TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
14 Nov 2024 04:10 PM IST
| TVSMOTOR 28NOV2024 2400 CE | ||||||||||
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Delta: 0.58
Vega: 1.85
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2396.15 | 49 | 0.50 | 21.24 | 1,271 | 59 | 448 | |||
| 13 Nov | 2385.75 | 48.5 | -26.50 | 23.97 | 2,061 | 120 | 384 | |||
| 12 Nov | 2440.30 | 75 | -24.00 | 25.98 | 225 | -19 | 282 | |||
| 11 Nov | 2460.50 | 99 | -1.40 | 27.40 | 97 | 1 | 301 | |||
| 8 Nov | 2467.90 | 100.4 | -14.60 | 22.32 | 32 | -8 | 302 | |||
| 7 Nov | 2479.45 | 115 | -12.00 | 28.01 | 98 | 14 | 311 | |||
| 6 Nov | 2485.90 | 127 | 8.00 | 27.91 | 296 | 35 | 297 | |||
| 5 Nov | 2458.40 | 119 | 22.45 | 30.85 | 598 | 31 | 262 | |||
| 4 Nov | 2412.15 | 96.55 | -63.70 | 32.70 | 340 | 69 | 231 | |||
| 1 Nov | 2509.70 | 160.25 | 17.25 | 31.28 | 2 | 0 | 162 | |||
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| 31 Oct | 2493.70 | 143 | 12.60 | - | 94 | 5 | 160 | |||
| 30 Oct | 2458.90 | 130.4 | 6.15 | - | 165 | -19 | 151 | |||
| 29 Oct | 2447.20 | 124.25 | -11.25 | - | 79 | 16 | 170 | |||
| 28 Oct | 2462.35 | 135.5 | 10.65 | - | 271 | 40 | 154 | |||
| 25 Oct | 2449.80 | 124.85 | -37.15 | - | 285 | 107 | 114 | |||
| 24 Oct | 2482.35 | 162 | -56.00 | - | 10 | 4 | 6 | |||
| 23 Oct | 2562.95 | 218 | -299.00 | - | 1 | 0 | 1 | |||
| 22 Oct | 2662.50 | 517 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2715.90 | 517 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2679.25 | 517 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2740.55 | 517 | 0.00 | - | 0 | 0 | 1 | |||
| 7 Oct | 2637.85 | 517 | - | 0 | 0 | 1 | ||||
For Tvs Motor Company Ltd - strike price 2400 expiring on 28NOV2024
Delta for 2400 CE is 0.58
Historical price for 2400 CE is as follows
On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 49, which was 0.50 higher than the previous day. The implied volatity was 21.24, the open interest changed by 59 which increased total open position to 448
On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 48.5, which was -26.50 lower than the previous day. The implied volatity was 23.97, the open interest changed by 120 which increased total open position to 384
On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 75, which was -24.00 lower than the previous day. The implied volatity was 25.98, the open interest changed by -19 which decreased total open position to 282
On 11 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 99, which was -1.40 lower than the previous day. The implied volatity was 27.40, the open interest changed by 1 which increased total open position to 301
On 8 Nov TVSMOTOR was trading at 2467.90. The strike last trading price was 100.4, which was -14.60 lower than the previous day. The implied volatity was 22.32, the open interest changed by -8 which decreased total open position to 302
On 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 115, which was -12.00 lower than the previous day. The implied volatity was 28.01, the open interest changed by 14 which increased total open position to 311
On 6 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 127, which was 8.00 higher than the previous day. The implied volatity was 27.91, the open interest changed by 35 which increased total open position to 297
On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 119, which was 22.45 higher than the previous day. The implied volatity was 30.85, the open interest changed by 31 which increased total open position to 262
On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 96.55, which was -63.70 lower than the previous day. The implied volatity was 32.70, the open interest changed by 69 which increased total open position to 231
On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 160.25, which was 17.25 higher than the previous day. The implied volatity was 31.28, the open interest changed by 0 which decreased total open position to 162
On 31 Oct TVSMOTOR was trading at 2493.70. The strike last trading price was 143, which was 12.60 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 130.4, which was 6.15 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 124.25, which was -11.25 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 135.5, which was 10.65 higher 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 124.85, which was -37.15 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 162, which was -56.00 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 218, which was -299.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TVSMOTOR was trading at 2662.50. The strike last trading price was 517, 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 18 Oct TVSMOTOR was trading at 2715.90. The strike last trading price was 517, 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 17 Oct TVSMOTOR was trading at 2679.25. The strike last trading price was 517, 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 8 Oct TVSMOTOR was trading at 2740.55. The strike last trading price was 517, 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 7 Oct TVSMOTOR was trading at 2637.85. The strike last trading price was 517, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TVSMOTOR 28NOV2024 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 1.86
