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

2509.9 -21.54 (-0.85%)

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Historical option data for TVSMOTOR

12 Dec 2024 10:20 AM IST
TVSMOTOR 26DEC2024 2450 CE
Delta: 0.74
Vega: 1.61
Theta: -1.79
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 2509.90 87.95 -20.40 23.08 9 2 241
11 Dec 2531.45 108.35 10.95 25.49 98 -20 242
10 Dec 2520.20 97.4 9.45 24.57 87 11 262
9 Dec 2488.85 87.95 -17.55 25.32 79 1 253
6 Dec 2521.55 105.5 2.50 22.88 71 -16 252
5 Dec 2512.20 103 -5.00 24.64 90 11 268
4 Dec 2518.70 108 -22.35 22.99 89 -16 259
3 Dec 2556.20 130.35 36.10 19.18 747 -168 276
2 Dec 2493.40 94.25 26.25 26.62 4,056 43 444
29 Nov 2434.45 68 3.25 25.57 1,017 188 399
28 Nov 2415.45 64.75 -11.25 27.12 517 103 215
27 Nov 2440.65 76 2.10 25.81 213 41 109
26 Nov 2424.60 73.9 -21.35 27.52 129 45 68
25 Nov 2458.35 95.25 27.80 28.19 70 24 24
22 Nov 2414.25 67.45 -93.95 24.54 4 3 3
21 Nov 2388.45 161.4 0.00 1.41 0 0 0
20 Nov 2429.25 161.4 0.00 0.01 0 0 0
19 Nov 2429.25 161.4 0.00 0.01 0 0 0
18 Nov 2416.00 161.4 0.00 0.72 0 0 0
14 Nov 2396.15 161.4 0.00 0.53 0 0 0
13 Nov 2385.75 161.4 0.00 1.32 0 0 0
12 Nov 2440.30 161.4 0.00 - 0 0 0
11 Nov 2460.50 161.4 0.00 - 0 0 0
8 Nov 2467.90 161.4 0.00 - 0 0 0
7 Nov 2479.45 161.4 161.40 - 0 0 0
1 Nov 2509.70 0 - 0 0 0


For Tvs Motor Company Ltd - strike price 2450 expiring on 26DEC2024

Delta for 2450 CE is 0.74

Historical price for 2450 CE is as follows

On 12 Dec TVSMOTOR was trading at 2509.90. The strike last trading price was 87.95, which was -20.40 lower than the previous day. The implied volatity was 23.08, the open interest changed by 2 which increased total open position to 241


On 11 Dec TVSMOTOR was trading at 2531.45. The strike last trading price was 108.35, which was 10.95 higher than the previous day. The implied volatity was 25.49, the open interest changed by -20 which decreased total open position to 242


On 10 Dec TVSMOTOR was trading at 2520.20. The strike last trading price was 97.4, which was 9.45 higher than the previous day. The implied volatity was 24.57, the open interest changed by 11 which increased total open position to 262


On 9 Dec TVSMOTOR was trading at 2488.85. The strike last trading price was 87.95, which was -17.55 lower than the previous day. The implied volatity was 25.32, the open interest changed by 1 which increased total open position to 253


On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 105.5, which was 2.50 higher than the previous day. The implied volatity was 22.88, the open interest changed by -16 which decreased total open position to 252


On 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 103, which was -5.00 lower than the previous day. The implied volatity was 24.64, the open interest changed by 11 which increased total open position to 268


On 4 Dec TVSMOTOR was trading at 2518.70. The strike last trading price was 108, which was -22.35 lower than the previous day. The implied volatity was 22.99, the open interest changed by -16 which decreased total open position to 259


On 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 130.35, which was 36.10 higher than the previous day. The implied volatity was 19.18, the open interest changed by -168 which decreased total open position to 276


On 2 Dec TVSMOTOR was trading at 2493.40. The strike last trading price was 94.25, which was 26.25 higher than the previous day. The implied volatity was 26.62, the open interest changed by 43 which increased total open position to 444


On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 68, which was 3.25 higher than the previous day. The implied volatity was 25.57, the open interest changed by 188 which increased total open position to 399


On 28 Nov TVSMOTOR was trading at 2415.45. The strike last trading price was 64.75, which was -11.25 lower than the previous day. The implied volatity was 27.12, the open interest changed by 103 which increased total open position to 215


On 27 Nov TVSMOTOR was trading at 2440.65. The strike last trading price was 76, which was 2.10 higher than the previous day. The implied volatity was 25.81, the open interest changed by 41 which increased total open position to 109


On 26 Nov TVSMOTOR was trading at 2424.60. The strike last trading price was 73.9, which was -21.35 lower than the previous day. The implied volatity was 27.52, the open interest changed by 45 which increased total open position to 68


On 25 Nov TVSMOTOR was trading at 2458.35. The strike last trading price was 95.25, which was 27.80 higher than the previous day. The implied volatity was 28.19, the open interest changed by 24 which increased total open position to 24


On 22 Nov TVSMOTOR was trading at 2414.25. The strike last trading price was 67.45, which was -93.95 lower than the previous day. The implied volatity was 24.54, the open interest changed by 3 which increased total open position to 3


