TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 28OCT2025 3500 CE | ||||||||||||||||
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Delta: 0.61
Vega: 4.26
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 140.25 | -4.4 | 24.38 | 136 | 21 | 211 | |||||||||
| 21 Sept | 3529.40 | 145 | -6.3 | 22.90 | 84 | 3 | 192 | |||||||||
| 18 Sept | 3546.60 | 149.9 | 21.75 | 22.82 | 187 | 28 | 186 | |||||||||
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| 14 Sept | 3492.40 | 127 | -8.35 | 20.92 | 58 | 6 | 88 | |||||||||
For Tvs Motor Company Ltd - strike price 3500 expiring on 28OCT2025
Delta for 3500 CE is 0.61
Historical price for 3500 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 140.25, which was -4.4 lower than the previous day. The implied volatity was 24.38, the open interest changed by 21 which increased total open position to 211
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 145, which was -6.3 lower than the previous day. The implied volatity was 22.90, the open interest changed by 3 which increased total open position to 192
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 149.9, which was 21.75 higher than the previous day. The implied volatity was 22.82, the open interest changed by 28 which increased total open position to 186
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 127, which was -8.35 lower than the previous day. The implied volatity was 20.92, the open interest changed by 6 which increased total open position to 88
| TVSMOTOR 28OCT2025 3500 PE | |||||||
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Delta: -0.40
Vega: 4.27
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 84.15 | 4.15 | 25.61 | 103 | 12 | 167 |
| 21 Sept | 3529.40 | 80 | 1.5 | 24.72 | 43 | -7 | 155 |
| 18 Sept | 3546.60 | 80 | -15.8 | 24.95 | 126 | 71 | 159 |
| 14 Sept | 3492.40 | 101.4 | 7.45 | 24.88 | 37 | 3 | 49 |
For Tvs Motor Company Ltd - strike price 3500 expiring on 28OCT2025
Delta for 3500 PE is -0.40
Historical price for 3500 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 84.15, which was 4.15 higher than the previous day. The implied volatity was 25.61, the open interest changed by 12 which increased total open position to 167
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 80, which was 1.5 higher than the previous day. The implied volatity was 24.72, the open interest changed by -7 which decreased total open position to 155
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 80, which was -15.8 lower than the previous day. The implied volatity was 24.95, the open interest changed by 71 which increased total open position to 159
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 101.4, which was 7.45 higher than the previous day. The implied volatity was 24.88, the open interest changed by 3 which increased total open position to 49
