TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
27 Dec 2024 04:10 PM IST
| TVSMOTOR 30JAN2025 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 2.81
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2420.45 | 90.6 | -19.05 | 22.43 | 326 | 66 | 267 | |||
| 26 Dec | 2438.55 | 109.65 | 9.15 | 25.98 | 156 | 7 | 199 | |||
| 24 Dec | 2427.15 | 100.5 | 22.50 | 24.15 | 312 | 31 | 191 | |||
| 23 Dec | 2388.30 | 78 | -4.00 | 24.69 | 167 | 11 | 159 | |||
| 20 Dec | 2391.65 | 82 | -58.00 | 23.04 | 40 | 7 | 150 | |||
| 19 Dec | 2459.65 | 140 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 2479.25 | 140 | 12.00 | 21.11 | 2 | 0 | 143 | |||
| 17 Dec | 2453.05 | 128 | -54.00 | 26.46 | 2 | 0 | 143 | |||
| 16 Dec | 2527.90 | 182 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2521.90 | 182 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2523.75 | 182 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 11 Dec | 2531.45 | 182 | 16.90 | 20.45 | 5 | 3 | 141 | |||
| 10 Dec | 2520.20 | 165.1 | 0.00 | 0.00 | 0 | 28 | 0 | |||
| 9 Dec | 2488.85 | 165.1 | -38.90 | 22.92 | 29 | 28 | 138 | |||
| 6 Dec | 2521.55 | 204 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2512.20 | 204 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2518.70 | 204 | 0.00 | 0.00 | 0 | 75 | 0 | |||
| 3 Dec | 2556.20 | 204 | 48.45 | 17.49 | 79 | 75 | 110 | |||
| 2 Dec | 2493.40 | 155.55 | -76.70 | 20.80 | 36 | 34 | 34 | |||
| 29 Nov | 2434.45 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 2440.65 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 2424.60 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2458.35 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2414.25 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2388.45 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 2429.25 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2429.25 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2416.00 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2396.15 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2385.75 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2440.30 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2460.50 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2467.90 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2479.45 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2485.90 | 232.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2458.40 | 232.25 | 232.25 | - | 0 | 0 | 0 | |||
| 4 Nov | 2412.15 | 0 | - | 0 | 0 | 0 | ||||
For Tvs Motor Company Ltd - strike price 2400 expiring on 30JAN2025
Delta for 2400 CE is 0.62
Historical price for 2400 CE is as follows
On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 90.6, which was -19.05 lower than the previous day. The implied volatity was 22.43, the open interest changed by 66 which increased total open position to 267
On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 109.65, which was 9.15 higher than the previous day. The implied volatity was 25.98, the open interest changed by 7 which increased total open position to 199
On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 100.5, which was 22.50 higher than the previous day. The implied volatity was 24.15, the open interest changed by 31 which increased total open position to 191
On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 78, which was -4.00 lower than the previous day. The implied volatity was 24.69, the open interest changed by 11 which increased total open position to 159
On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 82, which was -58.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by 7 which increased total open position to 150
On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 140, 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 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 140, which was 12.00 higher than the previous day. The implied volatity was 21.11, the open interest changed by 0 which decreased total open position to 143
On 17 Dec TVSMOTOR was trading at 2453.05. The strike last trading price was 128, which was -54.00 lower than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 143
On 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 182, 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 13 Dec TVSMOTOR was trading at 2521.90. The strike last trading price was 182, 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 12 Dec TVSMOTOR was trading at 2523.75. The strike last trading price was 182, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Dec TVSMOTOR was trading at 2531.45. The strike last trading price was 182, which was 16.90 higher than the previous day. The implied volatity was 20.45, the open interest changed by 3 which increased total open position to 141
On 10 Dec TVSMOTOR was trading at 2520.20. The strike last trading price was 165.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 9 Dec TVSMOTOR was trading at 2488.85. The strike last trading price was 165.1, which was -38.90 lower than the previous day. The implied volatity was 22.92, the open interest changed by 28 which increased total open position to 138
