TCS
Tata Consultancy Serv Lt
Historical option data for TCS
25 Mar 2026 10:05 AM IST
| TCS 30-MAR-2026 2520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.59
Theta: -1.7
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 2411.90 | 4.3 | 0.5 | 28.75 | 771 | 18 | 1,715 | |||||||||
| 24 Mar | 2398.80 | 4 | -2.55 | 28.03 | 4,184 | -25 | 1,676 | |||||||||
| 23 Mar | 2383.80 | 6.4 | 0.2 | 33.37 | 4,634 | -204 | 1,701 | |||||||||
| 20 Mar | 2390.60 | 6.45 | 0.8 | 25 | 2,063 | -43 | 1,904 | |||||||||
| 19 Mar | 2356.00 | 5.95 | -10.95 | 28.16 | 2,835 | -162 | 1,947 | |||||||||
| 18 Mar | 2440.80 | 16.55 | 6.45 | 24.03 | 8,670 | 436 | 2,150 | |||||||||
| 17 Mar | 2391.70 | 10.15 | -10.6 | 25.65 | 4,296 | -205 | 1,720 | |||||||||
| 16 Mar | 2409.20 | 19.6 | -5.3 | 30.65 | 5,765 | -77 | 1,943 | |||||||||
| 13 Mar | 2410.50 | 25.3 | -11.75 | 29.23 | 3,236 | 152 | 2,015 | |||||||||
| 12 Mar | 2442.40 | 38.4 | -9.95 | 29.26 | 2,912 | 233 | 1,867 | |||||||||
| 11 Mar | 2464.90 | 48 | -23.15 | 29.94 | 4,252 | 397 | 1,617 | |||||||||
| 10 Mar | 2513.10 | 72.45 | -12.65 | 28.45 | 5,350 | 550 | 1,201 | |||||||||
| 9 Mar | 2527.40 | 84.7 | -17.8 | 30.33 | 4,473 | 592 | 677 | |||||||||
| 6 Mar | 2557.60 | 103.45 | -9.6 | 27.68 | 77 | -17 | 86 | |||||||||
| 5 Mar | 2578.80 | 111.45 | -18.8 | 26.21 | 188 | 9 | 105 | |||||||||
| 4 Mar | 2587.80 | 130.25 | -11.3 | 30.91 | 80 | 39 | 95 | |||||||||
| 2 Mar | 2613.50 | 142.35 | -14.8 | 26.21 | 38 | -1 | 53 | |||||||||
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| 27 Feb | 2637.40 | 162.5 | -1.45 | 23.69 | 31 | 10 | 53 | |||||||||
| 26 Feb | 2647.70 | 163.95 | -0.55 | 20.03 | 20 | 2 | 43 | |||||||||
| 25 Feb | 2629.30 | 167.2 | 26.9 | 27.9 | 31 | 2 | 41 | |||||||||
| 24 Feb | 2573.70 | 143.6 | -621.65 | 30.7 | 150 | 39 | 39 | |||||||||
| 23 Feb | 2676.30 | 765.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 2686.20 | 765.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 2677.90 | 765.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2694.90 | 765.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2717.40 | 765.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2706.60 | 765.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2692.20 | 765.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2750.10 | 765.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2520 expiring on 30MAR2026
Delta for 2520 CE is 0.12
Historical price for 2520 CE is as follows
On 25 Mar TCS was trading at 2411.90. The strike last trading price was 4.3, which was 0.5 higher than the previous day. The implied volatity was 28.75, the open interest changed by 18 which increased total open position to 1715
On 24 Mar TCS was trading at 2398.80. The strike last trading price was 4, which was -2.55 lower than the previous day. The implied volatity was 28.03, the open interest changed by -25 which decreased total open position to 1676
On 23 Mar TCS was trading at 2383.80. The strike last trading price was 6.4, which was 0.2 higher than the previous day. The implied volatity was 33.37, the open interest changed by -204 which decreased total open position to 1701
On 20 Mar TCS was trading at 2390.60. The strike last trading price was 6.45, which was 0.8 higher than the previous day. The implied volatity was 25, the open interest changed by -43 which decreased total open position to 1904
On 19 Mar TCS was trading at 2356.00. The strike last trading price was 5.95, which was -10.95 lower than the previous day. The implied volatity was 28.16, the open interest changed by -162 which decreased total open position to 1947
On 18 Mar TCS was trading at 2440.80. The strike last trading price was 16.55, which was 6.45 higher than the previous day. The implied volatity was 24.03, the open interest changed by 436 which increased total open position to 2150
On 17 Mar TCS was trading at 2391.70. The strike last trading price was 10.15, which was -10.6 lower than the previous day. The implied volatity was 25.65, the open interest changed by -205 which decreased total open position to 1720
On 16 Mar TCS was trading at 2409.20. The strike last trading price was 19.6, which was -5.3 lower than the previous day. The implied volatity was 30.65, the open interest changed by -77 which decreased total open position to 1943
