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Historical option data for TVSMOTOR

03 Jun 2026 04:10 PM IST
TVSMOTOR 30-Jun-2026 (27d) 3420 CE
Delta: 0.39
Vega: 0.03
Theta: -2.09
Gamma: 0.00141
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 3316.90 70.65 -17.35 (-19.72%) 29.95 129 1 294
2 Jun 3366.90 88.25 6.25 (7.62%) 28.59 202 -7 292
1 Jun 3344.40 81.65 -16.35 (-16.68%) 27.88 1,078 158 301
29 May 3355.70 99.45 -11.55 (-10.41%) 29.05 592 22 141
27 May 3384.60 124 -16 (-11.43%) 25.57 892 86 120
26 May 3454.90 146.5 -14.5 (-9.01%) 26.88 88 22 35
25 May 3469.50 162 18 (12.50%) 29.24 31 9 14
22 May 3417.50 144.4 15.4 (11.94%) 29.79 4 3 4
21 May 3380.70 128.7 -0.3 (-0.23%) 31.94 2 0 1
20 May 3361.90 128.7 -123.3 (-48.93%) 31.94 2 0 0
18 May 3291.00 0 -252 (-100.00%) - 0 0 0
15 May 3466.80 0 -252 (-100.00%) - 0 0 0
14 May 3460.80 0 -252 (-100.00%) 0 0 0 0
13 May 3527.20 0 -252 (-100.00%) 0 0 0 0
12 May 3561.00 0 -252 (-100.00%) 0 0 0 0
11 May 3613.70 0 -252 (-100.00%) 0 0 0 0
8 May 3695.20 0 0 - 0 0 0
7 May 3706.70 0 0 - 0 0 0
6 May 3617.90 0 0 - 0 0 0
5 May 3534.40 0 0 - 0 0 0
4 May 3495.50 0 0 - 0 0 0
30 Apr 3492.90 0 0 - 0 0 0
29 Apr 3553.90 0 0 - 0 0 0


For Tvs Motor Company Ltd - strike price 3420 expiring on 30JUN2026

Delta for 3420 CE is 0.39

Historical price for 3420 CE is as follows

On 3 Jun TVSMOTOR was trading at 3316.90. The strike last trading price was 70.65, which was -17.35 lower than the previous day. The implied volatity was 29.95, the open interest changed by 1 which increased total open position to 294


On 2 Jun TVSMOTOR was trading at 3366.90. The strike last trading price was 88.25, which was 6.25 higher than the previous day. The implied volatity was 28.59, the open interest changed by -7 which decreased total open position to 292


On 1 Jun TVSMOTOR was trading at 3344.40. The strike last trading price was 81.65, which was -16.35 lower than the previous day. The implied volatity was 27.88, the open interest changed by 158 which increased total open position to 301


On 29 May TVSMOTOR was trading at 3355.70. The strike last trading price was 99.45, which was -11.55 lower than the previous day. The implied volatity was 29.05, the open interest changed by 22 which increased total open position to 141


On 27 May TVSMOTOR was trading at 3384.60. The strike last trading price was 124, which was -16 lower than the previous day. The implied volatity was 25.57, the open interest changed by 86 which increased total open position to 120


On 26 May TVSMOTOR was trading at 3454.90. The strike last trading price was 146.5, which was -14.5 lower than the previous day. The implied volatity was 26.88, the open interest changed by 22 which increased total open position to 35


On 25 May TVSMOTOR was trading at 3469.50. The strike last trading price was 162, which was 18 higher than the previous day. The implied volatity was 29.24, the open interest changed by 9 which increased total open position to 14


On 22 May TVSMOTOR was trading at 3417.50. The strike last trading price was 144.4, which was 15.4 higher than the previous day. The implied volatity was 29.79, the open interest changed by 3 which increased total open position to 4


On 21 May TVSMOTOR was trading at 3380.70. The strike last trading price was 128.7, which was -0.3 lower than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 1


On 20 May TVSMOTOR was trading at 3361.90. The strike last trading price was 128.7, which was -123.3 lower than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 0


On 18 May TVSMOTOR was trading at 3291.00. The strike last trading price was 0, which was -252 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May TVSMOTOR was trading at 3466.80. The strike last trading price was 0, which was -252 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May TVSMOTOR was trading at 3460.80. The strike last trading price was 0, which was -252 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May TVSMOTOR was trading at 3527.20. The strike last trading price was 0, which was -252 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May TVSMOTOR was trading at 3561.00. The strike last trading price was 0, which was -252 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May TVSMOTOR was trading at 3613.70. The strike last trading price was 0, which was -252 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May TVSMOTOR was trading at 3695.20. 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 May TVSMOTOR was trading at 3706.70. 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 May TVSMOTOR was trading at 3617.90. 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 May TVSMOTOR was trading at 3534.40. 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 4 May TVSMOTOR was trading at 3495.50. 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 30 Apr TVSMOTOR was trading at 3492.90. 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 29 Apr TVSMOTOR was trading at 3553.90. 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


