TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
12 Dec 2024 10:30 AM IST
| TVSMOTOR 26DEC2024 2450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 1.71
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 2504.05 | 88 | -20.35 | 25.65 | 11 | 1 | 240 | |||
| 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 | |||
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| 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 0.70
Historical price for 2450 CE is as follows
On 12 Dec TVSMOTOR was trading at 2504.05. The strike last trading price was 88, which was -20.35 lower than the previous day. The implied volatity was 25.65, the open interest changed by 1 which increased total open position to 240
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 1.69
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 2504.05 | 22.7 | 5.90 | 24.63 | 144 | 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 -0.29
Historical price for 2450 PE is as follows
On 12 Dec TVSMOTOR was trading at 2504.05. The strike last trading price was 22.7, which was 5.90 higher than the previous day. The implied volatity was 24.63, 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
