TCS
Tata Consultancy Serv Lt
Historical option data for TCS
22 Sep 2025 08:00 PM IST
| TCS 30SEP2025 3640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.08
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3073.80 | 0.4 | -0.4 | 44.39 | 10 | 3 | 37 | |||||||||
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| 21 Sept | 3169.20 | 0.8 | -0.1 | 34.39 | 3 | 2 | 34 | |||||||||
| 18 Sept | 3176.70 | 0.9 | 0.35 | 32.81 | 1 | 0 | 31 | |||||||||
| 14 Sept | 3133.40 | 0.95 | -0.2 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3022.30 | 120.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3640 expiring on 30SEP2025
Delta for 3640 CE is 0.01
Historical price for 3640 CE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 44.39, the open interest changed by 3 which increased total open position to 37
On 21 Sept TCS was trading at 3169.20. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 34.39, the open interest changed by 2 which increased total open position to 34
On 18 Sept TCS was trading at 3176.70. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 32.81, the open interest changed by 0 which decreased total open position to 31
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 0.95, which was -0.2 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 120.35, 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 3640 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 | 462.85 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 3169.20 | 462.85 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3176.70 | 462.85 | -45.15 | 52.30 | 115 | 3 | 161 |
| 14 Sept | 3133.40 | 508 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3022.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3640 expiring on 30SEP2025
Delta for 3640 PE is 0.00
Historical price for 3640 PE is as follows
On 22 Sept TCS was trading at 3073.80. The strike last trading price was 462.85, 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 462.85, 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 462.85, which was -45.15 lower than the previous day. The implied volatity was 52.30, the open interest changed by 3 which increased total open position to 161
On 14 Sept TCS was trading at 3133.40. The strike last trading price was 508, 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 0, 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
