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

2501.45 94.85 (3.94%)

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Historical option data for TVSMOTOR

02 Jan 2025 04:10 PM IST
TVSMOTOR 30JAN2025 2800 CE
Delta: 0.07
Vega: 0.96
Theta: -0.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 2501.45 5.4 3.85 24.79 1,659 251 508
1 Jan 2406.60 1.55 0.30 25.67 282 -1 258
31 Dec 2368.50 1.25 -0.50 26.44 41 -8 259
30 Dec 2353.60 1.75 -0.70 27.16 203 -3 270
27 Dec 2420.45 2.45 -1.30 24.08 426 51 273
26 Dec 2438.55 3.75 -0.25 24.86 81 55 222
24 Dec 2427.15 4 0.70 25.07 85 68 167
23 Dec 2388.30 3.3 -1.25 26.50 71 31 99
20 Dec 2391.65 4.55 -0.95 26.40 84 63 68
19 Dec 2459.65 5.5 -16.10 23.27 1 0 4
18 Dec 2479.25 21.6 0.00 0.00 0 0 0
16 Dec 2527.90 21.6 5.70 26.62 2 0 2
6 Dec 2521.55 15.9 0.00 0.00 0 0 0
5 Dec 2512.20 15.9 -53.20 0.00 0 0 0
29 Nov 2434.45 69.1 0.00 7.39 0 0 0
27 Nov 2440.65 69.1 0.00 7.19 0 0 0
26 Nov 2424.60 69.1 0.00 7.55 0 0 0
25 Nov 2458.35 69.1 69.10 6.57 0 0 0
22 Nov 2414.25 0 0.00 7.36 0 0 0
21 Nov 2388.45 0 0.00 7.97 0 0 0
20 Nov 2429.25 0 0.00 6.72 0 0 0
19 Nov 2429.25 0 0.00 6.72 0 0 0
18 Nov 2416.00 0 0.00 7.15 0 0 0
14 Nov 2396.15 0 0.00 7.42 0 0 0
13 Nov 2385.75 0 0.00 7.61 0 0 0
12 Nov 2440.30 0 0.00 6.10 0 0 0
11 Nov 2460.50 0 0.00 5.79 0 0 0
8 Nov 2467.90 0 0.00 5.43 0 0 0
7 Nov 2479.45 0 0.00 5.15 0 0 0
6 Nov 2485.90 0 0.00 5.07 0 0 0
5 Nov 2458.40 0 0.00 5.51 0 0 0
4 Nov 2412.15 0 6.36 0 0 0


For Tvs Motor Company Ltd - strike price 2800 expiring on 30JAN2025

Delta for 2800 CE is 0.07

Historical price for 2800 CE is as follows

On 2 Jan TVSMOTOR was trading at 2501.45. The strike last trading price was 5.4, which was 3.85 higher than the previous day. The implied volatity was 24.79, the open interest changed by 251 which increased total open position to 508


On 1 Jan TVSMOTOR was trading at 2406.60. The strike last trading price was 1.55, which was 0.30 higher than the previous day. The implied volatity was 25.67, the open interest changed by -1 which decreased total open position to 258


On 31 Dec TVSMOTOR was trading at 2368.50. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 26.44, the open interest changed by -8 which decreased total open position to 259


On 30 Dec TVSMOTOR was trading at 2353.60. The strike last trading price was 1.75, which was -0.70 lower than the previous day. The implied volatity was 27.16, the open interest changed by -3 which decreased total open position to 270


On 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 2.45, which was -1.30 lower than the previous day. The implied volatity was 24.08, the open interest changed by 51 which increased total open position to 273


On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 24.86, the open interest changed by 55 which increased total open position to 222


On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 4, which was 0.70 higher than the previous day. The implied volatity was 25.07, the open interest changed by 68 which increased total open position to 167


On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 3.3, which was -1.25 lower than the previous day. The implied volatity was 26.50, the open interest changed by 31 which increased total open position to 99


On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 26.40, the open interest changed by 63 which increased total open position to 68


On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 5.5, which was -16.10 lower than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 4


On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 21.6, 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 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 21.6, which was 5.70 higher than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 2


On 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 15.9, 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 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 15.9, which was -53.20 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 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 69.1, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 69.1, which was 0.00 lower than the previous day. The implied volatity was 7.19, 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 69.1, which was 0.00 lower than the previous day. The implied volatity was 7.55, 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 69.1, which was 69.10 higher than the previous day. The implied volatity was 6.57, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.36, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.97, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.72, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.72, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.15, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.61, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.79, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 5.51, 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 6.36, the open interest changed by 0 which decreased total open position to 0


