TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
14 Nov 2024 04:10 PM IST
| TVSMOTOR 28NOV2024 2500 CE | ||||||||||
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Delta: 0.23
Vega: 1.45
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2396.15 | 14.6 | -1.95 | 23.04 | 1,521 | -10 | 1,193 | |||
| 13 Nov | 2385.75 | 16.55 | -11.15 | 25.61 | 2,806 | 106 | 1,204 | |||
| 12 Nov | 2440.30 | 27.7 | -14.50 | 25.31 | 1,195 | 36 | 1,142 | |||
| 11 Nov | 2460.50 | 42.2 | -3.55 | 26.13 | 1,130 | 51 | 1,109 | |||
| 8 Nov | 2467.90 | 45.75 | -7.55 | 23.73 | 912 | -7 | 1,069 | |||
| 7 Nov | 2479.45 | 53.3 | -12.35 | 25.75 | 1,175 | -25 | 1,087 | |||
| 6 Nov | 2485.90 | 65.65 | 1.65 | 27.18 | 3,718 | 267 | 1,116 | |||
| 5 Nov | 2458.40 | 64 | 13.15 | 30.31 | 2,142 | -91 | 851 | |||
| 4 Nov | 2412.15 | 50.85 | -41.15 | 32.16 | 2,285 | 318 | 942 | |||
| 1 Nov | 2509.70 | 92 | 6.85 | 28.95 | 476 | -49 | 624 | |||
| 31 Oct | 2493.70 | 85.15 | 9.10 | - | 2,274 | 144 | 666 | |||
| 30 Oct | 2458.90 | 76.05 | 4.05 | - | 1,290 | 89 | 518 | |||
| 29 Oct | 2447.20 | 72 | -9.00 | - | 576 | 31 | 430 | |||
| 28 Oct | 2462.35 | 81 | 9.90 | - | 790 | 116 | 399 | |||
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| 25 Oct | 2449.80 | 71.1 | -34.90 | - | 830 | 114 | 283 | |||
| 24 Oct | 2482.35 | 106 | -59.00 | - | 441 | 146 | 164 | |||
| 23 Oct | 2562.95 | 165 | -274.75 | - | 52 | 17 | 17 | |||
| 22 Oct | 2662.50 | 439.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2715.90 | 439.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2679.25 | 439.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2740.55 | 439.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2637.85 | 439.75 | - | 0 | 0 | 0 | ||||
For Tvs Motor Company Ltd - strike price 2500 expiring on 28NOV2024
Delta for 2500 CE is 0.23
Historical price for 2500 CE is as follows
On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 14.6, which was -1.95 lower than the previous day. The implied volatity was 23.04, the open interest changed by -10 which decreased total open position to 1193
On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 16.55, which was -11.15 lower than the previous day. The implied volatity was 25.61, the open interest changed by 106 which increased total open position to 1204
On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 27.7, which was -14.50 lower than the previous day. The implied volatity was 25.31, the open interest changed by 36 which increased total open position to 1142
On 11 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 42.2, which was -3.55 lower than the previous day. The implied volatity was 26.13, the open interest changed by 51 which increased total open position to 1109
On 8 Nov TVSMOTOR was trading at 2467.90. The strike last trading price was 45.75, which was -7.55 lower than the previous day. The implied volatity was 23.73, the open interest changed by -7 which decreased total open position to 1069
On 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 53.3, which was -12.35 lower than the previous day. The implied volatity was 25.75, the open interest changed by -25 which decreased total open position to 1087
On 6 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 65.65, which was 1.65 higher than the previous day. The implied volatity was 27.18, the open interest changed by 267 which increased total open position to 1116
On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 64, which was 13.15 higher than the previous day. The implied volatity was 30.31, the open interest changed by -91 which decreased total open position to 851
On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 50.85, which was -41.15 lower than the previous day. The implied volatity was 32.16, the open interest changed by 318 which increased total open position to 942
On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 92, which was 6.85 higher than the previous day. The implied volatity was 28.95, the open interest changed by -49 which decreased total open position to 624
On 31 Oct TVSMOTOR was trading at 2493.70. The strike last trading price was 85.15, which was 9.10 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 76.05, which was 4.05 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 72, which was -9.00 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 81, which was 9.90 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 71.1, which was -34.90 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 106, which was -59.00 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 165, which was -274.75 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 439.75, 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 439.75, 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 439.75, 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 439.75, 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 439.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TVSMOTOR 28NOV2024 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 1.65
