TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.11
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 | -0.25 | 40.66 | 35 | 23 | 56 | |||||||||
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| 21 Sept | 3169.20 | 0.8 | -0.25 | 29.50 | 4 | -2 | 34 | |||||||||
| 18 Sept | 3176.70 | 1.05 | -0.15 | 28.67 | 16 | -2 | 35 | |||||||||
| 14 Sept | 3133.40 | 1.15 | -0.05 | 26.17 | 36 | 6 | 37 | |||||||||
| 17 Aug | 3022.30 | 150.85 | 0 | 10.04 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3560 expiring on 30SEP2025
Delta for 3560 CE is 0.01
Historical price for 3560 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 40.66, the open interest changed by 23 which increased total open position to 56
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 29.50, the open interest changed by -2 which decreased total open position to 34
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 28.67, the open interest changed by -2 which decreased total open position to 35
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 26.17, the open interest changed by 6 which increased total open position to 37
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 150.85, which was 0 lower than the previous day. The implied volatity was 10.04, the open interest changed by 0 which decreased total open position to 0
| TCS 30SEP2025 3560 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 | 465 | 84.95 | - | 1 | 0 | 110 |
| 21 Sept | 3169.20 | 380.05 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3176.70 | 380.05 | -23.95 | 42.44 | 3 | -1 | 110 |
| 14 Sept | 3133.40 | 419 | -12 | 35.47 | 3 | 0 | 113 |
| 17 Aug | 3022.30 | 509.95 | 9.95 | 32.90 | 2 | 2 | 23 |
For Tata Consultancy Serv Lt - strike price 3560 expiring on 30SEP2025
Delta for 3560 PE is -
Historical price for 3560 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 465, which was 84.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 380.05, 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 380.05, which was -23.95 lower than the previous day. The implied volatity was 42.44, the open interest changed by -1 which decreased total open position to 110
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 419, which was -12 lower than the previous day. The implied volatity was 35.47, the open interest changed by 0 which decreased total open position to 113
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 509.95, which was 9.95 higher than the previous day. The implied volatity was 32.90, the open interest changed by 2 which increased total open position to 23
