TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
12 Mar 2026 04:10 PM IST
| TVSMOTOR 30-MAR-2026 3700 CE | ||||||||||||||||
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Delta: 0.19
Vega: 2.05
Theta: -2.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 3422.60 | 28.45 | -43.35 | 37.66 | 1,635 | 225 | 871 | |||||||||
| 11 Mar | 3600.80 | 68.95 | -80.2 | 32.38 | 2,929 | 220 | 646 | |||||||||
| 10 Mar | 3785.10 | 150 | 66.5 | 26.21 | 1,762 | 21 | 427 | |||||||||
| 9 Mar | 3627.80 | 85.3 | -65.7 | 29.57 | 2,421 | 91 | 418 | |||||||||
| 6 Mar | 3784.00 | 151 | -21.35 | 23.44 | 82 | 4 | 326 | |||||||||
| 5 Mar | 3818.40 | 172.95 | 33.25 | 21.35 | 226 | 0 | 322 | |||||||||
| 4 Mar | 3746.70 | 138.2 | -40.65 | 24.16 | 1,948 | 44 | 325 | |||||||||
| 2 Mar | 3813.10 | 177.2 | -51.2 | 23.85 | 87 | 12 | 281 | |||||||||
| 27 Feb | 3869.70 | 227 | -71 | 22.49 | 15 | 0 | 269 | |||||||||
| 26 Feb | 3954.20 | 298 | 52.05 | 19.88 | 11 | 3 | 271 | |||||||||
| 25 Feb | 3932.00 | 245.95 | 54.7 | 10.71 | 41 | 13 | 268 | |||||||||
| 24 Feb | 3816.20 | 192.5 | -2.25 | 21.14 | 21 | 12 | 255 | |||||||||
| 23 Feb | 3829.10 | 194 | 0.6 | 19.68 | 28 | 4 | 242 | |||||||||
| 20 Feb | 3816.20 | 190.05 | -13.3 | 16.52 | 193 | 118 | 238 | |||||||||
| 19 Feb | 3830.10 | 203 | -35 | 19.53 | 21 | 13 | 117 | |||||||||
| 18 Feb | 3885.20 | 238 | 4 | 14.82 | 3 | 1 | 105 | |||||||||
| 17 Feb | 3877.80 | 234 | 25.95 | 15.51 | 6 | 0 | 100 | |||||||||
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| 16 Feb | 3807.40 | 208 | -50 | 22.14 | 4 | 1 | 99 | |||||||||
| 13 Feb | 3864.60 | 258 | 18.95 | 22.99 | 24 | 14 | 98 | |||||||||
| 12 Feb | 3881.20 | 239.05 | -15.3 | 15.36 | 3 | 0 | 83 | |||||||||
| 11 Feb | 3865.10 | 254.35 | 77.35 | 23.09 | 16 | 6 | 82 | |||||||||
| 10 Feb | 3762.40 | 177 | 3.75 | 21.89 | 11 | -3 | 76 | |||||||||
| 9 Feb | 3764.70 | 173.25 | 3.75 | 19.98 | 1 | 0 | 79 | |||||||||
| 6 Feb | 3758.50 | 173.25 | 2.25 | 20.39 | 36 | 29 | 79 | |||||||||
| 5 Feb | 3712.70 | 171 | 1 | 23.97 | 28 | 16 | 50 | |||||||||
| 4 Feb | 3727.40 | 170 | 11.05 | 23.17 | 28 | 19 | 32 | |||||||||
| 3 Feb | 3726.30 | 158.95 | 55.85 | 20.04 | 7 | 2 | 13 | |||||||||
| 2 Feb | 3645.80 | 103.1 | -25.35 | 17.07 | 2 | 1 | 11 | |||||||||
| 1 Feb | 3593.80 | 128.45 | -25.55 | 25.83 | 4 | 0 | 11 | |||||||||
| 30 Jan | 3677.40 | 154 | 5.1 | 22.73 | 21 | 8 | 12 | |||||||||
| 29 Jan | 3655.00 | 148.9 | -36.15 | 23.47 | 11 | 0 | 4 | |||||||||
| 28 Jan | 3728.40 | 180 | 50.8 | 20.96 | 9 | 3 | 3 | |||||||||
For Tvs Motor Company Ltd - strike price 3700 expiring on 30MAR2026
Delta for 3700 CE is 0.19
Historical price for 3700 CE is as follows
On 12 Mar TVSMOTOR was trading at 3422.60. The strike last trading price was 28.45, which was -43.35 lower than the previous day. The implied volatity was 37.66, the open interest changed by 225 which increased total open position to 871
On 11 Mar TVSMOTOR was trading at 3600.80. The strike last trading price was 68.95, which was -80.2 lower than the previous day. The implied volatity was 32.38, the open interest changed by 220 which increased total open position to 646
On 10 Mar TVSMOTOR was trading at 3785.10. The strike last trading price was 150, which was 66.5 higher than the previous day. The implied volatity was 26.21, the open interest changed by 21 which increased total open position to 427
On 9 Mar TVSMOTOR was trading at 3627.80. The strike last trading price was 85.3, which was -65.7 lower than the previous day. The implied volatity was 29.57, the open interest changed by 91 which increased total open position to 418
On 6 Mar TVSMOTOR was trading at 3784.00. The strike last trading price was 151, which was -21.35 lower than the previous day. The implied volatity was 23.44, the open interest changed by 4 which increased total open position to 326
On 5 Mar TVSMOTOR was trading at 3818.40. The strike last trading price was 172.95, which was 33.25 higher than the previous day. The implied volatity was 21.35, the open interest changed by 0 which decreased total open position to 322
