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

2806.7 68.20 (2.49%)

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Historical option data for TVSMOTOR

23 Apr 2025 04:10 PM IST
TVSMOTOR 24APR2025 2720 CE
Delta: 0.80
Vega: 0.42
Theta: -15.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Apr 2806.70 93.45 69.15 69.93 158 6 77
22 Apr 2738.50 23.7 -5.75 19.11 272 -40 71
21 Apr 2735.60 28.7 12.95 19.11 1,668 -66 117
17 Apr 2679.30 15.8 7.7 22.34 371 65 183
16 Apr 2614.20 7.7 0.05 22.86 120 11 117
15 Apr 2586.50 8.05 0.2 27.16 329 6 106
11 Apr 2513.30 7.15 -2.2 30.72 77 -4 100
9 Apr 2475.25 9 1.75 35.31 141 -9 104
8 Apr 2436.95 7.6 2.35 36.61 45 0 114
7 Apr 2368.15 5.3 -1.65 37.99 178 -9 116
4 Apr 2464.95 6.95 -1.4 28.84 122 -19 125
3 Apr 2476.05 8.1 -3.1 28.53 149 -21 150
2 Apr 2496.10 10.5 3.65 27.74 639 60 173
1 Apr 2440.85 6.95 0.25 28.34 416 86 115
28 Mar 2419.85 6.9 -2.9 28.74 97 23 29
27 Mar 2455.65 9.8 0 0.00 0 2 0
26 Mar 2429.20 9.8 -2.2 29.43 3 2 6
25 Mar 2421.50 12 2 29.85 1 0 3
24 Mar 2444.70 10 1.05 26.87 3 1 2
21 Mar 2413.85 8.95 -66.5 26.30 2 1 1
10 Feb 2558.40 75.45 0 2.34 0 0 0
7 Feb 2605.65 75.45 0 1.35 0 0 0
6 Feb 2591.35 75.45 0 1.70 0 0 0
5 Feb 2617.05 75.45 0 1.26 0 0 0
4 Feb 2644.40 75.45 0 0.40 0 0 0
3 Feb 2653.75 75.45 0 0.19 0 0 0
1 Feb 2555.10 75.45 0 2.19 0 0 0


For Tvs Motor Company Ltd - strike price 2720 expiring on 24APR2025

Delta for 2720 CE is 0.80

Historical price for 2720 CE is as follows

On 23 Apr TVSMOTOR was trading at 2806.70. The strike last trading price was 93.45, which was 69.15 higher than the previous day. The implied volatity was 69.93, the open interest changed by 6 which increased total open position to 77


On 22 Apr TVSMOTOR was trading at 2738.50. The strike last trading price was 23.7, which was -5.75 lower than the previous day. The implied volatity was 19.11, the open interest changed by -40 which decreased total open position to 71


On 21 Apr TVSMOTOR was trading at 2735.60. The strike last trading price was 28.7, which was 12.95 higher than the previous day. The implied volatity was 19.11, the open interest changed by -66 which decreased total open position to 117


On 17 Apr TVSMOTOR was trading at 2679.30. The strike last trading price was 15.8, which was 7.7 higher than the previous day. The implied volatity was 22.34, the open interest changed by 65 which increased total open position to 183


On 16 Apr TVSMOTOR was trading at 2614.20. The strike last trading price was 7.7, which was 0.05 higher than the previous day. The implied volatity was 22.86, the open interest changed by 11 which increased total open position to 117


On 15 Apr TVSMOTOR was trading at 2586.50. The strike last trading price was 8.05, which was 0.2 higher than the previous day. The implied volatity was 27.16, the open interest changed by 6 which increased total open position to 106


On 11 Apr TVSMOTOR was trading at 2513.30. The strike last trading price was 7.15, which was -2.2 lower than the previous day. The implied volatity was 30.72, the open interest changed by -4 which decreased total open position to 100


On 9 Apr TVSMOTOR was trading at 2475.25. The strike last trading price was 9, which was 1.75 higher than the previous day. The implied volatity was 35.31, the open interest changed by -9 which decreased total open position to 104


On 8 Apr TVSMOTOR was trading at 2436.95. The strike last trading price was 7.6, which was 2.35 higher than the previous day. The implied volatity was 36.61, the open interest changed by 0 which decreased total open position to 114


