TCS
Tata Consultancy Serv Lt
Historical option data for TCS
20 Mar 2026 04:10 PM IST
| TCS 30-MAR-2026 2540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.1
Vega: 0.72
Theta: -1
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 2390.60 | 5.05 | 0.55 | 25.97 | 1,583 | -27 | 1,822 | |||||||||
| 19 Mar | 2356.00 | 4.8 | -8.35 | 29.07 | 2,711 | -174 | 1,847 | |||||||||
| 18 Mar | 2440.80 | 12.75 | 4.8 | 24.5 | 8,856 | 49 | 2,024 | |||||||||
| 17 Mar | 2391.70 | 8 | -8.5 | 26.26 | 3,974 | -169 | 1,989 | |||||||||
| 16 Mar | 2409.20 | 15.75 | -4.85 | 30.77 | 4,298 | -110 | 2,144 | |||||||||
| 13 Mar | 2410.50 | 20.55 | -9.95 | 29.22 | 3,641 | -274 | 2,253 | |||||||||
| 12 Mar | 2442.40 | 31.85 | -9.05 | 29.16 | 3,479 | 429 | 2,526 | |||||||||
| 11 Mar | 2464.90 | 40.2 | -20.45 | 29.67 | 3,796 | 451 | 2,101 | |||||||||
| 10 Mar | 2513.10 | 62.05 | -12.15 | 28.17 | 4,917 | 519 | 1,651 | |||||||||
| 9 Mar | 2527.40 | 73.8 | -16.6 | 30.04 | 5,637 | 917 | 1,137 | |||||||||
| 6 Mar | 2557.60 | 90.9 | -10.15 | 27.34 | 386 | 40 | 220 | |||||||||
| 5 Mar | 2578.80 | 98 | -15.3 | 25.81 | 1,395 | 34 | 182 | |||||||||
| 4 Mar | 2587.80 | 112.5 | -16.1 | 28.79 | 84 | 45 | 146 | |||||||||
| 2 Mar | 2613.50 | 128.45 | -15.75 | 26.16 | 62 | 0 | 99 | |||||||||
| 27 Feb | 2637.40 | 146.85 | -9.15 | 23.44 | 49 | 25 | 100 | |||||||||
| 26 Feb | 2647.70 | 156.45 | 7.1 | 23.88 | 55 | -16 | 75 | |||||||||
| 25 Feb | 2629.30 | 153.25 | 27.55 | 27.87 | 137 | 4 | 90 | |||||||||
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| 24 Feb | 2573.70 | 131.2 | -53.25 | 30.57 | 333 | 76 | 85 | |||||||||
| 23 Feb | 2676.30 | 184.1 | 5.2 | 25.52 | 15 | 3 | 9 | |||||||||
| 20 Feb | 2686.20 | 178.9 | -466.5 | 16.77 | 6 | 0 | 0 | |||||||||
| 19 Feb | 2677.90 | 645.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2694.90 | 645.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2717.40 | 645.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2706.60 | 645.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2692.20 | 645.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2750.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2540 expiring on 30MAR2026
Delta for 2540 CE is 0.1
Historical price for 2540 CE is as follows
On 20 Mar TCS was trading at 2390.60. The strike last trading price was 5.05, which was 0.55 higher than the previous day. The implied volatity was 25.97, the open interest changed by -27 which decreased total open position to 1822
On 19 Mar TCS was trading at 2356.00. The strike last trading price was 4.8, which was -8.35 lower than the previous day. The implied volatity was 29.07, the open interest changed by -174 which decreased total open position to 1847
On 18 Mar TCS was trading at 2440.80. The strike last trading price was 12.75, which was 4.8 higher than the previous day. The implied volatity was 24.5, the open interest changed by 49 which increased total open position to 2024
On 17 Mar TCS was trading at 2391.70. The strike last trading price was 8, which was -8.5 lower than the previous day. The implied volatity was 26.26, the open interest changed by -169 which decreased total open position to 1989
On 16 Mar TCS was trading at 2409.20. The strike last trading price was 15.75, which was -4.85 lower than the previous day. The implied volatity was 30.77, the open interest changed by -110 which decreased total open position to 2144
On 13 Mar TCS was trading at 2410.50. The strike last trading price was 20.55, which was -9.95 lower than the previous day. The implied volatity was 29.22, the open interest changed by -274 which decreased total open position to 2253
On 12 Mar TCS was trading at 2442.40. The strike last trading price was 31.85, which was -9.05 lower than the previous day. The implied volatity was 29.16, the open interest changed by 429 which increased total open position to 2526
On 11 Mar TCS was trading at 2464.90. The strike last trading price was 40.2, which was -20.45 lower than the previous day. The implied volatity was 29.67, the open interest changed by 451 which increased total open position to 2101
On 10 Mar TCS was trading at 2513.10. The strike last trading price was 62.05, which was -12.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by 519 which increased total open position to 1651
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 73.8, which was -16.6 lower than the previous day. The implied volatity was 30.04, the open interest changed by 917 which increased total open position to 1137
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 90.9, which was -10.15 lower than the previous day. The implied volatity was 27.34, the open interest changed by 40 which increased total open position to 220
