TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3450 CE | ||||||||||||||||
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Delta: 0.76
Vega: 1.61
Theta: -3.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 101.95 | -9.4 | 23.50 | 126 | -14 | 151 | |||||||||
| 21 Sept | 3529.40 | 114.75 | -9.7 | 22.13 | 149 | 4 | 165 | |||||||||
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| 18 Sept | 3546.60 | 124.95 | 28.65 | 23.90 | 113 | -27 | 161 | |||||||||
| 14 Sept | 3492.40 | 105.95 | -7.75 | 21.66 | 171 | 1 | 223 | |||||||||
For Tvs Motor Company Ltd - strike price 3450 expiring on 30SEP2025
Delta for 3450 CE is 0.76
Historical price for 3450 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 101.95, which was -9.4 lower than the previous day. The implied volatity was 23.50, the open interest changed by -14 which decreased total open position to 151
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 114.75, which was -9.7 lower than the previous day. The implied volatity was 22.13, the open interest changed by 4 which increased total open position to 165
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 124.95, which was 28.65 higher than the previous day. The implied volatity was 23.90, the open interest changed by -27 which decreased total open position to 161
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 105.95, which was -7.75 lower than the previous day. The implied volatity was 21.66, the open interest changed by 1 which increased total open position to 223
| TVSMOTOR 30SEP2025 3450 PE | |||||||
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Delta: -0.23
Vega: 1.57
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 15.5 | -4.35 | 22.31 | 703 | -36 | 389 |
| 21 Sept | 3529.40 | 19.05 | -0.55 | 22.39 | 581 | 32 | 426 |
| 18 Sept | 3546.60 | 20.25 | -13.85 | 22.81 | 774 | 81 | 402 |
| 14 Sept | 3492.40 | 44.7 | 1.45 | 23.90 | 683 | 24 | 366 |
For Tvs Motor Company Ltd - strike price 3450 expiring on 30SEP2025
Delta for 3450 PE is -0.23
Historical price for 3450 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 15.5, which was -4.35 lower than the previous day. The implied volatity was 22.31, the open interest changed by -36 which decreased total open position to 389
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 19.05, which was -0.55 lower than the previous day. The implied volatity was 22.39, the open interest changed by 32 which increased total open position to 426
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 20.25, which was -13.85 lower than the previous day. The implied volatity was 22.81, the open interest changed by 81 which increased total open position to 402
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 44.7, which was 1.45 higher than the previous day. The implied volatity was 23.90, the open interest changed by 24 which increased total open position to 366
