TCS
Tata Consultancy Serv Lt
Historical option data for TCS
10 Mar 2026 11:30 AM IST
| TCS 30-MAR-2026 2660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 1.74
Theta: -1.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 10 Mar | 2509.70 | 19.5 | -7.1 | 27.48 | 1,238 | 142 | 6,044 | |||||||||
| 9 Mar | 2527.40 | 26.1 | -8.9 | 28.08 | 6,321 | 3,069 | 5,915 | |||||||||
| 6 Mar | 2557.60 | 35.3 | -5.85 | 25.88 | 2,791 | -120 | 2,846 | |||||||||
| 5 Mar | 2578.80 | 40.15 | -10.95 | 25.14 | 2,956 | 70 | 2,966 | |||||||||
| 4 Mar | 2587.80 | 50.45 | -10.8 | 27.33 | 4,488 | 1,562 | 2,903 | |||||||||
| 2 Mar | 2613.50 | 61.2 | -11.6 | 25.63 | 2,064 | -239 | 1,345 | |||||||||
| 27 Feb | 2637.40 | 71.4 | -8.8 | 22.92 | 4,023 | 374 | 1,584 | |||||||||
| 26 Feb | 2647.70 | 80.1 | -0.25 | 23.76 | 4,861 | 203 | 1,207 | |||||||||
| 25 Feb | 2629.30 | 82.2 | 15.5 | 27.14 | 4,416 | 180 | 1,006 | |||||||||
| 24 Feb | 2573.70 | 69.45 | -35.7 | 29.65 | 2,045 | 371 | 827 | |||||||||
| 23 Feb | 2676.30 | 103.55 | -13.95 | 24.94 | 859 | 179 | 457 | |||||||||
| 20 Feb | 2686.20 | 117.55 | 7.6 | 25.96 | 384 | 40 | 280 | |||||||||
| 19 Feb | 2677.90 | 112 | -14.45 | 25.64 | 387 | -11 | 243 | |||||||||
| 18 Feb | 2694.90 | 125.65 | -30.15 | 25.71 | 344 | 202 | 256 | |||||||||
| 17 Feb | 2717.40 | 155.35 | -1.85 | 29.25 | 19 | -6 | 52 | |||||||||
| 16 Feb | 2706.60 | 157.75 | 7.65 | 30.75 | 71 | 3 | 52 | |||||||||
| 13 Feb | 2692.20 | 152.95 | -33.05 | 31.14 | 144 | 40 | 51 | |||||||||
| 12 Feb | 2750.10 | 186 | -343 | 31.5 | 12 | 11 | 11 | |||||||||
| 11 Feb | 2909.80 | 529 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2984.60 | 529 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2948.20 | 529 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2941.60 | 529 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 2660 expiring on 30MAR2026
Delta for 2660 CE is 0.22
Historical price for 2660 CE is as follows
On 10 Mar TCS was trading at 2509.70. The strike last trading price was 19.5, which was -7.1 lower than the previous day. The implied volatity was 27.48, the open interest changed by 142 which increased total open position to 6044
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 26.1, which was -8.9 lower than the previous day. The implied volatity was 28.08, the open interest changed by 3069 which increased total open position to 5915
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 35.3, which was -5.85 lower than the previous day. The implied volatity was 25.88, the open interest changed by -120 which decreased total open position to 2846
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 40.15, which was -10.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 70 which increased total open position to 2966
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 50.45, which was -10.8 lower than the previous day. The implied volatity was 27.33, the open interest changed by 1562 which increased total open position to 2903
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 61.2, which was -11.6 lower than the previous day. The implied volatity was 25.63, the open interest changed by -239 which decreased total open position to 1345
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 71.4, which was -8.8 lower than the previous day. The implied volatity was 22.92, the open interest changed by 374 which increased total open position to 1584
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 80.1, which was -0.25 lower than the previous day. The implied volatity was 23.76, the open interest changed by 203 which increased total open position to 1207
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 82.2, which was 15.5 higher than the previous day. The implied volatity was 27.14, the open interest changed by 180 which increased total open position to 1006
On 24 Feb TCS was trading at 2573.70. The strike last trading price was 69.45, which was -35.7 lower than the previous day. The implied volatity was 29.65, the open interest changed by 371 which increased total open position to 827
On 23 Feb TCS was trading at 2676.30. The strike last trading price was 103.55, which was -13.95 lower than the previous day. The implied volatity was 24.94, the open interest changed by 179 which increased total open position to 457
