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

2388.45 -40.80 (-1.68%)

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Historical option data for TVSMOTOR

21 Nov 2024 04:10 PM IST
TVSMOTOR 28NOV2024 2700 CE
Delta: 0.02
Vega: 0.19
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2388.45 1.3 -0.50 43.38 536 -56 1,265
20 Nov 2429.25 1.8 0.00 36.52 936 -18 1,320
19 Nov 2429.25 1.8 -0.25 36.52 936 -19 1,320
18 Nov 2416.00 2.05 -0.30 37.18 665 124 1,338
14 Nov 2396.15 2.35 -0.90 31.68 594 52 1,211
13 Nov 2385.75 3.25 -0.85 33.84 1,026 -30 1,170
12 Nov 2440.30 4.1 -1.30 30.72 722 59 1,198
11 Nov 2460.50 5.4 -2.10 28.68 718 54 1,139
8 Nov 2467.90 7.5 -1.50 27.72 646 123 1,195
7 Nov 2479.45 9 -3.75 28.11 625 18 1,071
6 Nov 2485.90 12.75 -1.75 28.86 1,327 102 1,054
5 Nov 2458.40 14.5 2.65 31.74 1,265 -167 947
4 Nov 2412.15 11.85 -11.65 33.61 1,709 128 1,113
1 Nov 2509.70 23.5 -0.45 29.43 202 -23 986
31 Oct 2493.70 23.95 2.90 - 983 70 1,009
30 Oct 2458.90 21.05 1.85 - 774 132 939
29 Oct 2447.20 19.2 -3.60 - 510 74 807
28 Oct 2462.35 22.8 0.80 - 596 -13 733
25 Oct 2449.80 22 -12.50 - 992 76 746
24 Oct 2482.35 34.5 -26.75 - 2,192 417 670
23 Oct 2562.95 61.25 -45.40 - 485 90 252
22 Oct 2662.50 106.65 -29.35 - 102 31 160
21 Oct 2737.70 136 13.75 - 20 0 130
18 Oct 2715.90 122.25 20.25 - 35 -8 131
17 Oct 2679.25 102 -58.00 - 144 14 139
16 Oct 2774.15 160 -25.00 - 11 0 123
15 Oct 2833.60 185 -10.00 - 10 7 121
14 Oct 2830.40 195 30.00 - 19 17 113
11 Oct 2794.35 165 -4.45 - 4 2 94
10 Oct 2793.50 169.45 -7.25 - 20 15 92
9 Oct 2782.55 176.7 41.70 - 37 29 77
8 Oct 2740.55 135 42.00 - 26 17 47
7 Oct 2637.85 93 -22.00 - 6 -1 29
4 Oct 2687.50 115 -40.20 - 6 3 29
3 Oct 2725.60 155.2 -125.55 - 31 26 26
1 Oct 2838.65 280.75 0.00 - 0 0 0
30 Sept 2839.85 280.75 0.00 - 0 0 0
27 Sept 2949.70 280.75 - 0 0 0


For Tvs Motor Company Ltd - strike price 2700 expiring on 28NOV2024

Delta for 2700 CE is 0.02

Historical price for 2700 CE is as follows

On 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was 43.38, the open interest changed by -56 which decreased total open position to 1265


On 20 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 36.52, the open interest changed by -18 which decreased total open position to 1320


On 19 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 36.52, the open interest changed by -19 which decreased total open position to 1320


On 18 Nov TVSMOTOR was trading at 2416.00. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 37.18, the open interest changed by 124 which increased total open position to 1338


On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 2.35, which was -0.90 lower than the previous day. The implied volatity was 31.68, the open interest changed by 52 which increased total open position to 1211


On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was 33.84, the open interest changed by -30 which decreased total open position to 1170


On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 4.1, which was -1.30 lower than the previous day. The implied volatity was 30.72, the open interest changed by 59 which increased total open position to 1198


On 11 Nov TVSMOTOR was trading at 2460.50. The strike last trading price was 5.4, which was -2.10 lower than the previous day. The implied volatity was 28.68, the open interest changed by 54 which increased total open position to 1139


On 8 Nov TVSMOTOR was trading at 2467.90. The strike last trading price was 7.5, which was -1.50 lower than the previous day. The implied volatity was 27.72, the open interest changed by 123 which increased total open position to 1195