On 4 Mar TVSMOTOR was trading at 3746.70. The strike last trading price was 138.2, which was -40.65 lower than the previous day. The implied volatity was 24.16, the open interest changed by 44 which increased total open position to 325
On 2 Mar TVSMOTOR was trading at 3813.10. The strike last trading price was 177.2, which was -51.2 lower than the previous day. The implied volatity was 23.85, the open interest changed by 12 which increased total open position to 281
On 27 Feb TVSMOTOR was trading at 3869.70. The strike last trading price was 227, which was -71 lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 269
On 26 Feb TVSMOTOR was trading at 3954.20. The strike last trading price was 298, which was 52.05 higher than the previous day. The implied volatity was 19.88, the open interest changed by 3 which increased total open position to 271
On 25 Feb TVSMOTOR was trading at 3932.00. The strike last trading price was 245.95, which was 54.7 higher than the previous day. The implied volatity was 10.71, the open interest changed by 13 which increased total open position to 268
On 24 Feb TVSMOTOR was trading at 3816.20. The strike last trading price was 192.5, which was -2.25 lower than the previous day. The implied volatity was 21.14, the open interest changed by 12 which increased total open position to 255
On 23 Feb TVSMOTOR was trading at 3829.10. The strike last trading price was 194, which was 0.6 higher than the previous day. The implied volatity was 19.68, the open interest changed by 4 which increased total open position to 242
On 20 Feb TVSMOTOR was trading at 3816.20. The strike last trading price was 190.05, which was -13.3 lower than the previous day. The implied volatity was 16.52, the open interest changed by 118 which increased total open position to 238
On 19 Feb TVSMOTOR was trading at 3830.10. The strike last trading price was 203, which was -35 lower than the previous day. The implied volatity was 19.53, the open interest changed by 13 which increased total open position to 117
On 18 Feb TVSMOTOR was trading at 3885.20. The strike last trading price was 238, which was 4 higher than the previous day. The implied volatity was 14.82, the open interest changed by 1 which increased total open position to 105
On 17 Feb TVSMOTOR was trading at 3877.80. The strike last trading price was 234, which was 25.95 higher than the previous day. The implied volatity was 15.51, the open interest changed by 0 which decreased total open position to 100
On 16 Feb TVSMOTOR was trading at 3807.40. The strike last trading price was 208, which was -50 lower than the previous day. The implied volatity was 22.14, the open interest changed by 1 which increased total open position to 99
On 13 Feb TVSMOTOR was trading at 3864.60. The strike last trading price was 258, which was 18.95 higher than the previous day. The implied volatity was 22.99, the open interest changed by 14 which increased total open position to 98
On 12 Feb TVSMOTOR was trading at 3881.20. The strike last trading price was 239.05, which was -15.3 lower than the previous day. The implied volatity was 15.36, the open interest changed by 0 which decreased total open position to 83
On 11 Feb TVSMOTOR was trading at 3865.10. The strike last trading price was 254.35, which was 77.35 higher than the previous day. The implied volatity was 23.09, the open interest changed by 6 which increased total open position to 82
On 10 Feb TVSMOTOR was trading at 3762.40. The strike last trading price was 177, which was 3.75 higher than the previous day. The implied volatity was 21.89, the open interest changed by -3 which decreased total open position to 76
On 9 Feb TVSMOTOR was trading at 3764.70. The strike last trading price was 173.25, which was 3.75 higher than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 79
On 6 Feb TVSMOTOR was trading at 3758.50. The strike last trading price was 173.25, which was 2.25 higher than the previous day. The implied volatity was 20.39, the open interest changed by 29 which increased total open position to 79
On 5 Feb TVSMOTOR was trading at 3712.70. The strike last trading price was 171, which was 1 higher than the previous day. The implied volatity was 23.97, the open interest changed by 16 which increased total open position to 50
