Historical option data for TCS
03 Jun 2026 04:10 PM IST
| TCS 30-Jun-2026 (27d) 2420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.2
Vega: 0.02
Theta: -1.03
Gamma: 0.00155
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 2241.70 | 19.65 | -64.25 (-76.58%) | 29.53 | 9,052 | 816 | 2,206 | |||||||||
| 2 Jun | 2446.90 | 88.1 | 63.4 (256.68%) | 24 | 10,999 | 893 | 1,389 | |||||||||
| 1 Jun | 2297.40 | 25.5 | 3.7 (16.97%) | 25.36 | 2,319 | 38 | 494 | |||||||||
| 29 May | 2258.90 | 19.85 | -1.1 (-5.25%) | 25.9 | 2,545 | 125 | 457 | |||||||||
| 27 May | 2284.20 | 21.25 | -3.4 (-13.79%) | 22.09 | 422 | 89 | 333 | |||||||||
| 26 May | 2276.20 | 25.1 | -1.05 (-4.02%) | 24.47 | 479 | 20 | 243 | |||||||||
| 25 May | 2308.20 | 26.85 | -5.1 (-15.96%) | 21.84 | 395 | 69 | 222 | |||||||||
| 22 May | 2317.30 | 30.8 | -4.2 (-12.00%) | 21.2 | 132 | 11 | 151 | |||||||||
| 21 May | 2327.20 | 35 | -5.4 (-13.37%) | 21.55 | 86 | 46 | 136 | |||||||||
| 20 May | 2327.40 | 39.65 | -3.25 (-7.58%) | 23.03 | 51 | 6 | 90 | |||||||||
| 19 May | 2327.10 | 44.1 | 11.5 (35.28%) | 23.52 | 89 | -16 | 83 | |||||||||
| 18 May | 2283.20 | 34.1 | 4.05 (13.48%) | 24.41 | 60 | 3 | 98 | |||||||||
| 15 May | 2264.00 | 30.05 | 2.65 (9.67%) | 24.86 | 24 | -2 | 96 | |||||||||
| 14 May | 2246.00 | 27.4 | -3.55 (-11.47%) | 25.11 | 40 | 0 | 101 | |||||||||
| 13 May | 2272.80 | 30.85 | -6.65 (-17.73%) | 0 | 93 | 70 | 101 | |||||||||
| 12 May | 2300.30 | 37.5 | -35.5 (-48.63%) | 0 | 32 | 26 | 31 | |||||||||
| 11 May | 2392.90 | 72.85 | -65.15 (-47.21%) | 20.73 | 5 | 4 | 4 | |||||||||
| 8 May | 2394.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 2401.40 | 0 | 0 | - | 0 | 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 2420 expiring on 30JUN2026
Delta for 2420 CE is 0.2
Historical price for 2420 CE is as follows
On 3 Jun TCS was trading at 2241.70. The strike last trading price was 19.65, which was -64.25 lower than the previous day. The implied volatity was 29.53, the open interest changed by 816 which increased total open position to 2206
On 2 Jun TCS was trading at 2446.90. The strike last trading price was 88.1, which was 63.4 higher than the previous day. The implied volatity was 24, the open interest changed by 893 which increased total open position to 1389
On 1 Jun TCS was trading at 2297.40. The strike last trading price was 25.5, which was 3.7 higher than the previous day. The implied volatity was 25.36, the open interest changed by 38 which increased total open position to 494
On 29 May TCS was trading at 2258.90. The strike last trading price was 19.85, which was -1.1 lower than the previous day. The implied volatity was 25.9, the open interest changed by 125 which increased total open position to 457
On 27 May TCS was trading at 2284.20. The strike last trading price was 21.25, which was -3.4 lower than the previous day. The implied volatity was 22.09, the open interest changed by 89 which increased total open position to 333
On 26 May TCS was trading at 2276.20. The strike last trading price was 25.1, which was -1.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by 20 which increased total open position to 243
On 25 May TCS was trading at 2308.20. The strike last trading price was 26.85, which was -5.1 lower than the previous day. The implied volatity was 21.84, the open interest changed by 69 which increased total open position to 222
On 22 May TCS was trading at 2317.30. The strike last trading price was 30.8, which was -4.2 lower than the previous day. The implied volatity was 21.2, the open interest changed by 11 which increased total open position to 151
On 21 May TCS was trading at 2327.20. The strike last trading price was 35, which was -5.4 lower than the previous day. The implied volatity was 21.55, the open interest changed by 46 which increased total open position to 136
