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Historical option data for TCS

02 Jun 2026 12:32 PM IST
TCS 30-Jun-2026 (28d) 2380 CE
Delta: 0.66
Vega: 0.02
Theta: -1.26
Gamma: 0.00211
Date Close Ltp Change IV Volume OI Chg OI
2 Jun 2433.90 105.35 69.15 (191.02%) 25.65 7,231 111 1,078
1 Jun 2297.40 37.3 7.05 (23.31%) 25.28 3,357 186 971
29 May 2258.90 28.75 -1.8 (-5.89%) 26.35 3,166 83 786
27 May 2284.20 31 -3.35 (-9.75%) 21.88 913 207 702
26 May 2276.20 35.3 -0.4 (-1.12%) 24.38 992 111 498
25 May 2308.20 36.1 -6.25 (-14.76%) 20.86 365 101 387
22 May 2317.30 41.75 -4.4 (-9.53%) 20.65 221 44 286
21 May 2327.20 45.85 -7.1 (-13.41%) 20.62 159 100 241
20 May 2327.40 52.95 -2.8 (-5.02%) 22.07 71 12 141
19 May 2327.10 56.85 14.15 (33.14%) 22.88 224 4 129
18 May 2283.20 45 5.7 (14.50%) 24.07 52 9 124
15 May 2264.00 40.1 4.85 (13.76%) 24.4 144 -19 115
14 May 2246.00 34.95 -3.95 (-10.15%) 24.21 84 -2 133
13 May 2272.80 38.3 -10.25 (-21.11%) 22.11 91 44 134
12 May 2300.30 48.55 -41.45 (-46.06%) 21.72 110 63 91
11 May 2392.90 89.5 -1.5 (-1.65%) 0 28 9 26
8 May 2394.40 90 -4 (-4.26%) 19.84 29 17 18
7 May 2401.40 94 -14 (-12.96%) 19.31 3 2 2
6 May 2435.40 108 108 - 0 0 0
5 May 2427.30 108 108 (-33.02%) 17.69 0 0 0
4 May 2431.30 108 -53.25 (-33.02%) 17.69 4 2 2
30 Apr 2473.90 0 0 - 0 0 0
29 Apr 2474.70 0 0 - 0 0 0


For Tata Consultancy Serv Lt - strike price 2380 expiring on 30JUN2026

Delta for 2380 CE is 0.66

Historical price for 2380 CE is as follows

On 2 Jun TCS was trading at 2433.90. The strike last trading price was 105.35, which was 69.15 higher than the previous day. The implied volatity was 25.65, the open interest changed by 111 which increased total open position to 1078


On 1 Jun TCS was trading at 2297.40. The strike last trading price was 37.3, which was 7.05 higher than the previous day. The implied volatity was 25.28, the open interest changed by 186 which increased total open position to 971


On 29 May TCS was trading at 2258.90. The strike last trading price was 28.75, which was -1.8 lower than the previous day. The implied volatity was 26.35, the open interest changed by 83 which increased total open position to 786


On 27 May TCS was trading at 2284.20. The strike last trading price was 31, which was -3.35 lower than the previous day. The implied volatity was 21.88, the open interest changed by 207 which increased total open position to 702


On 26 May TCS was trading at 2276.20. The strike last trading price was 35.3, which was -0.4 lower than the previous day. The implied volatity was 24.38, the open interest changed by 111 which increased total open position to 498


On 25 May TCS was trading at 2308.20. The strike last trading price was 36.1, which was -6.25 lower than the previous day. The implied volatity was 20.86, the open interest changed by 101 which increased total open position to 387


On 22 May TCS was trading at 2317.30. The strike last trading price was 41.75, which was -4.4 lower than the previous day. The implied volatity was 20.65, the open interest changed by 44 which increased total open position to 286


On 21 May TCS was trading at 2327.20. The strike last trading price was 45.85, which was -7.1 lower than the previous day. The implied volatity was 20.62, the open interest changed by 100 which increased total open position to 241