On 4 Feb TVSMOTOR was trading at 3727.40. The strike last trading price was 170, which was 11.05 higher than the previous day. The implied volatity was 23.17, the open interest changed by 19 which increased total open position to 32
On 3 Feb TVSMOTOR was trading at 3726.30. The strike last trading price was 158.95, which was 55.85 higher than the previous day. The implied volatity was 20.04, the open interest changed by 2 which increased total open position to 13
On 2 Feb TVSMOTOR was trading at 3645.80. The strike last trading price was 103.1, which was -25.35 lower than the previous day. The implied volatity was 17.07, the open interest changed by 1 which increased total open position to 11
On 1 Feb TVSMOTOR was trading at 3593.80. The strike last trading price was 128.45, which was -25.55 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 11
On 30 Jan TVSMOTOR was trading at 3677.40. The strike last trading price was 154, which was 5.1 higher than the previous day. The implied volatity was 22.73, the open interest changed by 8 which increased total open position to 12
On 29 Jan TVSMOTOR was trading at 3655.00. The strike last trading price was 148.9, which was -36.15 lower than the previous day. The implied volatity was 23.47, the open interest changed by 0 which decreased total open position to 4
On 28 Jan TVSMOTOR was trading at 3728.40. The strike last trading price was 180, which was 50.8 higher than the previous day. The implied volatity was 20.96, the open interest changed by 3 which increased total open position to 3
| TVSMOTOR 30MAR2026 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 2.05
Theta: -1.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 3422.60 | 302.55 | 132.55 | 37.81 | 457 | -70 | 451 |
| 11 Mar | 3600.80 | 176.55 | 109.4 | 39.93 | 2,084 | -62 | 520 |
| 10 Mar | 3785.10 | 66.8 | -74.75 | 31.5 | 1,131 | 65 | 582 |
| 9 Mar | 3627.80 | 139.85 | 65.3 | 34.13 | 833 | -95 | 513 |
| 6 Mar | 3784.00 | 74 | 17.45 | 31.2 | 667 | -10 | 608 |
| 5 Mar | 3818.40 | 58 | -39.6 | 29.51 | 639 | 9 | 615 |
| 4 Mar | 3746.70 | 96.1 | 30.55 | 33.05 | 3,816 | 14 | 607 |
| 2 Mar | 3813.10 | 66.6 | 26.45 | 29.27 | 1,507 | 78 | 595 |
| 27 Feb | 3869.70 | 41.05 | 16.8 | 25.91 | 379 | -3 | 518 |
| 26 Feb | 3954.20 | 24.6 | -6.85 | 25.72 | 437 | 42 | 520 |
| 25 Feb | 3932.00 | 30.85 | -29.35 | 26.66 | 1,201 | 107 | 479 |
| 24 Feb | 3816.20 | 58 | 3.1 | 26.27 | 370 | 59 | 369 |
| 23 Feb | 3829.10 | 54.5 | -5.6 | 25.56 | 355 | 115 | 310 |
| 20 Feb | 3816.20 | 59.05 | -0.85 | 26.04 | 237 | 34 | 193 |
| 19 Feb | 3830.10 | 60.45 | 14.65 | 26.15 | 166 | 30 | 157 |
| 18 Feb | 3885.20 | 44.4 | -5.5 | 25.56 | 77 | -34 | 126 |
| 17 Feb | 3877.80 | 48.55 | -23.05 | 25.89 | 101 | 18 | 162 |
| 16 Feb | 3807.40 | 73.5 | 12.45 | 27.36 | 83 | -1 | 144 |
| 13 Feb | 3864.60 | 60.5 | 8.8 | 27.18 | 63 | 14 | 139 |
| 12 Feb | 3881.20 | 51.7 | -3.8 | 25.41 | 59 | -6 | 125 |
| 11 Feb | 3865.10 | 55.5 | -28.5 | 25.03 | 83 | 47 | 131 |
| 10 Feb | 3762.40 | 84 | -5.05 | 24.31 | 24 | 13 | 84 |
| 9 Feb | 3764.70 | 89 | -5.75 | 25.44 | 43 | 30 | 70 |
| 6 Feb | 3758.50 | 101.05 | -26.95 | 26.47 | 19 | 14 | 39 |
| 5 Feb | 3712.70 | 128 | 16 | 28.58 | 16 | 13 | 25 |
| 4 Feb | 3727.40 | 112 | 0 | 25.71 | 9 | 8 | 11 |
| 3 Feb | 3726.30 | 112 | -110.5 | 26.08 | 4 | 3 | 3 |
| 2 Feb | 3645.80 | 222.5 | 0 | 0.25 | 0 | 0 | 0 |
| 1 Feb | 3593.80 | 222.5 | 0 | 0.07 | 0 | 0 | 0 |
| 30 Jan | 3677.40 | 222.5 | 0 | 0.77 | 0 | 0 | 0 |
| 29 Jan | 3655.00 | 222.5 | 0 | 0.4 | 0 | 0 | 0 |
| 28 Jan | 3728.40 | 222.5 | 0 | 1.7 | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3700 expiring on 30MAR2026
Delta for 3700 PE is -0.81
Historical price for 3700 PE is as follows
On 12 Mar TVSMOTOR was trading at 3422.60. The strike last trading price was 302.55, which was 132.55 higher than the previous day. The implied volatity was 37.81, the open interest changed by -70 which decreased total open position to 451
On 11 Mar TVSMOTOR was trading at 3600.80. The strike last trading price was 176.55, which was 109.4 higher than the previous day. The implied volatity was 39.93, the open interest changed by -62 which decreased total open position to 520