On 7 Apr TVSMOTOR was trading at 2368.15. The strike last trading price was 5.3, which was -1.65 lower than the previous day. The implied volatity was 37.99, the open interest changed by -9 which decreased total open position to 116


On 4 Apr TVSMOTOR was trading at 2464.95. The strike last trading price was 6.95, which was -1.4 lower than the previous day. The implied volatity was 28.84, the open interest changed by -19 which decreased total open position to 125


On 3 Apr TVSMOTOR was trading at 2476.05. The strike last trading price was 8.1, which was -3.1 lower than the previous day. The implied volatity was 28.53, the open interest changed by -21 which decreased total open position to 150


On 2 Apr TVSMOTOR was trading at 2496.10. The strike last trading price was 10.5, which was 3.65 higher than the previous day. The implied volatity was 27.74, the open interest changed by 60 which increased total open position to 173


On 1 Apr TVSMOTOR was trading at 2440.85. The strike last trading price was 6.95, which was 0.25 higher than the previous day. The implied volatity was 28.34, the open interest changed by 86 which increased total open position to 115


On 28 Mar TVSMOTOR was trading at 2419.85. The strike last trading price was 6.9, which was -2.9 lower than the previous day. The implied volatity was 28.74, the open interest changed by 23 which increased total open position to 29


On 27 Mar TVSMOTOR was trading at 2455.65. The strike last trading price was 9.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 26 Mar TVSMOTOR was trading at 2429.20. The strike last trading price was 9.8, which was -2.2 lower than the previous day. The implied volatity was 29.43, the open interest changed by 2 which increased total open position to 6


On 25 Mar TVSMOTOR was trading at 2421.50. The strike last trading price was 12, which was 2 higher than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 3


On 24 Mar TVSMOTOR was trading at 2444.70. The strike last trading price was 10, which was 1.05 higher than the previous day. The implied volatity was 26.87, the open interest changed by 1 which increased total open position to 2


On 21 Mar TVSMOTOR was trading at 2413.85. The strike last trading price was 8.95, which was -66.5 lower than the previous day. The implied volatity was 26.30, the open interest changed by 1 which increased total open position to 1


On 10 Feb TVSMOTOR was trading at 2558.40. The strike last trading price was 75.45, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


On 7 Feb TVSMOTOR was trading at 2605.65. The strike last trading price was 75.45, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0


On 6 Feb TVSMOTOR was trading at 2591.35. The strike last trading price was 75.45, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 5 Feb TVSMOTOR was trading at 2617.05. The strike last trading price was 75.45, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


On 4 Feb TVSMOTOR was trading at 2644.40. The strike last trading price was 75.45, which was 0 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0


On 3 Feb TVSMOTOR was trading at 2653.75. The strike last trading price was 75.45, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 1 Feb TVSMOTOR was trading at 2555.10. The strike last trading price was 75.45, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0


TVSMOTOR 24APR2025 2720 PE
Delta: -0.04
Vega: 0.13
Theta: -2.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Apr 2806.70 0.8 -12.8 32.60 1,152 0 107
22 Apr 2738.50 14 -6.85 25.39 684 35 107
21 Apr 2735.60 20.3 -45.2 28.48 290 58 74
17 Apr 2679.30 65.5 -71.05 26.73 6 1 17
16 Apr 2614.20 136.55 1 53.64 5 -3 15
15 Apr 2586.50 135.55 -96.4 32.28 1 18 18
11 Apr 2513.30 231.95 0 0.00 0 0 0
9 Apr 2475.25 231.95 0 0.00 0 0 0
8 Apr 2436.95 231.95 0 0.00 0 0 0
7 Apr 2368.15 231.95 0 0.00 0 0 0
4 Apr 2464.95 231.95 0 0.00 0 0 0
3 Apr 2476.05 231.95 0 0.00 0 0 0
2 Apr 2496.10 231.95 -48.05 36.93 4 0 18
1 Apr 2440.85 280 0 0.00 0 14 0
28 Mar 2419.85 280 0 0.00 0 14 0
27 Mar 2455.65 280 -10 40.65 14 12 16
26 Mar 2429.20 290 0 0.00 0 0 0
25 Mar 2421.50 290 0 0.00 0 3 0
24 Mar 2444.70 290 -40 41.81 3 0 1
21 Mar 2413.85 330 35.05 48.53 1 0 0
10 Feb 2558.40 0 0 - 0 0 0
7 Feb 2605.65 0 0 - 0 0 0
6 Feb 2591.35 0 0 - 0 0 0
5 Feb 2617.05 0 0 - 0 0 0
4 Feb 2644.40 0 0 - 0 0 0
3 Feb 2653.75 0 0 - 0 0 0
1 Feb 2555.10 0 0 - 0 0 0


