[--[65.84.65.76]--]

TCS

Tata Consultancy Serv Lt
3220.5 +28.60 (0.90%)
L: 3185.7 H: 3223

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Historical option data for TCS

12 Dec 2025 04:10 PM IST
TCS 30-DEC-2025 3640 CE
Delta: 0.01
Vega: 0.24
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3220.50 0.75 0 23.52 78 -27 246
11 Dec 3191.90 0.75 0.1 24.28 18 2 273
10 Dec 3189.20 0.6 -0.3 23.36 19 0 271
9 Dec 3208.30 0.9 -0.1 22.81 11 0 271
8 Dec 3236.50 1.05 0.1 21.20 62 -8 273
5 Dec 3238.20 1 -0.1 19.48 180 -29 283
4 Dec 3229.20 1.1 0.25 19.98 264 -8 311
3 Dec 3180.00 0.8 0.1 20.82 377 46 320
2 Dec 3135.70 0.65 -0.25 21.70 24 -2 271
1 Dec 3133.40 0.9 0.2 22.18 5 0 273
28 Nov 3137.50 1 0.45 21.40 58 0 273
27 Nov 3136.60 0.55 -0.6 19.55 110 -6 273
26 Nov 3162.90 1.15 -0.1 19.97 61 10 279
25 Nov 3119.20 1.25 -0.8 21.62 43 12 269
24 Nov 3141.20 1.85 -0.6 21.81 95 22 257
21 Nov 3150.60 2.45 0.05 21.31 187 171 235
20 Nov 3144.80 2.4 -4.5 20.95 81 55 55


For Tata Consultancy Serv Lt - strike price 3640 expiring on 30DEC2025

Delta for 3640 CE is 0.01

Historical price for 3640 CE is as follows

On 12 Dec TCS was trading at 3220.50. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 23.52, the open interest changed by -27 which decreased total open position to 246


On 11 Dec TCS was trading at 3191.90. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 24.28, the open interest changed by 2 which increased total open position to 273


On 10 Dec TCS was trading at 3189.20. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 23.36, the open interest changed by 0 which decreased total open position to 271


On 9 Dec TCS was trading at 3208.30. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 22.81, the open interest changed by 0 which decreased total open position to 271


On 8 Dec TCS was trading at 3236.50. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 21.20, the open interest changed by -8 which decreased total open position to 273


On 5 Dec TCS was trading at 3238.20. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 19.48, the open interest changed by -29 which decreased total open position to 283


On 4 Dec TCS was trading at 3229.20. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 19.98, the open interest changed by -8 which decreased total open position to 311


On 3 Dec TCS was trading at 3180.00. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 20.82, the open interest changed by 46 which increased total open position to 320


On 2 Dec TCS was trading at 3135.70. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 21.70, the open interest changed by -2 which decreased total open position to 271


On 1 Dec TCS was trading at 3133.40. The strike last trading price was 0.9, which was 0.2 higher than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 273


On 28 Nov TCS was trading at 3137.50. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 273


On 27 Nov TCS was trading at 3136.60. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was 19.55, the open interest changed by -6 which decreased total open position to 273


On 26 Nov TCS was trading at 3162.90. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 19.97, the open interest changed by 10 which increased total open position to 279


On 25 Nov TCS was trading at 3119.20. The strike last trading price was 1.25, which was -0.8 lower than the previous day. The implied volatity was 21.62, the open interest changed by 12 which increased total open position to 269


On 24 Nov TCS was trading at 3141.20. The strike last trading price was 1.85, which was -0.6 lower than the previous day. The implied volatity was 21.81, the open interest changed by 22 which increased total open position to 257


On 21 Nov TCS was trading at 3150.60. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 21.31, the open interest changed by 171 which increased total open position to 235


On 20 Nov TCS was trading at 3144.80. The strike last trading price was 2.4, which was -4.5 lower than the previous day. The implied volatity was 20.95, the open interest changed by 55 which increased total open position to 55


