TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
27 Dec 2024 04:10 PM IST
| TVSMOTOR 30JAN2025 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 2.83
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2420.45 | 43.3 | -8.20 | 22.40 | 2,533 | 168 | 566 | |||
| 26 Dec | 2438.55 | 51.5 | -0.90 | 23.12 | 652 | 78 | 404 | |||
| 24 Dec | 2427.15 | 52.4 | 13.40 | 24.07 | 537 | 59 | 322 | |||
| 23 Dec | 2388.30 | 39 | -3.00 | 24.68 | 277 | 23 | 262 | |||
| 20 Dec | 2391.65 | 42 | -24.55 | 23.43 | 159 | 30 | 240 | |||
| 19 Dec | 2459.65 | 66.55 | -18.35 | 22.90 | 67 | 18 | 209 | |||
| 18 Dec | 2479.25 | 84.9 | 10.35 | 23.02 | 86 | 18 | 192 | |||
| 17 Dec | 2453.05 | 74.55 | -37.45 | 25.84 | 103 | 66 | 169 | |||
| 16 Dec | 2527.90 | 112 | -1.35 | 23.21 | 35 | -1 | 103 | |||
| 13 Dec | 2521.90 | 113.35 | 1.40 | 23.28 | 30 | 13 | 104 | |||
| 12 Dec | 2523.75 | 111.95 | -11.40 | 21.77 | 41 | 21 | 95 | |||
| 11 Dec | 2531.45 | 123.35 | 9.40 | 23.77 | 44 | 16 | 74 | |||
| 10 Dec | 2520.20 | 113.95 | 4.35 | 23.40 | 21 | 2 | 57 | |||
| 9 Dec | 2488.85 | 109.6 | -15.60 | 24.78 | 29 | 18 | 55 | |||
| 6 Dec | 2521.55 | 125.2 | 5.20 | 24.14 | 14 | 2 | 37 | |||
| 5 Dec | 2512.20 | 120 | -3.55 | 24.13 | 15 | 5 | 33 | |||
| 4 Dec | 2518.70 | 123.55 | -15.20 | 23.25 | 5 | 0 | 27 | |||
| 3 Dec | 2556.20 | 138.75 | 28.75 | 20.86 | 31 | 18 | 25 | |||
| 2 Dec | 2493.40 | 110 | -67.45 | 24.75 | 9 | 6 | 6 | |||
| 29 Nov | 2434.45 | 177.45 | 0.00 | 0.71 | 0 | 0 | 0 | |||
| 27 Nov | 2440.65 | 177.45 | 0.00 | 0.47 | 0 | 0 | 0 | |||
| 26 Nov | 2424.60 | 177.45 | 0.00 | 0.86 | 0 | 0 | 0 | |||
| 25 Nov | 2458.35 | 177.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2414.25 | 177.45 | 0.00 | 1.09 | 0 | 0 | 0 | |||
| 21 Nov | 2388.45 | 177.45 | 0.00 | 1.54 | 0 | 0 | 0 | |||
| 20 Nov | 2429.25 | 177.45 | 0.00 | 0.15 | 0 | 0 | 0 | |||
| 19 Nov | 2429.25 | 177.45 | 0.00 | 0.15 | 0 | 0 | 0 | |||
| 18 Nov | 2416.00 | 177.45 | 0.00 | 0.94 | 0 | 0 | 0 | |||
| 14 Nov | 2396.15 | 177.45 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 13 Nov | 2385.75 | 177.45 | 0.00 | 1.63 | 0 | 0 | 0 | |||
| 12 Nov | 2440.30 | 177.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 2460.50 | 177.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2467.90 | 177.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2479.45 | 177.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2485.90 | 177.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2458.40 | 177.45 | 177.45 | - | 0 | 0 | 0 | |||
| 4 Nov | 2412.15 | 0 | 0.57 | 0 | 0 | 0 | ||||
For Tvs Motor Company Ltd - strike price 2500 expiring on 30JAN2025
Delta for 2500 CE is 0.39
Historical price for 2500 CE is as follows
On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 43.3, which was -8.20 lower than the previous day. The implied volatity was 22.40, the open interest changed by 168 which increased total open position to 566
On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 51.5, which was -0.90 lower than the previous day. The implied volatity was 23.12, the open interest changed by 78 which increased total open position to 404
On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 52.4, which was 13.40 higher than the previous day. The implied volatity was 24.07, the open interest changed by 59 which increased total open position to 322
On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 39, which was -3.00 lower than the previous day. The implied volatity was 24.68, the open interest changed by 23 which increased total open position to 262
On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 42, which was -24.55 lower than the previous day. The implied volatity was 23.43, the open interest changed by 30 which increased total open position to 240
On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 66.55, which was -18.35 lower than the previous day. The implied volatity was 22.90, the open interest changed by 18 which increased total open position to 209
On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 84.9, which was 10.35 higher than the previous day. The implied volatity was 23.02, the open interest changed by 18 which increased total open position to 192
On 17 Dec TVSMOTOR was trading at 2453.05. The strike last trading price was 74.55, which was -37.45 lower than the previous day. The implied volatity was 25.84, the open interest changed by 66 which increased total open position to 169
On 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 112, which was -1.35 lower than the previous day. The implied volatity was 23.21, the open interest changed by -1 which decreased total open position to 103
On 13 Dec TVSMOTOR was trading at 2521.90. The strike last trading price was 113.35, which was 1.40 higher than the previous day. The implied volatity was 23.28, the open interest changed by 13 which increased total open position to 104
On 12 Dec TVSMOTOR was trading at 2523.75. The strike last trading price was 111.95, which was -11.40 lower than the previous day. The implied volatity was 21.77, the open interest changed by 21 which increased total open position to 95
On 11 Dec TVSMOTOR was trading at 2531.45. The strike last trading price was 123.35, which was 9.40 higher than the previous day. The implied volatity was 23.77, the open interest changed by 16 which increased total open position to 74
