TCS
Tata Consultancy Serv Lt
Historical option data for TCS
30 Apr 2026 04:10 PM IST
| TCS 26-May-2026 (24d) 2500 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0.03
Theta: -1.14
Gamma: 0.00303
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 2473.90 | 45.2 | 0.4000000000000057 | 19.74 | 15,429 | 388 | 8,448 | |||||||||
| 29 Apr | 2474.70 | 43.15 | 4 | 19.78 | 15,474 | 2,024 | 8,059 | |||||||||
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| 28 Apr | 2444.70 | 39.2 | -4.25 | 21.18 | 7,190 | 568 | 6,019 | |||||||||
| 27 Apr | 2447.60 | 44.95 | 7.100000000000001 | 22.69 | 5,224 | 150 | 5,462 | |||||||||
| 24 Apr | 2396.90 | 38.2 | -45.5 | 25.31 | 6,729 | 1,999 | 5,274 | |||||||||
| 23 Apr | 2521.80 | 81.75 | -13.799999999999997 | 21.63 | 2,178 | 994 | 3,274 | |||||||||
| 22 Apr | 2538.50 | 97.5 | -37.400000000000006 | 23.05 | 2,196 | 588 | 2,271 | |||||||||
| 21 Apr | 2610.50 | 135.55 | 17.750000000000014 | 16.61 | 751 | 315 | 1,682 | |||||||||
| 20 Apr | 2579.60 | 115 | 2.9000000000000057 | 19.42 | 429 | -26 | 1,366 | |||||||||
| 17 Apr | 2581.50 | 113.5 | 3.75 | 14.93 | 401 | -124 | 1,393 | |||||||||
| 16 Apr | 2576.90 | 107.75 | 5.150000000000006 | 15.59 | 1,010 | -73 | 1,517 | |||||||||
| 15 Apr | 2554.90 | 102.05 | 23 | 18.34 | 1,693 | 252 | 1,590 | |||||||||
| 13 Apr | 2472.60 | 79 | -26.299999999999997 | 25.07 | 1,216 | 513 | 1,322 | |||||||||
| 10 Apr | 2524.30 | 105.4 | -58.75 | 23.52 | 1,430 | 593 | 797 | |||||||||
| 9 Apr | 2589.00 | 160 | 7 | 23.63 | 161 | 50 | 201 | |||||||||
| 8 Apr | 2559.20 | 155 | 12.85 | 27.86 | 70 | 4 | 150 | |||||||||
| 7 Apr | 2539.80 | 143.75 | 30.25 | 27.52 | 150 | 6 | 147 | |||||||||
| 6 Apr | 2473.90 | 111.8 | 1.15 | 29.85 | 147 | 59 | 140 | |||||||||
| 2 Apr | 2450.70 | 110 | 25 | 31.5 | 85 | 18 | 20 | |||||||||
| 1 Apr | 2408.20 | 85 | 31.25 | 28.99 | 2 | 1 | 1 | |||||||||
For Tata Consultancy Serv Lt - strike price 2500 expiring on 26MAY2026
Delta for 2500 CE is 0.46
Historical price for 2500 CE is as follows
On 30 Apr TCS was trading at 2473.90. The strike last trading price was 45.2, which was 0.4000000000000057 higher than the previous day. The implied volatity was 19.74, the open interest changed by 388 which increased total open position to 8448
On 29 Apr TCS was trading at 2474.70. The strike last trading price was 43.15, which was 4 higher than the previous day. The implied volatity was 19.78, the open interest changed by 2024 which increased total open position to 8059
On 28 Apr TCS was trading at 2444.70. The strike last trading price was 39.2, which was -4.25 lower than the previous day. The implied volatity was 21.18, the open interest changed by 568 which increased total open position to 6019
On 27 Apr TCS was trading at 2447.60. The strike last trading price was 44.95, which was 7.100000000000001 higher than the previous day. The implied volatity was 22.69, the open interest changed by 150 which increased total open position to 5462
On 24 Apr TCS was trading at 2396.90. The strike last trading price was 38.2, which was -45.5 lower than the previous day. The implied volatity was 25.31, the open interest changed by 1999 which increased total open position to 5274
On 23 Apr TCS was trading at 2521.80. The strike last trading price was 81.75, which was -13.799999999999997 lower than the previous day. The implied volatity was 21.63, the open interest changed by 994 which increased total open position to 3274
On 22 Apr TCS was trading at 2538.50. The strike last trading price was 97.5, which was -37.400000000000006 lower than the previous day. The implied volatity was 23.05, the open interest changed by 588 which increased total open position to 2271
On 21 Apr TCS was trading at 2610.50. The strike last trading price was 135.55, which was 17.750000000000014 higher than the previous day. The implied volatity was 16.61, the open interest changed by 315 which increased total open position to 1682
On 20 Apr TCS was trading at 2579.60. The strike last trading price was 115, which was 2.9000000000000057 higher than the previous day. The implied volatity was 19.42, the open interest changed by -26 which decreased total open position to 1366
On 17 Apr TCS was trading at 2581.50. The strike last trading price was 113.5, which was 3.75 higher than the previous day. The implied volatity was 14.93, the open interest changed by -124 which decreased total open position to 1393
