TCS
Tata Consultancy Serv Lt
Historical option data for TCS
11 Mar 2025 12:20 PM IST
| TCS 27MAR2025 3600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 2.95
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 3559.85 | 44.95 | -14.65 | 18.76 | 11,793 | 645 | 4,267 | |||
| 10 Mar | 3589.65 | 58.5 | -16.7 | 18.01 | 6,705 | 38 | 3,627 | |||
| 7 Mar | 3611.20 | 72.65 | 2.15 | 18.23 | 14,500 | -325 | 3,589 | |||
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| 6 Mar | 3601.60 | 67.55 | 14.45 | 17.14 | 14,206 | -3 | 3,928 | |||
| 5 Mar | 3547.05 | 54.4 | 9.2 | 18.47 | 13,623 | -63 | 3,929 | |||
| 4 Mar | 3532.05 | 44.9 | 5.05 | 18.17 | 12,344 | -195 | 4,035 | |||
| 3 Mar | 3493.05 | 41.1 | 1 | 19.55 | 10,473 | 112 | 4,257 | |||
| 28 Feb | 3483.25 | 39 | -65.25 | 20.28 | 14,356 | 2,741 | 4,120 | |||
| 27 Feb | 3612.55 | 103.35 | -17.6 | 21.27 | 4,548 | 648 | 1,379 | |||
| 26 Feb | 3627.00 | 119 | -35.9 | 21.37 | 2,046 | 455 | 723 | |||
| 25 Feb | 3629.55 | 119 | -35.9 | 21.37 | 2,046 | 447 | 723 | |||
| 24 Feb | 3675.60 | 152.35 | -89.7 | 22.09 | 412 | 226 | 276 | |||
| 21 Feb | 3786.00 | 242.05 | 7.05 | 19.96 | 58 | 49 | 50 | |||
| 20 Feb | 3779.40 | 235 | -419.25 | 17.26 | 1 | 0 | 0 | |||
| 19 Feb | 3784.10 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3873.20 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 3904.50 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 3934.85 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 3910.15 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 3950.15 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 3963.55 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 4036.95 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 4029.40 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 4082.75 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 4091.10 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 4107.05 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 4068.65 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 4112.40 | 654.25 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 4100.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 4040.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 4065.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 4152.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 4145.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Consultancy Serv Lt - strike price 3600 expiring on 27MAR2025
Delta for 3600 CE is 0.44
Historical price for 3600 CE is as follows
On 11 Mar TCS was trading at 3559.85. The strike last trading price was 44.95, which was -14.65 lower than the previous day. The implied volatity was 18.76, the open interest changed by 645 which increased total open position to 4267
On 10 Mar TCS was trading at 3589.65. The strike last trading price was 58.5, which was -16.7 lower than the previous day. The implied volatity was 18.01, the open interest changed by 38 which increased total open position to 3627
On 7 Mar TCS was trading at 3611.20. The strike last trading price was 72.65, which was 2.15 higher than the previous day. The implied volatity was 18.23, the open interest changed by -325 which decreased total open position to 3589
On 6 Mar TCS was trading at 3601.60. The strike last trading price was 67.55, which was 14.45 higher than the previous day. The implied volatity was 17.14, the open interest changed by -3 which decreased total open position to 3928
On 5 Mar TCS was trading at 3547.05. The strike last trading price was 54.4, which was 9.2 higher than the previous day. The implied volatity was 18.47, the open interest changed by -63 which decreased total open position to 3929
On 4 Mar TCS was trading at 3532.05. The strike last trading price was 44.9, which was 5.05 higher than the previous day. The implied volatity was 18.17, the open interest changed by -195 which decreased total open position to 4035
On 3 Mar TCS was trading at 3493.05. The strike last trading price was 41.1, which was 1 higher than the previous day. The implied volatity was 19.55, the open interest changed by 112 which increased total open position to 4257
On 28 Feb TCS was trading at 3483.25. The strike last trading price was 39, which was -65.25 lower than the previous day. The implied volatity was 20.28, the open interest changed by 2741 which increased total open position to 4120
