TCS
Tata Consultancy Serv Lt
Historical option data for TCS
12 Dec 2025 04:10 PM IST
| TCS 30-DEC-2025 3640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.24
Theta: -0.17
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 1.84
Theta: -1.87
Gamma: 0.00
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| 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































































































































































































