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2396.15 | 42.2 | -14.20 | 26.85 | 1,778 | 98 | 622 |
| 13 Nov | 2385.75 | 56.4 | 21.45 | 30.23 | 4,182 | -92 | 520 |
| 12 Nov | 2440.30 | 34.95 | 9.70 | 26.21 | 834 | -49 | 620 |
| 11 Nov | 2460.50 | 25.25 | -5.10 | 25.47 | 530 | 10 | 670 |
| 8 Nov | 2467.90 | 30.35 | -2.35 | 27.54 | 619 | 11 | 666 |
| 7 Nov | 2479.45 | 32.7 | 5.70 | 28.49 | 586 | 6 | 655 |
| 6 Nov | 2485.90 | 27 | -15.80 | 27.11 | 1,084 | 200 | 655 |
| 5 Nov | 2458.40 | 42.8 | -26.55 | 30.84 | 952 | -30 | 452 |
| 4 Nov | 2412.15 | 69.35 | 31.35 | 34.16 | 1,576 | 72 | 483 |
| 1 Nov | 2509.70 | 38 | -6.60 | 32.79 | 137 | 51 | 416 |
| 31 Oct | 2493.70 | 44.6 | -8.55 | - | 613 | 55 | 365 |
| 30 Oct | 2458.90 | 53.15 | -6.85 | - | 472 | 81 | 311 |
| 29 Oct | 2447.20 | 60 | 5.80 | - | 875 | 93 | 231 |
| 28 Oct | 2462.35 | 54.2 | -12.80 | - | 285 | 5 | 130 |
| 25 Oct | 2449.80 | 67 | 6.25 | - | 404 | 25 | 125 |
| 24 Oct | 2482.35 | 60.75 | 20.70 | - | 531 | -3 | 99 |
| 23 Oct | 2562.95 | 40.05 | 21.10 | - | 268 | 57 | 102 |
| 22 Oct | 2662.50 | 18.95 | 10.90 | - | 9 | 2 | 46 |
| 18 Oct | 2715.90 | 8.05 | -11.25 | - | 9 | -2 | 44 |
| 17 Oct | 2679.25 | 19.3 | 4.30 | - | 54 | 43 | 44 |
| 8 Oct | 2740.55 | 15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2637.85 | 15 | - | 0 | 0 | 0 | |
For Tvs Motor Company Ltd - strike price 2400 expiring on 28NOV2024
Delta for 2400 PE is -0.44
Historical price for 2400 PE is as follows
On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 42.2, which was -14.20 lower than the previous day. The implied volatity was 26.85, the open interest changed by 98 which increased total open position to 622
On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 56.4, which was 21.45 higher than the previous day. The implied volatity was 30.23, the open interest changed by -92 which decreased total open position to 520
On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 34.95, which was 9.70 higher than the previous day. The implied volatity was 26.21, the open interest changed by -49 which decreased total open position to 620
On 11 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 25.25, which was -5.10 lower than the previous day. The implied volatity was 25.47, the open interest changed by 10 which increased total open position to 670
On 8 Nov TVSMOTOR was trading at 2467.90. The strike last trading price was 30.35, which was -2.35 lower than the previous day. The implied volatity was 27.54, the open interest changed by 11 which increased total open position to 666
On 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 32.7, which was 5.70 higher than the previous day. The implied volatity was 28.49, the open interest changed by 6 which increased total open position to 655
On 6 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 27, which was -15.80 lower than the previous day. The implied volatity was 27.11, the open interest changed by 200 which increased total open position to 655
On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 42.8, which was -26.55 lower than the previous day. The implied volatity was 30.84, the open interest changed by -30 which decreased total open position to 452
On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 69.35, which was 31.35 higher than the previous day. The implied volatity was 34.16, the open interest changed by 72 which increased total open position to 483
On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 38, which was -6.60 lower than the previous day. The implied volatity was 32.79, the open interest changed by 51 which increased total open position to 416
On 31 Oct TVSMOTOR was trading at 2493.70. The strike last trading price was 44.6, which was -8.55 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 53.15, which was -6.85 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 60, which was 5.80 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 54.2, which was -12.80 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 67, which was 6.25 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 60.75, which was 20.70 higher 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 40.05, which was 21.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TVSMOTOR was trading at 2662.50. The strike last trading price was 18.95, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TVSMOTOR was trading at 2715.90. The strike last trading price was 8.05, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TVSMOTOR was trading at 2679.25. The strike last trading price was 19.3, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TVSMOTOR was trading at 2740.55. The strike last trading price was 15, 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 7 Oct TVSMOTOR was trading at 2637.85. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
