Historical option data for TVSMOTOR
29 Jun 2026 10:50 AM IST
| TVSMOTOR 28-Jul-2026 (27d) 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.04
Theta: -2.3
Gamma: 0.00128
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 3492.60 | 128.15 | -37.85 (-22.80%) | 31.16 | 345 | 86 | 500 | |||||||||
| 25 Jun | 3569.70 | 174.55 | 74.55 (74.55%) | 28.4 | 1,587 | 12 | 413 | |||||||||
| 24 Jun | 3440.60 | 101 | -7 (-6.48%) | 28.31 | 628 | 49 | 401 | |||||||||
| 23 Jun | 3456.20 | 104 | -21 (-16.80%) | 28.13 | 505 | 52 | 354 | |||||||||
| 22 Jun | 3488.70 | 124.7 | 15.7 (14.40%) | 27.02 | 230 | 96 | 303 | |||||||||
| 19 Jun | 3442.90 | 111 | -5 (-4.31%) | 27.67 | 84 | 20 | 206 | |||||||||
| 18 Jun | 3457.60 | 118 | 8 (7.27%) | 27.84 | 80 | 18 | 185 | |||||||||
| 17 Jun | 3448.70 | 107.5 | -1.5 (-1.38%) | 26.25 | 195 | 27 | 167 | |||||||||
| 16 Jun | 3435.50 | 110 | -11 (-9.09%) | 27.7 | 78 | 17 | 139 | |||||||||
| 15 Jun | 3459.50 | 125.1 | 49.1 (64.61%) | 27.5 | 130 | 36 | 121 | |||||||||
| 12 Jun | 3312.80 | 75.1 | 2.1 (2.88%) | 28.47 | 77 | 32 | 87 | |||||||||
| 11 Jun | 3287.40 | 74.5 | -11.5 (-13.37%) | 30.83 | 12 | -3 | 53 | |||||||||
| 10 Jun | 3334.90 | 84 | -17 (-16.83%) | 29.52 | 32 | 0 | 56 | |||||||||
| 9 Jun | 3358.00 | 100.45 | 20.45 (25.56%) | 30.31 | 53 | 30 | 56 | |||||||||
| 8 Jun | 3317.60 | 82.45 | -35.55 (-30.13%) | 28.97 | 68 | 8 | 26 | |||||||||
| 5 Jun | 3383.90 | 117.5 | 5.5 (4.91%) | 29.95 | 2 | 1 | 18 | |||||||||
| 4 Jun | 3362.50 | 111.55 | 12.55 (12.68%) | 30.24 | 18 | 9 | 16 | |||||||||
| 3 Jun | 3316.90 | 136.2 | 0.2 (0.15%) | 29.54 | 4 | 0 | 7 | |||||||||
| 2 Jun | 3366.90 | 99 | -10 (-9.17%) | 29.54 | 4 | 4 | 7 | |||||||||
| 1 Jun | 3344.40 | 108.75 | -16.25 (-13.00%) | 29.31 | 2 | 1 | 3 | |||||||||
| 29 May | 3355.70 | 124.2 | -65.8 (-34.63%) | 32.06 | 8 | 3 | 3 | |||||||||
For Tvs Motor Company Ltd - strike price 3500 expiring on 28JUL2026
Delta for 3500 CE is 0.53
Historical price for 3500 CE is as follows
On 29 Jun TVSMOTOR was trading at 3492.60. The strike last trading price was 128.15, which was -37.85 lower than the previous day. The implied volatity was 31.16, the open interest changed by 86 which increased total open position to 500
On 25 Jun TVSMOTOR was trading at 3569.70. The strike last trading price was 174.55, which was 74.55 higher than the previous day. The implied volatity was 28.4, the open interest changed by 12 which increased total open position to 413
On 24 Jun TVSMOTOR was trading at 3440.60. The strike last trading price was 101, which was -7 lower than the previous day. The implied volatity was 28.31, the open interest changed by 49 which increased total open position to 401
On 23 Jun TVSMOTOR was trading at 3456.20. The strike last trading price was 104, which was -21 lower than the previous day. The implied volatity was 28.13, the open interest changed by 52 which increased total open position to 354
On 22 Jun TVSMOTOR was trading at 3488.70. The strike last trading price was 124.7, which was 15.7 higher than the previous day. The implied volatity was 27.02, the open interest changed by 96 which increased total open position to 303
On 19 Jun TVSMOTOR was trading at 3442.90. The strike last trading price was 111, which was -5 lower than the previous day. The implied volatity was 27.67, the open interest changed by 20 which increased total open position to 206
On 18 Jun TVSMOTOR was trading at 3457.60. The strike last trading price was 118, which was 8 higher than the previous day. The implied volatity was 27.84, the open interest changed by 18 which increased total open position to 185
On 17 Jun TVSMOTOR was trading at 3448.70. The strike last trading price was 107.5, which was -1.5 lower than the previous day. The implied volatity was 26.25, the open interest changed by 27 which increased total open position to 167
On 16 Jun TVSMOTOR was trading at 3435.50. The strike last trading price was 110, which was -11 lower than the previous day. The implied volatity was 27.7, the open interest changed by 17 which increased total open position to 139
