TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 1.08
Theta: -1.91
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 8.5 | -3.8 | 26.47 | 1,277 | -41 | 1,008 | |||||||||
| 21 Sept | 3529.40 | 12.45 | -3.05 | 24.21 | 888 | -26 | 1,048 | |||||||||
| 18 Sept | 3546.60 | 15.5 | 3.3 | 24.37 | 1,313 | -22 | 1,078 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 3492.40 | 15.8 | -3.15 | 23.14 | 1,152 | 97 | 1,235 | |||||||||
For Tvs Motor Company Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 CE is 0.13
Historical price for 3700 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 8.5, which was -3.8 lower than the previous day. The implied volatity was 26.47, the open interest changed by -41 which decreased total open position to 1008
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 12.45, which was -3.05 lower than the previous day. The implied volatity was 24.21, the open interest changed by -26 which decreased total open position to 1048
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 15.5, which was 3.3 higher than the previous day. The implied volatity was 24.37, the open interest changed by -22 which decreased total open position to 1078
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 15.8, which was -3.15 lower than the previous day. The implied volatity was 23.14, the open interest changed by 97 which increased total open position to 1235
| TVSMOTOR 30SEP2025 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 1.00
Theta: -0.67
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 172 | 4.45 | 25.13 | 155 | -38 | 36 |
| 21 Sept | 3529.40 | 165 | 3.55 | 23.87 | 99 | -6 | 76 |
| 18 Sept | 3546.60 | 163 | -38.25 | 24.86 | 46 | -22 | 82 |
| 14 Sept | 3492.40 | 209.25 | 11.15 | 28.57 | 48 | 22 | 104 |
For Tvs Motor Company Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 PE is -0.89
Historical price for 3700 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 172, which was 4.45 higher than the previous day. The implied volatity was 25.13, the open interest changed by -38 which decreased total open position to 36
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 165, which was 3.55 higher than the previous day. The implied volatity was 23.87, the open interest changed by -6 which decreased total open position to 76
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 163, which was -38.25 lower than the previous day. The implied volatity was 24.86, the open interest changed by -22 which decreased total open position to 82
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 209.25, which was 11.15 higher than the previous day. The implied volatity was 28.57, the open interest changed by 22 which increased total open position to 104