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2396.15 | 110 | -12.00 | 31.36 | 43 | -6 | 386 |
| 13 Nov | 2385.75 | 122 | 36.40 | 32.00 | 607 | -177 | 392 |
| 12 Nov | 2440.30 | 85.6 | 18.10 | 24.68 | 339 | 7 | 606 |
| 11 Nov | 2460.50 | 67.5 | -4.65 | 24.19 | 328 | -20 | 598 |
| 8 Nov | 2467.90 | 72.15 | -4.85 | 26.81 | 224 | 14 | 617 |
| 7 Nov | 2479.45 | 77 | 12.45 | 28.95 | 526 | 4 | 602 |
| 6 Nov | 2485.90 | 64.55 | -22.00 | 26.33 | 1,069 | 168 | 596 |
| 5 Nov | 2458.40 | 86.55 | -36.25 | 30.04 | 189 | 20 | 427 |
| 4 Nov | 2412.15 | 122.8 | 48.45 | 33.57 | 502 | 70 | 408 |
| 1 Nov | 2509.70 | 74.35 | -8.65 | 32.19 | 98 | 46 | 340 |
| 31 Oct | 2493.70 | 83 | -13.40 | - | 415 | 114 | 296 |
| 30 Oct | 2458.90 | 96.4 | -10.60 | - | 128 | 28 | 180 |
| 29 Oct | 2447.20 | 107 | 9.00 | - | 139 | 5 | 152 |
| 28 Oct | 2462.35 | 98 | -19.35 | - | 104 | 13 | 146 |
| 25 Oct | 2449.80 | 117.35 | 18.45 | - | 252 | -51 | 133 |
| 24 Oct | 2482.35 | 98.9 | 34.90 | - | 643 | 14 | 185 |
| 23 Oct | 2562.95 | 64 | 28.00 | - | 360 | 170 | 171 |
| 22 Oct | 2662.50 | 36 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2715.90 | 36 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 2679.25 | 36 | 18.65 | - | 1 | 0 | 0 |
| 8 Oct | 2740.55 | 17.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2637.85 | 17.35 | - | 0 | 0 | 0 | |
For Tvs Motor Company Ltd - strike price 2500 expiring on 28NOV2024
Delta for 2500 PE is -0.70
Historical price for 2500 PE is as follows
On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 110, which was -12.00 lower than the previous day. The implied volatity was 31.36, the open interest changed by -6 which decreased total open position to 386
On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 122, which was 36.40 higher than the previous day. The implied volatity was 32.00, the open interest changed by -177 which decreased total open position to 392
On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 85.6, which was 18.10 higher than the previous day. The implied volatity was 24.68, the open interest changed by 7 which increased total open position to 606
On 11 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 67.5, which was -4.65 lower than the previous day. The implied volatity was 24.19, the open interest changed by -20 which decreased total open position to 598
On 8 Nov TVSMOTOR was trading at 2467.90. The strike last trading price was 72.15, which was -4.85 lower than the previous day. The implied volatity was 26.81, the open interest changed by 14 which increased total open position to 617
On 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 77, which was 12.45 higher than the previous day. The implied volatity was 28.95, the open interest changed by 4 which increased total open position to 602
On 6 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 64.55, which was -22.00 lower than the previous day. The implied volatity was 26.33, the open interest changed by 168 which increased total open position to 596
On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 86.55, which was -36.25 lower than the previous day. The implied volatity was 30.04, the open interest changed by 20 which increased total open position to 427
On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 122.8, which was 48.45 higher than the previous day. The implied volatity was 33.57, the open interest changed by 70 which increased total open position to 408
On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 74.35, which was -8.65 lower than the previous day. The implied volatity was 32.19, the open interest changed by 46 which increased total open position to 340
On 31 Oct TVSMOTOR was trading at 2493.70. The strike last trading price was 83, which was -13.40 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 96.4, which was -10.60 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 107, which was 9.00 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 98, which was -19.35 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 117.35, which was 18.45 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 98.9, which was 34.90 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 64, which was 28.00 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 36, 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 36, 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 36, which was 18.65 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 17.35, 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 17.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