On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 204, 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 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 204, 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 4 Dec TVSMOTOR was trading at 2518.70. The strike last trading price was 204, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 75 which increased total open position to 0
On 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 204, which was 48.45 higher than the previous day. The implied volatity was 17.49, the open interest changed by 75 which increased total open position to 110
On 2 Dec TVSMOTOR was trading at 2493.40. The strike last trading price was 155.55, which was -76.70 lower than the previous day. The implied volatity was 20.80, the open interest changed by 34 which increased total open position to 34
On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 232.25, 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 27 Nov TVSMOTOR was trading at 2440.65. The strike last trading price was 232.25, 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 26 Nov TVSMOTOR was trading at 2424.60. The strike last trading price was 232.25, 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 25 Nov TVSMOTOR was trading at 2458.35. The strike last trading price was 232.25, 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 22 Nov TVSMOTOR was trading at 2414.25. The strike last trading price was 232.25, 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 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 232.25, 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 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 232.25, 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 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 232.25, 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 Nov TVSMOTOR was trading at 2416.00. The strike last trading price was 232.25, 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 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 232.25, 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 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 232.25, 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 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 232.25, 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 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 232.25, 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 8 Nov TVSMOTOR was trading at 2467.90. The strike last trading price was 232.25, 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 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 232.25, 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 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 232.25, 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 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 232.25, which was 232.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 0, 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 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 2.83
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2420.45 | 50.05 | 5.35 | 24.08 | 1,036 | 56 | 324 |
| 26 Dec | 2438.55 | 44.7 | -10.80 | 23.52 | 336 | -9 | 270 |
| 24 Dec | 2427.15 | 55.5 | -22.05 | 25.41 | 359 | 22 | 280 |
| 23 Dec | 2388.30 | 77.55 | -8.40 | 26.13 | 609 | 65 | 243 |
| 20 Dec | 2391.65 | 85.95 | 38.70 | 29.55 | 200 | 40 | 177 |
| 19 Dec | 2459.65 | 47.25 | 4.45 | 24.68 | 35 | 13 | 136 |
| 18 Dec | 2479.25 | 42.8 | -14.20 | 26.39 | 47 | 4 | 123 |
| 17 Dec | 2453.05 | 57 | 25.55 | 26.37 | 80 | 47 | 118 |
| 16 Dec | 2527.90 | 31.45 | -1.00 | 25.66 | 3 | 2 | 72 |
| 13 Dec | 2521.90 | 32.45 | -4.40 | 25.03 | 21 | 1 | 71 |
| 12 Dec | 2523.75 | 36.85 | -0.15 | 26.74 | 2 | 1 | 70 |
| 11 Dec | 2531.45 | 37 | -3.00 | 26.84 | 14 | 3 | 69 |
| 10 Dec | 2520.20 | 40 | -9.50 | 26.55 | 7 | 0 | 65 |
| 9 Dec | 2488.85 | 49.5 | 8.80 | 27.84 | 16 | 12 | 65 |
| 6 Dec | 2521.55 | 40.7 | -16.35 | 26.51 | 11 | 0 | 53 |
| 5 Dec | 2512.20 | 57.05 | 14.55 | 30.50 | 16 | 1 | 51 |
| 4 Dec | 2518.70 | 42.5 | 10.95 | 26.64 | 16 | 1 | 50 |
| 3 Dec | 2556.20 | 31.55 | -18.45 | 25.52 | 54 | 38 | 48 |
| 2 Dec | 2493.40 | 50 | -18.25 | 25.52 | 11 | 8 | 9 |
| 29 Nov | 2434.45 | 68.25 | -27.10 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 2440.65 | 95.35 | 0.00 | 2.18 | 0 | 0 | 0 |
| 26 Nov | 2424.60 | 95.35 | 0.00 | 1.77 | 0 | 0 | 0 |
| 25 Nov | 2458.35 | 95.35 | 0.00 | 2.60 | 0 | 0 | 0 |
| 22 Nov | 2414.25 | 95.35 | 0.00 | 1.60 | 0 | 0 | 0 |
| 21 Nov | 2388.45 | 95.35 | 0.00 | 0.98 | 0 | 0 | 0 |
| 20 Nov | 2429.25 | 95.35 | 0.00 | 2.17 | 0 | 0 | 0 |
| 19 Nov | 2429.25 | 95.35 | 0.00 | 2.17 | 0 | 0 | 0 |
| 18 Nov | 2416.00 | 95.35 | 0.00 | 1.56 | 0 | 0 | 0 |
| 14 Nov | 2396.15 | 95.35 | 0.00 | 1.09 | 0 | 0 | 0 |
| 13 Nov | 2385.75 | 95.35 | 0.00 | 0.77 | 0 | 0 | 0 |
| 12 Nov | 2440.30 | 95.35 | 0.00 | 2.79 | 0 | 0 | 0 |
| 11 Nov | 2460.50 | 95.35 | 0.00 | 2.65 | 0 | 0 | 0 |
| 8 Nov | 2467.90 | 95.35 | 0.00 | 2.91 | 0 | 0 | 0 |
| 7 Nov | 2479.45 | 95.35 | 95.35 | 3.13 | 0 | 0 | 0 |