On 13 Mar TCS was trading at 2410.50. The strike last trading price was 25.3, which was -11.75 lower than the previous day. The implied volatity was 29.23, the open interest changed by 152 which increased total open position to 2015
On 12 Mar TCS was trading at 2442.40. The strike last trading price was 38.4, which was -9.95 lower than the previous day. The implied volatity was 29.26, the open interest changed by 233 which increased total open position to 1867
On 11 Mar TCS was trading at 2464.90. The strike last trading price was 48, which was -23.15 lower than the previous day. The implied volatity was 29.94, the open interest changed by 397 which increased total open position to 1617
On 10 Mar TCS was trading at 2513.10. The strike last trading price was 72.45, which was -12.65 lower than the previous day. The implied volatity was 28.45, the open interest changed by 550 which increased total open position to 1201
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 84.7, which was -17.8 lower than the previous day. The implied volatity was 30.33, the open interest changed by 592 which increased total open position to 677
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 103.45, which was -9.6 lower than the previous day. The implied volatity was 27.68, the open interest changed by -17 which decreased total open position to 86
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 111.45, which was -18.8 lower than the previous day. The implied volatity was 26.21, the open interest changed by 9 which increased total open position to 105
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 130.25, which was -11.3 lower than the previous day. The implied volatity was 30.91, the open interest changed by 39 which increased total open position to 95
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 142.35, which was -14.8 lower than the previous day. The implied volatity was 26.21, the open interest changed by -1 which decreased total open position to 53
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 162.5, which was -1.45 lower than the previous day. The implied volatity was 23.69, the open interest changed by 10 which increased total open position to 53
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 163.95, which was -0.55 lower than the previous day. The implied volatity was 20.03, the open interest changed by 2 which increased total open position to 43
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 167.2, which was 26.9 higher than the previous day. The implied volatity was 27.9, the open interest changed by 2 which increased total open position to 41
On 24 Feb TCS was trading at 2573.70. The strike last trading price was 143.6, which was -621.65 lower than the previous day. The implied volatity was 30.7, the open interest changed by 39 which increased total open position to 39
On 23 Feb TCS was trading at 2676.30. The strike last trading price was 765.25, 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 20 Feb TCS was trading at 2686.20. The strike last trading price was 765.25, 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 19 Feb TCS was trading at 2677.90. The strike last trading price was 765.25, 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 18 Feb TCS was trading at 2694.90. The strike last trading price was 765.25, 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 17 Feb TCS was trading at 2717.40. The strike last trading price was 765.25, 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 16 Feb TCS was trading at 2706.60. The strike last trading price was 765.25, 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 13 Feb TCS was trading at 2692.20. The strike last trading price was 765.25, 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 12 Feb TCS was trading at 2750.10. The strike last trading price was 765.25, 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
| TCS 30MAR2026 2520 PE | |||||||
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Delta: -0.87
Vega: 0.62
Theta: -1.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 2411.90 | 109.35 | -9.45 | 31.1 | 13 | 0 | 682 |
