TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3650 CE | ||||||||||||||||
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Delta: 0.20
Vega: 1.46
Theta: -2.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 14.25 | -6.1 | 25.07 | 1,006 | 5 | 519 | |||||||||
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| 21 Sept | 3529.40 | 20.7 | -4.3 | 23.49 | 778 | 10 | 518 | |||||||||
| 18 Sept | 3546.60 | 24.7 | 6 | 23.62 | 879 | 75 | 503 | |||||||||
| 14 Sept | 3492.40 | 24 | -4.15 | 22.52 | 717 | 73 | 421 | |||||||||
For Tvs Motor Company Ltd - strike price 3650 expiring on 30SEP2025
Delta for 3650 CE is 0.20
Historical price for 3650 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 14.25, which was -6.1 lower than the previous day. The implied volatity was 25.07, the open interest changed by 5 which increased total open position to 519
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 20.7, which was -4.3 lower than the previous day. The implied volatity was 23.49, the open interest changed by 10 which increased total open position to 518
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 24.7, which was 6 higher than the previous day. The implied volatity was 23.62, the open interest changed by 75 which increased total open position to 503
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 24, which was -4.15 lower than the previous day. The implied volatity was 22.52, the open interest changed by 73 which increased total open position to 421
| TVSMOTOR 30SEP2025 3650 PE | |||||||
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Delta: -0.80
Vega: 1.45
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 129.2 | 0.4 | 25.03 | 61 | -9 | 42 |
| 21 Sept | 3529.40 | 123.2 | -33.55 | 23.12 | 53 | -8 | 52 |
| 18 Sept | 3546.60 | 156.75 | 0 | 0.00 | 0 | -3 | 0 |
| 14 Sept | 3492.40 | 167.7 | 10.2 | 27.51 | 7 | 3 | 63 |
For Tvs Motor Company Ltd - strike price 3650 expiring on 30SEP2025
Delta for 3650 PE is -0.80
Historical price for 3650 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 129.2, which was 0.4 higher than the previous day. The implied volatity was 25.03, the open interest changed by -9 which decreased total open position to 42
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 123.2, which was -33.55 lower than the previous day. The implied volatity was 23.12, the open interest changed by -8 which decreased total open position to 52
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 156.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 167.7, which was 10.2 higher than the previous day. The implied volatity was 27.51, the open interest changed by 3 which increased total open position to 63