On 27 Feb TCS was trading at 3612.55. The strike last trading price was 103.35, which was -17.6 lower than the previous day. The implied volatity was 21.27, the open interest changed by 648 which increased total open position to 1379
On 26 Feb TCS was trading at 3627.00. The strike last trading price was 119, which was -35.9 lower than the previous day. The implied volatity was 21.37, the open interest changed by 455 which increased total open position to 723
On 25 Feb TCS was trading at 3629.55. The strike last trading price was 119, which was -35.9 lower than the previous day. The implied volatity was 21.37, the open interest changed by 447 which increased total open position to 723
On 24 Feb TCS was trading at 3675.60. The strike last trading price was 152.35, which was -89.7 lower than the previous day. The implied volatity was 22.09, the open interest changed by 226 which increased total open position to 276
On 21 Feb TCS was trading at 3786.00. The strike last trading price was 242.05, which was 7.05 higher than the previous day. The implied volatity was 19.96, the open interest changed by 49 which increased total open position to 50
On 20 Feb TCS was trading at 3779.40. The strike last trading price was 235, which was -419.25 lower than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 0
On 19 Feb TCS was trading at 3784.10. The strike last trading price was 654.25, 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 Feb TCS was trading at 3873.20. The strike last trading price was 654.25, 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 Feb TCS was trading at 3904.50. The strike last trading price was 654.25, 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 Feb TCS was trading at 3934.85. The strike last trading price was 654.25, 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 Feb TCS was trading at 3910.15. The strike last trading price was 654.25, 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 Feb TCS was trading at 3950.15. The strike last trading price was 654.25, 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 Feb TCS was trading at 3963.55. The strike last trading price was 654.25, 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 4036.95. The strike last trading price was 654.25, 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 Feb TCS was trading at 4029.40. The strike last trading price was 654.25, 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 4082.75. The strike last trading price was 654.25, 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 5 Feb TCS was trading at 4091.10. The strike last trading price was 654.25, 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 Feb TCS was trading at 4107.05. The strike last trading price was 654.25, 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 Feb TCS was trading at 4068.65. The strike last trading price was 654.25, 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 Jan TCS was trading at 4112.40. The strike last trading price was 654.25, 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 Jan TCS was trading at 4100.05. 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 Jan TCS was trading at 4040.30. 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 27 Jan TCS was trading at 4065.15. 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 Jan TCS was trading at 4152.35. 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 23 Jan TCS was trading at 4145.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TCS 27MAR2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 2.96
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 3559.85 | 77.3 | 17.2 | 21.54 | 6,628 | 105 | 2,730 |
| 10 Mar | 3589.65 | 61 | 3.55 | 20.67 | 6,657 | -134 | 2,625 |
| 7 Mar | 3611.20 | 58.1 | -4 | 20.41 | 8,262 | -19 | 2,759 |
| 6 Mar | 3601.60 | 64.7 | -21.65 | 21.19 | 4,614 | -210 | 2,767 |
| 5 Mar | 3547.05 | 84.7 | -14.75 | 21.04 | 5,006 | 226 | 3,040 |
| 4 Mar | 3532.05 | 100.6 | -22.25 | 21.45 | 2,512 | -243 | 2,816 |
| 3 Mar | 3493.05 | 117.8 | -17.55 | 21.60 | 1,937 | 257 | 3,057 |
| 28 Feb | 3483.25 | 134.9 | 67.4 | 20.41 | 5,812 | 20 | 3,005 |
| 27 Feb | 3612.55 | 69 | 2.1 | 21.58 | 5,947 | 869 | 2,985 |
| 26 Feb | 3627.00 | 67.5 | 16.35 | 22.60 | 4,729 | 602 | 2,130 |
| 25 Feb | 3629.55 | 67.5 | 16.35 | 22.60 | 4,729 | 616 | 2,130 |