On 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 9, which was -3.75 lower than the previous day. The implied volatity was 28.11, the open interest changed by 18 which increased total open position to 1071


On 6 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 12.75, which was -1.75 lower than the previous day. The implied volatity was 28.86, the open interest changed by 102 which increased total open position to 1054


On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 14.5, which was 2.65 higher than the previous day. The implied volatity was 31.74, the open interest changed by -167 which decreased total open position to 947


On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 11.85, which was -11.65 lower than the previous day. The implied volatity was 33.61, the open interest changed by 128 which increased total open position to 1113


On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 23.5, which was -0.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by -23 which decreased total open position to 986


On 31 Oct TVSMOTOR was trading at 2493.70. The strike last trading price was 23.95, which was 2.90 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 21.05, which was 1.85 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 19.2, which was -3.60 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 22.8, which was 0.80 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 22, which was -12.50 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 34.5, which was -26.75 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 61.25, which was -45.40 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 106.65, which was -29.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TVSMOTOR was trading at 2737.70. The strike last trading price was 136, which was 13.75 higher 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 122.25, which was 20.25 higher 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 102, which was -58.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct TVSMOTOR was trading at 2774.15. The strike last trading price was 160, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct TVSMOTOR was trading at 2833.60. The strike last trading price was 185, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct TVSMOTOR was trading at 2830.40. The strike last trading price was 195, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct TVSMOTOR was trading at 2794.35. The strike last trading price was 165, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct TVSMOTOR was trading at 2793.50. The strike last trading price was 169.45, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct TVSMOTOR was trading at 2782.55. The strike last trading price was 176.7, which was 41.70 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 135, which was 42.00 higher 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 93, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct TVSMOTOR was trading at 2687.50. The strike last trading price was 115, which was -40.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct TVSMOTOR was trading at 2725.60. The strike last trading price was 155.2, which was -125.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct TVSMOTOR was trading at 2838.65. The strike last trading price was 280.75, 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 30 Sept TVSMOTOR was trading at 2839.85. The strike last trading price was 280.75, 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 27 Sept TVSMOTOR was trading at 2949.70. The strike last trading price was 280.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TVSMOTOR 28NOV2024 2700 PE
Delta: -0.97
Vega: 0.23
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2388.45 306.65 65.65 45.84 12 -5 108
20 Nov 2429.25 241 0.00 - 3 -3 114
19 Nov 2429.25 241 -55.85 - 3 -2 114
18 Nov 2416.00 296.85 0.00 0.00 0 -2 0
14 Nov 2396.15 296.85 -35.15 49.11 4 -1 117
13 Nov 2385.75 332 97.90 66.91 7 -1 118
12 Nov 2440.30 234.1 0.00 0.00 0 0 0
11 Nov 2460.50 234.1 0.00 0.00 0 0 0
8 Nov 2467.90 234.1 6.10 34.59 5 0 119
7 Nov 2479.45 228 18.50 31.33 54 -48 120
6 Nov 2485.90 209.5 -35.30 26.57 26 -2 168
5 Nov 2458.40 244.8 -35.75 37.11 5 -1 170
4 Nov 2412.15 280.55 75.55 34.71 4 -2 171
1 Nov 2509.70 205 -19.00 33.91 21 14 170
31 Oct 2493.70 224 -16.30 - 43 29 155
30 Oct 2458.90 240.3 -11.45 - 69 50 126
29 Oct 2447.20 251.75 18.75 - 9 1 77
28 Oct 2462.35 233 -19.00 - 27 4 76
25 Oct 2449.80 252 23.15 - 35 -14 72
24 Oct 2482.35 228.85 65.45 - 72 -35 87
23 Oct 2562.95 163.4 53.40 - 197 18 128
22 Oct 2662.50 110 35.00 - 51 -2 110
21 Oct 2737.70 75 -0.30 - 40 9 110
18 Oct 2715.90 75.3 -21.00 - 26 7 100
17 Oct 2679.25 96.3 47.15 - 102 -15 94
16 Oct 2774.15 49.15 11.95 - 42 6 108
15 Oct 2833.60 37.2 1.20 - 12 1 101
14 Oct 2830.40 36 -8.95 - 17 10 100
11 Oct 2794.35 44.95 -8.85 - 14 4 89
10 Oct 2793.50 53.8 -7.20 - 35 28 82
9 Oct 2782.55 61 -17.45 - 22 8 53
8 Oct 2740.55 78.45 -46.55 - 10 2 44
7 Oct 2637.85 125 22.75 - 1 0 42
4 Oct 2687.50 102.25 11.25 - 27 11 42
3 Oct 2725.60 91 36.00 - 35 21 30
1 Oct 2838.65 55 -11.00 - 2 1 9
30 Sept 2839.85 66 30.95 - 6 3 5
27 Sept 2949.70 35.05 - 2 1 1


