TCS
Tata Consultancy Serv Lt
Historical option data for TCS
12 Dec 2025 04:10 PM IST
| TCS 30-DEC-2025 3420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.96
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 3220.50 | 3.65 | 0.75 | 16.65 | 206 | 69 | 346 | |||||||||
| 11 Dec | 3191.90 | 2.95 | -0.7 | 17.22 | 215 | -21 | 277 | |||||||||
| 10 Dec | 3189.20 | 3.7 | -0.7 | 18.17 | 401 | 1 | 243 | |||||||||
| 9 Dec | 3208.30 | 4.55 | -2 | 16.92 | 492 | -127 | 242 | |||||||||
| 8 Dec | 3236.50 | 6.45 | -0.1 | 15.81 | 498 | 30 | 366 | |||||||||
| 5 Dec | 3238.20 | 6.45 | 0 | 14.43 | 921 | 113 | 338 | |||||||||
| 4 Dec | 3229.20 | 6.55 | -20.9 | 15.10 | 531 | 224 | 224 | |||||||||
| 3 Dec | 3180.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 3135.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3133.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Nov | 3137.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 3136.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 3162.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3119.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3141.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 3150.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 3144.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 3147.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3087.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 3102.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 3106.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 3105.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3131.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3047.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3025.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2991.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3010.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2990.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3016.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 3058.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3035.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3057.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3420 expiring on 30DEC2025
Delta for 3420 CE is 0.07
Historical price for 3420 CE is as follows
On 12 Dec TCS was trading at 3220.50. The strike last trading price was 3.65, which was 0.75 higher than the previous day. The implied volatity was 16.65, the open interest changed by 69 which increased total open position to 346
On 11 Dec TCS was trading at 3191.90. The strike last trading price was 2.95, which was -0.7 lower than the previous day. The implied volatity was 17.22, the open interest changed by -21 which decreased total open position to 277
On 10 Dec TCS was trading at 3189.20. The strike last trading price was 3.7, which was -0.7 lower than the previous day. The implied volatity was 18.17, the open interest changed by 1 which increased total open position to 243
On 9 Dec TCS was trading at 3208.30. The strike last trading price was 4.55, which was -2 lower than the previous day. The implied volatity was 16.92, the open interest changed by -127 which decreased total open position to 242
On 8 Dec TCS was trading at 3236.50. The strike last trading price was 6.45, which was -0.1 lower than the previous day. The implied volatity was 15.81, the open interest changed by 30 which increased total open position to 366
On 5 Dec TCS was trading at 3238.20. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was 14.43, the open interest changed by 113 which increased total open position to 338
On 4 Dec TCS was trading at 3229.20. The strike last trading price was 6.55, which was -20.9 lower than the previous day. The implied volatity was 15.10, the open interest changed by 224 which increased total open position to 224
On 3 Dec TCS was trading at 3180.00. 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
On 2 Dec TCS was trading at 3135.70. 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
On 1 Dec TCS was trading at 3133.40. 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
On 28 Nov TCS was trading at 3137.50. 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
On 27 Nov TCS was trading at 3136.60. 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
On 26 Nov TCS was trading at 3162.90. 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
On 25 Nov TCS was trading at 3119.20. 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
On 24 Nov TCS was trading at 3141.20. 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
On 21 Nov TCS was trading at 3150.60. 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
On 20 Nov TCS was trading at 3144.80. 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
On 19 Nov TCS was trading at 3147.70. 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
On 18 Nov TCS was trading at 3087.10. 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
On 17 Nov TCS was trading at 3102.20. 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
On 14 Nov TCS was trading at 3106.00. 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
On 13 Nov TCS was trading at 3105.70. 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
On 12 Nov TCS was trading at 3131.80. 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
On 11 Nov TCS was trading at 3047.00. 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
On 10 Nov TCS was trading at 3025.20. 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
On 7 Nov TCS was trading at 2991.80. 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
On 6 Nov TCS was trading at 3010.90. 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
On 4 Nov TCS was trading at 2990.20. 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
On 3 Nov TCS was trading at 3016.80. 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
On 31 Oct TCS was trading at 3058.00. 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
