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

2388.45 -40.80 (-1.68%)

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Historical option data for TVSMOTOR

21 Nov 2024 04:10 PM IST
TVSMOTOR 28NOV2024 2350 CE
Delta: 0.68
Vega: 1.19
Theta: -3.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2388.45 66.35 -27.70 30.77 74 12 62
20 Nov 2429.25 94.05 0.00 30.67 194 -8 49
19 Nov 2429.25 94.05 5.20 30.67 194 -9 49
18 Nov 2416.00 88.85 9.85 33.38 195 -7 58
14 Nov 2396.15 79 4.00 19.42 89 1 56
13 Nov 2385.75 75 -41.50 22.30 212 23 57
12 Nov 2440.30 116.5 -35.05 30.65 22 3 33
11 Nov 2460.50 151.55 0.00 0.00 0 0 0
8 Nov 2467.90 151.55 0.00 0.00 0 0 0
7 Nov 2479.45 151.55 0.00 0.00 0 0 0
6 Nov 2485.90 151.55 0.00 0.00 0 4 0
5 Nov 2458.40 151.55 24.85 29.88 38 6 32
4 Nov 2412.15 126.7 -55.75 33.01 52 20 24
1 Nov 2509.70 182.45 0.00 21.47 1 0 3
31 Oct 2493.70 182.45 0.75 - 8 2 3
30 Oct 2458.90 181.7 40.75 - 2 0 2
29 Oct 2447.20 140.95 -435.15 - 11 3 3
28 Oct 2462.35 576.1 0.00 - 0 0 0
25 Oct 2449.80 576.1 0.00 - 0 0 0
24 Oct 2482.35 576.1 0.00 - 0 0 0
23 Oct 2562.95 576.1 - 0 0 0


For Tvs Motor Company Ltd - strike price 2350 expiring on 28NOV2024

Delta for 2350 CE is 0.68

Historical price for 2350 CE is as follows

On 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 66.35, which was -27.70 lower than the previous day. The implied volatity was 30.77, the open interest changed by 12 which increased total open position to 62


On 20 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 94.05, which was 0.00 lower than the previous day. The implied volatity was 30.67, the open interest changed by -8 which decreased total open position to 49


On 19 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 94.05, which was 5.20 higher than the previous day. The implied volatity was 30.67, the open interest changed by -9 which decreased total open position to 49


On 18 Nov TVSMOTOR was trading at 2416.00. The strike last trading price was 88.85, which was 9.85 higher than the previous day. The implied volatity was 33.38, the open interest changed by -7 which decreased total open position to 58


On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 79, which was 4.00 higher than the previous day. The implied volatity was 19.42, the open interest changed by 1 which increased total open position to 56


On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 75, which was -41.50 lower than the previous day. The implied volatity was 22.30, the open interest changed by 23 which increased total open position to 57


On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 116.5, which was -35.05 lower than the previous day. The implied volatity was 30.65, the open interest changed by 3 which increased total open position to 33


On 11 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 151.55, which was 0.00 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 8 Nov TVSMOTOR was trading at 2467.90. The strike last trading price was 151.55, which was 0.00 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 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 151.55, which was 0.00 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 6 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 151.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 151.55, which was 24.85 higher than the previous day. The implied volatity was 29.88, the open interest changed by 6 which increased total open position to 32


On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 126.7, which was -55.75 lower than the previous day. The implied volatity was 33.01, the open interest changed by 20 which increased total open position to 24


On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 182.45, which was 0.00 lower than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 3