For Tvs Motor Company Ltd - strike price 2720 expiring on 24APR2025

Delta for 2720 PE is -0.04

Historical price for 2720 PE is as follows

On 23 Apr TVSMOTOR was trading at 2806.70. The strike last trading price was 0.8, which was -12.8 lower than the previous day. The implied volatity was 32.60, the open interest changed by 0 which decreased total open position to 107


On 22 Apr TVSMOTOR was trading at 2738.50. The strike last trading price was 14, which was -6.85 lower than the previous day. The implied volatity was 25.39, the open interest changed by 35 which increased total open position to 107


On 21 Apr TVSMOTOR was trading at 2735.60. The strike last trading price was 20.3, which was -45.2 lower than the previous day. The implied volatity was 28.48, the open interest changed by 58 which increased total open position to 74


On 17 Apr TVSMOTOR was trading at 2679.30. The strike last trading price was 65.5, which was -71.05 lower than the previous day. The implied volatity was 26.73, the open interest changed by 1 which increased total open position to 17


On 16 Apr TVSMOTOR was trading at 2614.20. The strike last trading price was 136.55, which was 1 higher than the previous day. The implied volatity was 53.64, the open interest changed by -3 which decreased total open position to 15


On 15 Apr TVSMOTOR was trading at 2586.50. The strike last trading price was 135.55, which was -96.4 lower than the previous day. The implied volatity was 32.28, the open interest changed by 18 which increased total open position to 18


On 11 Apr TVSMOTOR was trading at 2513.30. The strike last trading price was 231.95, which was 0 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 9 Apr TVSMOTOR was trading at 2475.25. The strike last trading price was 231.95, which was 0 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 Apr TVSMOTOR was trading at 2436.95. The strike last trading price was 231.95, which was 0 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 7 Apr TVSMOTOR was trading at 2368.15. The strike last trading price was 231.95, which was 0 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 4 Apr TVSMOTOR was trading at 2464.95. The strike last trading price was 231.95, which was 0 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 3 Apr TVSMOTOR was trading at 2476.05. The strike last trading price was 231.95, which was 0 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 2 Apr TVSMOTOR was trading at 2496.10. The strike last trading price was 231.95, which was -48.05 lower than the previous day. The implied volatity was 36.93, the open interest changed by 0 which decreased total open position to 18


On 1 Apr TVSMOTOR was trading at 2440.85. The strike last trading price was 280, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 28 Mar TVSMOTOR was trading at 2419.85. The strike last trading price was 280, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 27 Mar TVSMOTOR was trading at 2455.65. The strike last trading price was 280, which was -10 lower than the previous day. The implied volatity was 40.65, the open interest changed by 12 which increased total open position to 16


On 26 Mar TVSMOTOR was trading at 2429.20. The strike last trading price was 290, which was 0 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 25 Mar TVSMOTOR was trading at 2421.50. The strike last trading price was 290, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 24 Mar TVSMOTOR was trading at 2444.70. The strike last trading price was 290, which was -40 lower than the previous day. The implied volatity was 41.81, the open interest changed by 0 which decreased total open position to 1


On 21 Mar TVSMOTOR was trading at 2413.85. The strike last trading price was 330, which was 35.05 higher than the previous day. The implied volatity was 48.53, the open interest changed by 0 which decreased total open position to 0


On 10 Feb TVSMOTOR was trading at 2558.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb TVSMOTOR was trading at 2605.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb TVSMOTOR was trading at 2591.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb TVSMOTOR was trading at 2617.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb TVSMOTOR was trading at 2644.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb TVSMOTOR was trading at 2653.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb TVSMOTOR was trading at 2555.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0