On 20 Feb TCS was trading at 2686.20. The strike last trading price was 117.55, which was 7.6 higher than the previous day. The implied volatity was 25.96, the open interest changed by 40 which increased total open position to 280
On 19 Feb TCS was trading at 2677.90. The strike last trading price was 112, which was -14.45 lower than the previous day. The implied volatity was 25.64, the open interest changed by -11 which decreased total open position to 243
On 18 Feb TCS was trading at 2694.90. The strike last trading price was 125.65, which was -30.15 lower than the previous day. The implied volatity was 25.71, the open interest changed by 202 which increased total open position to 256
On 17 Feb TCS was trading at 2717.40. The strike last trading price was 155.35, which was -1.85 lower than the previous day. The implied volatity was 29.25, the open interest changed by -6 which decreased total open position to 52
On 16 Feb TCS was trading at 2706.60. The strike last trading price was 157.75, which was 7.65 higher than the previous day. The implied volatity was 30.75, the open interest changed by 3 which increased total open position to 52
On 13 Feb TCS was trading at 2692.20. The strike last trading price was 152.95, which was -33.05 lower than the previous day. The implied volatity was 31.14, the open interest changed by 40 which increased total open position to 51
On 12 Feb TCS was trading at 2750.10. The strike last trading price was 186, which was -343 lower than the previous day. The implied volatity was 31.5, the open interest changed by 11 which increased total open position to 11
On 11 Feb TCS was trading at 2909.80. The strike last trading price was 529, 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 529, 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 529, 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 Feb TCS was trading at 2941.60. The strike last trading price was 529, 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 2660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 1.68
Theta: -0.5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 2509.70 | 152.5 | 6.65 | 26.17 | 18 | -4 | 816 |
| 9 Mar | 2527.40 | 146.4 | 22.15 | 29.76 | 140 | -18 | 819 |
| 6 Mar | 2557.60 | 121.7 | 11.9 | 27.49 | 602 | -106 | 840 |
| 5 Mar | 2578.80 | 113.95 | 0.45 | 27.87 | 440 | 58 | 1,145 |
| 4 Mar | 2587.80 | 115.5 | 12.4 | 29.94 | 614 | -78 | 1,088 |
| 2 Mar | 2613.50 | 102.95 | 11.8 | 30.43 | 786 | -147 | 1,167 |
| 27 Feb | 2637.40 | 91.75 | 6.75 | 30.27 | 2,430 | -36 | 1,316 |
| 26 Feb | 2647.70 | 84.05 | -17 | 28.76 | 2,855 | 189 | 1,357 |
| 25 Feb | 2629.30 | 102.45 | -30.35 | 31.32 | 2,255 | 221 | 1,170 |
| 24 Feb | 2573.70 | 129.7 | 50.9 | 31.75 | 1,460 | -15 | 952 |
| 23 Feb | 2676.30 | 80.2 | 6.65 | 30.09 | 1,459 | 338 | 987 |
| 20 Feb | 2686.20 | 75.65 | -6 | 29.15 | 506 | -9 | 657 |
| 19 Feb | 2677.90 | 84.2 | 6.35 | 30.19 | 543 | 121 | 667 |
| 18 Feb | 2694.90 | 78.25 | -4.5 | 30.45 | 486 | 230 | 544 |
| 17 Feb | 2717.40 | 83 | -7.1 | 34.3 | 287 | 120 | 316 |
| 16 Feb | 2706.60 | 88.75 | -16.75 | 34.91 | 160 | 1 | 194 |
| 13 Feb | 2692.20 | 105.1 | 34.15 | 36.57 | 232 | 62 | 195 |
| 12 Feb | 2750.10 | 70.8 | 55.2 | 31.5 | 333 | 168 | 180 |
| 11 Feb | 2909.80 | 15.6 | 8.45 | 24.97 | 4 | 1 | 10 |
| 10 Feb | 2984.60 | 7.15 | -12.95 | 23.61 | 2 | 0 | 11 |
| 9 Feb | 2948.20 | 20.1 | 11.45 | - | 0 | 0 | 11 |
| 6 Feb | 2941.60 | 20.1 | 11.45 | 27.69 | 12 | 8 | 8 |
For Tata Consultancy Serv Lt - strike price 2660 expiring on 30MAR2026
Delta for 2660 PE is -0.79
Historical price for 2660 PE is as follows
On 10 Mar TCS was trading at 2509.70. The strike last trading price was 152.5, which was 6.65 higher than the previous day. The implied volatity was 26.17, the open interest changed by -4 which decreased total open position to 816
On 9 Mar TCS was trading at 2527.40. The strike last trading price was 146.4, which was 22.15 higher than the previous day. The implied volatity was 29.76, the open interest changed by -18 which decreased total open position to 819
On 6 Mar TCS was trading at 2557.60. The strike last trading price was 121.7, which was 11.9 higher than the previous day. The implied volatity was 27.49, the open interest changed by -106 which decreased total open position to 840