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 98, which was -15.3 lower than the previous day. The implied volatity was 25.81, the open interest changed by 34 which increased total open position to 182
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 112.5, which was -16.1 lower than the previous day. The implied volatity was 28.79, the open interest changed by 45 which increased total open position to 146
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 128.45, which was -15.75 lower than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 99
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 146.85, which was -9.15 lower than the previous day. The implied volatity was 23.44, the open interest changed by 25 which increased total open position to 100
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 156.45, which was 7.1 higher than the previous day. The implied volatity was 23.88, the open interest changed by -16 which decreased total open position to 75
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 153.25, which was 27.55 higher than the previous day. The implied volatity was 27.87, the open interest changed by 4 which increased total open position to 90
On 24 Feb TCS was trading at 2573.70. The strike last trading price was 131.2, which was -53.25 lower than the previous day. The implied volatity was 30.57, the open interest changed by 76 which increased total open position to 85
On 23 Feb TCS was trading at 2676.30. The strike last trading price was 184.1, which was 5.2 higher than the previous day. The implied volatity was 25.52, the open interest changed by 3 which increased total open position to 9
On 20 Feb TCS was trading at 2686.20. The strike last trading price was 178.9, which was -466.5 lower than the previous day. The implied volatity was 16.77, 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 645.4, 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 645.4, 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 645.4, 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 645.4, 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 645.4, 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 30MAR2026 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 1.07
Theta: -1.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 2390.60 | 149.7 | -31.3 | 36.09 | 96 | -1 | 1,022 |
| 19 Mar | 2356.00 | 180.95 | 69.5 | 37.17 | 27 | -4 | 1,025 |
| 18 Mar | 2440.80 | 111.1 | -43.5 | 29.04 | 383 | -57 | 1,032 |
| 17 Mar | 2391.70 | 153.75 | 4.25 | 33.96 | 78 | -24 | 1,090 |
| 16 Mar | 2409.20 | 150.2 | 2.65 | 34.54 | 79 | -28 | 1,116 |
| 13 Mar | 2410.50 | 143 | 26.7 | 32.98 | 112 | -11 | 1,145 |
| 12 Mar | 2442.40 | 116.1 | 6.65 | 31.07 | 218 | -50 | 1,156 |
| 11 Mar | 2464.90 | 111.55 | 38.85 | 33.21 | 726 | -102 | 1,207 |
| 10 Mar | 2513.10 | 71.05 | -2.55 | 28.29 | 1,662 | 168 | 1,232 |
| 9 Mar | 2527.40 | 74.15 | 13.6 | 31.16 | 3,448 | 394 | 1,062 |
| 6 Mar | 2557.60 | 58.5 | 7.85 | 29.01 | 1,290 | 38 | 669 |
| 5 Mar | 2578.80 | 51.75 | -5.4 | 28.2 | 2,605 | 56 | 643 |
| 4 Mar | 2587.80 | 58.5 | 7.65 | 31.5 | 850 | 98 | 585 |
| 2 Mar | 2613.50 | 50.85 | 7.65 | 31.43 | 1,183 | 88 | 492 |
| 27 Feb | 2637.40 | 44.4 | 3.65 | 30.92 | 486 | -41 | 404 |
| 26 Feb | 2647.70 | 40.4 | -12.3 | 29.97 | 847 | -53 | 447 |
| 25 Feb | 2629.30 | 54.4 | -21.95 | 32.61 | 989 | 11 | 499 |
| 24 Feb | 2573.70 | 73.95 | 34.95 | 33.21 | 2,241 | 193 | 495 |
| 23 Feb | 2676.30 | 40 | 4.05 | 31.15 | 391 | 67 | 304 |
| 20 Feb | 2686.20 | 36.8 | -5.2 | 29.9 | 308 | 38 | 238 |
| 19 Feb | 2677.90 | 42.6 | 4.2 | 30.82 | 345 | 126 | 194 |
| 18 Feb | 2694.90 | 39.5 | -4.95 | 31.08 | 58 | 17 | 67 |
| 17 Feb | 2717.40 | 44.7 | 43.85 | 34.76 | 186 | 49 | 49 |
| 16 Feb | 2706.60 | 0.85 | 0 | 5.81 | 0 | 0 | 0 |
| 13 Feb | 2692.20 | 0.85 | 0 | 5.23 | 0 | 0 | 0 |
| 12 Feb | 2750.10 | 0.85 | 0 | 6.48 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 2540 expiring on 30MAR2026
Delta for 2540 PE is -0.81
Historical price for 2540 PE is as follows
On 20 Mar TCS was trading at 2390.60. The strike last trading price was 149.7, which was -31.3 lower than the previous day. The implied volatity was 36.09, the open interest changed by -1 which decreased total open position to 1022
On 19 Mar TCS was trading at 2356.00. The strike last trading price was 180.95, which was 69.5 higher than the previous day. The implied volatity was 37.17, the open interest changed by -4 which decreased total open position to 1025
On 18 Mar TCS was trading at 2440.80. The strike last trading price was 111.1, which was -43.5 lower than the previous day. The implied volatity was 29.04, the open interest changed by -57 which decreased total open position to 1032