On 20 May TCS was trading at 2327.40. The strike last trading price was 39.65, which was -3.25 lower than the previous day. The implied volatity was 23.03, the open interest changed by 6 which increased total open position to 90
On 19 May TCS was trading at 2327.10. The strike last trading price was 44.1, which was 11.5 higher than the previous day. The implied volatity was 23.52, the open interest changed by -16 which decreased total open position to 83
On 18 May TCS was trading at 2283.20. The strike last trading price was 34.1, which was 4.05 higher than the previous day. The implied volatity was 24.41, the open interest changed by 3 which increased total open position to 98
On 15 May TCS was trading at 2264.00. The strike last trading price was 30.05, which was 2.65 higher than the previous day. The implied volatity was 24.86, the open interest changed by -2 which decreased total open position to 96
On 14 May TCS was trading at 2246.00. The strike last trading price was 27.4, which was -3.55 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 101
On 13 May TCS was trading at 2272.80. The strike last trading price was 30.85, which was -6.65 lower than the previous day. The implied volatity was 0, the open interest changed by 70 which increased total open position to 101
On 12 May TCS was trading at 2300.30. The strike last trading price was 37.5, which was -35.5 lower than the previous day. The implied volatity was 0, the open interest changed by 26 which increased total open position to 31
On 11 May TCS was trading at 2392.90. The strike last trading price was 72.85, which was -65.15 lower than the previous day. The implied volatity was 20.73, the open interest changed by 4 which increased total open position to 4
On 8 May TCS was trading at 2394.40. 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 7 May TCS was trading at 2401.40. 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 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
| TCS 30-Jun-2026 (27d) 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.02
Theta: -1.05
Gamma: 0.00143
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 2241.70 | 197.35 | 151.7 (332.31%) | 36.34 | 2,339 | -439 | 891 |
| 2 Jun | 2446.90 | 43.9 | -81.65 (-65.03%) | 23.24 | 6,419 | 1,203 | 1,337 |
| 1 Jun | 2297.40 | 125.55 | -33.8 (-21.21%) | 19.23 | 109 | 30 | 130 |
| 29 May | 2258.90 | 164.55 | 12.85 (8.47%) | 26.6 | 121 | 13 | 102 |
| 27 May | 2284.20 | 149.35 | -1.5 (-0.99%) | 28.04 | 47 | 20 | 89 |
| 26 May | 2276.20 | 150.35 | -9.65 (-6.03%) | 23.28 | 31 | 7 | 62 |
| 25 May | 2308.20 | 160 | 13.5 (9.22%) | 36.14 | 51 | 31 | 54 |
| 22 May | 2317.30 | 146.5 | 146.5 | - | 1 | 0 | 23 |
| 21 May | 2327.20 | 146.5 | 146.5 (-0.64%) | 34.05 | 1 | 0 | 23 |
| 20 May | 2327.40 | 146.5 | -0.95 (-0.64%) | 34.05 | 1 | -1 | 23 |
| 19 May | 2327.10 | 147 | -44 (-23.04%) | 32.72 | 44 | 17 | 24 |
| 18 May | 2283.20 | 190.8 | 190.8 (0.00%) | - | 1 | 0 | 7 |
| 15 May | 2264.00 | 190.8 | 0 (0.00%) | - | 0 | 0 | 7 |
| 14 May | 2246.00 | 190.8 | 0 (0.00%) | 0 | 0 | 0 | 7 |
| 13 May | 2272.80 | 190.8 | 86.55 (83.02%) | 0 | 1 | 0 | 6 |
| 12 May | 2300.30 | 104.25 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 11 May | 2392.90 | 104.25 | 0 (0.00%) | 0 | 1 | 0 | 6 |
| 8 May | 2394.40 | 104.25 | 17.7 (20.45%) | - | 0 | 0 | 6 |
| 7 May | 2401.40 | 104.25 | 17.7 (20.45%) | 30.35 | 0 | 0 | 6 |
| 6 May | 2435.40 | 104.25 | 14.55 (16.22%) | 30.35 | 5 | 4 | 5 |
| 5 May | 2427.30 | 89.7 | 0 (0.00%) | 27.55 | 1 | 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 2420 expiring on 30JUN2026
Delta for 2420 PE is -0.75
Historical price for 2420 PE is as follows
