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Historical option data for TVSMOTOR

22 May 2026 04:10 PM IST
TVSMOTOR 26-May-2026 (3d) 3500 CE
Delta: 0.19
Vega: 0.01
Theta: -2.64
Gamma: 0.00338
Date Close Ltp Change IV Volume OI Chg OI
22 May 3417.50 8.25 -1.75 (-17.50%) 21.48 3,052 -315 959
21 May 3380.70 9.5 -3.5 (-26.92%) 27.13 2,559 -258 1,276
20 May 3361.90 12.2 4.2 (52.50%) 30.24 5,242 -402 1,524
19 May 3283.40 7.55 -5.05 (-40.08%) 34 4,323 500 1,926
18 May 3291.00 11.7 -53.15 (-81.96%) 35.33 5,489 399 1,430
15 May 3466.80 58.5 -11.5 (-16.43%) 29.14 4,198 -29 1,031
14 May 3460.80 72 -49.45 (-40.72%) 34.28 7,234 74 1,061
13 May 3527.20 122 -24.4 (-16.67%) 39.76 4,412 283 986
12 May 3561.00 146.3 -35.95 (-19.73%) 0 489 -94 702
11 May 3613.70 180.4 -71.2 (-28.30%) 0 51 -18 795
8 May 3695.20 259.7 9.45 (3.78%) 39.74 89 -31 815
7 May 3706.70 250 54.2 (27.68%) 32.84 355 -93 848
6 May 3617.90 196 54 (38.03%) 36.15 1,231 -249 943
5 May 3534.40 142.1 10.2 (7.73%) 36.1 1,293 27 1,197
4 May 3495.50 132 -9.3 (-6.58%) 35.79 3,693 168 1,208
30 Apr 3492.90 137 -38.85 (-22.09%) 35.81 2,065 99 1,139
29 Apr 3553.90 174 22.9 (15.16%) 35.85 886 143 1,041
28 Apr 3495.90 149.5 -33.65 (-18.37%) 36.91 822 176 899
27 Apr 3552.60 184 24.35 (15.25%) 36.41 900 24 724
24 Apr 3488.20 161.25 -6.8 (-4.05%) 36.96 767 293 700
23 Apr 3513.00 169 -118.05 (-41.13%) 36.1 727 369 410
22 Apr 3660.70 287.05 -40.95 (-12.48%) 35.05 45 37 39
21 Apr 3752.70 328 15.15 (4.84%) - 0 0 2
20 Apr 3761.90 328 15.15 (4.84%) - 0 0 2
17 Apr 3735.80 328 15.15 (4.84%) - 0 0 2
16 Apr 3757.20 328 15.15 (4.84%) - 0 0 2
15 Apr 3783.30 328 15.15 (4.84%) - 0 0 2
13 Apr 3738.10 328 15.15 (4.84%) - 0 0 2
10 Apr 3839.90 328 15.15 (4.84%) - 0 0 2
9 Apr 3727.10 328 138 (72.63%) - 0 1 0
8 Apr 3701.40 328 138 (72.63%) 34.28 1 0 1
7 Apr 3470.60 190 61.5 (47.86%) - 0 0 1


For Tvs Motor Company Ltd - strike price 3500 expiring on 26MAY2026

Delta for 3500 CE is 0.19

Historical price for 3500 CE is as follows

On 22 May TVSMOTOR was trading at 3417.50. The strike last trading price was 8.25, which was -1.75 lower than the previous day. The implied volatity was 21.48, the open interest changed by -315 which decreased total open position to 959


On 21 May TVSMOTOR was trading at 3380.70. The strike last trading price was 9.5, which was -3.5 lower than the previous day. The implied volatity was 27.13, the open interest changed by -258 which decreased total open position to 1276


On 20 May TVSMOTOR was trading at 3361.90. The strike last trading price was 12.2, which was 4.2 higher than the previous day. The implied volatity was 30.24, the open interest changed by -402 which decreased total open position to 1524


On 19 May TVSMOTOR was trading at 3283.40. The strike last trading price was 7.55, which was -5.05 lower than the previous day. The implied volatity was 34, the open interest changed by 500 which increased total open position to 1926


On 18 May TVSMOTOR was trading at 3291.00. The strike last trading price was 11.7, which was -53.15 lower than the previous day. The implied volatity was 35.33, the open interest changed by 399 which increased total open position to 1430


On 15 May TVSMOTOR was trading at 3466.80. The strike last trading price was 58.5, which was -11.5 lower than the previous day. The implied volatity was 29.14, the open interest changed by -29 which decreased total open position to 1031


On 14 May TVSMOTOR was trading at 3460.80. The strike last trading price was 72, which was -49.45 lower than the previous day. The implied volatity was 34.28, the open interest changed by 74 which increased total open position to 1061


