Historical option data for TCS
23 Jun 2026 04:10 PM IST
| TCS 28-Jul-2026 (35d) 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.03
Theta: -1.24
Gamma: 0.00199
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 2059.60 | 66.35 | -19.65 (-22.85%) | 31.06 | 6,400 | 2,895 | 5,986 | |||||||||
| 22 Jun | 2127.80 | 86.35 | 1.35 (1.59%) | 24.04 | 2,643 | 602 | 3,089 | |||||||||
| 19 Jun | 2125.00 | 87.3 | -56.7 (-39.38%) | 21.73 | 7,769 | 1,836 | 2,487 | |||||||||
| 18 Jun | 2203.30 | 145 | -13 (-8.23%) | 25.81 | 313 | -8 | 642 | |||||||||
| 17 Jun | 2223.00 | 158 | 8 (5.33%) | 24.14 | 98 | 11 | 649 | |||||||||
| 16 Jun | 2199.00 | 147.2 | 14.2 (10.68%) | 27.42 | 237 | -33 | 638 | |||||||||
| 15 Jun | 2162.00 | 133.6 | 1.6 (1.21%) | 30.97 | 326 | 34 | 672 | |||||||||
| 12 Jun | 2161.40 | 133 | 17 (14.66%) | 29.86 | 294 | 20 | 639 | |||||||||
| 11 Jun | 2135.60 | 115.5 | -10.5 (-8.33%) | 28.79 | 515 | 100 | 618 | |||||||||
| 10 Jun | 2153.90 | 124.05 | -8.95 (-6.73%) | 28.55 | 170 | -25 | 517 | |||||||||
| 9 Jun | 2151.00 | 132 | -5 (-3.65%) | 30.68 | 286 | 235 | 545 | |||||||||
| 8 Jun | 2151.40 | 137.5 | -20.5 (-12.97%) | 31.45 | 149 | 92 | 310 | |||||||||
| 5 Jun | 2198.90 | 157.45 | -16.55 (-9.51%) | 27.61 | 243 | 211 | 218 | |||||||||
| 4 Jun | 2241.00 | 174.25 | -87.75 (-33.49%) | 22.67 | 7 | 5 | 8 | |||||||||
| 3 Jun | 2241.70 | 377.4 | 0.4 (0.11%) | 30.29 | 3 | 0 | 3 | |||||||||
| 2 Jun | 2446.90 | 262.35 | 33.35 (14.56%) | 30.29 | 3 | 3 | 3 | |||||||||
| 1 Jun | 2297.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 2258.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2100 expiring on 28JUL2026
Delta for 2100 CE is 0.46
Historical price for 2100 CE is as follows
On 23 Jun TCS was trading at 2059.60. The strike last trading price was 66.35, which was -19.65 lower than the previous day. The implied volatity was 31.06, the open interest changed by 2895 which increased total open position to 5986
On 22 Jun TCS was trading at 2127.80. The strike last trading price was 86.35, which was 1.35 higher than the previous day. The implied volatity was 24.04, the open interest changed by 602 which increased total open position to 3089
On 19 Jun TCS was trading at 2125.00. The strike last trading price was 87.3, which was -56.7 lower than the previous day. The implied volatity was 21.73, the open interest changed by 1836 which increased total open position to 2487
On 18 Jun TCS was trading at 2203.30. The strike last trading price was 145, which was -13 lower than the previous day. The implied volatity was 25.81, the open interest changed by -8 which decreased total open position to 642
On 17 Jun TCS was trading at 2223.00. The strike last trading price was 158, which was 8 higher than the previous day. The implied volatity was 24.14, the open interest changed by 11 which increased total open position to 649
On 16 Jun TCS was trading at 2199.00. The strike last trading price was 147.2, which was 14.2 higher than the previous day. The implied volatity was 27.42, the open interest changed by -33 which decreased total open position to 638
On 15 Jun TCS was trading at 2162.00. The strike last trading price was 133.6, which was 1.6 higher than the previous day. The implied volatity was 30.97, the open interest changed by 34 which increased total open position to 672
On 12 Jun TCS was trading at 2161.40. The strike last trading price was 133, which was 17 higher than the previous day. The implied volatity was 29.86, the open interest changed by 20 which increased total open position to 639
On 11 Jun TCS was trading at 2135.60. The strike last trading price was 115.5, which was -10.5 lower than the previous day. The implied volatity was 28.79, the open interest changed by 100 which increased total open position to 618
