TCS
Tata Consultancy Serv Lt
Historical option data for TCS
16 Dec 2025 04:10 PM IST
| TCS 30-DEC-2025 3720 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 16 Dec | 3205.10 | 0.5 | 0 | - | 0 | 0 | 5 | |||||||||
| 15 Dec | 3230.20 | 0.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 3220.50 | 0.5 | 0 | - | 0 | 0 | 5 | |||||||||
| 11 Dec | 3191.90 | 0.5 | 0 | - | 0 | 0 | 5 | |||||||||
| 10 Dec | 3189.20 | 0.5 | 0 | 26.02 | 1 | 0 | 6 | |||||||||
| 9 Dec | 3208.30 | 0.5 | -0.4 | 24.50 | 6 | 0 | 9 | |||||||||
| 8 Dec | 3236.50 | 0.9 | -6 | - | 0 | 0 | 9 | |||||||||
| 5 Dec | 3238.20 | 0.9 | -6 | 22.41 | 9 | 7 | 7 | |||||||||
For Tata Consultancy Serv Lt - strike price 3720 expiring on 30DEC2025
Delta for 3720 CE is -
Historical price for 3720 CE is as follows
On 16 Dec TCS was trading at 3205.10. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Dec TCS was trading at 3230.20. The strike last trading price was 0.5, 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 Dec TCS was trading at 3220.50. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec TCS was trading at 3191.90. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Dec TCS was trading at 3189.20. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 6
On 9 Dec TCS was trading at 3208.30. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 24.50, the open interest changed by 0 which decreased total open position to 9
On 8 Dec TCS was trading at 3236.50. The strike last trading price was 0.9, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Dec TCS was trading at 3238.20. The strike last trading price was 0.9, which was -6 lower than the previous day. The implied volatity was 22.41, the open interest changed by 7 which increased total open position to 7
| TCS 30DEC2025 3720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.83
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 3205.10 | 508.85 | 32.55 | 48.32 | 2 | 1 | 3 |
| 15 Dec | 3230.20 | 476.3 | -209.75 | 32.20 | 11 | 4 | 4 |
| 12 Dec | 3220.50 | 686.05 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 3191.90 | 686.05 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 3189.20 | 686.05 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 3208.30 | 686.05 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 3236.50 | 686.05 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 3238.20 | 686.05 | 0 | - | 0 | 0 | 0 |
For Tata Consultancy Serv Lt - strike price 3720 expiring on 30DEC2025
Delta for 3720 PE is -0.93
Historical price for 3720 PE is as follows
On 16 Dec TCS was trading at 3205.10. The strike last trading price was 508.85, which was 32.55 higher than the previous day. The implied volatity was 48.32, the open interest changed by 1 which increased total open position to 3
On 15 Dec TCS was trading at 3230.20. The strike last trading price was 476.3, which was -209.75 lower than the previous day. The implied volatity was 32.20, the open interest changed by 4 which increased total open position to 4
On 12 Dec TCS was trading at 3220.50. The strike last trading price was 686.05, 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 Dec TCS was trading at 3191.90. The strike last trading price was 686.05, 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 Dec TCS was trading at 3189.20. The strike last trading price was 686.05, 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 9 Dec TCS was trading at 3208.30. The strike last trading price was 686.05, 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 8 Dec TCS was trading at 3236.50. The strike last trading price was 686.05, 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 Dec TCS was trading at 3238.20. The strike last trading price was 686.05, 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































































































































































































