On 31 Oct TVSMOTOR was trading at 2493.70. The strike last trading price was 182.45, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TVSMOTOR was trading at 2458.90. The strike last trading price was 181.7, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TVSMOTOR was trading at 2447.20. The strike last trading price was 140.95, which was -435.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TVSMOTOR was trading at 2462.35. The strike last trading price was 576.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct TVSMOTOR was trading at 2449.80. The strike last trading price was 576.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct TVSMOTOR was trading at 2482.35. The strike last trading price was 576.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct TVSMOTOR was trading at 2562.95. The strike last trading price was 576.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TVSMOTOR 28NOV2024 2350 PE
Delta: -0.31
Vega: 1.17
Theta: -2.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2388.45 19.1 3.15 28.43 1,111 -17 256
20 Nov 2429.25 15.95 0.00 29.56 826 3 287
19 Nov 2429.25 15.95 -2.55 29.56 826 17 287
18 Nov 2416.00 18.5 -6.00 27.04 674 -35 274
14 Nov 2396.15 24.5 -8.50 27.59 760 -15 309
13 Nov 2385.75 33 12.80 29.20 1,619 161 321
12 Nov 2440.30 20.2 5.30 26.96 237 6 166
11 Nov 2460.50 14.9 -3.10 26.84 124 16 160
8 Nov 2467.90 18 -3.50 27.94 162 -6 143
7 Nov 2479.45 21.5 5.10 29.75 220 -4 150
6 Nov 2485.90 16.4 -13.10 27.75 287 43 155
5 Nov 2458.40 29.5 -18.65 31.88 210 20 120
4 Nov 2412.15 48.15 27.70 33.84 296 45 101
1 Nov 2509.70 20.45 -9.55 30.19 18 1 56
31 Oct 2493.70 30 -7.85 - 83 20 55
30 Oct 2458.90 37.85 -5.00 - 65 0 33
29 Oct 2447.20 42.85 7.90 - 95 14 32
28 Oct 2462.35 34.95 -24.55 - 38 19 19
25 Oct 2449.80 59.5 53.90 - 5 0 0
24 Oct 2482.35 5.6 0.00 - 0 0 0
23 Oct 2562.95 5.6 - 0 0 0


For Tvs Motor Company Ltd - strike price 2350 expiring on 28NOV2024

Delta for 2350 PE is -0.31

Historical price for 2350 PE is as follows

On 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 19.1, which was 3.15 higher than the previous day. The implied volatity was 28.43, the open interest changed by -17 which decreased total open position to 256


On 20 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 15.95, which was 0.00 lower than the previous day. The implied volatity was 29.56, the open interest changed by 3 which increased total open position to 287


On 19 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 15.95, which was -2.55 lower than the previous day. The implied volatity was 29.56, the open interest changed by 17 which increased total open position to 287


On 18 Nov TVSMOTOR was trading at 2416.00. The strike last trading price was 18.5, which was -6.00 lower than the previous day. The implied volatity was 27.04, the open interest changed by -35 which decreased total open position to 274


On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 24.5, which was -8.50 lower than the previous day. The implied volatity was 27.59, the open interest changed by -15 which decreased total open position to 309


On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 33, which was 12.80 higher than the previous day. The implied volatity was 29.20, the open interest changed by 161 which increased total open position to 321


On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 20.2, which was 5.30 higher than the previous day. The implied volatity was 26.96, the open interest changed by 6 which increased total open position to 166


On 11 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 14.9, which was -3.10 lower than the previous day. The implied volatity was 26.84, the open interest changed by 16 which increased total open position to 160


On 8 Nov TVSMOTOR was trading at 2467.90. The strike last trading price was 18, which was -3.50 lower than the previous day. The implied volatity was 27.94, the open interest changed by -6 which decreased total open position to 143


On 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 21.5, which was 5.10 higher than the previous day. The implied volatity was 29.75, the open interest changed by -4 which decreased total open position to 150


On 6 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 16.4, which was -13.10 lower than the previous day. The implied volatity was 27.75, the open interest changed by 43 which increased total open position to 155


On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 29.5, which was -18.65 lower than the previous day. The implied volatity was 31.88, the open interest changed by 20 which increased total open position to 120


On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 48.15, which was 27.70 higher than the previous day. The implied volatity was 33.84, the open interest changed by 45 which increased total open position to 101


On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 20.45, which was -9.55 lower than the previous day. The implied volatity was 30.19, the open interest changed by 1 which increased total open position to 56


On 31 Oct TVSMOTOR was trading at 2493.70. The strike last trading price was 30, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TVSMOTOR was trading at 2458.90. The strike last trading price was 37.85, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TVSMOTOR was trading at 2447.20. The strike last trading price was 42.85, which was 7.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TVSMOTOR was trading at 2462.35. The strike last trading price was 34.95, which was -24.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct TVSMOTOR was trading at 2449.80. The strike last trading price was 59.5, which was 53.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct TVSMOTOR was trading at 2482.35. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct TVSMOTOR was trading at 2562.95. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to