TCS
Tata Consultancy Serv Lt
Historical option data for TCS
11 Mar 2026 04:10 PM IST
| TCS 30-MAR-2026 2640 CE | ||||||||||||||||
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Delta: 0.18
Vega: 1.48
Theta: -1.27
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 2464.90 | 15.9 | -8.4 | 29.73 | 2,488 | -38 | 2,353 | |||||||||
| 10 Mar | 2513.10 | 25 | -7 | 27.21 | 3,190 | -42 | 2,380 | |||||||||
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| 9 Mar | 2527.40 | 31.65 | -10.2 | 28.28 | 4,776 | 534 | 2,428 | |||||||||
| 6 Mar | 2557.60 | 42.3 | -6.4 | 26.1 | 2,470 | 66 | 1,895 | |||||||||
| 5 Mar | 2578.80 | 47.7 | -12.35 | 25.31 | 2,135 | -84 | 1,829 | |||||||||
| 4 Mar | 2587.80 | 58.7 | -11.8 | 27.55 | 4,030 | 443 | 1,915 | |||||||||
| 2 Mar | 2613.50 | 70.35 | -13.15 | 25.73 | 2,872 | -64 | 1,466 | |||||||||
| 27 Feb | 2637.40 | 81.2 | -9.6 | 22.79 | 3,415 | 125 | 1,530 | |||||||||
| 26 Feb | 2647.70 | 90.2 | -0.2 | 23.61 | 3,424 | -40 | 1,403 | |||||||||
| 25 Feb | 2629.30 | 92.9 | 18.4 | 27.46 | 7,360 | 820 | 1,446 | |||||||||
| 24 Feb | 2573.70 | 79 | -37.95 | 30.12 | 2,583 | 404 | 630 | |||||||||
| 23 Feb | 2676.30 | 115.35 | -13.1 | 25.03 | 293 | 92 | 224 | |||||||||
| 20 Feb | 2686.20 | 127 | 3.6 | 25.24 | 110 | 38 | 132 | |||||||||
| 19 Feb | 2677.90 | 122.5 | -16.5 | 25.35 | 34 | -1 | 93 | |||||||||
| 18 Feb | 2694.90 | 139 | -30 | 26.1 | 37 | 7 | 94 | |||||||||
| 17 Feb | 2717.40 | 169 | -0.1 | 29.61 | 7 | -1 | 87 | |||||||||
| 16 Feb | 2706.60 | 169.6 | 6.25 | 30.67 | 61 | -2 | 87 | |||||||||
| 13 Feb | 2692.20 | 165 | -33 | 31.29 | 371 | 87 | 89 | |||||||||
| 12 Feb | 2750.10 | 198 | -451.45 | 31.31 | 3 | 2 | 2 | |||||||||
| 11 Feb | 2909.80 | 649.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2984.60 | 649.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2948.20 | 649.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2640 expiring on 30MAR2026
Delta for 2640 CE is 0.18
Historical price for 2640 CE is as follows
On 11 Mar TCS was trading at 2464.90. The strike last trading price was 15.9, which was -8.4 lower than the previous day. The implied volatity was 29.73, the open interest changed by -38 which decreased total open position to 2353
On 10 Mar TCS was trading at 2513.10. The strike last trading price was 25, which was -7 lower than the previous day. The implied volatity was 27.21, the open interest changed by -42 which decreased total open position to 2380
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 31.65, which was -10.2 lower than the previous day. The implied volatity was 28.28, the open interest changed by 534 which increased total open position to 2428
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 42.3, which was -6.4 lower than the previous day. The implied volatity was 26.1, the open interest changed by 66 which increased total open position to 1895
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 47.7, which was -12.35 lower than the previous day. The implied volatity was 25.31, the open interest changed by -84 which decreased total open position to 1829
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 58.7, which was -11.8 lower than the previous day. The implied volatity was 27.55, the open interest changed by 443 which increased total open position to 1915
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 70.35, which was -13.15 lower than the previous day. The implied volatity was 25.73, the open interest changed by -64 which decreased total open position to 1466
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 81.2, which was -9.6 lower than the previous day. The implied volatity was 22.79, the open interest changed by 125 which increased total open position to 1530
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 90.2, which was -0.2 lower than the previous day. The implied volatity was 23.61, the open interest changed by -40 which decreased total open position to 1403
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 92.9, which was 18.4 higher than the previous day. The implied volatity was 27.46, the open interest changed by 820 which increased total open position to 1446
On 24 Feb TCS was trading at 2573.70. The strike last trading price was 79, which was -37.95 lower than the previous day. The implied volatity was 30.12, the open interest changed by 404 which increased total open position to 630
