TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.67
Theta: -2.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 239 | -5.45 | 31.25 | 22 | -14 | 441 | |||||||||
| 21 Sept | 3529.40 | 244 | -15.75 | - | 4 | -1 | 455 | |||||||||
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| 18 Sept | 3546.60 | 253 | 34.15 | 20.05 | 59 | -20 | 456 | |||||||||
| 14 Sept | 3492.40 | 224 | -7.25 | 21.52 | 14 | -3 | 485 | |||||||||
| 17 Aug | 3020.30 | 89.2 | 0 | 5.40 | 0 | 0 | 0 | |||||||||
For Tvs Motor Company Ltd - strike price 3300 expiring on 30SEP2025
Delta for 3300 CE is 0.93
Historical price for 3300 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 239, which was -5.45 lower than the previous day. The implied volatity was 31.25, the open interest changed by -14 which decreased total open position to 441
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 244, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 455
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 253, which was 34.15 higher than the previous day. The implied volatity was 20.05, the open interest changed by -20 which decreased total open position to 456
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 224, which was -7.25 lower than the previous day. The implied volatity was 21.52, the open interest changed by -3 which decreased total open position to 485
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 89.2, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0
| TVSMOTOR 30SEP2025 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.50
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 2.8 | -1.25 | 27.88 | 420 | -61 | 589 |
| 21 Sept | 3529.40 | 3.65 | -1.25 | 26.06 | 624 | 55 | 647 |
| 18 Sept | 3546.60 | 5 | -2.8 | 27.24 | 661 | -119 | 595 |
| 14 Sept | 3492.40 | 12.15 | -0.9 | 25.28 | 491 | 20 | 737 |
| 17 Aug | 3020.30 | 407.45 | 0 | - | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3300 expiring on 30SEP2025
Delta for 3300 PE is -0.05
Historical price for 3300 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 27.88, the open interest changed by -61 which decreased total open position to 589
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 3.65, which was -1.25 lower than the previous day. The implied volatity was 26.06, the open interest changed by 55 which increased total open position to 647
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 5, which was -2.8 lower than the previous day. The implied volatity was 27.24, the open interest changed by -119 which decreased total open position to 595
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 12.15, which was -0.9 lower than the previous day. The implied volatity was 25.28, the open interest changed by 20 which increased total open position to 737
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 407.45, 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
