TCS
Tata Consultancy Serv Lt
Historical option data for TCS
30 Mar 2026 04:10 PM IST
| TCS 28-Apr-2026 (28d) 2440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 2.61
Theta: -1.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 2358.90 | 67.95 | -19.35 | 34.64 | 2,326 | 261 | 1,488 | |||||||||
| 27 Mar | 2389.80 | 86.65 | 1.45 | 35.77 | 3,066 | 486 | 1,224 | |||||||||
| 25 Mar | 2377.40 | 85 | -12 | 35.49 | 1,300 | 357 | 734 | |||||||||
| 24 Mar | 2398.80 | 97.8 | -3.45 | 35.49 | 610 | 182 | 378 | |||||||||
| 23 Mar | 2383.80 | 97.5 | 15.1 | 38.18 | 294 | 88 | 194 | |||||||||
| 20 Mar | 2390.60 | 86.75 | 13.7 | 30.22 | 142 | 46 | 106 | |||||||||
| 19 Mar | 2356.00 | 74.45 | -33.2 | 30.98 | 68 | 46 | 59 | |||||||||
| 18 Mar | 2440.80 | 107.3 | 16.75 | 28.86 | 11 | 3 | 13 | |||||||||
| 17 Mar | 2391.70 | 89.35 | -16.5 | 30.19 | 12 | 9 | 11 | |||||||||
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| 16 Mar | 2409.20 | 105.85 | -636.4 | 33.7 | 2 | 1 | 1 | |||||||||
| 13 Mar | 2410.50 | 742.25 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2442.40 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2464.90 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2513.10 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2527.40 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2557.60 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2578.80 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2587.80 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2613.50 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2637.40 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2647.70 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2629.30 | 742.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 2573.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 2676.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 2686.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 2677.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2694.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2717.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2706.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2692.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2750.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2440 expiring on 28APR2026
Delta for 2440 CE is 0.42
Historical price for 2440 CE is as follows
On 30 Mar TCS was trading at 2358.90. The strike last trading price was 67.95, which was -19.35 lower than the previous day. The implied volatity was 34.64, the open interest changed by 261 which increased total open position to 1488
On 27 Mar TCS was trading at 2389.80. The strike last trading price was 86.65, which was 1.45 higher than the previous day. The implied volatity was 35.77, the open interest changed by 486 which increased total open position to 1224
On 25 Mar TCS was trading at 2377.40. The strike last trading price was 85, which was -12 lower than the previous day. The implied volatity was 35.49, the open interest changed by 357 which increased total open position to 734
On 24 Mar TCS was trading at 2398.80. The strike last trading price was 97.8, which was -3.45 lower than the previous day. The implied volatity was 35.49, the open interest changed by 182 which increased total open position to 378
On 23 Mar TCS was trading at 2383.80. The strike last trading price was 97.5, which was 15.1 higher than the previous day. The implied volatity was 38.18, the open interest changed by 88 which increased total open position to 194
On 20 Mar TCS was trading at 2390.60. The strike last trading price was 86.75, which was 13.7 higher than the previous day. The implied volatity was 30.22, the open interest changed by 46 which increased total open position to 106
On 19 Mar TCS was trading at 2356.00. The strike last trading price was 74.45, which was -33.2 lower than the previous day. The implied volatity was 30.98, the open interest changed by 46 which increased total open position to 59
On 18 Mar TCS was trading at 2440.80. The strike last trading price was 107.3, which was 16.75 higher than the previous day. The implied volatity was 28.86, the open interest changed by 3 which increased total open position to 13
On 17 Mar TCS was trading at 2391.70. The strike last trading price was 89.35, which was -16.5 lower than the previous day. The implied volatity was 30.19, the open interest changed by 9 which increased total open position to 11
On 16 Mar TCS was trading at 2409.20. The strike last trading price was 105.85, which was -636.4 lower than the previous day. The implied volatity was 33.7, the open interest changed by 1 which increased total open position to 1
On 13 Mar TCS was trading at 2410.50. The strike last trading price was 742.25, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TCS was trading at 2442.40. The strike last trading price was 742.25, 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 11 Mar TCS was trading at 2464.90. The strike last trading price was 742.25, 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 10 Mar TCS was trading at 2513.10. The strike last trading price was 742.25, 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 9 Mar TCS was trading at 2527.40. The strike last trading price was 742.25, 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 Mar TCS was trading at 2557.60. The strike last trading price was 742.25, 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 Mar TCS was trading at 2578.80. The strike last trading price was 742.25, 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 Mar TCS was trading at 2587.80. The strike last trading price was 742.25, 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 2 Mar TCS was trading at 2613.50. The strike last trading price was 742.25, 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 27 Feb TCS was trading at 2637.40. The strike last trading price was 742.25, 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 26 Feb TCS was trading at 2647.70. The strike last trading price was 742.25, 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 25 Feb TCS was trading at 2629.30. The strike last trading price was 742.25, 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 24 Feb TCS was trading at 2573.70. 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