On 23 Feb TCS was trading at 2676.30. The strike last trading price was 115.35, which was -13.1 lower than the previous day. The implied volatity was 25.03, the open interest changed by 92 which increased total open position to 224
On 20 Feb TCS was trading at 2686.20. The strike last trading price was 127, which was 3.6 higher than the previous day. The implied volatity was 25.24, the open interest changed by 38 which increased total open position to 132
On 19 Feb TCS was trading at 2677.90. The strike last trading price was 122.5, which was -16.5 lower than the previous day. The implied volatity was 25.35, the open interest changed by -1 which decreased total open position to 93
On 18 Feb TCS was trading at 2694.90. The strike last trading price was 139, which was -30 lower than the previous day. The implied volatity was 26.1, the open interest changed by 7 which increased total open position to 94
On 17 Feb TCS was trading at 2717.40. The strike last trading price was 169, which was -0.1 lower than the previous day. The implied volatity was 29.61, the open interest changed by -1 which decreased total open position to 87
On 16 Feb TCS was trading at 2706.60. The strike last trading price was 169.6, which was 6.25 higher than the previous day. The implied volatity was 30.67, the open interest changed by -2 which decreased total open position to 87
On 13 Feb TCS was trading at 2692.20. The strike last trading price was 165, which was -33 lower than the previous day. The implied volatity was 31.29, the open interest changed by 87 which increased total open position to 89
On 12 Feb TCS was trading at 2750.10. The strike last trading price was 198, which was -451.45 lower than the previous day. The implied volatity was 31.31, the open interest changed by 2 which increased total open position to 2
On 11 Feb TCS was trading at 2909.80. The strike last trading price was 649.45, 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 Feb TCS was trading at 2984.60. The strike last trading price was 649.45, 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 Feb TCS was trading at 2948.20. The strike last trading price was 649.45, 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 2640 PE | |||||||
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Delta: -0.78
Vega: 1.65
Theta: -0.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 2464.90 | 186.35 | 49.5 | 34.29 | 48 | -9 | 756 |
| 10 Mar | 2513.10 | 133.95 | 2.45 | 27.61 | 45 | -7 | 766 |
| 9 Mar | 2527.40 | 130.5 | 19.15 | 29.12 | 156 | -44 | 776 |
| 6 Mar | 2557.60 | 109.55 | 10.05 | 27.93 | 655 | -10 | 820 |
| 5 Mar | 2578.80 | 99.8 | -2.65 | 27.26 | 467 | -61 | 830 |
| 4 Mar | 2587.80 | 104.55 | 12.1 | 30.34 | 1,116 | -90 | 895 |
| 2 Mar | 2613.50 | 92.4 | 11.7 | 30.55 | 1,697 | -234 | 990 |
| 27 Feb | 2637.40 | 82 | 6.35 | 30.31 | 2,746 | -86 | 1,224 |
| 26 Feb | 2647.70 | 75.6 | -15.65 | 29.18 | 2,522 | 116 | 1,314 |
| 25 Feb | 2629.30 | 91.6 | -31.35 | 31.11 | 4,582 | 501 | 1,202 |
| 24 Feb | 2573.70 | 117.5 | 47.05 | 31.4 | 1,928 | 64 | 703 |
| 23 Feb | 2676.30 | 70.45 | 4.45 | 29.88 | 627 | 149 | 641 |
| 20 Feb | 2686.20 | 66.5 | -8.05 | 28.89 | 449 | 78 | 491 |
| 19 Feb | 2677.90 | 74.15 | 3.95 | 29.78 | 228 | 56 | 409 |
| 18 Feb | 2694.90 | 70 | -5.05 | 30.41 | 284 | 74 | 353 |
| 17 Feb | 2717.40 | 75.2 | -7.2 | 34.3 | 157 | 45 | 277 |
| 16 Feb | 2706.60 | 80.95 | -17.1 | 34.98 | 95 | 30 | 230 |
| 13 Feb | 2692.20 | 98 | 33.95 | 36.99 | 411 | 84 | 201 |
| 12 Feb | 2750.10 | 64 | 44.45 | 31.59 | 133 | 59 | 117 |
| 11 Feb | 2909.80 | 20.7 | 13.5 | 28.68 | 92 | 52 | 58 |
| 10 Feb | 2984.60 | 7.2 | -8.8 | 24.75 | 4 | 2 | 4 |
| 9 Feb | 2948.20 | 16 | 12.4 | - | 0 | 0 | 2 |
For Tata Consultancy Serv Lt - strike price 2640 expiring on 30MAR2026
Delta for 2640 PE is -0.78
Historical price for 2640 PE is as follows
On 11 Mar TCS was trading at 2464.90. The strike last trading price was 186.35, which was 49.5 higher than the previous day. The implied volatity was 34.29, the open interest changed by -9 which decreased total open position to 756
On 10 Mar TCS was trading at 2513.10. The strike last trading price was 133.95, which was 2.45 higher than the previous day. The implied volatity was 27.61, the open interest changed by -7 which decreased total open position to 766
