TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
28 Sep 2025 10:06 PM IST
| TVSMOTOR 28-OCT-2025 3400 CE | ||||||||||||||||
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Delta: 0.59
Vega: 3.93
Theta: -2.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 3414.40 | 136.2 | 7.45 | 26.88 | 554 | 5 | 477 | |||||||||
| 22 Sept | 3525.60 | 203.7 | -6.3 | 24.21 | 479 | 343 | 417 | |||||||||
| 21 Sept | 3529.40 | 210 | 0 | 22.63 | 2 | 0 | 74 | |||||||||
| 18 Sept | 3546.60 | 210 | 22 | 20.97 | 55 | 33 | 72 | |||||||||
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| 14 Sept | 3492.40 | 195 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tvs Motor Company Ltd - strike price 3400 expiring on 28OCT2025
Delta for 3400 CE is 0.59
Historical price for 3400 CE is as follows
On 28 Sept TVSMOTOR was trading at 3414.40. The strike last trading price was 136.2, which was 7.45 higher than the previous day. The implied volatity was 26.88, the open interest changed by 5 which increased total open position to 477
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 203.7, which was -6.3 lower than the previous day. The implied volatity was 24.21, the open interest changed by 343 which increased total open position to 417
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 22.63, the open interest changed by 0 which decreased total open position to 74
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 210, which was 22 higher than the previous day. The implied volatity was 20.97, the open interest changed by 33 which increased total open position to 72
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 195, 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 28OCT2025 3400 PE | |||||||
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Delta: -0.41
Vega: 3.95
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 3414.40 | 95.1 | 2.7 | 29.82 | 536 | 102 | 343 |
| 22 Sept | 3525.60 | 50 | 5.45 | 26.05 | 361 | 124 | 281 |
| 21 Sept | 3529.40 | 43.5 | -0.4 | 24.12 | 40 | 19 | 156 |
| 18 Sept | 3546.60 | 44 | -11.7 | 24.39 | 86 | 54 | 127 |
| 14 Sept | 3492.40 | 63 | 4.35 | 25.04 | 42 | 20 | 66 |
For Tvs Motor Company Ltd - strike price 3400 expiring on 28OCT2025
Delta for 3400 PE is -0.41
Historical price for 3400 PE is as follows
On 28 Sept TVSMOTOR was trading at 3414.40. The strike last trading price was 95.1, which was 2.7 higher than the previous day. The implied volatity was 29.82, the open interest changed by 102 which increased total open position to 343
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 50, which was 5.45 higher than the previous day. The implied volatity was 26.05, the open interest changed by 124 which increased total open position to 281
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 43.5, which was -0.4 lower than the previous day. The implied volatity was 24.12, the open interest changed by 19 which increased total open position to 156
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 44, which was -11.7 lower than the previous day. The implied volatity was 24.39, the open interest changed by 54 which increased total open position to 127
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 63, which was 4.35 higher than the previous day. The implied volatity was 25.04, the open interest changed by 20 which increased total open position to 66