On 23 Feb TCS was trading at 2676.30. 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 20 Feb TCS was trading at 2686.20. 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 19 Feb TCS was trading at 2677.90. 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 18 Feb TCS was trading at 2694.90. 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 17 Feb TCS was trading at 2717.40. 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 16 Feb TCS was trading at 2706.60. 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 13 Feb TCS was trading at 2692.20. 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 12 Feb TCS was trading at 2750.10. 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-Apr-2026 (28d) 2440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 2.63
Theta: -1.4
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 2358.90 | 137.2 | 14.95 | 39.81 | 1,764 | -238 | 1,022 |
| 27 Mar | 2389.80 | 123.15 | -6.8 | 37.65 | 1,457 | 637 | 1,256 |
| 25 Mar | 2377.40 | 130.15 | 6.1 | 37.45 | 794 | 277 | 614 |
| 24 Mar | 2398.80 | 123.6 | -15.1 | 38.83 | 170 | 107 | 337 |
| 23 Mar | 2383.80 | 141.25 | 24.1 | 40.76 | 221 | 131 | 229 |
| 20 Mar | 2390.60 | 114.95 | -29.05 | 33.97 | 71 | 11 | 93 |
| 19 Mar | 2356.00 | 144 | 53.4 | 37.11 | 42 | 16 | 83 |
| 18 Mar | 2440.80 | 90 | -30 | 31.64 | 107 | 48 | 68 |
| 17 Mar | 2391.70 | 120 | 3.45 | 34.07 | 5 | -1 | 21 |
| 16 Mar | 2409.20 | 116.55 | 2.6 | 33.79 | 40 | 3 | 21 |
| 13 Mar | 2410.50 | 113.95 | 17.7 | 33.77 | 8 | 4 | 20 |
| 12 Mar | 2442.40 | 95 | 37.4 | 32.55 | 33 | 13 | 15 |
| 11 Mar | 2464.90 | 57.6 | 56.5 | - | 0 | 0 | 2 |
| 10 Mar | 2513.10 | 57.6 | 56.5 | - | 0 | 0 | 2 |
| 9 Mar | 2527.40 | 57.6 | 56.5 | - | 0 | 0 | 2 |
| 6 Mar | 2557.60 | 57.6 | 56.5 | 31.7 | 2 | 0 | 0 |
| 5 Mar | 2578.80 | 1.1 | 0 | 4.61 | 0 | 0 | 0 |
| 4 Mar | 2587.80 | 1.1 | 0 | 4.85 | 0 | 0 | 0 |
| 2 Mar | 2613.50 | 1.1 | 0 | 5.41 | 0 | 0 | 0 |
| 27 Feb | 2637.40 | 1.1 | 0 | 5.96 | 0 | 0 | 0 |
| 26 Feb | 2647.70 | 1.1 | 0 | 6.13 | 0 | 0 | 0 |
| 25 Feb | 2629.30 | 1.1 | 0 | 5.67 | 0 | 0 | 0 |
| 24 Feb | 2573.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 2676.30 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 2686.20 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 2677.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 2694.90 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 2717.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 2706.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 2692.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 2750.10 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 2440 expiring on 28APR2026
Delta for 2440 PE is -0.56
Historical price for 2440 PE is as follows
On 30 Mar TCS was trading at 2358.90. The strike last trading price was 137.2, which was 14.95 higher than the previous day. The implied volatity was 39.81, the open interest changed by -238 which decreased total open position to 1022
On 27 Mar TCS was trading at 2389.80. The strike last trading price was 123.15, which was -6.8 lower than the previous day. The implied volatity was 37.65, the open interest changed by 637 which increased total open position to 1256
On 25 Mar TCS was trading at 2377.40. The strike last trading price was 130.15, which was 6.1 higher than the previous day. The implied volatity was 37.45, the open interest changed by 277 which increased total open position to 614
On 24 Mar TCS was trading at 2398.80. The strike last trading price was 123.6, which was -15.1 lower than the previous day. The implied volatity was 38.83, the open interest changed by 107 which increased total open position to 337
On 23 Mar TCS was trading at 2383.80. The strike last trading price was 141.25, which was 24.1 higher than the previous day. The implied volatity was 40.76, the open interest changed by 131 which increased total open position to 229
On 20 Mar TCS was trading at 2390.60. The strike last trading price was 114.95, which was -29.05 lower than the previous day. The implied volatity was 33.97, the open interest changed by 11 which increased total open position to 93
On 19 Mar TCS was trading at 2356.00. The strike last trading price was 144, which was 53.4 higher than the previous day. The implied volatity was 37.11, the open interest changed by 16 which increased total open position to 83
On 18 Mar TCS was trading at 2440.80. The strike last trading price was 90, which was -30 lower than the previous day. The implied volatity was 31.64, the open interest changed by 48 which increased total open position to 68
On 17 Mar TCS was trading at 2391.70. The strike last trading price was 120, which was 3.45 higher than the previous day. The implied volatity was 34.07, the open interest changed by -1 which decreased total open position to 21
On 16 Mar TCS was trading at 2409.20. The strike last trading price was 116.55, which was 2.6 higher than the previous day. The implied volatity was 33.79, the open interest changed by 3 which increased total open position to 21
On 13 Mar TCS was trading at 2410.50. The strike last trading price was 113.95, which was 17.7 higher than the previous day. The implied volatity was 33.77, the open interest changed by 4 which increased total open position to 20
On 12 Mar TCS was trading at 2442.40. The strike last trading price was 95, which was 37.4 higher than the previous day. The implied volatity was 32.55, the open interest changed by 13 which increased total open position to 15
On 11 Mar TCS was trading at 2464.90. The strike last trading price was 57.6, which was 56.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar TCS was trading at 2513.10. The strike last trading price was 57.6, which was 56.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 57.6, which was 56.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 57.6, which was 56.5 higher than the previous day. The implied volatity was 31.7, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 24 Feb TCS was trading at 2573.70. 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
On 23 Feb TCS was trading at 2676.30. 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 20 Feb TCS was trading at 2686.20. 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 19 Feb TCS was trading at 2677.90. 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 18 Feb TCS was trading at 2694.90. 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 17 Feb TCS was trading at 2717.40. 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 16 Feb TCS was trading at 2706.60. 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 13 Feb TCS was trading at 2692.20. 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 12 Feb TCS was trading at 2750.10. 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