On 10 Jun TCS was trading at 2153.90. The strike last trading price was 124.05, which was -8.95 lower than the previous day. The implied volatity was 28.55, the open interest changed by -25 which decreased total open position to 517
On 9 Jun TCS was trading at 2151.00. The strike last trading price was 132, which was -5 lower than the previous day. The implied volatity was 30.68, the open interest changed by 235 which increased total open position to 545
On 8 Jun TCS was trading at 2151.40. The strike last trading price was 137.5, which was -20.5 lower than the previous day. The implied volatity was 31.45, the open interest changed by 92 which increased total open position to 310
On 5 Jun TCS was trading at 2198.90. The strike last trading price was 157.45, which was -16.55 lower than the previous day. The implied volatity was 27.61, the open interest changed by 211 which increased total open position to 218
On 4 Jun TCS was trading at 2241.00. The strike last trading price was 174.25, which was -87.75 lower than the previous day. The implied volatity was 22.67, the open interest changed by 5 which increased total open position to 8
On 3 Jun TCS was trading at 2241.70. The strike last trading price was 377.4, which was 0.4 higher than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 3
On 2 Jun TCS was trading at 2446.90. The strike last trading price was 262.35, which was 33.35 higher than the previous day. The implied volatity was 30.29, the open interest changed by 3 which increased total open position to 3
On 1 Jun TCS was trading at 2297.40. The strike last trading price was 0, 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
On 29 May TCS was trading at 2258.90. The strike last trading price was 0, 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
| TCS 28-Jul-2026 (35d) 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.03
Theta: -1.25
Gamma: 0.00155
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 2059.60 | 117.95 | 40.95 (53.18%) | 39.98 | 2,488 | 833 | 3,958 |
| 22 Jun | 2127.80 | 76.85 | -0.4 (-0.52%) | 36.17 | 1,407 | 744 | 3,123 |
| 19 Jun | 2125.00 | 72.8 | 28.9 (65.83%) | 34.44 | 2,536 | 806 | 2,382 |
| 18 Jun | 2203.30 | 45 | 8.4 (22.95%) | 32.11 | 584 | 239 | 1,576 |
| 17 Jun | 2223.00 | 37 | -9.5 (-20.43%) | 30.64 | 451 | 93 | 1,337 |
| 16 Jun | 2199.00 | 46.5 | -12.7 (-21.45%) | 31.48 | 738 | -34 | 1,237 |
| 15 Jun | 2162.00 | 58.9 | -3.85 (-6.14%) | 31.54 | 241 | 17 | 1,271 |
| 12 Jun | 2161.40 | 63.95 | -11.3 (-15.02%) | 32.22 | 207 | 26 | 1,255 |
| 11 Jun | 2135.60 | 74.8 | 1.85 (2.54%) | 32.26 | 419 | 183 | 1,232 |
| 10 Jun | 2153.90 | 73.95 | 2.2 (3.07%) | 33.86 | 343 | -83 | 1,048 |
| 9 Jun | 2151.00 | 71.3 | -1 (-1.38%) | 32.8 | 463 | 149 | 1,132 |
| 8 Jun | 2151.40 | 72 | 14.8 (25.87%) | 32.41 | 467 | 215 | 981 |
| 5 Jun | 2198.90 | 58.8 | 14.75 (33.48%) | 32.44 | 247 | 15 | 767 |
| 4 Jun | 2241.00 | 42.5 | -3.5 (-7.61%) | 31.32 | 146 | 9 | 752 |
| 3 Jun | 2241.70 | 46.35 | 35.85 (341.43%) | 32.41 | 1,338 | 702 | 742 |
| 2 Jun | 2446.90 | 10.5 | -10.7 (-50.47%) | 30.3 | 77 | -37 | 40 |
| 1 Jun | 2297.40 | 21.15 | -9.85 (-31.77%) | 26.2 | 76 | 19 | 72 |
| 29 May | 2258.90 | 31 | 0.1 (0.32%) | 26.65 | 55 | 22 | 22 |
For Tata Consultancy Serv Lt - strike price 2100 expiring on 28JUL2026
Delta for 2100 PE is -0.52
Historical price for 2100 PE is as follows
On 23 Jun TCS was trading at 2059.60. The strike last trading price was 117.95, which was 40.95 higher than the previous day. The implied volatity was 39.98, the open interest changed by 833 which increased total open position to 3958
On 22 Jun TCS was trading at 2127.80. The strike last trading price was 76.85, which was -0.4 lower than the previous day. The implied volatity was 36.17, the open interest changed by 744 which increased total open position to 3123