On 13 May TVSMOTOR was trading at 3527.20. The strike last trading price was 122, which was -24.4 lower than the previous day. The implied volatity was 39.76, the open interest changed by 283 which increased total open position to 986


On 12 May TVSMOTOR was trading at 3561.00. The strike last trading price was 146.3, which was -35.95 lower than the previous day. The implied volatity was 0, the open interest changed by -94 which decreased total open position to 702


On 11 May TVSMOTOR was trading at 3613.70. The strike last trading price was 180.4, which was -71.2 lower than the previous day. The implied volatity was 0, the open interest changed by -18 which decreased total open position to 795


On 8 May TVSMOTOR was trading at 3695.20. The strike last trading price was 259.7, which was 9.45 higher than the previous day. The implied volatity was 39.74, the open interest changed by -31 which decreased total open position to 815


On 7 May TVSMOTOR was trading at 3706.70. The strike last trading price was 250, which was 54.2 higher than the previous day. The implied volatity was 32.84, the open interest changed by -93 which decreased total open position to 848


On 6 May TVSMOTOR was trading at 3617.90. The strike last trading price was 196, which was 54 higher than the previous day. The implied volatity was 36.15, the open interest changed by -249 which decreased total open position to 943


On 5 May TVSMOTOR was trading at 3534.40. The strike last trading price was 142.1, which was 10.2 higher than the previous day. The implied volatity was 36.1, the open interest changed by 27 which increased total open position to 1197


On 4 May TVSMOTOR was trading at 3495.50. The strike last trading price was 132, which was -9.3 lower than the previous day. The implied volatity was 35.79, the open interest changed by 168 which increased total open position to 1208


On 30 Apr TVSMOTOR was trading at 3492.90. The strike last trading price was 137, which was -38.85 lower than the previous day. The implied volatity was 35.81, the open interest changed by 99 which increased total open position to 1139


On 29 Apr TVSMOTOR was trading at 3553.90. The strike last trading price was 174, which was 22.9 higher than the previous day. The implied volatity was 35.85, the open interest changed by 143 which increased total open position to 1041


On 28 Apr TVSMOTOR was trading at 3495.90. The strike last trading price was 149.5, which was -33.65 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 24.35 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 -6.8 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 -118.05 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 -40.95 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 15.15 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 15.15 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 15.15 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 15.15 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 15.15 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 15.15 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 15.15 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 (3d) 3500 PE
Delta: -0.92
Vega: 0.01
Theta: -0.52
Gamma: 0.00283
Date Close Ltp Change IV Volume OI Chg OI
22 May 3417.50 78.5 -43.3 (-35.55%) 14.63 232 -88 762
21 May 3380.70 120.5 -21.9 (-15.38%) 27.16 81 -35 852
20 May 3361.90 142.4 -70.3 (-33.05%) 25.46 136 -54 886
19 May 3283.40 210.2 -6.2 (-2.87%) 15.83 78 -21 941
18 May 3291.00 212.2 126.45 (147.46%) 24.75 366 -64 964
15 May 3466.80 88.55 -5.05 (-5.40%) 30.31 996 -17 1,028
14 May 3460.80 92.3 12.2 (15.23%) 29.35 2,702 -256 1,046
13 May 3527.20 81.1 -1.5 (-1.82%) 35.66 8,270 387 1,303
12 May 3561.00 80.75 16.85 (26.37%) 0 598 -40 916
11 May 3613.70 66 25.4 (62.56%) 40.05 429 -77 957
8 May 3695.20 41.2 4.25 (11.50%) 36.65 627 7 1,036
7 May 3706.70 37.05 -27.4 (-42.51%) 34.62 759 -36 1,028
6 May 3617.90 66 -31.9 (-32.58%) 35.73 1,238 -20 1,063
5 May 3534.40 97.6 -23.35 (-19.31%) 35.36 594 19 1,084
4 May 3495.50 118.85 -9.5 (-7.40%) 36.14 701 95 1,059
30 Apr 3492.90 129.95 29.55 (29.43%) 35.6 1,185 55 1,019
29 Apr 3553.90 100.3 -31.3 (-23.78%) 34.16 1,068 180 966
28 Apr 3495.90 130.95 21.8 (19.97%) 35.34 674 229 786
27 Apr 3552.60 109.3 -38.9 (-26.25%) 35.83 303 47 552
24 Apr 3488.20 148.8 16.7 (12.64%) 37.36 576 252 505
23 Apr 3513.00 131.7 58.15 (79.06%) 35.05 458 158 253
22 Apr 3660.70 75.1 21.2 (39.33%) 33.59 88 13 83
21 Apr 3752.70 53.9 -1.5 (-2.71%) 33.96 41 7 71
20 Apr 3761.90 56.7 -4.35 (-7.13%) 35.19 81 25 63
17 Apr 3735.80 60.3 0.8 (1.34%) 32.95 35 0 37
16 Apr 3757.20 59 2.65 (4.70%) 34.39 30 22 37
15 Apr 3783.30 57.7 -17.3 (-23.07%) 34.57 16 13 15
13 Apr 3738.10 75 15 (25.00%) 35.08 1 0 1
10 Apr 3839.90 60 -165.95 (-73.45%) 36.27 1 0 0
9 Apr 3727.10 225.95 0 (0.00%) 5.18 0 0 0
8 Apr 3701.40 225.95 0 (0.00%) 4.91 0 0 0
7 Apr 3470.60 225.95 0 (0.00%) 0.45 0 0 0


