TCS
Tata Consultancy Serv Lt
Historical option data for TCS
09 Dec 2025 04:10 PM IST
| TCS 30-DEC-2025 3600 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.38
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 3208.30 | 1.25 | 0.1 | 22.04 | 115 | -5 | 673 | |||||||||
| 8 Dec | 3236.50 | 1.2 | 0.1 | 19.80 | 262 | -78 | 677 | |||||||||
| 5 Dec | 3238.20 | 1.2 | -0.2 | 18.28 | 668 | 88 | 753 | |||||||||
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| 4 Dec | 3229.20 | 1.2 | 0.1 | 18.56 | 432 | 53 | 666 | |||||||||
| 3 Dec | 3180.00 | 1.1 | 0 | 20.14 | 426 | 45 | 627 | |||||||||
| 2 Dec | 3135.70 | 1.05 | -0.1 | 21.57 | 72 | 21 | 582 | |||||||||
| 1 Dec | 3133.40 | 1.2 | 0.3 | 21.53 | 63 | -1 | 559 | |||||||||
| 28 Nov | 3137.50 | 0.95 | -0.05 | 19.81 | 104 | 14 | 562 | |||||||||
| 27 Nov | 3136.60 | 1 | -0.25 | 19.70 | 162 | -1 | 549 | |||||||||
| 26 Nov | 3162.90 | 1.4 | -0.05 | 19.08 | 326 | 157 | 550 | |||||||||
| 25 Nov | 3119.20 | 1.3 | -1 | - | 133 | 60 | 386 | |||||||||
| 24 Nov | 3141.20 | 2.35 | -0.75 | 21.26 | 234 | 54 | 326 | |||||||||
| 21 Nov | 3150.60 | 3 | 0 | 20.57 | 335 | -47 | 277 | |||||||||
| 20 Nov | 3144.80 | 3.25 | -0.95 | 20.57 | 127 | 60 | 323 | |||||||||
| 19 Nov | 3147.70 | 4.2 | -3.45 | 21.41 | 690 | 266 | 266 | |||||||||
| 18 Nov | 3087.10 | 7.65 | 0 | 10.74 | 0 | 0 | 0 | |||||||||
| 17 Nov | 3102.20 | 7.65 | 0 | 9.65 | 0 | 0 | 0 | |||||||||
| 12 Nov | 3131.80 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3025.20 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Consultancy Serv Lt - strike price 3600 expiring on 30DEC2025
Delta for 3600 CE is 0.02
Historical price for 3600 CE is as follows
On 9 Dec TCS was trading at 3208.30. The strike last trading price was 1.25, which was 0.1 higher than the previous day. The implied volatity was 22.04, the open interest changed by -5 which decreased total open position to 673
On 8 Dec TCS was trading at 3236.50. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 19.80, the open interest changed by -78 which decreased total open position to 677
On 5 Dec TCS was trading at 3238.20. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 18.28, the open interest changed by 88 which increased total open position to 753
On 4 Dec TCS was trading at 3229.20. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 18.56, the open interest changed by 53 which increased total open position to 666
On 3 Dec TCS was trading at 3180.00. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 20.14, the open interest changed by 45 which increased total open position to 627
On 2 Dec TCS was trading at 3135.70. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 21.57, the open interest changed by 21 which increased total open position to 582
On 1 Dec TCS was trading at 3133.40. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 21.53, the open interest changed by -1 which decreased total open position to 559
On 28 Nov TCS was trading at 3137.50. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 19.81, the open interest changed by 14 which increased total open position to 562
On 27 Nov TCS was trading at 3136.60. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 19.70, the open interest changed by -1 which decreased total open position to 549
On 26 Nov TCS was trading at 3162.90. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by 157 which increased total open position to 550
On 25 Nov TCS was trading at 3119.20. The strike last trading price was 1.3, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 386
On 24 Nov TCS was trading at 3141.20. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 21.26, the open interest changed by 54 which increased total open position to 326
On 21 Nov TCS was trading at 3150.60. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 20.57, the open interest changed by -47 which decreased total open position to 277
On 20 Nov TCS was trading at 3144.80. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 20.57, the open interest changed by 60 which increased total open position to 323
On 19 Nov TCS was trading at 3147.70. The strike last trading price was 4.2, which was -3.45 lower than the previous day. The implied volatity was 21.41, the open interest changed by 266 which increased total open position to 266
On 18 Nov TCS was trading at 3087.10. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 10.74, 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 7.65, which was 0 lower than the previous day. The implied volatity was 9.65, 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 7.65, 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 7.65, 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 30DEC2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 1.27
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 3208.30 | 382 | 30.55 | 33.37 | 44 | 12 | 1,582 |
| 8 Dec | 3236.50 | 354.8 | 4.25 | 32.95 | 102 | 70 | 1,570 |
| 5 Dec | 3238.20 | 347 | -11.4 | 29.43 | 337 | 84 | 1,499 |
| 4 Dec | 3229.20 | 362 | -40.6 | 30.95 | 129 | 14 | 1,416 |
| 3 Dec | 3180.00 | 402 | -49 | 29.29 | 281 | 26 | 1,403 |
| 2 Dec | 3135.70 | 451 | 0 | 36.56 | 1 | 0 | 1,376 |
| 1 Dec | 3133.40 | 451 | 13.05 | 36.71 | 3 | 0 | 1,373 |
| 28 Nov | 3137.50 | 437.95 | -0.6 | 26.33 | 10 | 7 | 1,370 |