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 130.5, which was 19.15 higher than the previous day. The implied volatity was 29.12, the open interest changed by -44 which decreased total open position to 776
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 109.55, which was 10.05 higher than the previous day. The implied volatity was 27.93, the open interest changed by -10 which decreased total open position to 820
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 99.8, which was -2.65 lower than the previous day. The implied volatity was 27.26, the open interest changed by -61 which decreased total open position to 830
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 104.55, which was 12.1 higher than the previous day. The implied volatity was 30.34, the open interest changed by -90 which decreased total open position to 895
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 92.4, which was 11.7 higher than the previous day. The implied volatity was 30.55, the open interest changed by -234 which decreased total open position to 990
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 82, which was 6.35 higher than the previous day. The implied volatity was 30.31, the open interest changed by -86 which decreased total open position to 1224
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 75.6, which was -15.65 lower than the previous day. The implied volatity was 29.18, the open interest changed by 116 which increased total open position to 1314
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 91.6, which was -31.35 lower than the previous day. The implied volatity was 31.11, the open interest changed by 501 which increased total open position to 1202
On 24 Feb TCS was trading at 2573.70. The strike last trading price was 117.5, which was 47.05 higher than the previous day. The implied volatity was 31.4, the open interest changed by 64 which increased total open position to 703
On 23 Feb TCS was trading at 2676.30. The strike last trading price was 70.45, which was 4.45 higher than the previous day. The implied volatity was 29.88, the open interest changed by 149 which increased total open position to 641
On 20 Feb TCS was trading at 2686.20. The strike last trading price was 66.5, which was -8.05 lower than the previous day. The implied volatity was 28.89, the open interest changed by 78 which increased total open position to 491
On 19 Feb TCS was trading at 2677.90. The strike last trading price was 74.15, which was 3.95 higher than the previous day. The implied volatity was 29.78, the open interest changed by 56 which increased total open position to 409
On 18 Feb TCS was trading at 2694.90. The strike last trading price was 70, which was -5.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 74 which increased total open position to 353
On 17 Feb TCS was trading at 2717.40. The strike last trading price was 75.2, which was -7.2 lower than the previous day. The implied volatity was 34.3, the open interest changed by 45 which increased total open position to 277
On 16 Feb TCS was trading at 2706.60. The strike last trading price was 80.95, which was -17.1 lower than the previous day. The implied volatity was 34.98, the open interest changed by 30 which increased total open position to 230
On 13 Feb TCS was trading at 2692.20. The strike last trading price was 98, which was 33.95 higher than the previous day. The implied volatity was 36.99, the open interest changed by 84 which increased total open position to 201
On 12 Feb TCS was trading at 2750.10. The strike last trading price was 64, which was 44.45 higher than the previous day. The implied volatity was 31.59, the open interest changed by 59 which increased total open position to 117
On 11 Feb TCS was trading at 2909.80. The strike last trading price was 20.7, which was 13.5 higher than the previous day. The implied volatity was 28.68, the open interest changed by 52 which increased total open position to 58
On 10 Feb TCS was trading at 2984.60. The strike last trading price was 7.2, which was -8.8 lower than the previous day. The implied volatity was 24.75, the open interest changed by 2 which increased total open position to 4
On 9 Feb TCS was trading at 2948.20. The strike last trading price was 16, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