On 10 Dec TVSMOTOR was trading at 2520.20. The strike last trading price was 113.95, which was 4.35 higher than the previous day. The implied volatity was 23.40, the open interest changed by 2 which increased total open position to 57
On 9 Dec TVSMOTOR was trading at 2488.85. The strike last trading price was 109.6, which was -15.60 lower than the previous day. The implied volatity was 24.78, the open interest changed by 18 which increased total open position to 55
On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 125.2, which was 5.20 higher than the previous day. The implied volatity was 24.14, the open interest changed by 2 which increased total open position to 37
On 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 120, which was -3.55 lower than the previous day. The implied volatity was 24.13, the open interest changed by 5 which increased total open position to 33
On 4 Dec TVSMOTOR was trading at 2518.70. The strike last trading price was 123.55, which was -15.20 lower than the previous day. The implied volatity was 23.25, the open interest changed by 0 which decreased total open position to 27
On 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 138.75, which was 28.75 higher than the previous day. The implied volatity was 20.86, the open interest changed by 18 which increased total open position to 25
On 2 Dec TVSMOTOR was trading at 2493.40. The strike last trading price was 110, which was -67.45 lower than the previous day. The implied volatity was 24.75, the open interest changed by 6 which increased total open position to 6
On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 177.45, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 177.45, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 177.45, which was 0.00 lower than the previous day. The implied volatity was 0.86, 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 177.45, 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 177.45, 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 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 177.45, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 177.45, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 177.45, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 177.45, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 177.45, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 177.45, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 177.45, 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 177.45, 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 177.45, 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 177.45, 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 177.45, 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 177.45, which was 177.45 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 0.57, the open interest changed by 0 which decreased total open position to 0
| TVSMOTOR 30JAN2025 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 2.85
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2420.45 | 103.25 | 8.10 | 24.54 | 397 | 146 | 268 |
| 26 Dec | 2438.55 | 95.15 | -10.55 | 24.00 | 114 | 25 | 118 |
| 24 Dec | 2427.15 | 105.7 | -25.90 | 25.07 | 52 | 33 | 91 |
| 23 Dec | 2388.30 | 131.6 | -3.40 | 24.14 | 23 | -1 | 56 |
| 20 Dec | 2391.65 | 135 | 44.55 | 27.04 | 25 | 4 | 57 |
| 19 Dec | 2459.65 | 90.45 | 7.05 | 24.00 | 6 | 2 | 52 |
| 18 Dec | 2479.25 | 83.4 | -16.45 | 26.51 | 3 | 0 | 49 |
| 17 Dec | 2453.05 | 99.85 | 36.70 | 25.01 | 26 | 13 | 49 |
| 16 Dec | 2527.90 | 63.15 | -0.85 | 25.22 | 11 | 6 | 37 |
| 13 Dec | 2521.90 | 64 | -2.00 | 24.43 | 12 | -6 | 30 |
| 12 Dec | 2523.75 | 66 | 0.00 | 25.30 | 3 | 2 | 36 |
| 11 Dec | 2531.45 | 66 | -9.00 | 25.65 | 10 | 5 | 34 |
| 10 Dec | 2520.20 | 75 | -12.90 | 26.36 | 5 | -4 | 28 |
| 9 Dec | 2488.85 | 87.9 | 14.90 | 27.66 | 12 | 8 | 33 |
| 6 Dec | 2521.55 | 73 | -9.10 | 25.79 | 5 | 1 | 25 |
| 5 Dec | 2512.20 | 82.1 | 12.10 | 26.94 | 15 | 8 | 24 |
| 4 Dec | 2518.70 | 70 | 4.00 | 24.59 | 3 | 2 | 15 |
| 3 Dec | 2556.20 | 66 | -34.50 | 26.75 | 11 | 9 | 12 |
| 2 Dec | 2493.40 | 100.5 | -38.30 | 29.23 | 4 | 3 | 3 |
| 29 Nov | 2434.45 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2440.65 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2424.60 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2458.35 | 138.8 | 0.00 | 0.16 | 0 | 0 | 0 |
| 22 Nov | 2414.25 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2388.45 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2429.25 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2429.25 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2416.00 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2396.15 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2385.75 | 138.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2440.30 | 138.8 | 0.00 | 0.10 | 0 | 0 | 0 |
| 11 Nov | 2460.50 | 138.8 | 0.00 | 0.61 | 0 | 0 | 0 |
| 8 Nov | 2467.90 | 138.8 | 0.00 | 0.72 | 0 | 0 | 0 |
| 7 Nov | 2479.45 | 138.8 | 0.00 | 1.02 | 0 | 0 | 0 |
| 6 Nov | 2485.90 | 138.8 | 138.80 | 1.03 | 0 | 0 | 0 |
| 5 Nov | 2458.40 | 0 | 0.00 | 0.51 | 0 | 0 | 0 |
| 4 Nov | 2412.15 | 0 | - | 0 | 0 | 0 | |
For Tvs Motor Company Ltd - strike price 2500 expiring on 30JAN2025
Delta for 2500 PE is -0.60
Historical price for 2500 PE is as follows