| 24 Feb | 3675.60 | 53.5 | 25.2 | 22.77 | 2,169 | 337 | 1,506 |
| 21 Feb | 3786.00 | 31 | 0.05 | 24.08 | 791 | 103 | 1,139 |
| 20 Feb | 3779.40 | 31.45 | -1.55 | 23.83 | 744 | 17 | 1,035 |
| 19 Feb | 3784.10 | 33.55 | 13 | 24.01 | 2,930 | 8 | 1,021 |
| 18 Feb | 3873.20 | 20.5 | 4.45 | 24.23 | 1,471 | 320 | 1,026 |
| 17 Feb | 3904.50 | 15.65 | -1.95 | 23.68 | 622 | -10 | 705 |
| 14 Feb | 3934.85 | 17.8 | -0.8 | 24.72 | 899 | 243 | 715 |
| 13 Feb | 3910.15 | 18.85 | 7.3 | 24.53 | 940 | 291 | 469 |
| 12 Feb | 3950.15 | 12 | 2 | 22.88 | 140 | 11 | 177 |
| 11 Feb | 3963.55 | 10 | 3 | 22.07 | 62 | 24 | 166 |
| 10 Feb | 4036.95 | 7 | -1.2 | 22.50 | 35 | -9 | 141 |
| 7 Feb | 4029.40 | 8.2 | 1.85 | 22.58 | 18 | 10 | 149 |
| 6 Feb | 4082.75 | 6.35 | -0.6 | 22.97 | 59 | 7 | 138 |
| 5 Feb | 4091.10 | 6.95 | -0.05 | 23.16 | 77 | 38 | 122 |
| 4 Feb | 4107.05 | 7 | -1.85 | 23.60 | 53 | 39 | 84 |
| 3 Feb | 4068.65 | 8.5 | -3.25 | 23.06 | 17 | -1 | 30 |
| 31 Jan | 4112.40 | 11.75 | -1.25 | 25.74 | 3 | 2 | 30 |
| 30 Jan | 4100.05 | 13 | -6.4 | 25.82 | 2 | 1 | 27 |
| 28 Jan | 4040.30 | 19.2 | -0.8 | 26.14 | 5 | 0 | 26 |
| 27 Jan | 4065.15 | 20 | 9 | 27.09 | 23 | 20 | 26 |
| 24 Jan | 4152.35 | 11 | -1 | 25.32 | 3 | 1 | 5 |
| 23 Jan | 4145.45 | 12 | 25.48 | 4 | 2 | 3 | |
For Tata Consultancy Serv Lt - strike price 3600 expiring on 27MAR2025
Delta for 3600 PE is -0.55
Historical price for 3600 PE is as follows
On 11 Mar TCS was trading at 3559.85. The strike last trading price was 77.3, which was 17.2 higher than the previous day. The implied volatity was 21.54, the open interest changed by 105 which increased total open position to 2730
On 10 Mar TCS was trading at 3589.65. The strike last trading price was 61, which was 3.55 higher than the previous day. The implied volatity was 20.67, the open interest changed by -134 which decreased total open position to 2625
On 7 Mar TCS was trading at 3611.20. The strike last trading price was 58.1, which was -4 lower than the previous day. The implied volatity was 20.41, the open interest changed by -19 which decreased total open position to 2759
On 6 Mar TCS was trading at 3601.60. The strike last trading price was 64.7, which was -21.65 lower than the previous day. The implied volatity was 21.19, the open interest changed by -210 which decreased total open position to 2767
On 5 Mar TCS was trading at 3547.05. The strike last trading price was 84.7, which was -14.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 226 which increased total open position to 3040
On 4 Mar TCS was trading at 3532.05. The strike last trading price was 100.6, which was -22.25 lower than the previous day. The implied volatity was 21.45, the open interest changed by -243 which decreased total open position to 2816
On 3 Mar TCS was trading at 3493.05. The strike last trading price was 117.8, which was -17.55 lower than the previous day. The implied volatity was 21.60, the open interest changed by 257 which increased total open position to 3057
On 28 Feb TCS was trading at 3483.25. The strike last trading price was 134.9, which was 67.4 higher than the previous day. The implied volatity was 20.41, the open interest changed by 20 which increased total open position to 3005
On 27 Feb TCS was trading at 3612.55. The strike last trading price was 69, which was 2.1 higher than the previous day. The implied volatity was 21.58, the open interest changed by 869 which increased total open position to 2985
On 26 Feb TCS was trading at 3627.00. The strike last trading price was 67.5, which was 16.35 higher than the previous day. The implied volatity was 22.60, the open interest changed by 602 which increased total open position to 2130
On 25 Feb TCS was trading at 3629.55. The strike last trading price was 67.5, which was 16.35 higher than the previous day. The implied volatity was 22.60, the open interest changed by 616 which increased total open position to 2130
On 24 Feb TCS was trading at 3675.60. The strike last trading price was 53.5, which was 25.2 higher than the previous day. The implied volatity was 22.77, the open interest changed by 337 which increased total open position to 1506
On 21 Feb TCS was trading at 3786.00. The strike last trading price was 31, which was 0.05 higher than the previous day. The implied volatity was 24.08, the open interest changed by 103 which increased total open position to 1139
