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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 2450 CE
Delta: 0.69
Vega: 2.44
Theta: -1.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 2501.45 110 56.85 23.65 2,334 -67 301
1 Jan 2406.60 53.15 9.85 24.45 559 -24 367
31 Dec 2368.50 43.3 0.75 25.50 378 14 391
30 Dec 2353.60 42.55 -22.00 24.28 1,121 89 374
27 Dec 2420.45 64.55 -15.45 22.59 1,189 115 284
26 Dec 2438.55 80 7.45 25.21 571 102 169
24 Dec 2427.15 72.55 14.75 23.69 135 41 67
23 Dec 2388.30 57.8 -7.20 25.26 32 12 25
20 Dec 2391.65 65 -29.70 24.97 14 3 12
19 Dec 2459.65 94.7 -15.00 24.04 8 6 8
18 Dec 2479.25 109.7 -14.95 22.09 4 2 2
17 Dec 2453.05 124.65 0.00 - 0 0 0
16 Dec 2527.90 124.65 0.00 - 0 0 0
13 Dec 2521.90 124.65 0.00 - 0 0 0
12 Dec 2523.75 124.65 0.00 - 0 0 0
11 Dec 2531.45 124.65 0.00 - 0 0 0
10 Dec 2520.20 124.65 0.00 - 0 0 0
9 Dec 2488.85 124.65 0.00 - 0 0 0
6 Dec 2521.55 124.65 0.00 - 0 0 0
5 Dec 2512.20 124.65 0.00 - 0 0 0
4 Dec 2518.70 124.65 0.00 - 0 0 0
3 Dec 2556.20 124.65 0.00 - 0 0 0
2 Dec 2493.40 124.65 0.00 - 0 0 0
29 Nov 2434.45 124.65 - 0 0 0


For Tvs Motor Company Ltd - strike price 2450 expiring on 30JAN2025

Delta for 2450 CE is 0.69

Historical price for 2450 CE is as follows

On 2 Jan TVSMOTOR was trading at 2501.45. The strike last trading price was 110, which was 56.85 higher than the previous day. The implied volatity was 23.65, the open interest changed by -67 which decreased total open position to 301


On 1 Jan TVSMOTOR was trading at 2406.60. The strike last trading price was 53.15, which was 9.85 higher than the previous day. The implied volatity was 24.45, the open interest changed by -24 which decreased total open position to 367


On 31 Dec TVSMOTOR was trading at 2368.50. The strike last trading price was 43.3, which was 0.75 higher than the previous day. The implied volatity was 25.50, the open interest changed by 14 which increased total open position to 391


On 30 Dec TVSMOTOR was trading at 2353.60. The strike last trading price was 42.55, which was -22.00 lower than the previous day. The implied volatity was 24.28, the open interest changed by 89 which increased total open position to 374


On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 64.55, which was -15.45 lower than the previous day. The implied volatity was 22.59, the open interest changed by 115 which increased total open position to 284


On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 80, which was 7.45 higher than the previous day. The implied volatity was 25.21, the open interest changed by 102 which increased total open position to 169


On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 72.55, which was 14.75 higher than the previous day. The implied volatity was 23.69, the open interest changed by 41 which increased total open position to 67


On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 57.8, which was -7.20 lower than the previous day. The implied volatity was 25.26, the open interest changed by 12 which increased total open position to 25


On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 65, which was -29.70 lower than the previous day. The implied volatity was 24.97, the open interest changed by 3 which increased total open position to 12


On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 94.7, which was -15.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 6 which increased total open position to 8


On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 109.7, which was -14.95 lower than the previous day. The implied volatity was 22.09, the open interest changed by 2 which increased total open position to 2