On 5 Mar TCS was trading at 2578.80. The strike last trading price was 113.95, which was 0.45 higher than the previous day. The implied volatity was 27.87, the open interest changed by 58 which increased total open position to 1145
On 4 Mar TCS was trading at 2587.80. The strike last trading price was 115.5, which was 12.4 higher than the previous day. The implied volatity was 29.94, the open interest changed by -78 which decreased total open position to 1088
On 2 Mar TCS was trading at 2613.50. The strike last trading price was 102.95, which was 11.8 higher than the previous day. The implied volatity was 30.43, the open interest changed by -147 which decreased total open position to 1167
On 27 Feb TCS was trading at 2637.40. The strike last trading price was 91.75, which was 6.75 higher than the previous day. The implied volatity was 30.27, the open interest changed by -36 which decreased total open position to 1316
On 26 Feb TCS was trading at 2647.70. The strike last trading price was 84.05, which was -17 lower than the previous day. The implied volatity was 28.76, the open interest changed by 189 which increased total open position to 1357
On 25 Feb TCS was trading at 2629.30. The strike last trading price was 102.45, which was -30.35 lower than the previous day. The implied volatity was 31.32, the open interest changed by 221 which increased total open position to 1170
On 24 Feb TCS was trading at 2573.70. The strike last trading price was 129.7, which was 50.9 higher than the previous day. The implied volatity was 31.75, the open interest changed by -15 which decreased total open position to 952
On 23 Feb TCS was trading at 2676.30. The strike last trading price was 80.2, which was 6.65 higher than the previous day. The implied volatity was 30.09, the open interest changed by 338 which increased total open position to 987
On 20 Feb TCS was trading at 2686.20. The strike last trading price was 75.65, which was -6 lower than the previous day. The implied volatity was 29.15, the open interest changed by -9 which decreased total open position to 657
On 19 Feb TCS was trading at 2677.90. The strike last trading price was 84.2, which was 6.35 higher than the previous day. The implied volatity was 30.19, the open interest changed by 121 which increased total open position to 667
On 18 Feb TCS was trading at 2694.90. The strike last trading price was 78.25, which was -4.5 lower than the previous day. The implied volatity was 30.45, the open interest changed by 230 which increased total open position to 544
On 17 Feb TCS was trading at 2717.40. The strike last trading price was 83, which was -7.1 lower than the previous day. The implied volatity was 34.3, the open interest changed by 120 which increased total open position to 316
On 16 Feb TCS was trading at 2706.60. The strike last trading price was 88.75, which was -16.75 lower than the previous day. The implied volatity was 34.91, the open interest changed by 1 which increased total open position to 194
On 13 Feb TCS was trading at 2692.20. The strike last trading price was 105.1, which was 34.15 higher than the previous day. The implied volatity was 36.57, the open interest changed by 62 which increased total open position to 195
On 12 Feb TCS was trading at 2750.10. The strike last trading price was 70.8, which was 55.2 higher than the previous day. The implied volatity was 31.5, the open interest changed by 168 which increased total open position to 180
On 11 Feb TCS was trading at 2909.80. The strike last trading price was 15.6, which was 8.45 higher than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 10
On 10 Feb TCS was trading at 2984.60. The strike last trading price was 7.15, which was -12.95 lower than the previous day. The implied volatity was 23.61, the open interest changed by 0 which decreased total open position to 11
On 9 Feb TCS was trading at 2948.20. The strike last trading price was 20.1, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 Feb TCS was trading at 2941.60. The strike last trading price was 20.1, which was 11.45 higher than the previous day. The implied volatity was 27.69, the open interest changed by 8 which increased total open position to 8
