TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3600 CE | ||||||||||||||||
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Delta: 0.31
Vega: 1.85
Theta: -3.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 25.1 | -8.1 | 24.36 | 5,220 | -94 | 1,485 | |||||||||
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| 21 Sept | 3529.40 | 34 | -6 | 23.00 | 2,308 | -13 | 1,577 | |||||||||
| 18 Sept | 3546.60 | 39.9 | 10.55 | 23.47 | 4,656 | 172 | 1,596 | |||||||||
| 14 Sept | 3492.40 | 36.35 | -6.45 | 22.29 | 2,380 | 83 | 1,274 | |||||||||
For Tvs Motor Company Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 CE is 0.31
Historical price for 3600 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 25.1, which was -8.1 lower than the previous day. The implied volatity was 24.36, the open interest changed by -94 which decreased total open position to 1485
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 34, which was -6 lower than the previous day. The implied volatity was 23.00, the open interest changed by -13 which decreased total open position to 1577
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 39.9, which was 10.55 higher than the previous day. The implied volatity was 23.47, the open interest changed by 172 which increased total open position to 1596
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 36.35, which was -6.45 lower than the previous day. The implied volatity was 22.29, the open interest changed by 83 which increased total open position to 1274
| TVSMOTOR 30SEP2025 3600 PE | |||||||
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Delta: -0.69
Vega: 1.84
Theta: -2.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 89.85 | -1.6 | 24.16 | 441 | -6 | 180 |
| 21 Sept | 3529.40 | 86.25 | 2.55 | 22.51 | 131 | -3 | 187 |
| 18 Sept | 3546.60 | 86.35 | -30.8 | 23.25 | 237 | 1 | 191 |
| 14 Sept | 3492.40 | 123.7 | 2.45 | 24.08 | 155 | -9 | 219 |
For Tvs Motor Company Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 PE is -0.69
Historical price for 3600 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 89.85, which was -1.6 lower than the previous day. The implied volatity was 24.16, the open interest changed by -6 which decreased total open position to 180
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 86.25, which was 2.55 higher than the previous day. The implied volatity was 22.51, the open interest changed by -3 which decreased total open position to 187
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 86.35, which was -30.8 lower than the previous day. The implied volatity was 23.25, the open interest changed by 1 which increased total open position to 191
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 123.7, which was 2.45 higher than the previous day. The implied volatity was 24.08, the open interest changed by -9 which decreased total open position to 219
