TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3250 CE | ||||||||||||||||
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Delta: 0.86
Vega: 1.19
Theta: -4.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 306.45 | 19.25 | 55.63 | 10 | -7 | 54 | |||||||||
| 21 Sept | 3529.40 | 287.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 3546.60 | 287.2 | 14.7 | - | 11 | -2 | 62 | |||||||||
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| 14 Sept | 3492.40 | 253.75 | -23.7 | - | 7 | 1 | 66 | |||||||||
| 17 Aug | 3020.30 | 30.05 | 0 | 4.36 | 0 | 0 | 0 | |||||||||
For Tvs Motor Company Ltd - strike price 3250 expiring on 30SEP2025
Delta for 3250 CE is 0.86
Historical price for 3250 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 306.45, which was 19.25 higher than the previous day. The implied volatity was 55.63, the open interest changed by -7 which decreased total open position to 54
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 287.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 287.2, which was 14.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 62
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 253.75, which was -23.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 66
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 30.05, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
| TVSMOTOR 30SEP2025 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.40
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 2.3 | -0.55 | 31.64 | 169 | -11 | 316 |
| 21 Sept | 3529.40 | 2.7 | -1.15 | 28.68 | 138 | -18 | 328 |
| 18 Sept | 3546.60 | 4 | -1.2 | 30.14 | 150 | 6 | 345 |
| 14 Sept | 3492.40 | 8.4 | -0.65 | 26.72 | 138 | -5 | 408 |
| 17 Aug | 3020.30 | 445.3 | 0 | - | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3250 expiring on 30SEP2025
Delta for 3250 PE is -0.03
Historical price for 3250 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 31.64, the open interest changed by -11 which decreased total open position to 316
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 2.7, which was -1.15 lower than the previous day. The implied volatity was 28.68, the open interest changed by -18 which decreased total open position to 328
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 4, which was -1.2 lower than the previous day. The implied volatity was 30.14, the open interest changed by 6 which increased total open position to 345
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 8.4, which was -0.65 lower than the previous day. The implied volatity was 26.72, the open interest changed by -5 which decreased total open position to 408
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 445.3, 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