On 17 Mar TCS was trading at 2391.70. The strike last trading price was 153.75, which was 4.25 higher than the previous day. The implied volatity was 33.96, the open interest changed by -24 which decreased total open position to 1090
On 16 Mar TCS was trading at 2409.20. The strike last trading price was 150.2, which was 2.65 higher than the previous day. The implied volatity was 34.54, the open interest changed by -28 which decreased total open position to 1116
On 13 Mar TCS was trading at 2410.50. The strike last trading price was 143, which was 26.7 higher than the previous day. The implied volatity was 32.98, the open interest changed by -11 which decreased total open position to 1145
On 12 Mar TCS was trading at 2442.40. The strike last trading price was 116.1, which was 6.65 higher than the previous day. The implied volatity was 31.07, the open interest changed by -50 which decreased total open position to 1156
On 11 Mar TCS was trading at 2464.90. The strike last trading price was 111.55, which was 38.85 higher than the previous day. The implied volatity was 33.21, the open interest changed by -102 which decreased total open position to 1207
On 10 Mar TCS was trading at 2513.10. The strike last trading price was 71.05, which was -2.55 lower than the previous day. The implied volatity was 28.29, the open interest changed by 168 which increased total open position to 1232
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 74.15, which was 13.6 higher than the previous day. The implied volatity was 31.16, the open interest changed by 394 which increased total open position to 1062
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 58.5, which was 7.85 higher than the previous day. The implied volatity was 29.01, the open interest changed by 38 which increased total open position to 669
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 51.75, which was -5.4 lower than the previous day. The implied volatity was 28.2, the open interest changed by 56 which increased total open position to 643
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 58.5, which was 7.65 higher than the previous day. The implied volatity was 31.5, the open interest changed by 98 which increased total open position to 585
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 50.85, which was 7.65 higher than the previous day. The implied volatity was 31.43, the open interest changed by 88 which increased total open position to 492
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 44.4, which was 3.65 higher than the previous day. The implied volatity was 30.92, the open interest changed by -41 which decreased total open position to 404
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 40.4, which was -12.3 lower than the previous day. The implied volatity was 29.97, the open interest changed by -53 which decreased total open position to 447
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 54.4, which was -21.95 lower than the previous day. The implied volatity was 32.61, the open interest changed by 11 which increased total open position to 499
On 24 Feb TCS was trading at 2573.70. The strike last trading price was 73.95, which was 34.95 higher than the previous day. The implied volatity was 33.21, the open interest changed by 193 which increased total open position to 495
On 23 Feb TCS was trading at 2676.30. The strike last trading price was 40, which was 4.05 higher than the previous day. The implied volatity was 31.15, the open interest changed by 67 which increased total open position to 304
On 20 Feb TCS was trading at 2686.20. The strike last trading price was 36.8, which was -5.2 lower than the previous day. The implied volatity was 29.9, the open interest changed by 38 which increased total open position to 238
On 19 Feb TCS was trading at 2677.90. The strike last trading price was 42.6, which was 4.2 higher than the previous day. The implied volatity was 30.82, the open interest changed by 126 which increased total open position to 194
On 18 Feb TCS was trading at 2694.90. The strike last trading price was 39.5, which was -4.95 lower than the previous day. The implied volatity was 31.08, the open interest changed by 17 which increased total open position to 67
On 17 Feb TCS was trading at 2717.40. The strike last trading price was 44.7, which was 43.85 higher than the previous day. The implied volatity was 34.76, the open interest changed by 49 which increased total open position to 49
On 16 Feb TCS was trading at 2706.60. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 5.81, 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 0.85, which was 0 lower than the previous day. The implied volatity was 5.23, 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 0.85, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