On 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 161.4, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 161.4, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 161.4, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 161.4, which was 0.00 lower than the previous day. The implied volatity was 0.72, 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 161.4, which was 0.00 lower than the previous day. The implied volatity was 0.53, 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 161.4, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 161.4, 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 161.4, 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 161.4, 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 161.4, which was 161.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov TVSMOTOR was trading at 2509.70. 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 26DEC2024 2450 PE
Delta: -0.28
Vega: 1.65
Theta: -1.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 2509.90 21.4 4.60 24.84 122 29 495
11 Dec 2531.45 16.8 -8.95 24.53 474 37 459
10 Dec 2520.20 25.75 -9.45 26.88 447 -20 423
9 Dec 2488.85 35.2 9.10 28.21 377 21 445
6 Dec 2521.55 26.1 -6.35 25.46 534 -9 426
5 Dec 2512.20 32.45 0.30 26.55 780 -31 435
4 Dec 2518.70 32.15 10.30 27.21 585 31 465
3 Dec 2556.20 21.85 -20.90 26.06 994 29 432
2 Dec 2493.40 42.75 -23.55 25.57 1,674 101 416
29 Nov 2434.45 66.3 -17.50 25.32 534 198 320
28 Nov 2415.45 83.8 4.85 28.16 253 53 122
27 Nov 2440.65 78.95 -6.10 30.69 96 41 68
26 Nov 2424.60 85.05 22.40 29.73 39 13 28
25 Nov 2458.35 62.65 -27.15 26.81 21 15 15
22 Nov 2414.25 89.8 -0.70 28.73 7 6 6
21 Nov 2388.45 90.5 0.00 - 0 0 0
20 Nov 2429.25 90.5 0.00 - 0 0 0
19 Nov 2429.25 90.5 0.00 - 0 0 0
18 Nov 2416.00 90.5 0.00 - 0 0 0
14 Nov 2396.15 90.5 0.00 - 0 0 0
13 Nov 2385.75 90.5 0.00 - 0 0 0
12 Nov 2440.30 90.5 0.00 0.35 0 0 0
11 Nov 2460.50 90.5 0.00 1.31 0 0 0
8 Nov 2467.90 90.5 0.00 1.58 0 0 0
7 Nov 2479.45 90.5 90.50 1.66 0 0 0
1 Nov 2509.70 0 2.75 0 0 0


For Tvs Motor Company Ltd - strike price 2450 expiring on 26DEC2024

Delta for 2450 PE is -0.28

Historical price for 2450 PE is as follows

On 12 Dec TVSMOTOR was trading at 2509.90. The strike last trading price was 21.4, which was 4.60 higher than the previous day. The implied volatity was 24.84, the open interest changed by 29 which increased total open position to 495


On 11 Dec TVSMOTOR was trading at 2531.45. The strike last trading price was 16.8, which was -8.95 lower than the previous day. The implied volatity was 24.53, the open interest changed by 37 which increased total open position to 459


On 10 Dec TVSMOTOR was trading at 2520.20. The strike last trading price was 25.75, which was -9.45 lower than the previous day. The implied volatity was 26.88, the open interest changed by -20 which decreased total open position to 423


On 9 Dec TVSMOTOR was trading at 2488.85. The strike last trading price was 35.2, which was 9.10 higher than the previous day. The implied volatity was 28.21, the open interest changed by 21 which increased total open position to 445


On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 26.1, which was -6.35 lower than the previous day. The implied volatity was 25.46, the open interest changed by -9 which decreased total open position to 426


On 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 32.45, which was 0.30 higher than the previous day. The implied volatity was 26.55, the open interest changed by -31 which decreased total open position to 435


On 4 Dec TVSMOTOR was trading at 2518.70. The strike last trading price was 32.15, which was 10.30 higher than the previous day. The implied volatity was 27.21, the open interest changed by 31 which increased total open position to 465


On 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 21.85, which was -20.90 lower than the previous day. The implied volatity was 26.06, the open interest changed by 29 which increased total open position to 432


On 2 Dec TVSMOTOR was trading at 2493.40. The strike last trading price was 42.75, which was -23.55 lower than the previous day. The implied volatity was 25.57, the open interest changed by 101 which increased total open position to 416


On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 66.3, which was -17.50 lower than the previous day. The implied volatity was 25.32, the open interest changed by 198 which increased total open position to 320


On 28 Nov TVSMOTOR was trading at 2415.45. The strike last trading price was 83.8, which was 4.85 higher than the previous day. The implied volatity was 28.16, the open interest changed by 53 which increased total open position to 122


On 27 Nov TVSMOTOR was trading at 2440.65. The strike last trading price was 78.95, which was -6.10 lower than the previous day. The implied volatity was 30.69, the open interest changed by 41 which increased total open position to 68


On 26 Nov TVSMOTOR was trading at 2424.60. The strike last trading price was 85.05, which was 22.40 higher than the previous day. The implied volatity was 29.73, the open interest changed by 13 which increased total open position to 28


On 25 Nov TVSMOTOR was trading at 2458.35. The strike last trading price was 62.65, which was -27.15 lower than the previous day. The implied volatity was 26.81, the open interest changed by 15 which increased total open position to 15


On 22 Nov TVSMOTOR was trading at 2414.25. The strike last trading price was 89.8, which was -0.70 lower than the previous day. The implied volatity was 28.73, the open interest changed by 6 which increased total open position to 6


On 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, 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 90.5, which was 0.00 lower than the previous day. The implied volatity was 0.35, 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 90.5, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 90.5, which was 0.00 lower than the previous day. The implied volatity was 1.58, 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 90.5, which was 90.50 higher than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0