On 30 Oct TCS was trading at 3035.30. 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
On 29 Oct TCS was trading at 3057.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TCS 30DEC2025 3420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 1.57
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 3220.50 | 194 | 30.95 | 22.33 | 3 | 1 | 60 |
| 11 Dec | 3191.90 | 163.05 | -7.65 | - | 0 | 0 | 59 |
| 10 Dec | 3189.20 | 163.05 | -7.65 | - | 0 | 0 | 59 |
| 9 Dec | 3208.30 | 163.05 | -7.65 | - | 0 | -5 | 0 |
| 8 Dec | 3236.50 | 163.05 | -7.65 | 11.34 | 44 | -6 | 58 |
| 5 Dec | 3238.20 | 170.7 | -7.3 | 18.89 | 13 | 3 | 66 |
| 4 Dec | 3229.20 | 178 | -175.65 | 16.70 | 65 | 3 | 3 |
| 3 Dec | 3180.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 3135.70 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 3133.40 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 3137.50 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 3136.60 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 3162.90 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 3119.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 3141.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 3150.60 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 3144.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 3147.70 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 3087.10 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 3102.20 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 3106.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 3105.70 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 3131.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 3047.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 3025.20 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 2991.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 3010.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 2990.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 3016.80 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 3058.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3035.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 3057.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3420 expiring on 30DEC2025
Delta for 3420 PE is -0.86
Historical price for 3420 PE is as follows
On 12 Dec TCS was trading at 3220.50. The strike last trading price was 194, which was 30.95 higher than the previous day. The implied volatity was 22.33, the open interest changed by 1 which increased total open position to 60
On 11 Dec TCS was trading at 3191.90. The strike last trading price was 163.05, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 10 Dec TCS was trading at 3189.20. The strike last trading price was 163.05, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 9 Dec TCS was trading at 3208.30. The strike last trading price was 163.05, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 8 Dec TCS was trading at 3236.50. The strike last trading price was 163.05, which was -7.65 lower than the previous day. The implied volatity was 11.34, the open interest changed by -6 which decreased total open position to 58
On 5 Dec TCS was trading at 3238.20. The strike last trading price was 170.7, which was -7.3 lower than the previous day. The implied volatity was 18.89, the open interest changed by 3 which increased total open position to 66
On 4 Dec TCS was trading at 3229.20. The strike last trading price was 178, which was -175.65 lower than the previous day. The implied volatity was 16.70, the open interest changed by 3 which increased total open position to 3
On 3 Dec TCS was trading at 3180.00. 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
On 2 Dec TCS was trading at 3135.70. 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
On 1 Dec TCS was trading at 3133.40. 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
On 28 Nov TCS was trading at 3137.50. 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
On 27 Nov TCS was trading at 3136.60. 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
On 26 Nov TCS was trading at 3162.90. 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
On 25 Nov TCS was trading at 3119.20. 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
On 24 Nov TCS was trading at 3141.20. 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
On 21 Nov TCS was trading at 3150.60. 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
On 20 Nov TCS was trading at 3144.80. 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
On 19 Nov TCS was trading at 3147.70. 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
On 18 Nov TCS was trading at 3087.10. 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
On 17 Nov TCS was trading at 3102.20. 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
On 14 Nov TCS was trading at 3106.00. 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
On 13 Nov TCS was trading at 3105.70. 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
On 12 Nov TCS was trading at 3131.80. 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
On 11 Nov TCS was trading at 3047.00. 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
On 10 Nov TCS was trading at 3025.20. 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
On 7 Nov TCS was trading at 2991.80. 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
On 6 Nov TCS was trading at 3010.90. 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
On 4 Nov TCS was trading at 2990.20. 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
On 3 Nov TCS was trading at 3016.80. 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
On 31 Oct TCS was trading at 3058.00. 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
On 30 Oct TCS was trading at 3035.30. 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
On 29 Oct TCS was trading at 3057.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