On 20 May TCS was trading at 2327.40. The strike last trading price was 52.95, which was -2.8 lower than the previous day. The implied volatity was 22.07, the open interest changed by 12 which increased total open position to 141


On 19 May TCS was trading at 2327.10. The strike last trading price was 56.85, which was 14.15 higher than the previous day. The implied volatity was 22.88, the open interest changed by 4 which increased total open position to 129


On 18 May TCS was trading at 2283.20. The strike last trading price was 45, which was 5.7 higher than the previous day. The implied volatity was 24.07, the open interest changed by 9 which increased total open position to 124


On 15 May TCS was trading at 2264.00. The strike last trading price was 40.1, which was 4.85 higher than the previous day. The implied volatity was 24.4, the open interest changed by -19 which decreased total open position to 115


On 14 May TCS was trading at 2246.00. The strike last trading price was 34.95, which was -3.95 lower than the previous day. The implied volatity was 24.21, the open interest changed by -2 which decreased total open position to 133


On 13 May TCS was trading at 2272.80. The strike last trading price was 38.3, which was -10.25 lower than the previous day. The implied volatity was 22.11, the open interest changed by 44 which increased total open position to 134


On 12 May TCS was trading at 2300.30. The strike last trading price was 48.55, which was -41.45 lower than the previous day. The implied volatity was 21.72, the open interest changed by 63 which increased total open position to 91


On 11 May TCS was trading at 2392.90. The strike last trading price was 89.5, which was -1.5 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 26


On 8 May TCS was trading at 2394.40. The strike last trading price was 90, which was -4 lower than the previous day. The implied volatity was 19.84, the open interest changed by 17 which increased total open position to 18


On 7 May TCS was trading at 2401.40. The strike last trading price was 94, which was -14 lower than the previous day. The implied volatity was 19.31, the open interest changed by 2 which increased total open position to 2


On 6 May TCS was trading at 2435.40. The strike last trading price was 108, which was 108 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May TCS was trading at 2427.30. The strike last trading price was 108, which was 108 higher than the previous day. The implied volatity was 17.69, the open interest changed by 0 which decreased total open position to 0


On 4 May TCS was trading at 2431.30. The strike last trading price was 108, which was -53.25 lower than the previous day. The implied volatity was 17.69, the open interest changed by 2 which increased total open position to 2


On 30 Apr TCS was trading at 2473.90. 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


On 29 Apr TCS was trading at 2474.70. 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 30-Jun-2026 (28d) 2380 PE
Delta: -0.33
Vega: 0.02
Theta: -0.79
Gamma: 0.00228
Date Close Ltp Change IV Volume OI Chg OI
2 Jun 2433.90 35.65 -61.35 (-63.25%) 23.38 3,918 639 1,183
1 Jun 2297.40 96.45 -29.75 (-23.57%) 20.44 929 264 538
29 May 2258.90 125 -2.55 (-2.00%) 18.17 808 21 274
27 May 2284.20 121 -1.5 (-1.22%) 26.69 77 17 253
26 May 2276.20 121.15 -12.65 (-9.45%) 23.55 90 15 232
25 May 2308.20 131 3.15 (2.46%) 33.44 109 59 216
22 May 2317.30 127.4 -2.95 (-2.26%) 32.89 62 49 154
21 May 2327.20 129.8 1.5 (1.17%) 35.58 87 29 102
20 May 2327.40 128.3 3.6 (2.89%) 34.27 37 26 73
19 May 2327.10 123 -38 (-23.60%) 32.93 197 25 48
18 May 2283.20 161.3 10.95 (7.28%) 35.85 7 5 25
15 May 2264.00 150.35 -25.65 (-14.57%) 32.88 1 0 20
14 May 2246.00 177 1 (0.57%) 0 0 0 20
13 May 2272.80 177 21.1 (13.53%) 38 17 3 19
12 May 2300.30 155.9 66.6 (74.58%) 0 11 4 14
11 May 2392.90 89.3 0 (0.00%) 0 2 0 10
8 May 2394.40 89.3 -3.7 (-3.98%) 29.47 12 9 10
7 May 2401.40 93 20.15 (27.66%) 30.83 1 0 0
6 May 2435.40 0 0 - 0 0 0
5 May 2427.30 0 0 - 0 0 0
4 May 2431.30 0 0 - 0 0 0
30 Apr 2473.90 0 0 - 0 0 0
29 Apr 2474.70 0 0 - 0 0 0