On 16 Apr TCS was trading at 2576.90. The strike last trading price was 107.75, which was 5.150000000000006 higher than the previous day. The implied volatity was 15.59, the open interest changed by -73 which decreased total open position to 1517
On 15 Apr TCS was trading at 2554.90. The strike last trading price was 102.05, which was 23 higher than the previous day. The implied volatity was 18.34, the open interest changed by 252 which increased total open position to 1590
On 13 Apr TCS was trading at 2472.60. The strike last trading price was 79, which was -26.299999999999997 lower than the previous day. The implied volatity was 25.07, the open interest changed by 513 which increased total open position to 1322
On 10 Apr TCS was trading at 2524.30. The strike last trading price was 105.4, which was -58.75 lower than the previous day. The implied volatity was 23.52, the open interest changed by 593 which increased total open position to 797
On 9 Apr TCS was trading at 2589.00. The strike last trading price was 160, which was 7 higher than the previous day. The implied volatity was 23.63, the open interest changed by 50 which increased total open position to 201
On 8 Apr TCS was trading at 2559.20. The strike last trading price was 155, which was 12.85 higher than the previous day. The implied volatity was 27.86, the open interest changed by 4 which increased total open position to 150
On 7 Apr TCS was trading at 2539.80. The strike last trading price was 143.75, which was 30.25 higher than the previous day. The implied volatity was 27.52, the open interest changed by 6 which increased total open position to 147
On 6 Apr TCS was trading at 2473.90. The strike last trading price was 111.8, which was 1.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by 59 which increased total open position to 140
On 2 Apr TCS was trading at 2450.70. The strike last trading price was 110, which was 25 higher than the previous day. The implied volatity was 31.5, the open interest changed by 18 which increased total open position to 20
On 1 Apr TCS was trading at 2408.20. The strike last trading price was 85, which was 31.25 higher than the previous day. The implied volatity was 28.99, the open interest changed by 1 which increased total open position to 1
| TCS 26-May-2026 (24d) 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.03
Theta: -1.5
Gamma: 0.00175
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 2473.90 | 98.95 | -2.25 | 34.26 | 1,580 | -71 | 3,688 |
| 29 Apr | 2474.70 | 106.25 | -16.900000000000006 | 34.53 | 1,918 | 374 | 3,755 |
| 28 Apr | 2444.70 | 122.6 | 2.3499999999999943 | 36.37 | 1,601 | -14 | 3,381 |
| 27 Apr | 2447.60 | 116.65 | -39 | 34.53 | 1,402 | 77 | 3,392 |
| 24 Apr | 2396.90 | 154.5 | 76.6 | 36.35 | 1,681 | 78 | 3,314 |
| 23 Apr | 2521.80 | 81.4 | 19.150000000000006 | 31.82 | 2,689 | 898 | 3,236 |
| 22 Apr | 2538.50 | 61.15 | 22.949999999999996 | 27.03 | 2,193 | 610 | 2,335 |
| 21 Apr | 2610.50 | 38 | -13.299999999999997 | 27.17 | 1,051 | 332 | 1,714 |
| 20 Apr | 2579.60 | 52.5 | -3.049999999999997 | 28.36 | 413 | -16 | 1,380 |
| 17 Apr | 2581.50 | 54.7 | -6.099999999999994 | 28.93 | 336 | 51 | 1,395 |
| 16 Apr | 2576.90 | 62.55 | -4.8500000000000085 | 30 | 592 | 118 | 1,343 |
| 15 Apr | 2554.90 | 68.5 | -43.25 | 29.57 | 1,247 | 320 | 1,221 |
| 13 Apr | 2472.60 | 113 | 26.099999999999994 | 31.25 | 511 | 151 | 890 |
| 10 Apr | 2524.30 | 89.2 | 20.25 | 30.43 | 1,333 | 472 | 734 |
| 9 Apr | 2589.00 | 70.55 | -13.2 | 33.71 | 815 | 108 | 246 |
| 8 Apr | 2559.20 | 82 | -14.05 | 33.91 | 169 | 80 | 138 |
| 7 Apr | 2539.80 | 95.5 | -34.5 | 35.62 | 53 | 42 | 57 |
| 6 Apr | 2473.90 | 130 | -37.2 | 36.51 | 15 | 14 | 14 |
| 2 Apr | 2450.70 | 167.2 | 0 | 0.17 | 0 | 0 | 0 |
| 1 Apr | 2408.20 | 167.2 | 0 | 0.08 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 2500 expiring on 26MAY2026
Delta for 2500 PE is -0.51
Historical price for 2500 PE is as follows
On 30 Apr TCS was trading at 2473.90. The strike last trading price was 98.95, which was -2.25 lower than the previous day. The implied volatity was 34.26, the open interest changed by -71 which decreased total open position to 3688