On 19 Jun TCS was trading at 2125.00. The strike last trading price was 72.8, which was 28.9 higher than the previous day. The implied volatity was 34.44, the open interest changed by 806 which increased total open position to 2382
On 18 Jun TCS was trading at 2203.30. The strike last trading price was 45, which was 8.4 higher than the previous day. The implied volatity was 32.11, the open interest changed by 239 which increased total open position to 1576
On 17 Jun TCS was trading at 2223.00. The strike last trading price was 37, which was -9.5 lower than the previous day. The implied volatity was 30.64, the open interest changed by 93 which increased total open position to 1337
On 16 Jun TCS was trading at 2199.00. The strike last trading price was 46.5, which was -12.7 lower than the previous day. The implied volatity was 31.48, the open interest changed by -34 which decreased total open position to 1237
On 15 Jun TCS was trading at 2162.00. The strike last trading price was 58.9, which was -3.85 lower than the previous day. The implied volatity was 31.54, the open interest changed by 17 which increased total open position to 1271
On 12 Jun TCS was trading at 2161.40. The strike last trading price was 63.95, which was -11.3 lower than the previous day. The implied volatity was 32.22, the open interest changed by 26 which increased total open position to 1255
On 11 Jun TCS was trading at 2135.60. The strike last trading price was 74.8, which was 1.85 higher than the previous day. The implied volatity was 32.26, the open interest changed by 183 which increased total open position to 1232
On 10 Jun TCS was trading at 2153.90. The strike last trading price was 73.95, which was 2.2 higher than the previous day. The implied volatity was 33.86, the open interest changed by -83 which decreased total open position to 1048
On 9 Jun TCS was trading at 2151.00. The strike last trading price was 71.3, which was -1 lower than the previous day. The implied volatity was 32.8, the open interest changed by 149 which increased total open position to 1132
On 8 Jun TCS was trading at 2151.40. The strike last trading price was 72, which was 14.8 higher than the previous day. The implied volatity was 32.41, the open interest changed by 215 which increased total open position to 981
On 5 Jun TCS was trading at 2198.90. The strike last trading price was 58.8, which was 14.75 higher than the previous day. The implied volatity was 32.44, the open interest changed by 15 which increased total open position to 767
On 4 Jun TCS was trading at 2241.00. The strike last trading price was 42.5, which was -3.5 lower than the previous day. The implied volatity was 31.32, the open interest changed by 9 which increased total open position to 752
On 3 Jun TCS was trading at 2241.70. The strike last trading price was 46.35, which was 35.85 higher than the previous day. The implied volatity was 32.41, the open interest changed by 702 which increased total open position to 742
On 2 Jun TCS was trading at 2446.90. The strike last trading price was 10.5, which was -10.7 lower than the previous day. The implied volatity was 30.3, the open interest changed by -37 which decreased total open position to 40
On 1 Jun TCS was trading at 2297.40. The strike last trading price was 21.15, which was -9.85 lower than the previous day. The implied volatity was 26.2, the open interest changed by 19 which increased total open position to 72
On 29 May TCS was trading at 2258.90. The strike last trading price was 31, which was 0.1 higher than the previous day. The implied volatity was 26.65, the open interest changed by 22 which increased total open position to 22