For Tata Consultancy Serv Lt - strike price 2380 expiring on 30JUN2026

Delta for 2380 PE is -0.33

Historical price for 2380 PE is as follows

On 2 Jun TCS was trading at 2433.90. The strike last trading price was 35.65, which was -61.35 lower than the previous day. The implied volatity was 23.38, the open interest changed by 639 which increased total open position to 1183


On 1 Jun TCS was trading at 2297.40. The strike last trading price was 96.45, which was -29.75 lower than the previous day. The implied volatity was 20.44, the open interest changed by 264 which increased total open position to 538


On 29 May TCS was trading at 2258.90. The strike last trading price was 125, which was -2.55 lower than the previous day. The implied volatity was 18.17, the open interest changed by 21 which increased total open position to 274


On 27 May TCS was trading at 2284.20. The strike last trading price was 121, which was -1.5 lower than the previous day. The implied volatity was 26.69, the open interest changed by 17 which increased total open position to 253


On 26 May TCS was trading at 2276.20. The strike last trading price was 121.15, which was -12.65 lower than the previous day. The implied volatity was 23.55, the open interest changed by 15 which increased total open position to 232


On 25 May TCS was trading at 2308.20. The strike last trading price was 131, which was 3.15 higher than the previous day. The implied volatity was 33.44, the open interest changed by 59 which increased total open position to 216


On 22 May TCS was trading at 2317.30. The strike last trading price was 127.4, which was -2.95 lower than the previous day. The implied volatity was 32.89, the open interest changed by 49 which increased total open position to 154


On 21 May TCS was trading at 2327.20. The strike last trading price was 129.8, which was 1.5 higher than the previous day. The implied volatity was 35.58, the open interest changed by 29 which increased total open position to 102


On 20 May TCS was trading at 2327.40. The strike last trading price was 128.3, which was 3.6 higher than the previous day. The implied volatity was 34.27, the open interest changed by 26 which increased total open position to 73


On 19 May TCS was trading at 2327.10. The strike last trading price was 123, which was -38 lower than the previous day. The implied volatity was 32.93, the open interest changed by 25 which increased total open position to 48


On 18 May TCS was trading at 2283.20. The strike last trading price was 161.3, which was 10.95 higher than the previous day. The implied volatity was 35.85, the open interest changed by 5 which increased total open position to 25


On 15 May TCS was trading at 2264.00. The strike last trading price was 150.35, which was -25.65 lower than the previous day. The implied volatity was 32.88, the open interest changed by 0 which decreased total open position to 20


On 14 May TCS was trading at 2246.00. The strike last trading price was 177, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 20


On 13 May TCS was trading at 2272.80. The strike last trading price was 177, which was 21.1 higher than the previous day. The implied volatity was 38, the open interest changed by 3 which increased total open position to 19


On 12 May TCS was trading at 2300.30. The strike last trading price was 155.9, which was 66.6 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 14


On 11 May TCS was trading at 2392.90. The strike last trading price was 89.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10


On 8 May TCS was trading at 2394.40. The strike last trading price was 89.3, which was -3.7 lower than the previous day. The implied volatity was 29.47, the open interest changed by 9 which increased total open position to 10


On 7 May TCS was trading at 2401.40. The strike last trading price was 93, which was 20.15 higher than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 0


On 6 May TCS was trading at 2435.40. 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 5 May TCS was trading at 2427.30. 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 4 May TCS was trading at 2431.30. 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 30 Apr TCS was trading at 2473.90. 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


On 29 Apr TCS was trading at 2474.70. 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