TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.35
Theta: -7.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3525.60 | 374.3 | 30.85 | 76.97 | 6 | -4 | 223 | |||||||||
| 21 Sept | 3529.40 | 343.35 | -12.65 | - | 32 | -2 | 227 | |||||||||
| 18 Sept | 3546.60 | 356 | 28 | 34.80 | 3 | -2 | 229 | |||||||||
| 14 Sept | 3492.40 | 307.95 | -17.45 | - | 31 | -8 | 246 | |||||||||
| 17 Aug | 3020.30 | 32.5 | -2.05 | 19.40 | 38 | 26 | 38 | |||||||||
For Tvs Motor Company Ltd - strike price 3200 expiring on 30SEP2025
Delta for 3200 CE is 0.82
Historical price for 3200 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 374.3, which was 30.85 higher than the previous day. The implied volatity was 76.97, the open interest changed by -4 which decreased total open position to 223
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 343.35, which was -12.65 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 227
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 356, which was 28 higher than the previous day. The implied volatity was 34.80, the open interest changed by -2 which decreased total open position to 229
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 307.95, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 246
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 32.5, which was -2.05 lower than the previous day. The implied volatity was 19.40, the open interest changed by 26 which increased total open position to 38
| TVSMOTOR 30SEP2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.25
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 1.25 | -0.6 | 32.95 | 249 | -62 | 506 |
| 21 Sept | 3529.40 | 1.7 | -1.15 | 30.32 | 191 | -130 | 569 |
| 18 Sept | 3546.60 | 2.75 | -0.75 | 31.97 | 241 | 9 | 699 |
| 14 Sept | 3492.40 | 6 | -0.7 | 28.21 | 277 | 23 | 795 |
| 17 Aug | 3020.30 | 336 | 0 | - | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3200 expiring on 30SEP2025
Delta for 3200 PE is -0.02
Historical price for 3200 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 1.25, which was -0.6 lower than the previous day. The implied volatity was 32.95, the open interest changed by -62 which decreased total open position to 506
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 1.7, which was -1.15 lower than the previous day. The implied volatity was 30.32, the open interest changed by -130 which decreased total open position to 569
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 2.75, which was -0.75 lower than the previous day. The implied volatity was 31.97, the open interest changed by 9 which increased total open position to 699
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 6, which was -0.7 lower than the previous day. The implied volatity was 28.21, the open interest changed by 23 which increased total open position to 795
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 336, 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