TVSMOTOR 30JAN2025 2800 PE
Delta: -0.89
Vega: 1.28
Theta: 0.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 2501.45 280.55 -120.45 28.84 17 -2 299
1 Jan 2406.60 401 -17.00 48.04 2 0 299
31 Dec 2368.50 418 78.00 38.02 4 0 300
30 Dec 2353.60 340 0.00 0.00 0 0 0
27 Dec 2420.45 340 0.00 0.00 0 62 0
26 Dec 2438.55 340 -10.00 24.63 62 60 298
24 Dec 2427.15 350 -38.00 23.34 85 84 237
23 Dec 2388.30 388 8.00 - 75 74 152
20 Dec 2391.65 380 45.00 20.93 75 73 77
19 Dec 2459.65 335 19.10 31.55 1 0 3
18 Dec 2479.25 315.9 67.10 34.93 2 0 3
16 Dec 2527.90 248.8 0.00 0.00 0 0 0
6 Dec 2521.55 248.8 -14.55 20.64 1 0 2
5 Dec 2512.20 263.35 -56.65 22.25 1 0 1
29 Nov 2434.45 320 320.00 0.00 0 0 1
27 Nov 2440.65 0 0.00 - 0 0 0
26 Nov 2424.60 0 0.00 - 0 0 0
25 Nov 2458.35 0 0.00 - 0 0 0
22 Nov 2414.25 0 0.00 - 0 0 0
21 Nov 2388.45 0 0.00 - 0 0 0
20 Nov 2429.25 0 0.00 - 0 0 0
19 Nov 2429.25 0 0.00 - 0 0 0
18 Nov 2416.00 0 0.00 - 0 0 0
14 Nov 2396.15 0 0.00 - 0 0 0
13 Nov 2385.75 0 0.00 - 0 0 0
12 Nov 2440.30 0 0.00 - 0 0 0
11 Nov 2460.50 0 0.00 - 0 0 0
8 Nov 2467.90 0 0.00 - 0 0 0
7 Nov 2479.45 0 0.00 - 0 0 0
6 Nov 2485.90 0 0.00 - 0 0 0
5 Nov 2458.40 0 0.00 - 0 0 0
4 Nov 2412.15 0 - 0 0 0


For Tvs Motor Company Ltd - strike price 2800 expiring on 30JAN2025

Delta for 2800 PE is -0.89

Historical price for 2800 PE is as follows

On 2 Jan TVSMOTOR was trading at 2501.45. The strike last trading price was 280.55, which was -120.45 lower than the previous day. The implied volatity was 28.84, the open interest changed by -2 which decreased total open position to 299


On 1 Jan TVSMOTOR was trading at 2406.60. The strike last trading price was 401, which was -17.00 lower than the previous day. The implied volatity was 48.04, the open interest changed by 0 which decreased total open position to 299


On 31 Dec TVSMOTOR was trading at 2368.50. The strike last trading price was 418, which was 78.00 higher than the previous day. The implied volatity was 38.02, the open interest changed by 0 which decreased total open position to 300


On 30 Dec TVSMOTOR was trading at 2353.60. The strike last trading price was 340, 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 27 Dec TVSMOTOR was trading at 2420.45. The strike last trading price was 340, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 62 which increased total open position to 0


On 26 Dec TVSMOTOR was trading at 2438.55. The strike last trading price was 340, which was -10.00 lower than the previous day. The implied volatity was 24.63, the open interest changed by 60 which increased total open position to 298


On 24 Dec TVSMOTOR was trading at 2427.15. The strike last trading price was 350, which was -38.00 lower than the previous day. The implied volatity was 23.34, the open interest changed by 84 which increased total open position to 237


On 23 Dec TVSMOTOR was trading at 2388.30. The strike last trading price was 388, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 152


On 20 Dec TVSMOTOR was trading at 2391.65. The strike last trading price was 380, which was 45.00 higher than the previous day. The implied volatity was 20.93, the open interest changed by 73 which increased total open position to 77


On 19 Dec TVSMOTOR was trading at 2459.65. The strike last trading price was 335, which was 19.10 higher than the previous day. The implied volatity was 31.55, the open interest changed by 0 which decreased total open position to 3


On 18 Dec TVSMOTOR was trading at 2479.25. The strike last trading price was 315.9, which was 67.10 higher than the previous day. The implied volatity was 34.93, the open interest changed by 0 which decreased total open position to 3


On 16 Dec TVSMOTOR was trading at 2527.90. The strike last trading price was 248.8, 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 6 Dec TVSMOTOR was trading at 2521.55. The strike last trading price was 248.8, which was -14.55 lower than the previous day. The implied volatity was 20.64, the open interest changed by 0 which decreased total open position to 2


On 5 Dec TVSMOTOR was trading at 2512.20. The strike last trading price was 263.35, which was -56.65 lower than the previous day. The implied volatity was 22.25, the open interest changed by 0 which decreased total open position to 1


On 29 Nov TVSMOTOR was trading at 2434.45. The strike last trading price was 320, which was 320.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 27 Nov TVSMOTOR was trading at 2440.65. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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