TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
28 Apr 2026 04:10 PM IST
| TVSMOTOR 26-May-2026 (27d) 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.04
Theta: -2.73
Gamma: 0.00111
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 3495.90 | 149.5 | -33.650000000000006 | 36.91 | 822 | 176 | 899 | |||||||||
| 27 Apr | 3552.60 | 184 | 24.349999999999994 | 36.41 | 900 | 24 | 724 | |||||||||
| 24 Apr | 3488.20 | 161.25 | -6.800000000000011 | 36.96 | 767 | 293 | 700 | |||||||||
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| 23 Apr | 3513.00 | 169 | -118.05000000000001 | 36.1 | 727 | 369 | 410 | |||||||||
| 22 Apr | 3660.70 | 287.05 | -40.94999999999999 | 35.05 | 45 | 37 | 39 | |||||||||
| 21 Apr | 3752.70 | 328 | 15.149999999999977 | - | 0 | 0 | 2 | |||||||||
| 20 Apr | 3761.90 | 328 | 15.149999999999977 | - | 0 | 0 | 2 | |||||||||
| 17 Apr | 3735.80 | 328 | 15.149999999999977 | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 3757.20 | 328 | 15.149999999999977 | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 3783.30 | 328 | 15.149999999999977 | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 3738.10 | 328 | 15.149999999999977 | - | 0 | 0 | 2 | |||||||||
| 10 Apr | 3839.90 | 328 | 15.149999999999977 | - | 0 | 0 | 2 | |||||||||
| 9 Apr | 3727.10 | 328 | 138 | - | 0 | 1 | 0 | |||||||||
| 8 Apr | 3701.40 | 328 | 138 | 34.28 | 1 | 0 | 1 | |||||||||
| 7 Apr | 3470.60 | 190 | 61.5 | - | 0 | 0 | 1 | |||||||||
For Tvs Motor Company Ltd - strike price 3500 expiring on 26MAY2026
Delta for 3500 CE is 0.53
Historical price for 3500 CE is as follows
On 28 Apr TVSMOTOR was trading at 3495.90. The strike last trading price was 149.5, which was -33.650000000000006 lower than the previous day. The implied volatity was 36.91, the open interest changed by 176 which increased total open position to 899
On 27 Apr TVSMOTOR was trading at 3552.60. The strike last trading price was 184, which was 24.349999999999994 higher than the previous day. The implied volatity was 36.41, the open interest changed by 24 which increased total open position to 724
On 24 Apr TVSMOTOR was trading at 3488.20. The strike last trading price was 161.25, which was -6.800000000000011 lower than the previous day. The implied volatity was 36.96, the open interest changed by 293 which increased total open position to 700
On 23 Apr TVSMOTOR was trading at 3513.00. The strike last trading price was 169, which was -118.05000000000001 lower than the previous day. The implied volatity was 36.1, the open interest changed by 369 which increased total open position to 410
On 22 Apr TVSMOTOR was trading at 3660.70. The strike last trading price was 287.05, which was -40.94999999999999 lower than the previous day. The implied volatity was 35.05, the open interest changed by 37 which increased total open position to 39
On 21 Apr TVSMOTOR was trading at 3752.70. The strike last trading price was 328, which was 15.149999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr TVSMOTOR was trading at 3761.90. The strike last trading price was 328, which was 15.149999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr TVSMOTOR was trading at 3735.80. The strike last trading price was 328, which was 15.149999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr TVSMOTOR was trading at 3757.20. The strike last trading price was 328, which was 15.149999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Apr TVSMOTOR was trading at 3783.30. The strike last trading price was 328, which was 15.149999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr TVSMOTOR was trading at 3738.10. The strike last trading price was 328, which was 15.149999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr TVSMOTOR was trading at 3839.90. The strike last trading price was 328, which was 15.149999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr TVSMOTOR was trading at 3727.10. The strike last trading price was 328, which was 138 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Apr TVSMOTOR was trading at 3701.40. The strike last trading price was 328, which was 138 higher than the previous day. The implied volatity was 34.28, the open interest changed by 0 which decreased total open position to 1
On 7 Apr TVSMOTOR was trading at 3470.60. The strike last trading price was 190, which was 61.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| TVSMOTOR 26-May-2026 (27d) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.04
