TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3400 CE | ||||||||||||||||
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Delta: 0.87
Vega: 1.12
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 143 | -12.55 | 24.02 | 583 | -163 | 477 | |||||||||
| 21 Sept | 3529.40 | 159.85 | -4.1 | 25.41 | 144 | -26 | 640 | |||||||||
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| 18 Sept | 3546.60 | 166.35 | 34.15 | 25.10 | 110 | 12 | 664 | |||||||||
| 14 Sept | 3492.40 | 140.8 | -8.45 | 21.93 | 375 | -7 | 674 | |||||||||
| 17 Aug | 3020.30 | 9.2 | -0.7 | 21.46 | 46 | 6 | 80 | |||||||||
For Tvs Motor Company Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 CE is 0.87
Historical price for 3400 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 143, which was -12.55 lower than the previous day. The implied volatity was 24.02, the open interest changed by -163 which decreased total open position to 477
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 159.85, which was -4.1 lower than the previous day. The implied volatity was 25.41, the open interest changed by -26 which decreased total open position to 640
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 166.35, which was 34.15 higher than the previous day. The implied volatity was 25.10, the open interest changed by 12 which increased total open position to 664
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 140.8, which was -8.45 lower than the previous day. The implied volatity was 21.93, the open interest changed by -7 which decreased total open position to 674
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 9.2, which was -0.7 lower than the previous day. The implied volatity was 21.46, the open interest changed by 6 which increased total open position to 80
| TVSMOTOR 30SEP2025 3400 PE | |||||||
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Delta: -0.13
Vega: 1.08
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 7.8 | -3.2 | 23.33 | 846 | 5 | 606 |
| 21 Sept | 3529.40 | 10.1 | -1.3 | 22.83 | 476 | -21 | 601 |
| 18 Sept | 3546.60 | 11.8 | -8.85 | 23.66 | 879 | -85 | 621 |
| 14 Sept | 3492.40 | 29.35 | 0.5 | 24.09 | 697 | 53 | 749 |
| 17 Aug | 3020.30 | 484.15 | 0 | - | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 PE is -0.13
Historical price for 3400 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 7.8, which was -3.2 lower than the previous day. The implied volatity was 23.33, the open interest changed by 5 which increased total open position to 606
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 10.1, which was -1.3 lower than the previous day. The implied volatity was 22.83, the open interest changed by -21 which decreased total open position to 601
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 11.8, which was -8.85 lower than the previous day. The implied volatity was 23.66, the open interest changed by -85 which decreased total open position to 621
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 29.35, which was 0.5 higher than the previous day. The implied volatity was 24.09, the open interest changed by 53 which increased total open position to 749
On 17 Aug TVSMOTOR was trading at 3020.30. The strike last trading price was 484.15, 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
