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[--[65.84.65.76]--]
TVSMOTOR
Tvs Motor Company Ltd

2501.45 94.85 (3.94%)

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Historical option data for TVSMOTOR

02 Jan 2025 04:10 PM IST
TVSMOTOR 30JAN2025 2350 CE
Delta: 0.95
Vega: 0.71
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 2501.45 178.3 73.25 16.12 38 0 26
1 Jan 2406.60 105.05 15.25 23.88 67 9 27
31 Dec 2368.50 89.8 1.25 25.91 142 6 19
30 Dec 2353.60 88.55 -39.90 24.20 53 12 13
27 Dec 2420.45 128.45 -48.70 24.66 1 0 0
26 Dec 2438.55 177.15 0.00 - 0 0 0
24 Dec 2427.15 177.15 0.00 - 0 0 0
23 Dec 2388.30 177.15 0.00 - 0 0 0
20 Dec 2391.65 177.15 0.00 - 0 0 0
19 Dec 2459.65 177.15 0.00 - 0 0 0
18 Dec 2479.25 177.15 0.00 - 0 0 0
17 Dec 2453.05 177.15 0.00 - 0 0 0
16 Dec 2527.90 177.15 0.00 - 0 0 0
13 Dec 2521.90 177.15 0.00 - 0 0 0
12 Dec 2523.75 177.15 0.00 - 0 0 0
11 Dec 2531.45 177.15 0.00 - 0 0 0
10 Dec 2520.20 177.15 0.00 - 0 0 0
9 Dec 2488.85 177.15 0.00 - 0 0 0
6 Dec 2521.55 177.15 0.00 - 0 0 0
5 Dec 2512.20 177.15 0.00 - 0 0 0
4 Dec 2518.70 177.15 0.00 - 0 0 0
3 Dec 2556.20 177.15 0.00 - 0 0 0
2 Dec 2493.40 177.15 0.00 - 0 0 0
29 Nov 2434.45 177.15 - 0 0 0


For Tvs Motor Company Ltd - strike price 2350 expiring on 30JAN2025

Delta for 2350 CE is 0.95

Historical price for 2350 CE is as follows

On 2 Jan TVSMOTOR was trading at 2501.45. The strike last trading price was 178.3, which was 73.25 higher than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 26


On 1 Jan TVSMOTOR was trading at 2406.60. The strike last trading price was 105.05, which was 15.25 higher than the previous day. The implied volatity was 23.88, the open interest changed by 9 which increased total open position to 27


On 31 Dec TVSMOTOR was trading at 2368.50. The strike last trading price was 89.8, which was 1.25 higher than the previous day. The implied volatity was 25.91, the open interest changed by 6 which increased total open position to 19


On 30 Dec TVSMOTOR was trading at 2353.60. The strike last trading price was 88.55, which was -39.90 lower than the previous day. The implied volatity was 24.20, the open interest changed by 12 which increased total open position to 13


On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 128.45, which was -48.70 lower than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 0


On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec TVSMOTOR was trading at 2453.05. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Dec TVSMOTOR was trading at 2521.90. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec TVSMOTOR was trading at 2523.75. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec TVSMOTOR was trading at 2531.45. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec TVSMOTOR was trading at 2520.20. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec TVSMOTOR was trading at 2488.85. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TVSMOTOR was trading at 2518.70. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TVSMOTOR was trading at 2493.40. The strike last trading price was 177.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 177.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TVSMOTOR 30JAN2025 2350 PE
Delta: -0.16
Vega: 1.69
Theta: -0.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 2501.45 16.7 -22.00 27.50 503 33 143
1 Jan 2406.60 38.7 -12.85 25.67 228 -10 116
31 Dec 2368.50 51.55 -0.55 25.52 296 -10 126
30 Dec 2353.60 52.1 19.30 25.86 450 40 138
27 Dec 2420.45 32.8 0.80 24.29 232 64 99
26 Dec 2438.55 32 -5.00 25.03 52 16 35
24 Dec 2427.15 37 -16.45 25.28 37 17 20
23 Dec 2388.30 53.45 10.95 25.63 7 0 2
20 Dec 2391.65 42.5 -39.80 22.44 5 2 2
19 Dec 2459.65 82.3 0.00 4.11 0 0 0
18 Dec 2479.25 82.3 0.00 5.03 0 0 0
17 Dec 2453.05 82.3 0.00 3.73 0 0 0
16 Dec 2527.90 82.3 0.00 6.08 0 0 0
13 Dec 2521.90 82.3 0.00 5.84 0 0 0
12 Dec 2523.75 82.3 0.00 5.92 0 0 0
11 Dec 2531.45 82.3 0.00 6.00 0 0 0
10 Dec 2520.20 82.3 0.00 5.71 0 0 0
9 Dec 2488.85 82.3 0.00 5.10 0 0 0
6 Dec 2521.55 82.3 0.00 5.61 0 0 0
5 Dec 2512.20 82.3 0.00 5.32 0 0 0
4 Dec 2518.70 82.3 0.00 5.52 0 0 0
3 Dec 2556.20 82.3 0.00 6.31 0 0 0
2 Dec 2493.40 82.3 0.00 4.81 0 0 0
29 Nov 2434.45 82.3 3.30 0 0 0


For Tvs Motor Company Ltd - strike price 2350 expiring on 30JAN2025

Delta for 2350 PE is -0.16

Historical price for 2350 PE is as follows

On 2 Jan TVSMOTOR was trading at 2501.45. The strike last trading price was 16.7, which was -22.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 33 which increased total open position to 143


On 1 Jan TVSMOTOR was trading at 2406.60. The strike last trading price was 38.7, which was -12.85 lower than the previous day. The implied volatity was 25.67, the open interest changed by -10 which decreased total open position to 116


On 31 Dec TVSMOTOR was trading at 2368.50. The strike last trading price was 51.55, which was -0.55 lower than the previous day. The implied volatity was 25.52, the open interest changed by -10 which decreased total open position to 126


On 30 Dec TVSMOTOR was trading at 2353.60. The strike last trading price was 52.1, which was 19.30 higher than the previous day. The implied volatity was 25.86, the open interest changed by 40 which increased total open position to 138


On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 32.8, which was 0.80 higher than the previous day. The implied volatity was 24.29, the open interest changed by 64 which increased total open position to 99


On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 32, which was -5.00 lower than the previous day. The implied volatity was 25.03, the open interest changed by 16 which increased total open position to 35


On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 37, which was -16.45 lower than the previous day. The implied volatity was 25.28, the open interest changed by 17 which increased total open position to 20


On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 53.45, which was 10.95 higher than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 2


On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 42.5, which was -39.80 lower than the previous day. The implied volatity was 22.44, the open interest changed by 2 which increased total open position to 2


On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0


On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0


On 17 Dec TVSMOTOR was trading at 2453.05. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0


On 13 Dec TVSMOTOR was trading at 2521.90. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0


On 12 Dec TVSMOTOR was trading at 2523.75. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0


On 11 Dec TVSMOTOR was trading at 2531.45. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec TVSMOTOR was trading at 2520.20. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0


On 9 Dec TVSMOTOR was trading at 2488.85. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TVSMOTOR was trading at 2518.70. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 5.52, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TVSMOTOR was trading at 2493.40. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 82.3, which was lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0