| 6 Nov | 2485.90 | 0 | 0.00 | 3.20 | 0 | 0 | 0 |
| 5 Nov | 2458.40 | 0 | 0.00 | 2.69 | 0 | 0 | 0 |
| 4 Nov | 2412.15 | 0 | 1.70 | 0 | 0 | 0 | |
For Tvs Motor Company Ltd - strike price 2400 expiring on 30JAN2025
Delta for 2400 PE is -0.38
Historical price for 2400 PE is as follows
On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 50.05, which was 5.35 higher than the previous day. The implied volatity was 24.08, the open interest changed by 56 which increased total open position to 324
On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 44.7, which was -10.80 lower than the previous day. The implied volatity was 23.52, the open interest changed by -9 which decreased total open position to 270
On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 55.5, which was -22.05 lower than the previous day. The implied volatity was 25.41, the open interest changed by 22 which increased total open position to 280
On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 77.55, which was -8.40 lower than the previous day. The implied volatity was 26.13, the open interest changed by 65 which increased total open position to 243
On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 85.95, which was 38.70 higher than the previous day. The implied volatity was 29.55, the open interest changed by 40 which increased total open position to 177
On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 47.25, which was 4.45 higher than the previous day. The implied volatity was 24.68, the open interest changed by 13 which increased total open position to 136
On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 42.8, which was -14.20 lower than the previous day. The implied volatity was 26.39, the open interest changed by 4 which increased total open position to 123
On 17 Dec TVSMOTOR was trading at 2453.05. The strike last trading price was 57, which was 25.55 higher than the previous day. The implied volatity was 26.37, the open interest changed by 47 which increased total open position to 118
On 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 31.45, which was -1.00 lower than the previous day. The implied volatity was 25.66, the open interest changed by 2 which increased total open position to 72
On 13 Dec TVSMOTOR was trading at 2521.90. The strike last trading price was 32.45, which was -4.40 lower than the previous day. The implied volatity was 25.03, the open interest changed by 1 which increased total open position to 71
On 12 Dec TVSMOTOR was trading at 2523.75. The strike last trading price was 36.85, which was -0.15 lower than the previous day. The implied volatity was 26.74, the open interest changed by 1 which increased total open position to 70
On 11 Dec TVSMOTOR was trading at 2531.45. The strike last trading price was 37, which was -3.00 lower than the previous day. The implied volatity was 26.84, the open interest changed by 3 which increased total open position to 69
On 10 Dec TVSMOTOR was trading at 2520.20. The strike last trading price was 40, which was -9.50 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 65
On 9 Dec TVSMOTOR was trading at 2488.85. The strike last trading price was 49.5, which was 8.80 higher than the previous day. The implied volatity was 27.84, the open interest changed by 12 which increased total open position to 65
On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 40.7, which was -16.35 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 53
On 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 57.05, which was 14.55 higher than the previous day. The implied volatity was 30.50, the open interest changed by 1 which increased total open position to 51
On 4 Dec TVSMOTOR was trading at 2518.70. The strike last trading price was 42.5, which was 10.95 higher than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 50
On 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 31.55, which was -18.45 lower than the previous day. The implied volatity was 25.52, the open interest changed by 38 which increased total open position to 48
On 2 Dec TVSMOTOR was trading at 2493.40. The strike last trading price was 50, which was -18.25 lower than the previous day. The implied volatity was 25.52, the open interest changed by 8 which increased total open position to 9
On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 68.25, which was -27.10 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Nov TVSMOTOR was trading at 2440.65. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TVSMOTOR was trading at 2424.60. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TVSMOTOR was trading at 2458.35. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TVSMOTOR was trading at 2414.25. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TVSMOTOR was trading at 2416.00. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 95.35, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 95.35, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 95.35, which was 95.35 higher than the previous day. The implied volatity was 3.13, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