On 3 Jun TCS was trading at 2241.70. The strike last trading price was 197.35, which was 151.7 higher than the previous day. The implied volatity was 36.34, the open interest changed by -439 which decreased total open position to 891
On 2 Jun TCS was trading at 2446.90. The strike last trading price was 43.9, which was -81.65 lower than the previous day. The implied volatity was 23.24, the open interest changed by 1203 which increased total open position to 1337
On 1 Jun TCS was trading at 2297.40. The strike last trading price was 125.55, which was -33.8 lower than the previous day. The implied volatity was 19.23, the open interest changed by 30 which increased total open position to 130
On 29 May TCS was trading at 2258.90. The strike last trading price was 164.55, which was 12.85 higher than the previous day. The implied volatity was 26.6, the open interest changed by 13 which increased total open position to 102
On 27 May TCS was trading at 2284.20. The strike last trading price was 149.35, which was -1.5 lower than the previous day. The implied volatity was 28.04, the open interest changed by 20 which increased total open position to 89
On 26 May TCS was trading at 2276.20. The strike last trading price was 150.35, which was -9.65 lower than the previous day. The implied volatity was 23.28, the open interest changed by 7 which increased total open position to 62
On 25 May TCS was trading at 2308.20. The strike last trading price was 160, which was 13.5 higher than the previous day. The implied volatity was 36.14, the open interest changed by 31 which increased total open position to 54
On 22 May TCS was trading at 2317.30. The strike last trading price was 146.5, which was 146.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 21 May TCS was trading at 2327.20. The strike last trading price was 146.5, which was 146.5 higher than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 23
On 20 May TCS was trading at 2327.40. The strike last trading price was 146.5, which was -0.95 lower than the previous day. The implied volatity was 34.05, the open interest changed by -1 which decreased total open position to 23
On 19 May TCS was trading at 2327.10. The strike last trading price was 147, which was -44 lower than the previous day. The implied volatity was 32.72, the open interest changed by 17 which increased total open position to 24
On 18 May TCS was trading at 2283.20. The strike last trading price was 190.8, which was 190.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 May TCS was trading at 2264.00. The strike last trading price was 190.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 14 May TCS was trading at 2246.00. The strike last trading price was 190.8, 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 7
On 13 May TCS was trading at 2272.80. The strike last trading price was 190.8, which was 86.55 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 12 May TCS was trading at 2300.30. The strike last trading price was 104.25, 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 6
On 11 May TCS was trading at 2392.90. The strike last trading price was 104.25, 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 6
On 8 May TCS was trading at 2394.40. The strike last trading price was 104.25, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 May TCS was trading at 2401.40. The strike last trading price was 104.25, which was 17.7 higher than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 6
On 6 May TCS was trading at 2435.40. The strike last trading price was 104.25, which was 14.55 higher than the previous day. The implied volatity was 30.35, the open interest changed by 4 which increased total open position to 5
On 5 May TCS was trading at 2427.30. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 27.55, 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