| 27 Nov | 3136.60 | 437.7 | 27.7 | 24.74 | 21 | 19 | 1,361 |
| 26 Nov | 3162.90 | 410 | -46.55 | 24.96 | 69 | 30 | 1,342 |
| 25 Nov | 3119.20 | 460 | 28.75 | 29.96 | 166 | 153 | 1,311 |
| 24 Nov | 3141.20 | 438.4 | 9.95 | 26.83 | 535 | 274 | 1,147 |
| 21 Nov | 3150.60 | 430.3 | -2.75 | 31.01 | 671 | 373 | 873 |
| 20 Nov | 3144.80 | 429.25 | 0.45 | 30.45 | 191 | 87 | 503 |
| 19 Nov | 3147.70 | 428.7 | -59.3 | 29.04 | 461 | 270 | 416 |
| 18 Nov | 3087.10 | 488 | 23.65 | 29.79 | 4 | 3 | 145 |
| 17 Nov | 3102.20 | 468 | 14.1 | 27.56 | 151 | 138 | 141 |
| 12 Nov | 3131.80 | 453.9 | -61.65 | 31.93 | 3 | 1 | 5 |
| 10 Nov | 3025.20 | 515.55 | 20.55 | - | 3 | 2 | 3 |
For Tata Consultancy Serv Lt - strike price 3600 expiring on 30DEC2025
Delta for 3600 PE is -0.91
Historical price for 3600 PE is as follows
On 9 Dec TCS was trading at 3208.30. The strike last trading price was 382, which was 30.55 higher than the previous day. The implied volatity was 33.37, the open interest changed by 12 which increased total open position to 1582
On 8 Dec TCS was trading at 3236.50. The strike last trading price was 354.8, which was 4.25 higher than the previous day. The implied volatity was 32.95, the open interest changed by 70 which increased total open position to 1570
On 5 Dec TCS was trading at 3238.20. The strike last trading price was 347, which was -11.4 lower than the previous day. The implied volatity was 29.43, the open interest changed by 84 which increased total open position to 1499
On 4 Dec TCS was trading at 3229.20. The strike last trading price was 362, which was -40.6 lower than the previous day. The implied volatity was 30.95, the open interest changed by 14 which increased total open position to 1416
On 3 Dec TCS was trading at 3180.00. The strike last trading price was 402, which was -49 lower than the previous day. The implied volatity was 29.29, the open interest changed by 26 which increased total open position to 1403
On 2 Dec TCS was trading at 3135.70. The strike last trading price was 451, which was 0 lower than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 1376
On 1 Dec TCS was trading at 3133.40. The strike last trading price was 451, which was 13.05 higher than the previous day. The implied volatity was 36.71, the open interest changed by 0 which decreased total open position to 1373
On 28 Nov TCS was trading at 3137.50. The strike last trading price was 437.95, which was -0.6 lower than the previous day. The implied volatity was 26.33, the open interest changed by 7 which increased total open position to 1370
On 27 Nov TCS was trading at 3136.60. The strike last trading price was 437.7, which was 27.7 higher than the previous day. The implied volatity was 24.74, the open interest changed by 19 which increased total open position to 1361
On 26 Nov TCS was trading at 3162.90. The strike last trading price was 410, which was -46.55 lower than the previous day. The implied volatity was 24.96, the open interest changed by 30 which increased total open position to 1342
On 25 Nov TCS was trading at 3119.20. The strike last trading price was 460, which was 28.75 higher than the previous day. The implied volatity was 29.96, the open interest changed by 153 which increased total open position to 1311
On 24 Nov TCS was trading at 3141.20. The strike last trading price was 438.4, which was 9.95 higher than the previous day. The implied volatity was 26.83, the open interest changed by 274 which increased total open position to 1147
On 21 Nov TCS was trading at 3150.60. The strike last trading price was 430.3, which was -2.75 lower than the previous day. The implied volatity was 31.01, the open interest changed by 373 which increased total open position to 873
On 20 Nov TCS was trading at 3144.80. The strike last trading price was 429.25, which was 0.45 higher than the previous day. The implied volatity was 30.45, the open interest changed by 87 which increased total open position to 503
On 19 Nov TCS was trading at 3147.70. The strike last trading price was 428.7, which was -59.3 lower than the previous day. The implied volatity was 29.04, the open interest changed by 270 which increased total open position to 416
On 18 Nov TCS was trading at 3087.10. The strike last trading price was 488, which was 23.65 higher than the previous day. The implied volatity was 29.79, the open interest changed by 3 which increased total open position to 145
On 17 Nov TCS was trading at 3102.20. The strike last trading price was 468, which was 14.1 higher than the previous day. The implied volatity was 27.56, the open interest changed by 138 which increased total open position to 141
On 12 Nov TCS was trading at 3131.80. The strike last trading price was 453.9, which was -61.65 lower than the previous day. The implied volatity was 31.93, the open interest changed by 1 which increased total open position to 5
On 10 Nov TCS was trading at 3025.20. The strike last trading price was 515.55, which was 20.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3































































































































































































