| 24 Mar | 2398.80 | 117.3 | -23.25 | 24.32 | 208 | -93 | 682 |
| 23 Mar | 2383.80 | 140.85 | 1.45 | 32.25 | 91 | -37 | 775 |
| 20 Mar | 2390.60 | 131.6 | -35.1 | 34.32 | 150 | 13 | 813 |
| 19 Mar | 2356.00 | 162.3 | 66.5 | 35.59 | 62 | -24 | 801 |
| 18 Mar | 2440.80 | 97.2 | -40.25 | 29.66 | 1,075 | 18 | 825 |
| 17 Mar | 2391.70 | 137.4 | 7.85 | 33.65 | 61 | 13 | 807 |
| 16 Mar | 2409.20 | 134.65 | 4.8 | 34.45 | 86 | -15 | 793 |
| 13 Mar | 2410.50 | 127.8 | 25.4 | 32.71 | 271 | -44 | 809 |
| 12 Mar | 2442.40 | 100.55 | 3.6 | 30.02 | 618 | -119 | 854 |
| 11 Mar | 2464.90 | 100.1 | 35.95 | 33.67 | 1,438 | -68 | 974 |
| 10 Mar | 2513.10 | 61.45 | -3 | 28.52 | 3,102 | 300 | 1,045 |
| 9 Mar | 2527.40 | 65.3 | 12.25 | 31.53 | 3,945 | 132 | 746 |
| 6 Mar | 2557.60 | 51.25 | 7.95 | 29.43 | 1,077 | -3 | 621 |
| 5 Mar | 2578.80 | 45.55 | -5.2 | 28.78 | 1,754 | -32 | 622 |
| 4 Mar | 2587.80 | 51.65 | 6.95 | 31.82 | 954 | 41 | 654 |
| 2 Mar | 2613.50 | 44.8 | 6.15 | 31.72 | 633 | -22 | 613 |
| 27 Feb | 2637.40 | 38 | 2.1 | 30.75 | 346 | 3 | 633 |
| 26 Feb | 2647.70 | 35.55 | -11.25 | 30.28 | 447 | -94 | 632 |
| 25 Feb | 2629.30 | 48.55 | -21 | 32.88 | 537 | 31 | 727 |
| 24 Feb | 2573.70 | 67.2 | 32.55 | 33.66 | 1,434 | 39 | 694 |
| 23 Feb | 2676.30 | 35.35 | 3.3 | 31.4 | 286 | 46 | 667 |
| 20 Feb | 2686.20 | 32.15 | -4.25 | 30.01 | 438 | 31 | 619 |
| 19 Feb | 2677.90 | 37 | 1.95 | 30.73 | 318 | 6 | 589 |
| 18 Feb | 2694.90 | 34.75 | -5.65 | 31.17 | 169 | -31 | 586 |
| 17 Feb | 2717.40 | 40.8 | -4.7 | 35.2 | 372 | 32 | 616 |
| 16 Feb | 2706.60 | 45.35 | -11.15 | 35.97 | 106 | -7 | 584 |
| 13 Feb | 2692.20 | 55.55 | 20.05 | 36.98 | 1,315 | -308 | 591 |
| 12 Feb | 2750.10 | 42.55 | 41.4 | 35.81 | 3,004 | 894 | 894 |
For Tata Consultancy Serv Lt - strike price 2520 expiring on 30MAR2026
Delta for 2520 PE is -0.87
Historical price for 2520 PE is as follows
On 25 Mar TCS was trading at 2411.90. The strike last trading price was 109.35, which was -9.45 lower than the previous day. The implied volatity was 31.1, the open interest changed by 0 which decreased total open position to 682
On 24 Mar TCS was trading at 2398.80. The strike last trading price was 117.3, which was -23.25 lower than the previous day. The implied volatity was 24.32, the open interest changed by -93 which decreased total open position to 682
On 23 Mar TCS was trading at 2383.80. The strike last trading price was 140.85, which was 1.45 higher than the previous day. The implied volatity was 32.25, the open interest changed by -37 which decreased total open position to 775
On 20 Mar TCS was trading at 2390.60. The strike last trading price was 131.6, which was -35.1 lower than the previous day. The implied volatity was 34.32, the open interest changed by 13 which increased total open position to 813
On 19 Mar TCS was trading at 2356.00. The strike last trading price was 162.3, which was 66.5 higher than the previous day. The implied volatity was 35.59, the open interest changed by -24 which decreased total open position to 801
On 18 Mar TCS was trading at 2440.80. The strike last trading price was 97.2, which was -40.25 lower than the previous day. The implied volatity was 29.66, the open interest changed by 18 which increased total open position to 825
On 17 Mar TCS was trading at 2391.70. The strike last trading price was 137.4, which was 7.85 higher than the previous day. The implied volatity was 33.65, the open interest changed by 13 which increased total open position to 807
On 16 Mar TCS was trading at 2409.20. The strike last trading price was 134.65, which was 4.8 higher than the previous day. The implied volatity was 34.45, the open interest changed by -15 which decreased total open position to 793
On 13 Mar TCS was trading at 2410.50. The strike last trading price was 127.8, which was 25.4 higher than the previous day. The implied volatity was 32.71, the open interest changed by -44 which decreased total open position to 809
On 12 Mar TCS was trading at 2442.40. The strike last trading price was 100.55, which was 3.6 higher than the previous day. The implied volatity was 30.02, the open interest changed by -119 which decreased total open position to 854
