TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
23 Apr 2025 04:10 PM IST
| TVSMOTOR 24APR2025 2760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.46
Theta: -10.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Apr | 2806.70 | 50.85 | 43.7 | 42.73 | 2,140 | -188 | 112 | |||
| 22 Apr | 2738.50 | 6.8 | -5.8 | 20.36 | 2,580 | -8 | 300 | |||
| 21 Apr | 2735.60 | 11.95 | 4.6 | 21.57 | 1,121 | 32 | 317 | |||
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| 17 Apr | 2679.30 | 7.5 | 3.85 | 22.87 | 587 | 38 | 284 | |||
| 16 Apr | 2614.20 | 3.6 | -0.25 | 23.54 | 95 | 0 | 245 | |||
| 15 Apr | 2586.50 | 4.25 | -0.2 | 27.63 | 211 | 53 | 247 | |||
| 11 Apr | 2513.30 | 4.45 | -1 | 31.24 | 41 | 8 | 194 | |||
| 9 Apr | 2475.25 | 5.45 | 0.85 | 34.79 | 26 | 12 | 185 | |||
| 8 Apr | 2436.95 | 4.65 | 1.6 | 36.08 | 49 | 25 | 172 | |||
| 7 Apr | 2368.15 | 3.05 | -1.15 | 37.07 | 6 | 0 | 141 | |||
| 4 Apr | 2464.95 | 4.1 | -3.05 | 28.55 | 44 | 11 | 140 | |||
| 3 Apr | 2476.05 | 7.15 | -0.15 | 30.89 | 30 | -18 | 128 | |||
| 2 Apr | 2496.10 | 6.75 | 2 | 27.76 | 254 | 120 | 146 | |||
| 1 Apr | 2440.85 | 4.7 | -0.05 | 28.75 | 27 | 13 | 25 | |||
| 28 Mar | 2419.85 | 4.65 | -0.15 | 28.90 | 25 | 9 | 12 | |||
| 27 Mar | 2455.65 | 7 | -4.75 | 28.17 | 3 | 0 | 4 | |||
| 26 Mar | 2429.20 | 11.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 2421.50 | 11.75 | 4.5 | 32.57 | 5 | 0 | 4 | |||
| 24 Mar | 2444.70 | 7.25 | -58.35 | 27.36 | 5 | 4 | 4 | |||
| 7 Feb | 2605.65 | 0 | 0 | 2.10 | 0 | 0 | 0 | |||
| 6 Feb | 2591.35 | 0 | 0 | 2.53 | 0 | 0 | 0 | |||
| 5 Feb | 2617.05 | 0 | 0 | 2.00 | 0 | 0 | 0 | |||
| 4 Feb | 2644.40 | 0 | 0 | 1.27 | 0 | 0 | 0 | |||
| 3 Feb | 2653.75 | 0 | 0 | 1.07 | 0 | 0 | 0 | |||
For Tvs Motor Company Ltd - strike price 2760 expiring on 24APR2025
Delta for 2760 CE is 0.75
Historical price for 2760 CE is as follows
On 23 Apr TVSMOTOR was trading at 2806.70. The strike last trading price was 50.85, which was 43.7 higher than the previous day. The implied volatity was 42.73, the open interest changed by -188 which decreased total open position to 112
On 22 Apr TVSMOTOR was trading at 2738.50. The strike last trading price was 6.8, which was -5.8 lower than the previous day. The implied volatity was 20.36, the open interest changed by -8 which decreased total open position to 300
On 21 Apr TVSMOTOR was trading at 2735.60. The strike last trading price was 11.95, which was 4.6 higher than the previous day. The implied volatity was 21.57, the open interest changed by 32 which increased total open position to 317
On 17 Apr TVSMOTOR was trading at 2679.30. The strike last trading price was 7.5, which was 3.85 higher than the previous day. The implied volatity was 22.87, the open interest changed by 38 which increased total open position to 284
On 16 Apr TVSMOTOR was trading at 2614.20. The strike last trading price was 3.6, which was -0.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 0 which decreased total open position to 245
On 15 Apr TVSMOTOR was trading at 2586.50. The strike last trading price was 4.25, which was -0.2 lower than the previous day. The implied volatity was 27.63, the open interest changed by 53 which increased total open position to 247
On 11 Apr TVSMOTOR was trading at 2513.30. The strike last trading price was 4.45, which was -1 lower than the previous day. The implied volatity was 31.24, the open interest changed by 8 which increased total open position to 194
On 9 Apr TVSMOTOR was trading at 2475.25. The strike last trading price was 5.45, which was 0.85 higher than the previous day. The implied volatity was 34.79, the open interest changed by 12 which increased total open position to 185
On 8 Apr TVSMOTOR was trading at 2436.95. The strike last trading price was 4.65, which was 1.6 higher than the previous day. The implied volatity was 36.08, the open interest changed by 25 which increased total open position to 172
On 7 Apr TVSMOTOR was trading at 2368.15. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 141
On 4 Apr TVSMOTOR was trading at 2464.95. The strike last trading price was 4.1, which was -3.05 lower than the previous day. The implied volatity was 28.55, the open interest changed by 11 which increased total open position to 140
On 3 Apr TVSMOTOR was trading at 2476.05. The strike last trading price was 7.15, which was -0.15 lower than the previous day. The implied volatity was 30.89, the open interest changed by -18 which decreased total open position to 128
On 2 Apr TVSMOTOR was trading at 2496.10. The strike last trading price was 6.75, which was 2 higher than the previous day. The implied volatity was 27.76, the open interest changed by 120 which increased total open position to 146
On 1 Apr TVSMOTOR was trading at 2440.85. The strike last trading price was 4.7, which was -0.05 lower than the previous day. The implied volatity was 28.75, the open interest changed by 13 which increased total open position to 25
On 28 Mar TVSMOTOR was trading at 2419.85. The strike last trading price was 4.65, which was -0.15 lower than the previous day. The implied volatity was 28.90, the open interest changed by 9 which increased total open position to 12
On 27 Mar TVSMOTOR was trading at 2455.65. The strike last trading price was 7, which was -4.75 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 4
On 26 Mar TVSMOTOR was trading at 2429.20. The strike last trading price was 11.75, 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 11.75, which was 4.5 higher than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 4
