[--[65.84.65.76]--]

TCS

Tata Consultancy Serv Lt
3208.3 -28.20 (-0.87%)
L: 3181.2 H: 3233.7

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Historical option data for TCS

09 Dec 2025 04:10 PM IST
TCS 30-DEC-2025 3600 CE
Delta: 0.02
Vega: 0.38
Theta: -0.22
Gamma: 0.00
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
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
Delta: -0.91
Vega: 1.27
Theta: -0.11
Gamma: 0.00
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