On 11 Mar TCS was trading at 2464.90. The strike last trading price was 100.1, which was 35.95 higher than the previous day. The implied volatity was 33.67, the open interest changed by -68 which decreased total open position to 974
On 10 Mar TCS was trading at 2513.10. The strike last trading price was 61.45, which was -3 lower than the previous day. The implied volatity was 28.52, the open interest changed by 300 which increased total open position to 1045
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 65.3, which was 12.25 higher than the previous day. The implied volatity was 31.53, the open interest changed by 132 which increased total open position to 746
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 51.25, which was 7.95 higher than the previous day. The implied volatity was 29.43, the open interest changed by -3 which decreased total open position to 621
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 45.55, which was -5.2 lower than the previous day. The implied volatity was 28.78, the open interest changed by -32 which decreased total open position to 622
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 51.65, which was 6.95 higher than the previous day. The implied volatity was 31.82, the open interest changed by 41 which increased total open position to 654
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 44.8, which was 6.15 higher than the previous day. The implied volatity was 31.72, the open interest changed by -22 which decreased total open position to 613
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 38, which was 2.1 higher than the previous day. The implied volatity was 30.75, the open interest changed by 3 which increased total open position to 633
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 35.55, which was -11.25 lower than the previous day. The implied volatity was 30.28, the open interest changed by -94 which decreased total open position to 632
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 48.55, which was -21 lower than the previous day. The implied volatity was 32.88, the open interest changed by 31 which increased total open position to 727
On 24 Feb TCS was trading at 2573.70. The strike last trading price was 67.2, which was 32.55 higher than the previous day. The implied volatity was 33.66, the open interest changed by 39 which increased total open position to 694
On 23 Feb TCS was trading at 2676.30. The strike last trading price was 35.35, which was 3.3 higher than the previous day. The implied volatity was 31.4, the open interest changed by 46 which increased total open position to 667
On 20 Feb TCS was trading at 2686.20. The strike last trading price was 32.15, which was -4.25 lower than the previous day. The implied volatity was 30.01, the open interest changed by 31 which increased total open position to 619
On 19 Feb TCS was trading at 2677.90. The strike last trading price was 37, which was 1.95 higher than the previous day. The implied volatity was 30.73, the open interest changed by 6 which increased total open position to 589
On 18 Feb TCS was trading at 2694.90. The strike last trading price was 34.75, which was -5.65 lower than the previous day. The implied volatity was 31.17, the open interest changed by -31 which decreased total open position to 586
On 17 Feb TCS was trading at 2717.40. The strike last trading price was 40.8, which was -4.7 lower than the previous day. The implied volatity was 35.2, the open interest changed by 32 which increased total open position to 616
On 16 Feb TCS was trading at 2706.60. The strike last trading price was 45.35, which was -11.15 lower than the previous day. The implied volatity was 35.97, the open interest changed by -7 which decreased total open position to 584
On 13 Feb TCS was trading at 2692.20. The strike last trading price was 55.55, which was 20.05 higher than the previous day. The implied volatity was 36.98, the open interest changed by -308 which decreased total open position to 591
On 12 Feb TCS was trading at 2750.10. The strike last trading price was 42.55, which was 41.4 higher than the previous day. The implied volatity was 35.81, the open interest changed by 894 which increased total open position to 894