On 15 Jun TVSMOTOR was trading at 3459.50. The strike last trading price was 125.1, which was 49.1 higher than the previous day. The implied volatity was 27.5, the open interest changed by 36 which increased total open position to 121
On 12 Jun TVSMOTOR was trading at 3312.80. The strike last trading price was 75.1, which was 2.1 higher than the previous day. The implied volatity was 28.47, the open interest changed by 32 which increased total open position to 87
On 11 Jun TVSMOTOR was trading at 3287.40. The strike last trading price was 74.5, which was -11.5 lower than the previous day. The implied volatity was 30.83, the open interest changed by -3 which decreased total open position to 53
On 10 Jun TVSMOTOR was trading at 3334.90. The strike last trading price was 84, which was -17 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 56
On 9 Jun TVSMOTOR was trading at 3358.00. The strike last trading price was 100.45, which was 20.45 higher than the previous day. The implied volatity was 30.31, the open interest changed by 30 which increased total open position to 56
On 8 Jun TVSMOTOR was trading at 3317.60. The strike last trading price was 82.45, which was -35.55 lower than the previous day. The implied volatity was 28.97, the open interest changed by 8 which increased total open position to 26
On 5 Jun TVSMOTOR was trading at 3383.90. The strike last trading price was 117.5, which was 5.5 higher than the previous day. The implied volatity was 29.95, the open interest changed by 1 which increased total open position to 18
On 4 Jun TVSMOTOR was trading at 3362.50. The strike last trading price was 111.55, which was 12.55 higher than the previous day. The implied volatity was 30.24, the open interest changed by 9 which increased total open position to 16
On 3 Jun TVSMOTOR was trading at 3316.90. The strike last trading price was 136.2, which was 0.2 higher than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 7
On 2 Jun TVSMOTOR was trading at 3366.90. The strike last trading price was 99, which was -10 lower than the previous day. The implied volatity was 29.54, the open interest changed by 4 which increased total open position to 7
On 1 Jun TVSMOTOR was trading at 3344.40. The strike last trading price was 108.75, which was -16.25 lower than the previous day. The implied volatity was 29.31, the open interest changed by 1 which increased total open position to 3
On 29 May TVSMOTOR was trading at 3355.70. The strike last trading price was 124.2, which was -65.8 lower than the previous day. The implied volatity was 32.06, the open interest changed by 3 which increased total open position to 3
| TVSMOTOR 28-Jul-2026 (27d) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.04
Theta: -1.6
Gamma: 0.0014
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 3492.60 | 108.05 | 29.6 (37.73%) | 28.56 | 441 | 15 | 392 |
| 25 Jun | 3569.70 | 76.25 | -49.75 (-39.48%) | 27.71 | 925 | 237 | 377 |
| 24 Jun | 3440.60 | 125 | -3.15 (-2.46%) | 25.28 | 116 | 46 | 137 |
| 23 Jun | 3456.20 | 130.45 | 16.7 (14.68%) | 26.02 | 89 | 38 | 91 |
| 22 Jun | 3488.70 | 111.2 | -28.8 (-20.57%) | 26.62 | 21 | 4 | 53 |
| 19 Jun | 3442.90 | 140 | 0.6 (0.43%) | 26.78 | 5 | 4 | 49 |
| 18 Jun | 3457.60 | 139.4 | -5.6 (-3.86%) | 27.39 | 7 | 2 | 48 |
| 17 Jun | 3448.70 | 145 | 11 (8.21%) | 26.02 | 8 | 6 | 45 |
| 16 Jun | 3435.50 | 134 | -10 (-6.94%) | 25.95 | 16 | 15 | 39 |
| 15 Jun | 3459.50 | 144 | -57 (-28.36%) | 27.71 | 26 | 22 | 23 |
| 12 Jun | 3312.80 | 201 | 201 | - | 1 | 0 | 1 |
| 11 Jun | 3287.40 | 201 | 201 (0.83%) | 24.66 | 1 | 0 | 1 |
| 10 Jun | 3334.90 | 201 | 1.65 (0.83%) | 24.66 | 1 | 1 | 1 |
