TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3550 CE | ||||||||||||||||
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Delta: 0.46
Vega: 2.07
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 42.6 | -9.65 | 23.88 | 3,160 | -221 | 893 | |||||||||
| 21 Sept | 3529.40 | 53.2 | -7.45 | 22.43 | 2,737 | 315 | 1,121 | |||||||||
| 18 Sept | 3546.60 | 60.2 | 14.95 | 22.95 | 2,465 | 27 | 796 | |||||||||
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| 14 Sept | 3492.40 | 53.85 | -6.8 | 21.98 | 2,208 | 182 | 620 | |||||||||
For Tvs Motor Company Ltd - strike price 3550 expiring on 30SEP2025
Delta for 3550 CE is 0.46
Historical price for 3550 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 42.6, which was -9.65 lower than the previous day. The implied volatity was 23.88, the open interest changed by -221 which decreased total open position to 893
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 53.2, which was -7.45 lower than the previous day. The implied volatity was 22.43, the open interest changed by 315 which increased total open position to 1121
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 60.2, which was 14.95 higher than the previous day. The implied volatity was 22.95, the open interest changed by 27 which increased total open position to 796
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 53.85, which was -6.8 lower than the previous day. The implied volatity was 21.98, the open interest changed by 182 which increased total open position to 620
| TVSMOTOR 30SEP2025 3550 PE | |||||||
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Delta: -0.55
Vega: 2.07
Theta: -2.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 53.8 | -5.2 | 21.93 | 1,290 | -39 | 309 |
| 21 Sept | 3529.40 | 55.7 | -0.35 | 22.01 | 587 | 51 | 349 |
| 18 Sept | 3546.60 | 57.75 | -25.1 | 23.11 | 317 | 52 | 278 |
| 14 Sept | 3492.40 | 92.4 | 3.15 | 24.26 | 357 | 7 | 214 |
For Tvs Motor Company Ltd - strike price 3550 expiring on 30SEP2025
Delta for 3550 PE is -0.55
Historical price for 3550 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 53.8, which was -5.2 lower than the previous day. The implied volatity was 21.93, the open interest changed by -39 which decreased total open position to 309
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 55.7, which was -0.35 lower than the previous day. The implied volatity was 22.01, the open interest changed by 51 which increased total open position to 349
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 57.75, which was -25.1 lower than the previous day. The implied volatity was 23.11, the open interest changed by 52 which increased total open position to 278
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 92.4, which was 3.15 higher than the previous day. The implied volatity was 24.26, the open interest changed by 7 which increased total open position to 214
