TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3600 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 | |||||||||
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| 22 Sept | 3073.80 | 0.55 | -0.3 | 43.38 | 882 | -56 | 2,501 | |||||||||
| 21 Sept | 3169.20 | 0.75 | -0.15 | 31.60 | 714 | 12 | 2,552 | |||||||||
| 18 Sept | 3176.70 | 0.85 | -0.35 | 30.22 | 988 | -46 | 2,544 | |||||||||
| 14 Sept | 3133.40 | 1.1 | -0.25 | 27.98 | 712 | 61 | 2,632 | |||||||||
| 17 Aug | 3022.30 | 4.25 | -0.35 | 25.12 | 272 | 139 | 1,459 | |||||||||
For Tata Consultancy Serv Lt - strike price 3600 expiring on 30SEP2025
Delta for 3600 CE is 0.01
Historical price for 3600 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 43.38, the open interest changed by -56 which decreased total open position to 2501
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 31.60, the open interest changed by 12 which increased total open position to 2552
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 30.22, the open interest changed by -46 which decreased total open position to 2544
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 27.98, the open interest changed by 61 which increased total open position to 2632
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 4.25, which was -0.35 lower than the previous day. The implied volatity was 25.12, the open interest changed by 139 which increased total open position to 1459
| TCS 30SEP2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.28
Theta: 0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3073.80 | 519 | 99 | 53.15 | 35 | -25 | 994 |
| 21 Sept | 3169.20 | 420 | 5 | 35.86 | 3 | -3 | 1,020 |
| 18 Sept | 3176.70 | 415 | -3.7 | 38.39 | 42 | -35 | 1,023 |
| 14 Sept | 3133.40 | 459 | -3.8 | 41.19 | 8 | 0 | 1,136 |
| 17 Aug | 3022.30 | 235.5 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3600 expiring on 30SEP2025
Delta for 3600 PE is -0.97
Historical price for 3600 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 519, which was 99 higher than the previous day. The implied volatity was 53.15, the open interest changed by -25 which decreased total open position to 994
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 420, which was 5 higher than the previous day. The implied volatity was 35.86, the open interest changed by -3 which decreased total open position to 1020
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 415, which was -3.7 lower than the previous day. The implied volatity was 38.39, the open interest changed by -35 which decreased total open position to 1023
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 459, which was -3.8 lower than the previous day. The implied volatity was 41.19, the open interest changed by 0 which decreased total open position to 1136
On 17 Aug TCS was trading at 3022.30. The strike last trading price was 235.5, 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