| 9 Jun | 3358.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 3317.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 3383.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 3362.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 3316.90 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 3366.90 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 3344.40 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 3355.70 | 0 | 0 | - | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3500 expiring on 28JUL2026
Delta for 3500 PE is -0.47
Historical price for 3500 PE is as follows
On 29 Jun TVSMOTOR was trading at 3492.60. The strike last trading price was 108.05, which was 29.6 higher than the previous day. The implied volatity was 28.56, the open interest changed by 15 which increased total open position to 392
On 25 Jun TVSMOTOR was trading at 3569.70. The strike last trading price was 76.25, which was -49.75 lower than the previous day. The implied volatity was 27.71, the open interest changed by 237 which increased total open position to 377
On 24 Jun TVSMOTOR was trading at 3440.60. The strike last trading price was 125, which was -3.15 lower than the previous day. The implied volatity was 25.28, the open interest changed by 46 which increased total open position to 137
On 23 Jun TVSMOTOR was trading at 3456.20. The strike last trading price was 130.45, which was 16.7 higher than the previous day. The implied volatity was 26.02, the open interest changed by 38 which increased total open position to 91
On 22 Jun TVSMOTOR was trading at 3488.70. The strike last trading price was 111.2, which was -28.8 lower than the previous day. The implied volatity was 26.62, the open interest changed by 4 which increased total open position to 53
On 19 Jun TVSMOTOR was trading at 3442.90. The strike last trading price was 140, which was 0.6 higher than the previous day. The implied volatity was 26.78, the open interest changed by 4 which increased total open position to 49
On 18 Jun TVSMOTOR was trading at 3457.60. The strike last trading price was 139.4, which was -5.6 lower than the previous day. The implied volatity was 27.39, the open interest changed by 2 which increased total open position to 48
On 17 Jun TVSMOTOR was trading at 3448.70. The strike last trading price was 145, which was 11 higher than the previous day. The implied volatity was 26.02, the open interest changed by 6 which increased total open position to 45
On 16 Jun TVSMOTOR was trading at 3435.50. The strike last trading price was 134, which was -10 lower than the previous day. The implied volatity was 25.95, the open interest changed by 15 which increased total open position to 39
On 15 Jun TVSMOTOR was trading at 3459.50. The strike last trading price was 144, which was -57 lower than the previous day. The implied volatity was 27.71, the open interest changed by 22 which increased total open position to 23
On 12 Jun TVSMOTOR was trading at 3312.80. The strike last trading price was 201, which was 201 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun TVSMOTOR was trading at 3287.40. The strike last trading price was 201, which was 201 higher than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 1
On 10 Jun TVSMOTOR was trading at 3334.90. The strike last trading price was 201, which was 1.65 higher than the previous day. The implied volatity was 24.66, the open interest changed by 1 which increased total open position to 1
On 9 Jun TVSMOTOR was trading at 3358.00. 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 8 Jun TVSMOTOR was trading at 3317.60. 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 Jun TVSMOTOR was trading at 3383.90. 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 4 Jun TVSMOTOR was trading at 3362.50. 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 3 Jun TVSMOTOR was trading at 3316.90. 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 2 Jun TVSMOTOR was trading at 3366.90. 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 1 Jun TVSMOTOR was trading at 3344.40. 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 29 May TVSMOTOR was trading at 3355.70. 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
