TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.79
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 3525.60 | 5.4 | -2.5 | 28.24 | 740 | 27 | 559 | |||||||||
| 21 Sept | 3529.40 | 7.8 | -1.8 | 25.17 | 535 | 95 | 534 | |||||||||
| 18 Sept | 3546.60 | 9.85 | 1.75 | 25.33 | 275 | 59 | 438 | |||||||||
| 14 Sept | 3492.40 | 10.9 | -2.35 | 24.01 | 429 | 20 | 355 | |||||||||
For Tvs Motor Company Ltd - strike price 3750 expiring on 30SEP2025
Delta for 3750 CE is 0.08
Historical price for 3750 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 5.4, which was -2.5 lower than the previous day. The implied volatity was 28.24, the open interest changed by 27 which increased total open position to 559
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 7.8, which was -1.8 lower than the previous day. The implied volatity was 25.17, the open interest changed by 95 which increased total open position to 534
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 9.85, which was 1.75 higher than the previous day. The implied volatity was 25.33, the open interest changed by 59 which increased total open position to 438
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 10.9, which was -2.35 lower than the previous day. The implied volatity was 24.01, the open interest changed by 20 which increased total open position to 355
| TVSMOTOR 30SEP2025 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 240.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 3529.40 | 240.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3546.60 | 240.5 | -25.5 | 44.43 | 1 | 0 | 7 |
| 14 Sept | 3492.40 | 259.45 | 22.8 | 33.38 | 8 | 4 | 2 |
For Tvs Motor Company Ltd - strike price 3750 expiring on 30SEP2025
Delta for 3750 PE is 0.00
Historical price for 3750 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 240.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 240.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 240.5, which was -25.5 lower than the previous day. The implied volatity was 44.43, the open interest changed by 0 which decreased total open position to 7
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 259.45, which was 22.8 higher than the previous day. The implied volatity was 33.38, the open interest changed by 4 which increased total open position to 2
