TCS
Tata Consultancy Serv Lt
Historical option data for TCS
24 Dec 2025 04:10 PM IST
| TCS 27-JAN-2026 3300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 3.83
Theta: -1.35
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 3319.00 | 81.9 | -2.05 | 14.33 | 2,504 | 406 | 2,905 | |||||||||
| 23 Dec | 3310.00 | 83.2 | -8.5 | 15.57 | 1,340 | 246 | 2,495 | |||||||||
| 22 Dec | 3324.90 | 92 | 15 | 14.28 | 2,421 | 586 | 2,261 | |||||||||
| 19 Dec | 3282.00 | 77 | -2.7 | 15.57 | 1,451 | 24 | 1,653 | |||||||||
| 18 Dec | 3280.80 | 82.5 | 31.95 | 17.03 | 1,891 | 316 | 1,625 | |||||||||
| 17 Dec | 3217.80 | 50.65 | 2.6 | 16.40 | 432 | 99 | 1,309 | |||||||||
| 16 Dec | 3205.10 | 47.7 | -9.1 | 16.48 | 372 | 75 | 1,209 | |||||||||
| 15 Dec | 3230.20 | 57.5 | 2.8 | 16.53 | 318 | 35 | 1,137 | |||||||||
| 12 Dec | 3220.50 | 55.15 | 8.75 | 15.87 | 434 | -63 | 1,101 | |||||||||
| 11 Dec | 3191.90 | 46.8 | -1.5 | 16.12 | 488 | 51 | 1,164 | |||||||||
| 10 Dec | 3189.20 | 48.25 | -7.25 | 16.97 | 440 | 4 | 1,112 | |||||||||
| 9 Dec | 3208.30 | 55.4 | -15.15 | 16.31 | 771 | 51 | 1,107 | |||||||||
| 8 Dec | 3236.50 | 68.85 | -1.85 | 16.10 | 389 | -1 | 1,058 | |||||||||
| 5 Dec | 3238.20 | 70.45 | 3.8 | 15.41 | 1,150 | 382 | 1,059 | |||||||||
| 4 Dec | 3229.20 | 66.1 | 15.6 | 15.65 | 823 | 251 | 676 | |||||||||
| 3 Dec | 3180.00 | 50.2 | 8.6 | 16.20 | 832 | 252 | 424 | |||||||||
| 2 Dec | 3135.70 | 42.15 | 1.45 | 17.44 | 111 | 68 | 172 | |||||||||
| 1 Dec | 3133.40 | 41 | -2.4 | 16.93 | 56 | 24 | 104 | |||||||||
|
|
||||||||||||||||
| 28 Nov | 3137.50 | 43.15 | -2.2 | 16.95 | 56 | 27 | 80 | |||||||||
| 27 Nov | 3136.60 | 45.2 | -9.25 | 17.33 | 46 | 9 | 53 | |||||||||
| 26 Nov | 3162.90 | 54 | -13.15 | 16.88 | 65 | 45 | 45 | |||||||||
For Tata Consultancy Serv Lt - strike price 3300 expiring on 27JAN2026
Delta for 3300 CE is 0.63
Historical price for 3300 CE is as follows
On 24 Dec TCS was trading at 3319.00. The strike last trading price was 81.9, which was -2.05 lower than the previous day. The implied volatity was 14.33, the open interest changed by 406 which increased total open position to 2905
On 23 Dec TCS was trading at 3310.00. The strike last trading price was 83.2, which was -8.5 lower than the previous day. The implied volatity was 15.57, the open interest changed by 246 which increased total open position to 2495
On 22 Dec TCS was trading at 3324.90. The strike last trading price was 92, which was 15 higher than the previous day. The implied volatity was 14.28, the open interest changed by 586 which increased total open position to 2261
On 19 Dec TCS was trading at 3282.00. The strike last trading price was 77, which was -2.7 lower than the previous day. The implied volatity was 15.57, the open interest changed by 24 which increased total open position to 1653
On 18 Dec TCS was trading at 3280.80. The strike last trading price was 82.5, which was 31.95 higher than the previous day. The implied volatity was 17.03, the open interest changed by 316 which increased total open position to 1625
On 17 Dec TCS was trading at 3217.80. The strike last trading price was 50.65, which was 2.6 higher than the previous day. The implied volatity was 16.40, the open interest changed by 99 which increased total open position to 1309
On 16 Dec TCS was trading at 3205.10. The strike last trading price was 47.7, which was -9.1 lower than the previous day. The implied volatity was 16.48, the open interest changed by 75 which increased total open position to 1209
On 15 Dec TCS was trading at 3230.20. The strike last trading price was 57.5, which was 2.8 higher than the previous day. The implied volatity was 16.53, the open interest changed by 35 which increased total open position to 1137
On 12 Dec TCS was trading at 3220.50. The strike last trading price was 55.15, which was 8.75 higher than the previous day. The implied volatity was 15.87, the open interest changed by -63 which decreased total open position to 1101
On 11 Dec TCS was trading at 3191.90. The strike last trading price was 46.8, which was -1.5 lower than the previous day. The implied volatity was 16.12, the open interest changed by 51 which increased total open position to 1164