Theta: -2.1
Gamma: 0.00115
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 3495.90 | 130.95 | 21.799999999999983 | 35.34 | 674 | 229 | 786 |
| 27 Apr | 3552.60 | 109.3 | -38.89999999999999 | 35.83 | 303 | 47 | 552 |
| 24 Apr | 3488.20 | 148.8 | 16.700000000000017 | 37.36 | 576 | 252 | 505 |
| 23 Apr | 3513.00 | 131.7 | 58.14999999999999 | 35.05 | 458 | 158 | 253 |
| 22 Apr | 3660.70 | 75.1 | 21.199999999999996 | 33.59 | 88 | 13 | 83 |
| 21 Apr | 3752.70 | 53.9 | -1.5 | 33.96 | 41 | 7 | 71 |
| 20 Apr | 3761.90 | 56.7 | -4.349999999999994 | 35.19 | 81 | 25 | 63 |
| 17 Apr | 3735.80 | 60.3 | 0.7999999999999972 | 32.95 | 35 | 0 | 37 |
| 16 Apr | 3757.20 | 59 | 2.6499999999999986 | 34.39 | 30 | 22 | 37 |
| 15 Apr | 3783.30 | 57.7 | -17.299999999999997 | 34.57 | 16 | 13 | 15 |
| 13 Apr | 3738.10 | 75 | 15 | 35.08 | 1 | 0 | 1 |
| 10 Apr | 3839.90 | 60 | -165.95 | 36.27 | 1 | 0 | 0 |
| 9 Apr | 3727.10 | 225.95 | 0 | 5.18 | 0 | 0 | 0 |
| 8 Apr | 3701.40 | 225.95 | 0 | 4.91 | 0 | 0 | 0 |
| 7 Apr | 3470.60 | 225.95 | 0 | 0.45 | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3500 expiring on 26MAY2026
Delta for 3500 PE is -0.47
Historical price for 3500 PE is as follows
On 28 Apr TVSMOTOR was trading at 3495.90. The strike last trading price was 130.95, which was 21.799999999999983 higher than the previous day. The implied volatity was 35.34, the open interest changed by 229 which increased total open position to 786
On 27 Apr TVSMOTOR was trading at 3552.60. The strike last trading price was 109.3, which was -38.89999999999999 lower than the previous day. The implied volatity was 35.83, the open interest changed by 47 which increased total open position to 552
On 24 Apr TVSMOTOR was trading at 3488.20. The strike last trading price was 148.8, which was 16.700000000000017 higher than the previous day. The implied volatity was 37.36, the open interest changed by 252 which increased total open position to 505
On 23 Apr TVSMOTOR was trading at 3513.00. The strike last trading price was 131.7, which was 58.14999999999999 higher than the previous day. The implied volatity was 35.05, the open interest changed by 158 which increased total open position to 253
On 22 Apr TVSMOTOR was trading at 3660.70. The strike last trading price was 75.1, which was 21.199999999999996 higher than the previous day. The implied volatity was 33.59, the open interest changed by 13 which increased total open position to 83
On 21 Apr TVSMOTOR was trading at 3752.70. The strike last trading price was 53.9, which was -1.5 lower than the previous day. The implied volatity was 33.96, the open interest changed by 7 which increased total open position to 71
On 20 Apr TVSMOTOR was trading at 3761.90. The strike last trading price was 56.7, which was -4.349999999999994 lower than the previous day. The implied volatity was 35.19, the open interest changed by 25 which increased total open position to 63
On 17 Apr TVSMOTOR was trading at 3735.80. The strike last trading price was 60.3, which was 0.7999999999999972 higher than the previous day. The implied volatity was 32.95, the open interest changed by 0 which decreased total open position to 37
On 16 Apr TVSMOTOR was trading at 3757.20. The strike last trading price was 59, which was 2.6499999999999986 higher than the previous day. The implied volatity was 34.39, the open interest changed by 22 which increased total open position to 37
On 15 Apr TVSMOTOR was trading at 3783.30. The strike last trading price was 57.7, which was -17.299999999999997 lower than the previous day. The implied volatity was 34.57, the open interest changed by 13 which increased total open position to 15
On 13 Apr TVSMOTOR was trading at 3738.10. The strike last trading price was 75, which was 15 higher than the previous day. The implied volatity was 35.08, the open interest changed by 0 which decreased total open position to 1
On 10 Apr TVSMOTOR was trading at 3839.90. The strike last trading price was 60, which was -165.95 lower than the previous day. The implied volatity was 36.27, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TVSMOTOR was trading at 3727.10. The strike last trading price was 225.95, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TVSMOTOR was trading at 3701.40. The strike last trading price was 225.95, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TVSMOTOR was trading at 3470.60. The strike last trading price was 225.95, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