On 17 Dec TVSMOTOR was trading at 2453.05. The strike last trading price was 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 124.65, 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 2450 PE
Delta: -0.32
Vega: 2.49
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 2501.45 40.6 -43.50 26.61 1,056 39 208
1 Jan 2406.60 84.1 -18.10 25.37 16 2 171
31 Dec 2368.50 102.2 0.20 24.32 45 17 169
30 Dec 2353.60 102 28.00 24.73 212 3 153
27 Dec 2420.45 74 5.65 24.33 446 59 150
26 Dec 2438.55 68.35 -9.65 24.15 103 67 89
24 Dec 2427.15 78 -14.00 25.20 23 11 22
23 Dec 2388.30 92 -9.10 21.78 1 0 11
20 Dec 2391.65 101.1 33.10 26.03 14 -4 12
19 Dec 2459.65 68 13.00 24.80 7 4 15
18 Dec 2479.25 55 -7.20 24.60 3 0 12
17 Dec 2453.05 62.2 10.00 21.49 4 3 12
16 Dec 2527.90 52.2 0.00 0.00 0 7 0
13 Dec 2521.90 52.2 1.30 26.57 7 6 8
12 Dec 2523.75 50.9 -77.60 26.38 2 0 0
11 Dec 2531.45 128.5 0.00 3.25 0 0 0
10 Dec 2520.20 128.5 0.00 2.83 0 0 0
9 Dec 2488.85 128.5 0.00 2.33 0 0 0
6 Dec 2521.55 128.5 0.00 2.96 0 0 0
5 Dec 2512.20 128.5 0.00 2.67 0 0 0
4 Dec 2518.70 128.5 0.00 2.91 0 0 0
3 Dec 2556.20 128.5 0.00 3.78 0 0 0
2 Dec 2493.40 128.5 0.00 2.16 0 0 0
29 Nov 2434.45 128.5 0.75 0 0 0


For Tvs Motor Company Ltd - strike price 2450 expiring on 30JAN2025

Delta for 2450 PE is -0.32

Historical price for 2450 PE is as follows

On 2 Jan TVSMOTOR was trading at 2501.45. The strike last trading price was 40.6, which was -43.50 lower than the previous day. The implied volatity was 26.61, the open interest changed by 39 which increased total open position to 208


On 1 Jan TVSMOTOR was trading at 2406.60. The strike last trading price was 84.1, which was -18.10 lower than the previous day. The implied volatity was 25.37, the open interest changed by 2 which increased total open position to 171


On 31 Dec TVSMOTOR was trading at 2368.50. The strike last trading price was 102.2, which was 0.20 higher than the previous day. The implied volatity was 24.32, the open interest changed by 17 which increased total open position to 169


On 30 Dec TVSMOTOR was trading at 2353.60. The strike last trading price was 102, which was 28.00 higher than the previous day. The implied volatity was 24.73, the open interest changed by 3 which increased total open position to 153


On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 74, which was 5.65 higher than the previous day. The implied volatity was 24.33, the open interest changed by 59 which increased total open position to 150


On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 68.35, which was -9.65 lower than the previous day. The implied volatity was 24.15, the open interest changed by 67 which increased total open position to 89


On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 78, which was -14.00 lower than the previous day. The implied volatity was 25.20, the open interest changed by 11 which increased total open position to 22


On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 92, which was -9.10 lower than the previous day. The implied volatity was 21.78, the open interest changed by 0 which decreased total open position to 11


On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 101.1, which was 33.10 higher than the previous day. The implied volatity was 26.03, the open interest changed by -4 which decreased total open position to 12


On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 68, which was 13.00 higher than the previous day. The implied volatity was 24.80, the open interest changed by 4 which increased total open position to 15


On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 55, which was -7.20 lower than the previous day. The implied volatity was 24.60, the open interest changed by 0 which decreased total open position to 12


On 17 Dec TVSMOTOR was trading at 2453.05. The strike last trading price was 62.2, which was 10.00 higher than the previous day. The implied volatity was 21.49, the open interest changed by 3 which increased total open position to 12


On 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 52.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 13 Dec TVSMOTOR was trading at 2521.90. The strike last trading price was 52.2, which was 1.30 higher than the previous day. The implied volatity was 26.57, the open interest changed by 6 which increased total open position to 8


On 12 Dec TVSMOTOR was trading at 2523.75. The strike last trading price was 50.9, which was -77.60 lower than the previous day. The implied volatity was 26.38, 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 128.5, which was 0.00 lower than the previous day. The implied volatity was 3.25, 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 128.5, which was 0.00 lower than the previous day. The implied volatity was 2.83, 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 128.5, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 128.5, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 128.5, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 128.5, 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 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 128.5, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 128.5, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 128.5, which was lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0