TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 0.93
Theta: -2.49
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 191.75 | -2.6 | 28.96 | 8 | -4 | 212 | |||||||||
| 21 Sept | 3529.40 | 194.35 | -14.45 | - | 24 | -14 | 217 | |||||||||
| 18 Sept | 3546.60 | 210.8 | 37.65 | 26.31 | 19 | -8 | 234 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 3492.40 | 175 | -12.8 | 18.18 | 16 | 3 | 250 | |||||||||
| 17 Aug | 3020.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tvs Motor Company Ltd - strike price 3350 expiring on 30SEP2025
Delta for 3350 CE is 0.90
Historical price for 3350 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 191.75, which was -2.6 lower than the previous day. The implied volatity was 28.96, the open interest changed by -4 which decreased total open position to 212
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 194.35, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 217
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 210.8, which was 37.65 higher than the previous day. The implied volatity was 26.31, the open interest changed by -8 which decreased total open position to 234
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 175, which was -12.8 lower than the previous day. The implied volatity was 18.18, the open interest changed by 3 which increased total open position to 250
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 0, 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
| TVSMOTOR 30SEP2025 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.73
Theta: -1.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 4.4 | -1.75 | 25.33 | 534 | -44 | 447 |
| 21 Sept | 3529.40 | 5.75 | -1.2 | 24.13 | 247 | -36 | 496 |
| 18 Sept | 3546.60 | 7.15 | -5.15 | 25.01 | 519 | 47 | 524 |
| 14 Sept | 3492.40 | 19.1 | 0 | 24.73 | 360 | -14 | 377 |
| 17 Aug | 3020.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3350 expiring on 30SEP2025
Delta for 3350 PE is -0.07
Historical price for 3350 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 4.4, which was -1.75 lower than the previous day. The implied volatity was 25.33, the open interest changed by -44 which decreased total open position to 447
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 5.75, which was -1.2 lower than the previous day. The implied volatity was 24.13, the open interest changed by -36 which decreased total open position to 496
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 7.15, which was -5.15 lower than the previous day. The implied volatity was 25.01, the open interest changed by 47 which increased total open position to 524
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 19.1, which was 0 lower than the previous day. The implied volatity was 24.73, the open interest changed by -14 which decreased total open position to 377
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 0, 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
