TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
14 Nov 2024 04:10 PM IST
| TVSMOTOR 28NOV2024 2700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.41
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.04
Historical price for 2700 CE is as follows
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: -0.86
Vega: 1.03
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.86
Historical price for 2700 PE is as follows
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
