TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3500 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.99
Theta: -3.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 68 | -10.5 | 23.50 | 1,497 | -100 | 894 | |||||||||
| 21 Sept | 3529.40 | 81 | -7.7 | 22.50 | 1,153 | -1 | 997 | |||||||||
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| 18 Sept | 3546.60 | 88 | 20.95 | 22.77 | 3,697 | -158 | 995 | |||||||||
| 14 Sept | 3492.40 | 75.8 | -8.45 | 21.61 | 2,221 | 18 | 982 | |||||||||
For Tvs Motor Company Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is 0.62
Historical price for 3500 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 68, which was -10.5 lower than the previous day. The implied volatity was 23.50, the open interest changed by -100 which decreased total open position to 894
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 81, which was -7.7 lower than the previous day. The implied volatity was 22.50, the open interest changed by -1 which decreased total open position to 997
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 88, which was 20.95 higher than the previous day. The implied volatity was 22.77, the open interest changed by -158 which decreased total open position to 995
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 75.8, which was -8.45 lower than the previous day. The implied volatity was 21.61, the open interest changed by 18 which increased total open position to 982
| TVSMOTOR 30SEP2025 3500 PE | |||||||
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Delta: -0.37
Vega: 1.98
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 30.2 | -5.25 | 21.92 | 1,304 | -41 | 597 |
| 21 Sept | 3529.40 | 33.25 | -1 | 21.89 | 1,137 | -70 | 638 |
| 18 Sept | 3546.60 | 35 | -20.1 | 22.64 | 1,709 | 39 | 718 |
| 14 Sept | 3492.40 | 65 | 1.85 | 23.84 | 1,740 | -11 | 612 |
For Tvs Motor Company Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is -0.37
Historical price for 3500 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 30.2, which was -5.25 lower than the previous day. The implied volatity was 21.92, the open interest changed by -41 which decreased total open position to 597
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 33.25, which was -1 lower than the previous day. The implied volatity was 21.89, the open interest changed by -70 which decreased total open position to 638
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 35, which was -20.1 lower than the previous day. The implied volatity was 22.64, the open interest changed by 39 which increased total open position to 718
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 65, which was 1.85 higher than the previous day. The implied volatity was 23.84, the open interest changed by -11 which decreased total open position to 612
