TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3800 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.59
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 3.75 | -1.4 | 30.39 | 959 | -219 | 808 | |||||||||
| 21 Sept | 3529.40 | 5.15 | -0.95 | 26.77 | 846 | -35 | 1,026 | |||||||||
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| 18 Sept | 3546.60 | 6.2 | 0.75 | 26.24 | 901 | 41 | 1,053 | |||||||||
| 14 Sept | 3492.40 | 7.55 | -1.05 | 25.02 | 728 | 0 | 985 | |||||||||
For Tvs Motor Company Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 CE is 0.06
Historical price for 3800 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 3.75, which was -1.4 lower than the previous day. The implied volatity was 30.39, the open interest changed by -219 which decreased total open position to 808
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 5.15, which was -0.95 lower than the previous day. The implied volatity was 26.77, the open interest changed by -35 which decreased total open position to 1026
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 6.2, which was 0.75 higher than the previous day. The implied volatity was 26.24, the open interest changed by 41 which increased total open position to 1053
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 7.55, which was -1.05 lower than the previous day. The implied volatity was 25.02, the open interest changed by 0 which decreased total open position to 985
| TVSMOTOR 30SEP2025 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 3525.60 | 251.25 | -12.75 | - | 61 | -30 | 34 |
| 21 Sept | 3529.40 | 264 | -45.9 | 32.67 | 22 | -8 | 66 |
| 18 Sept | 3546.60 | 308.6 | -1.3 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3492.40 | 295 | -21.3 | 29.36 | 40 | 33 | 71 |
For Tvs Motor Company Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 PE is -
Historical price for 3800 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 251.25, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 34
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 264, which was -45.9 lower than the previous day. The implied volatity was 32.67, the open interest changed by -8 which decreased total open position to 66
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 308.6, which was -1.3 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 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 295, which was -21.3 lower than the previous day. The implied volatity was 29.36, the open interest changed by 33 which increased total open position to 71
