TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
22 Sep 2025 08:00 PM IST
| TVSMOTOR 30SEP2025 3850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.46
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 3525.60 | 2.8 | -1.1 | 32.75 | 385 | 48 | 152 | |||||||||
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| 21 Sept | 3529.40 | 3.9 | -0.4 | 28.85 | 83 | 9 | 105 | |||||||||
| 18 Sept | 3546.60 | 4.5 | 0.5 | 27.95 | 241 | -7 | 95 | |||||||||
| 14 Sept | 3492.40 | 5.35 | -0.85 | 25.96 | 117 | 30 | 87 | |||||||||
For Tvs Motor Company Ltd - strike price 3850 expiring on 30SEP2025
Delta for 3850 CE is 0.04
Historical price for 3850 CE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 2.8, which was -1.1 lower than the previous day. The implied volatity was 32.75, the open interest changed by 48 which increased total open position to 152
On 21 Sept TVSMOTOR was trading at 3529.40. The strike last trading price was 3.9, which was -0.4 lower than the previous day. The implied volatity was 28.85, the open interest changed by 9 which increased total open position to 105
On 18 Sept TVSMOTOR was trading at 3546.60. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 27.95, the open interest changed by -7 which decreased total open position to 95
On 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was 25.96, the open interest changed by 30 which increased total open position to 87
| TVSMOTOR 30SEP2025 3850 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 | 357.15 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 3529.40 | 357.15 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3546.60 | 357.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3492.40 | 347.05 | -527.45 | 34.78 | 2 | 2 | 0 |
For Tvs Motor Company Ltd - strike price 3850 expiring on 30SEP2025
Delta for 3850 PE is 0.00
Historical price for 3850 PE is as follows
On 22 Sept TVSMOTOR was trading at 3525.60. The strike last trading price was 357.15, 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 357.15, 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 357.15, 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 14 Sept TVSMOTOR was trading at 3492.40. The strike last trading price was 347.05, which was -527.45 lower than the previous day. The implied volatity was 34.78, the open interest changed by 2 which increased total open position to 0