TCS 30DEC2025 3640 PE
Delta: -0.83
Vega: 1.84
Theta: -1.87
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3220.50 435.9 -7.1 53.23 2 0 322
11 Dec 3191.90 443 24.5 42.96 11 0 322
10 Dec 3189.20 418.5 16.5 - 0 0 322
9 Dec 3208.30 418.5 16.5 32.90 2 1 321
8 Dec 3236.50 402 12.45 40.05 18 -11 327
5 Dec 3238.20 385 -12.5 30.59 30 -4 337
4 Dec 3229.20 397 -43 30.11 24 -9 341
3 Dec 3180.00 440 -37 29.87 6 -3 349
2 Dec 3135.70 477 30 - 0 0 0
1 Dec 3133.40 477 30 - 0 0 0
28 Nov 3137.50 477 30 - 0 2 0
27 Nov 3136.60 477 30 26.00 2 1 351
26 Nov 3162.90 447 -58.05 24.05 18 3 351
25 Nov 3119.20 505.05 33.95 35.32 50 47 349
24 Nov 3141.20 477.4 9.85 28.08 272 266 300
21 Nov 3150.60 469.85 9.85 32.92 31 27 34
20 Nov 3144.80 460 -218.95 - 7 5 5


For Tata Consultancy Serv Lt - strike price 3640 expiring on 30DEC2025

Delta for 3640 PE is -0.83

Historical price for 3640 PE is as follows

On 12 Dec TCS was trading at 3220.50. The strike last trading price was 435.9, which was -7.1 lower than the previous day. The implied volatity was 53.23, the open interest changed by 0 which decreased total open position to 322


On 11 Dec TCS was trading at 3191.90. The strike last trading price was 443, which was 24.5 higher than the previous day. The implied volatity was 42.96, the open interest changed by 0 which decreased total open position to 322


On 10 Dec TCS was trading at 3189.20. The strike last trading price was 418.5, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 322


On 9 Dec TCS was trading at 3208.30. The strike last trading price was 418.5, which was 16.5 higher than the previous day. The implied volatity was 32.90, the open interest changed by 1 which increased total open position to 321


On 8 Dec TCS was trading at 3236.50. The strike last trading price was 402, which was 12.45 higher than the previous day. The implied volatity was 40.05, the open interest changed by -11 which decreased total open position to 327


On 5 Dec TCS was trading at 3238.20. The strike last trading price was 385, which was -12.5 lower than the previous day. The implied volatity was 30.59, the open interest changed by -4 which decreased total open position to 337


On 4 Dec TCS was trading at 3229.20. The strike last trading price was 397, which was -43 lower than the previous day. The implied volatity was 30.11, the open interest changed by -9 which decreased total open position to 341


On 3 Dec TCS was trading at 3180.00. The strike last trading price was 440, which was -37 lower than the previous day. The implied volatity was 29.87, the open interest changed by -3 which decreased total open position to 349


On 2 Dec TCS was trading at 3135.70. The strike last trading price was 477, which was 30 higher 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 477, which was 30 higher 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 477, which was 30 higher 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 477, which was 30 higher than the previous day. The implied volatity was 26.00, the open interest changed by 1 which increased total open position to 351


On 26 Nov TCS was trading at 3162.90. The strike last trading price was 447, which was -58.05 lower than the previous day. The implied volatity was 24.05, the open interest changed by 3 which increased total open position to 351


On 25 Nov TCS was trading at 3119.20. The strike last trading price was 505.05, which was 33.95 higher than the previous day. The implied volatity was 35.32, the open interest changed by 47 which increased total open position to 349


On 24 Nov TCS was trading at 3141.20. The strike last trading price was 477.4, which was 9.85 higher than the previous day. The implied volatity was 28.08, the open interest changed by 266 which increased total open position to 300


On 21 Nov TCS was trading at 3150.60. The strike last trading price was 469.85, which was 9.85 higher than the previous day. The implied volatity was 32.92, the open interest changed by 27 which increased total open position to 34


On 20 Nov TCS was trading at 3144.80. The strike last trading price was 460, which was -218.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5