On 29 Apr TCS was trading at 2474.70. The strike last trading price was 106.25, which was -16.900000000000006 lower than the previous day. The implied volatity was 34.53, the open interest changed by 374 which increased total open position to 3755
On 28 Apr TCS was trading at 2444.70. The strike last trading price was 122.6, which was 2.3499999999999943 higher than the previous day. The implied volatity was 36.37, the open interest changed by -14 which decreased total open position to 3381
On 27 Apr TCS was trading at 2447.60. The strike last trading price was 116.65, which was -39 lower than the previous day. The implied volatity was 34.53, the open interest changed by 77 which increased total open position to 3392
On 24 Apr TCS was trading at 2396.90. The strike last trading price was 154.5, which was 76.6 higher than the previous day. The implied volatity was 36.35, the open interest changed by 78 which increased total open position to 3314
On 23 Apr TCS was trading at 2521.80. The strike last trading price was 81.4, which was 19.150000000000006 higher than the previous day. The implied volatity was 31.82, the open interest changed by 898 which increased total open position to 3236
On 22 Apr TCS was trading at 2538.50. The strike last trading price was 61.15, which was 22.949999999999996 higher than the previous day. The implied volatity was 27.03, the open interest changed by 610 which increased total open position to 2335
On 21 Apr TCS was trading at 2610.50. The strike last trading price was 38, which was -13.299999999999997 lower than the previous day. The implied volatity was 27.17, the open interest changed by 332 which increased total open position to 1714
On 20 Apr TCS was trading at 2579.60. The strike last trading price was 52.5, which was -3.049999999999997 lower than the previous day. The implied volatity was 28.36, the open interest changed by -16 which decreased total open position to 1380
On 17 Apr TCS was trading at 2581.50. The strike last trading price was 54.7, which was -6.099999999999994 lower than the previous day. The implied volatity was 28.93, the open interest changed by 51 which increased total open position to 1395
On 16 Apr TCS was trading at 2576.90. The strike last trading price was 62.55, which was -4.8500000000000085 lower than the previous day. The implied volatity was 30, the open interest changed by 118 which increased total open position to 1343
On 15 Apr TCS was trading at 2554.90. The strike last trading price was 68.5, which was -43.25 lower than the previous day. The implied volatity was 29.57, the open interest changed by 320 which increased total open position to 1221
On 13 Apr TCS was trading at 2472.60. The strike last trading price was 113, which was 26.099999999999994 higher than the previous day. The implied volatity was 31.25, the open interest changed by 151 which increased total open position to 890
On 10 Apr TCS was trading at 2524.30. The strike last trading price was 89.2, which was 20.25 higher than the previous day. The implied volatity was 30.43, the open interest changed by 472 which increased total open position to 734
On 9 Apr TCS was trading at 2589.00. The strike last trading price was 70.55, which was -13.2 lower than the previous day. The implied volatity was 33.71, the open interest changed by 108 which increased total open position to 246
On 8 Apr TCS was trading at 2559.20. The strike last trading price was 82, which was -14.05 lower than the previous day. The implied volatity was 33.91, the open interest changed by 80 which increased total open position to 138
On 7 Apr TCS was trading at 2539.80. The strike last trading price was 95.5, which was -34.5 lower than the previous day. The implied volatity was 35.62, the open interest changed by 42 which increased total open position to 57
On 6 Apr TCS was trading at 2473.90. The strike last trading price was 130, which was -37.2 lower than the previous day. The implied volatity was 36.51, the open interest changed by 14 which increased total open position to 14
On 2 Apr TCS was trading at 2450.70. The strike last trading price was 167.2, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 1 Apr TCS was trading at 2408.20. The strike last trading price was 167.2, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