On 24 Mar TVSMOTOR was trading at 2444.70. The strike last trading price was 7.25, which was -58.35 lower than the previous day. The implied volatity was 27.36, the open interest changed by 4 which increased total open position to 4
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 2.10, 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 2.53, 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 2.00, 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 1.27, 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 1.07, the open interest changed by 0 which decreased total open position to 0
| TVSMOTOR 24APR2025 2760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.28
Theta: -3.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Apr | 2806.70 | 1.95 | -33.45 | 23.79 | 1,062 | 44 | 106 |
| 22 Apr | 2738.50 | 40.5 | -3.85 | 31.79 | 476 | 55 | 64 |
| 21 Apr | 2735.60 | 44.35 | -49.3 | 31.91 | 18 | 2 | 7 |
| 17 Apr | 2679.30 | 93 | -66.65 | 24.63 | 5 | 2 | 6 |
| 16 Apr | 2614.20 | 159.65 | -23.95 | 49.63 | 2 | 1 | 5 |
| 15 Apr | 2586.50 | 183.6 | -77.75 | 45.86 | 6 | 5 | 5 |
| 11 Apr | 2513.30 | 262 | 0.65 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 2475.25 | 262 | 0.65 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 2436.95 | 262 | 0.65 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 2368.15 | 262 | 0.65 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 2464.95 | 262 | 0.65 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 2476.05 | 262 | 0.65 | 0.00 | 0 | 2 | 0 |
| 2 Apr | 2496.10 | 262 | -71 | 34.52 | 4 | 0 | 3 |
| 1 Apr | 2440.85 | 333 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 2419.85 | 333 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 2455.65 | 333 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 2429.20 | 333 | 0 | 0.00 | 0 | -1 | 0 |
| 25 Mar | 2421.50 | 333 | 8 | 38.94 | 3 | 0 | 4 |
| 24 Mar | 2444.70 | 325 | 0.55 | 42.99 | 4 | 1 | 1 |
| 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 |
For Tvs Motor Company Ltd - strike price 2760 expiring on 24APR2025
Delta for 2760 PE is -0.11
Historical price for 2760 PE is as follows
On 23 Apr TVSMOTOR was trading at 2806.70. The strike last trading price was 1.95, which was -33.45 lower than the previous day. The implied volatity was 23.79, the open interest changed by 44 which increased total open position to 106
On 22 Apr TVSMOTOR was trading at 2738.50. The strike last trading price was 40.5, which was -3.85 lower than the previous day. The implied volatity was 31.79, the open interest changed by 55 which increased total open position to 64
On 21 Apr TVSMOTOR was trading at 2735.60. The strike last trading price was 44.35, which was -49.3 lower than the previous day. The implied volatity was 31.91, the open interest changed by 2 which increased total open position to 7
On 17 Apr TVSMOTOR was trading at 2679.30. The strike last trading price was 93, which was -66.65 lower than the previous day. The implied volatity was 24.63, the open interest changed by 2 which increased total open position to 6
On 16 Apr TVSMOTOR was trading at 2614.20. The strike last trading price was 159.65, which was -23.95 lower than the previous day. The implied volatity was 49.63, the open interest changed by 1 which increased total open position to 5
On 15 Apr TVSMOTOR was trading at 2586.50. The strike last trading price was 183.6, which was -77.75 lower than the previous day. The implied volatity was 45.86, the open interest changed by 5 which increased total open position to 5
On 11 Apr TVSMOTOR was trading at 2513.30. The strike last trading price was 262, which was 0.65 higher 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 262, which was 0.65 higher 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 262, which was 0.65 higher 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 262, which was 0.65 higher 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 262, which was 0.65 higher 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 262, which was 0.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Apr TVSMOTOR was trading at 2496.10. The strike last trading price was 262, which was -71 lower than the previous day. The implied volatity was 34.52, the open interest changed by 0 which decreased total open position to 3
On 1 Apr TVSMOTOR was trading at 2440.85. The strike last trading price was 333, 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 28 Mar TVSMOTOR was trading at 2419.85. The strike last trading price was 333, 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 27 Mar TVSMOTOR was trading at 2455.65. The strike last trading price was 333, 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 26 Mar TVSMOTOR was trading at 2429.20. The strike last trading price was 333, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Mar TVSMOTOR was trading at 2421.50. The strike last trading price was 333, which was 8 higher than the previous day. The implied volatity was 38.94, the open interest changed by 0 which decreased total open position to 4
On 24 Mar TVSMOTOR was trading at 2444.70. The strike last trading price was 325, which was 0.55 higher than the previous day. The implied volatity was 42.99, the open interest changed by 1 which increased total open position to 1
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