On 20 Feb TCS was trading at 3779.40. The strike last trading price was 31.45, which was -1.55 lower than the previous day. The implied volatity was 23.83, the open interest changed by 17 which increased total open position to 1035
On 19 Feb TCS was trading at 3784.10. The strike last trading price was 33.55, which was 13 higher than the previous day. The implied volatity was 24.01, the open interest changed by 8 which increased total open position to 1021
On 18 Feb TCS was trading at 3873.20. The strike last trading price was 20.5, which was 4.45 higher than the previous day. The implied volatity was 24.23, the open interest changed by 320 which increased total open position to 1026
On 17 Feb TCS was trading at 3904.50. The strike last trading price was 15.65, which was -1.95 lower than the previous day. The implied volatity was 23.68, the open interest changed by -10 which decreased total open position to 705
On 14 Feb TCS was trading at 3934.85. The strike last trading price was 17.8, which was -0.8 lower than the previous day. The implied volatity was 24.72, the open interest changed by 243 which increased total open position to 715
On 13 Feb TCS was trading at 3910.15. The strike last trading price was 18.85, which was 7.3 higher than the previous day. The implied volatity was 24.53, the open interest changed by 291 which increased total open position to 469
On 12 Feb TCS was trading at 3950.15. The strike last trading price was 12, which was 2 higher than the previous day. The implied volatity was 22.88, the open interest changed by 11 which increased total open position to 177
On 11 Feb TCS was trading at 3963.55. The strike last trading price was 10, which was 3 higher than the previous day. The implied volatity was 22.07, the open interest changed by 24 which increased total open position to 166
On 10 Feb TCS was trading at 4036.95. The strike last trading price was 7, which was -1.2 lower than the previous day. The implied volatity was 22.50, the open interest changed by -9 which decreased total open position to 141
On 7 Feb TCS was trading at 4029.40. The strike last trading price was 8.2, which was 1.85 higher than the previous day. The implied volatity was 22.58, the open interest changed by 10 which increased total open position to 149
On 6 Feb TCS was trading at 4082.75. The strike last trading price was 6.35, which was -0.6 lower than the previous day. The implied volatity was 22.97, the open interest changed by 7 which increased total open position to 138
On 5 Feb TCS was trading at 4091.10. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was 23.16, the open interest changed by 38 which increased total open position to 122
On 4 Feb TCS was trading at 4107.05. The strike last trading price was 7, which was -1.85 lower than the previous day. The implied volatity was 23.60, the open interest changed by 39 which increased total open position to 84
On 3 Feb TCS was trading at 4068.65. The strike last trading price was 8.5, which was -3.25 lower than the previous day. The implied volatity was 23.06, the open interest changed by -1 which decreased total open position to 30
On 31 Jan TCS was trading at 4112.40. The strike last trading price was 11.75, which was -1.25 lower than the previous day. The implied volatity was 25.74, the open interest changed by 2 which increased total open position to 30
On 30 Jan TCS was trading at 4100.05. The strike last trading price was 13, which was -6.4 lower than the previous day. The implied volatity was 25.82, the open interest changed by 1 which increased total open position to 27
On 28 Jan TCS was trading at 4040.30. The strike last trading price was 19.2, which was -0.8 lower than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 26
On 27 Jan TCS was trading at 4065.15. The strike last trading price was 20, which was 9 higher than the previous day. The implied volatity was 27.09, the open interest changed by 20 which increased total open position to 26
On 24 Jan TCS was trading at 4152.35. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 25.32, the open interest changed by 1 which increased total open position to 5
On 23 Jan TCS was trading at 4145.45. The strike last trading price was 12, which was lower than the previous day. The implied volatity was 25.48, the open interest changed by 2 which increased total open position to 3
