, the open interest changed by -2 which decreased total open position to 412
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 380, which was -11.3 lower than the previous day. The implied volatity was 36.45, the open interest changed by -12 which decreased total open position to 431
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 475.9, which was 286.05 higher than the previous day. The implied volatity was 33.40, the open interest changed by 18 which increased total open position to 1