On 10 Dec TCS was trading at 3189.20. The strike last trading price was 48.25, which was -7.25 lower than the previous day. The implied volatity was 16.97, the open interest changed by 4 which increased total open position to 1112
On 9 Dec TCS was trading at 3208.30. The strike last trading price was 55.4, which was -15.15 lower than the previous day. The implied volatity was 16.31, the open interest changed by 51 which increased total open position to 1107
On 8 Dec TCS was trading at 3236.50. The strike last trading price was 68.85, which was -1.85 lower than the previous day. The implied volatity was 16.10, the open interest changed by -1 which decreased total open position to 1058
On 5 Dec TCS was trading at 3238.20. The strike last trading price was 70.45, which was 3.8 higher than the previous day. The implied volatity was 15.41, the open interest changed by 382 which increased total open position to 1059
On 4 Dec TCS was trading at 3229.20. The strike last trading price was 66.1, which was 15.6 higher than the previous day. The implied volatity was 15.65, the open interest changed by 251 which increased total open position to 676
On 3 Dec TCS was trading at 3180.00. The strike last trading price was 50.2, which was 8.6 higher than the previous day. The implied volatity was 16.20, the open interest changed by 252 which increased total open position to 424
On 2 Dec TCS was trading at 3135.70. The strike last trading price was 42.15, which was 1.45 higher than the previous day. The implied volatity was 17.44, the open interest changed by 68 which increased total open position to 172
On 1 Dec TCS was trading at 3133.40. The strike last trading price was 41, which was -2.4 lower than the previous day. The implied volatity was 16.93, the open interest changed by 24 which increased total open position to 104
On 28 Nov TCS was trading at 3137.50. The strike last trading price was 43.15, which was -2.2 lower than the previous day. The implied volatity was 16.95, the open interest changed by 27 which increased total open position to 80
On 27 Nov TCS was trading at 3136.60. The strike last trading price was 45.2, which was -9.25 lower than the previous day. The implied volatity was 17.33, the open interest changed by 9 which increased total open position to 53
On 26 Nov TCS was trading at 3162.90. The strike last trading price was 54, which was -13.15 lower than the previous day. The implied volatity was 16.88, the open interest changed by 45 which increased total open position to 45
| TCS 27JAN2026 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 3.90
Theta: -0.71
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 3319.00 | 56.3 | -0.5 | 19.01 | 1,565 | 670 | 2,334 |
| 23 Dec | 3310.00 | 57.9 | 3.75 | 18.42 | 608 | 125 | 1,667 |
| 22 Dec | 3324.90 | 53 | -18.45 | 18.97 | 979 | 296 | 1,546 |
| 19 Dec | 3282.00 | 72.8 | -2.85 | 19.31 | 742 | 164 | 1,242 |
| 18 Dec | 3280.80 | 74 | -37.7 | 19.04 | 499 | 124 | 1,078 |
| 17 Dec | 3217.80 | 112 | -8 | 20.19 | 60 | 10 | 954 |
| 16 Dec | 3205.10 | 118.1 | 13.05 | 19.99 | 16 | -1 | 944 |
| 15 Dec | 3230.20 | 103.3 | -7 | 19.14 | 66 | 17 | 943 |
| 12 Dec | 3220.50 | 109.2 | -25.8 | 19.31 | 31 | 6 | 926 |
| 11 Dec | 3191.90 | 135 | -0.8 | 21.62 | 21 | 4 | 919 |
| 10 Dec | 3189.20 | 136 | 13.65 | 20.56 | 61 | 17 | 915 |
| 9 Dec | 3208.30 | 123.1 | 14 | 20.58 | 1,791 | -485 | 898 |
| 8 Dec | 3236.50 | 109.05 | -1.35 | 20.91 | 1,292 | -863 | 1,383 |
| 5 Dec | 3238.20 | 110.95 | -5.3 | 21.31 | 1,494 | 1,026 | 2,246 |
| 4 Dec | 3229.20 | 116.95 | -23.2 | 20.97 | 1,617 | 1,115 | 1,220 |
| 3 Dec | 3180.00 | 140.15 | -36.85 | 20.27 | 125 | 103 | 105 |
| 2 Dec | 3135.70 | 177 | -36.45 | - | 0 | 0 | 0 |
| 1 Dec | 3133.40 | 177 | -36.45 | - | 0 | 0 | 0 |
| 28 Nov | 3137.50 | 177 | -36.45 | - | 0 | 2 | 0 |
| 27 Nov | 3136.60 | 177 | -36.45 | 21.68 | 3 | 2 | 2 |
| 26 Nov | 3162.90 | 213.45 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3300 expiring on 27JAN2026
Delta for 3300 PE is -0.40
Historical price for 3300 PE is as follows
On 24 Dec TCS was trading at 3319.00. The strike last trading price was 56.3, which was -0.5 lower than the previous day. The implied volatity was 19.01, the open interest changed by 670 which increased total open position to 2334
On 23 Dec TCS was trading at 3310.00. The strike last trading price was 57.9, which was 3.75 higher than the previous day. The implied volatity was 18.42, the open interest changed by 125 which increased total open position to 1667