On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 103.25, which was 8.10 higher than the previous day. The implied volatity was 24.54, the open interest changed by 146 which increased total open position to 268
On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 95.15, which was -10.55 lower than the previous day. The implied volatity was 24.00, the open interest changed by 25 which increased total open position to 118
On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 105.7, which was -25.90 lower than the previous day. The implied volatity was 25.07, the open interest changed by 33 which increased total open position to 91
On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 131.6, which was -3.40 lower than the previous day. The implied volatity was 24.14, the open interest changed by -1 which decreased total open position to 56
On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 135, which was 44.55 higher than the previous day. The implied volatity was 27.04, the open interest changed by 4 which increased total open position to 57
On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 90.45, which was 7.05 higher than the previous day. The implied volatity was 24.00, the open interest changed by 2 which increased total open position to 52
On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 83.4, which was -16.45 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 49
On 17 Dec TVSMOTOR was trading at 2453.05. The strike last trading price was 99.85, which was 36.70 higher than the previous day. The implied volatity was 25.01, the open interest changed by 13 which increased total open position to 49
On 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 63.15, which was -0.85 lower than the previous day. The implied volatity was 25.22, the open interest changed by 6 which increased total open position to 37
On 13 Dec TVSMOTOR was trading at 2521.90. The strike last trading price was 64, which was -2.00 lower than the previous day. The implied volatity was 24.43, the open interest changed by -6 which decreased total open position to 30
On 12 Dec TVSMOTOR was trading at 2523.75. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 25.30, the open interest changed by 2 which increased total open position to 36
On 11 Dec TVSMOTOR was trading at 2531.45. The strike last trading price was 66, which was -9.00 lower than the previous day. The implied volatity was 25.65, the open interest changed by 5 which increased total open position to 34
On 10 Dec TVSMOTOR was trading at 2520.20. The strike last trading price was 75, which was -12.90 lower than the previous day. The implied volatity was 26.36, the open interest changed by -4 which decreased total open position to 28
On 9 Dec TVSMOTOR was trading at 2488.85. The strike last trading price was 87.9, which was 14.90 higher than the previous day. The implied volatity was 27.66, the open interest changed by 8 which increased total open position to 33
On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 73, which was -9.10 lower than the previous day. The implied volatity was 25.79, the open interest changed by 1 which increased total open position to 25
On 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 82.1, which was 12.10 higher than the previous day. The implied volatity was 26.94, the open interest changed by 8 which increased total open position to 24
On 4 Dec TVSMOTOR was trading at 2518.70. The strike last trading price was 70, which was 4.00 higher than the previous day. The implied volatity was 24.59, the open interest changed by 2 which increased total open position to 15
On 3 Dec TVSMOTOR was trading at 2556.20. The strike last trading price was 66, which was -34.50 lower than the previous day. The implied volatity was 26.75, the open interest changed by 9 which increased total open position to 12
On 2 Dec TVSMOTOR was trading at 2493.40. The strike last trading price was 100.5, which was -38.30 lower than the previous day. The implied volatity was 29.23, the open interest changed by 3 which increased total open position to 3
On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 138.8, 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 138.8, 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 138.8, 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 138.8, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 138.8, 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 138.8, 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 138.8, 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 138.8, 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 138.8, 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 138.8, 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 138.8, 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 138.8, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 138.8, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 138.8, 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 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 138.8, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 138.8, which was 138.80 higher than the previous day. The implied volatity was 1.03, 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 0.51, 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