For Tvs Motor Company Ltd - strike price 3500 expiring on 26MAY2026

Delta for 3500 PE is -0.92

Historical price for 3500 PE is as follows

On 22 May TVSMOTOR was trading at 3417.50. The strike last trading price was 78.5, which was -43.3 lower than the previous day. The implied volatity was 14.63, the open interest changed by -88 which decreased total open position to 762


On 21 May TVSMOTOR was trading at 3380.70. The strike last trading price was 120.5, which was -21.9 lower than the previous day. The implied volatity was 27.16, the open interest changed by -35 which decreased total open position to 852


On 20 May TVSMOTOR was trading at 3361.90. The strike last trading price was 142.4, which was -70.3 lower than the previous day. The implied volatity was 25.46, the open interest changed by -54 which decreased total open position to 886


On 19 May TVSMOTOR was trading at 3283.40. The strike last trading price was 210.2, which was -6.2 lower than the previous day. The implied volatity was 15.83, the open interest changed by -21 which decreased total open position to 941


On 18 May TVSMOTOR was trading at 3291.00. The strike last trading price was 212.2, which was 126.45 higher than the previous day. The implied volatity was 24.75, the open interest changed by -64 which decreased total open position to 964


On 15 May TVSMOTOR was trading at 3466.80. The strike last trading price was 88.55, which was -5.05 lower than the previous day. The implied volatity was 30.31, the open interest changed by -17 which decreased total open position to 1028


On 14 May TVSMOTOR was trading at 3460.80. The strike last trading price was 92.3, which was 12.2 higher than the previous day. The implied volatity was 29.35, the open interest changed by -256 which decreased total open position to 1046


On 13 May TVSMOTOR was trading at 3527.20. The strike last trading price was 81.1, which was -1.5 lower than the previous day. The implied volatity was 35.66, the open interest changed by 387 which increased total open position to 1303


On 12 May TVSMOTOR was trading at 3561.00. The strike last trading price was 80.75, which was 16.85 higher than the previous day. The implied volatity was 0, the open interest changed by -40 which decreased total open position to 916


On 11 May TVSMOTOR was trading at 3613.70. The strike last trading price was 66, which was 25.4 higher than the previous day. The implied volatity was 40.05, the open interest changed by -77 which decreased total open position to 957


On 8 May TVSMOTOR was trading at 3695.20. The strike last trading price was 41.2, which was 4.25 higher than the previous day. The implied volatity was 36.65, the open interest changed by 7 which increased total open position to 1036


On 7 May TVSMOTOR was trading at 3706.70. The strike last trading price was 37.05, which was -27.4 lower than the previous day. The implied volatity was 34.62, the open interest changed by -36 which decreased total open position to 1028


On 6 May TVSMOTOR was trading at 3617.90. The strike last trading price was 66, which was -31.9 lower than the previous day. The implied volatity was 35.73, the open interest changed by -20 which decreased total open position to 1063


On 5 May TVSMOTOR was trading at 3534.40. The strike last trading price was 97.6, which was -23.35 lower than the previous day. The implied volatity was 35.36, the open interest changed by 19 which increased total open position to 1084


On 4 May TVSMOTOR was trading at 3495.50. The strike last trading price was 118.85, which was -9.5 lower than the previous day. The implied volatity was 36.14, the open interest changed by 95 which increased total open position to 1059


On 30 Apr TVSMOTOR was trading at 3492.90. The strike last trading price was 129.95, which was 29.55 higher than the previous day. The implied volatity was 35.6, the open interest changed by 55 which increased total open position to 1019


On 29 Apr TVSMOTOR was trading at 3553.90. The strike last trading price was 100.3, which was -31.3 lower than the previous day. The implied volatity was 34.16, the open interest changed by 180 which increased total open position to 966


On 28 Apr TVSMOTOR was trading at 3495.90. The strike last trading price was 130.95, which was 21.8 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 -38.9 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 16.7 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 58.15 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 21.2 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 -4.35 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 0.8 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 2.65 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 -17.3 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