On 22 Dec TCS was trading at 3324.90. The strike last trading price was 53, which was -18.45 lower than the previous day. The implied volatity was 18.97, the open interest changed by 296 which increased total open position to 1546
On 19 Dec TCS was trading at 3282.00. The strike last trading price was 72.8, which was -2.85 lower than the previous day. The implied volatity was 19.31, the open interest changed by 164 which increased total open position to 1242
On 18 Dec TCS was trading at 3280.80. The strike last trading price was 74, which was -37.7 lower than the previous day. The implied volatity was 19.04, the open interest changed by 124 which increased total open position to 1078
On 17 Dec TCS was trading at 3217.80. The strike last trading price was 112, which was -8 lower than the previous day. The implied volatity was 20.19, the open interest changed by 10 which increased total open position to 954
On 16 Dec TCS was trading at 3205.10. The strike last trading price was 118.1, which was 13.05 higher than the previous day. The implied volatity was 19.99, the open interest changed by -1 which decreased total open position to 944
On 15 Dec TCS was trading at 3230.20. The strike last trading price was 103.3, which was -7 lower than the previous day. The implied volatity was 19.14, the open interest changed by 17 which increased total open position to 943
On 12 Dec TCS was trading at 3220.50. The strike last trading price was 109.2, which was -25.8 lower than the previous day. The implied volatity was 19.31, the open interest changed by 6 which increased total open position to 926
On 11 Dec TCS was trading at 3191.90. The strike last trading price was 135, which was -0.8 lower than the previous day. The implied volatity was 21.62, the open interest changed by 4 which increased total open position to 919
On 10 Dec TCS was trading at 3189.20. The strike last trading price was 136, which was 13.65 higher than the previous day. The implied volatity was 20.56, the open interest changed by 17 which increased total open position to 915
On 9 Dec TCS was trading at 3208.30. The strike last trading price was 123.1, which was 14 higher than the previous day. The implied volatity was 20.58, the open interest changed by -485 which decreased total open position to 898
On 8 Dec TCS was trading at 3236.50. The strike last trading price was 109.05, which was -1.35 lower than the previous day. The implied volatity was 20.91, the open interest changed by -863 which decreased total open position to 1383
On 5 Dec TCS was trading at 3238.20. The strike last trading price was 110.95, which was -5.3 lower than the previous day. The implied volatity was 21.31, the open interest changed by 1026 which increased total open position to 2246
On 4 Dec TCS was trading at 3229.20. The strike last trading price was 116.95, which was -23.2 lower than the previous day. The implied volatity was 20.97, the open interest changed by 1115 which increased total open position to 1220
On 3 Dec TCS was trading at 3180.00. The strike last trading price was 140.15, which was -36.85 lower than the previous day. The implied volatity was 20.27, the open interest changed by 103 which increased total open position to 105
On 2 Dec TCS was trading at 3135.70. The strike last trading price was 177, which was -36.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec TCS was trading at 3133.40. The strike last trading price was 177, which was -36.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TCS was trading at 3137.50. The strike last trading price was 177, which was -36.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Nov TCS was trading at 3136.60. The strike last trading price was 177, which was -36.45 lower than the previous day. The implied volatity was 21.68, the open interest changed by 2 which increased total open position to 2
On 26 Nov TCS was trading at 3162.90. The strike last trading price was 213.45, 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































































































































































































