For Tvs Motor Company Ltd - strike price 2700 expiring on 28NOV2024

Delta for 2700 PE is -0.97

Historical price for 2700 PE is as follows

On 21 Nov TVSMOTOR was trading at 2388.45. The strike last trading price was 306.65, which was 65.65 higher than the previous day. The implied volatity was 45.84, the open interest changed by -5 which decreased total open position to 108


On 20 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 241, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 114


On 19 Nov TVSMOTOR was trading at 2429.25. The strike last trading price was 241, which was -55.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 114


On 18 Nov TVSMOTOR was trading at 2416.00. The strike last trading price was 296.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 14 Nov TVSMOTOR was trading at 2396.15. The strike last trading price was 296.85, which was -35.15 lower than the previous day. The implied volatity was 49.11, the open interest changed by -1 which decreased total open position to 117


On 13 Nov TVSMOTOR was trading at 2385.75. The strike last trading price was 332, which was 97.90 higher than the previous day. The implied volatity was 66.91, the open interest changed by -1 which decreased total open position to 118


On 12 Nov TVSMOTOR was trading at 2440.30. The strike last trading price was 234.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 234.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 234.1, which was 6.10 higher than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 119


On 7 Nov TVSMOTOR was trading at 2479.45. The strike last trading price was 228, which was 18.50 higher than the previous day. The implied volatity was 31.33, the open interest changed by -48 which decreased total open position to 120


On 6 Nov TVSMOTOR was trading at 2485.90. The strike last trading price was 209.5, which was -35.30 lower than the previous day. The implied volatity was 26.57, the open interest changed by -2 which decreased total open position to 168


On 5 Nov TVSMOTOR was trading at 2458.40. The strike last trading price was 244.8, which was -35.75 lower than the previous day. The implied volatity was 37.11, the open interest changed by -1 which decreased total open position to 170


On 4 Nov TVSMOTOR was trading at 2412.15. The strike last trading price was 280.55, which was 75.55 higher than the previous day. The implied volatity was 34.71, the open interest changed by -2 which decreased total open position to 171


On 1 Nov TVSMOTOR was trading at 2509.70. The strike last trading price was 205, which was -19.00 lower than the previous day. The implied volatity was 33.91, the open interest changed by 14 which increased total open position to 170


On 31 Oct TVSMOTOR was trading at 2493.70. The strike last trading price was 224, which was -16.30 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 240.3, which was -11.45 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 251.75, which was 18.75 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 233, which was -19.00 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 252, which was 23.15 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 228.85, which was 65.45 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 163.4, which was 53.40 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 110, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TVSMOTOR was trading at 2737.70. The strike last trading price was 75, which was -0.30 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 75.3, which was -21.00 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 96.3, which was 47.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct TVSMOTOR was trading at 2774.15. The strike last trading price was 49.15, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct TVSMOTOR was trading at 2833.60. The strike last trading price was 37.2, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct TVSMOTOR was trading at 2830.40. The strike last trading price was 36, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct TVSMOTOR was trading at 2794.35. The strike last trading price was 44.95, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct TVSMOTOR was trading at 2793.50. The strike last trading price was 53.8, which was -7.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct TVSMOTOR was trading at 2782.55. The strike last trading price was 61, which was -17.45 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 78.45, which was -46.55 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 125, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct TVSMOTOR was trading at 2687.50. The strike last trading price was 102.25, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct TVSMOTOR was trading at 2725.60. The strike last trading price was 91, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct TVSMOTOR was trading at 2838.65. The strike last trading price was 55, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept TVSMOTOR was trading at 2839.85. The strike last trading price was 66, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept TVSMOTOR was trading at 2949.70. The strike last trading price was 35.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to