TVSMOTOR 30-Jun-2026 (27d) 3420 PE
Delta: -0.65
Vega: 0.03
Theta: -1.1
Gamma: 0.00177
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 3316.90 135.55 23.55 (21.03%) 23.11 33 -6 248
2 Jun 3366.90 110 -15.15 (-12.11%) 23.67 47 5 253
1 Jun 3344.40 123.9 6.6 (5.63%) 24.07 303 19 248
29 May 3355.70 122.2 14.7 (13.67%) 22.38 539 143 229
27 May 3384.60 87.65 0.6 (0.69%) 23.92 278 45 88
26 May 3454.90 87.1 -55.4 (-38.88%) 25.74 84 45 45
25 May 3469.50 0 0 - 0 0 0
22 May 3417.50 0 0 - 0 0 0
21 May 3380.70 0 0 - 0 0 0
20 May 3361.90 0 0 - 0 0 0
18 May 3291.00 0 -142.5 (-100.00%) - 0 0 0
15 May 3466.80 0 -142.5 (-100.00%) - 0 0 0
14 May 3460.80 0 -142.5 (-100.00%) 0 0 0 0
13 May 3527.20 0 -142.5 (-100.00%) 0 0 0 0
12 May 3561.00 0 -142.5 (-100.00%) 0 0 0 0
11 May 3613.70 0 -142.5 (-100.00%) 0 0 0 0
8 May 3695.20 0 0 - 0 0 0
7 May 3706.70 0 0 - 0 0 0
6 May 3617.90 0 0 - 0 0 0
5 May 3534.40 0 0 - 0 0 0
4 May 3495.50 0 0 - 0 0 0
30 Apr 3492.90 0 0 - 0 0 0
29 Apr 3553.90 0 0 - 0 0 0


For Tvs Motor Company Ltd - strike price 3420 expiring on 30JUN2026

Delta for 3420 PE is -0.65

Historical price for 3420 PE is as follows

On 3 Jun TVSMOTOR was trading at 3316.90. The strike last trading price was 135.55, which was 23.55 higher than the previous day. The implied volatity was 23.11, the open interest changed by -6 which decreased total open position to 248


On 2 Jun TVSMOTOR was trading at 3366.90. The strike last trading price was 110, which was -15.15 lower than the previous day. The implied volatity was 23.67, the open interest changed by 5 which increased total open position to 253


On 1 Jun TVSMOTOR was trading at 3344.40. The strike last trading price was 123.9, which was 6.6 higher than the previous day. The implied volatity was 24.07, the open interest changed by 19 which increased total open position to 248


On 29 May TVSMOTOR was trading at 3355.70. The strike last trading price was 122.2, which was 14.7 higher than the previous day. The implied volatity was 22.38, the open interest changed by 143 which increased total open position to 229


On 27 May TVSMOTOR was trading at 3384.60. The strike last trading price was 87.65, which was 0.6 higher than the previous day. The implied volatity was 23.92, the open interest changed by 45 which increased total open position to 88


On 26 May TVSMOTOR was trading at 3454.90. The strike last trading price was 87.1, which was -55.4 lower than the previous day. The implied volatity was 25.74, the open interest changed by 45 which increased total open position to 45


On 25 May TVSMOTOR was trading at 3469.50. 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 22 May TVSMOTOR was trading at 3417.50. 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 21 May TVSMOTOR was trading at 3380.70. 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 20 May TVSMOTOR was trading at 3361.90. 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 18 May TVSMOTOR was trading at 3291.00. The strike last trading price was 0, which was -142.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May TVSMOTOR was trading at 3466.80. The strike last trading price was 0, which was -142.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May TVSMOTOR was trading at 3460.80. The strike last trading price was 0, which was -142.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May TVSMOTOR was trading at 3527.20. The strike last trading price was 0, which was -142.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May TVSMOTOR was trading at 3561.00. The strike last trading price was 0, which was -142.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May TVSMOTOR was trading at 3613.70. The strike last trading price was 0, which was -142.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May TVSMOTOR was trading at 3695.20. 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 May TVSMOTOR was trading at 3706.70. 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 May TVSMOTOR was trading at 3617.90. 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 May TVSMOTOR was trading at 3534.40. 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 4 May TVSMOTOR was trading at 3495.50. 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 30 Apr TVSMOTOR was trading at 3492.90. 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 29 Apr TVSMOTOR was trading at 3553.90. 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