On 10 Mar TVSMOTOR was trading at 3785.10. The strike last trading price was 66.8, which was -74.75 lower than the previous day. The implied volatity was 31.5, the open interest changed by 65 which increased total open position to 582
On 9 Mar TVSMOTOR was trading at 3627.80. The strike last trading price was 139.85, which was 65.3 higher than the previous day. The implied volatity was 34.13, the open interest changed by -95 which decreased total open position to 513
On 6 Mar TVSMOTOR was trading at 3784.00. The strike last trading price was 74, which was 17.45 higher than the previous day. The implied volatity was 31.2, the open interest changed by -10 which decreased total open position to 608
On 5 Mar TVSMOTOR was trading at 3818.40. The strike last trading price was 58, which was -39.6 lower than the previous day. The implied volatity was 29.51, the open interest changed by 9 which increased total open position to 615
On 4 Mar TVSMOTOR was trading at 3746.70. The strike last trading price was 96.1, which was 30.55 higher than the previous day. The implied volatity was 33.05, the open interest changed by 14 which increased total open position to 607
On 2 Mar TVSMOTOR was trading at 3813.10. The strike last trading price was 66.6, which was 26.45 higher than the previous day. The implied volatity was 29.27, the open interest changed by 78 which increased total open position to 595
On 27 Feb TVSMOTOR was trading at 3869.70. The strike last trading price was 41.05, which was 16.8 higher than the previous day. The implied volatity was 25.91, the open interest changed by -3 which decreased total open position to 518
On 26 Feb TVSMOTOR was trading at 3954.20. The strike last trading price was 24.6, which was -6.85 lower than the previous day. The implied volatity was 25.72, the open interest changed by 42 which increased total open position to 520
On 25 Feb TVSMOTOR was trading at 3932.00. The strike last trading price was 30.85, which was -29.35 lower than the previous day. The implied volatity was 26.66, the open interest changed by 107 which increased total open position to 479
On 24 Feb TVSMOTOR was trading at 3816.20. The strike last trading price was 58, which was 3.1 higher than the previous day. The implied volatity was 26.27, the open interest changed by 59 which increased total open position to 369
On 23 Feb TVSMOTOR was trading at 3829.10. The strike last trading price was 54.5, which was -5.6 lower than the previous day. The implied volatity was 25.56, the open interest changed by 115 which increased total open position to 310
On 20 Feb TVSMOTOR was trading at 3816.20. The strike last trading price was 59.05, which was -0.85 lower than the previous day. The implied volatity was 26.04, the open interest changed by 34 which increased total open position to 193
On 19 Feb TVSMOTOR was trading at 3830.10. The strike last trading price was 60.45, which was 14.65 higher than the previous day. The implied volatity was 26.15, the open interest changed by 30 which increased total open position to 157
On 18 Feb TVSMOTOR was trading at 3885.20. The strike last trading price was 44.4, which was -5.5 lower than the previous day. The implied volatity was 25.56, the open interest changed by -34 which decreased total open position to 126
On 17 Feb TVSMOTOR was trading at 3877.80. The strike last trading price was 48.55, which was -23.05 lower than the previous day. The implied volatity was 25.89, the open interest changed by 18 which increased total open position to 162
On 16 Feb TVSMOTOR was trading at 3807.40. The strike last trading price was 73.5, which was 12.45 higher than the previous day. The implied volatity was 27.36, the open interest changed by -1 which decreased total open position to 144
On 13 Feb TVSMOTOR was trading at 3864.60. The strike last trading price was 60.5, which was 8.8 higher than the previous day. The implied volatity was 27.18, the open interest changed by 14 which increased total open position to 139
On 12 Feb TVSMOTOR was trading at 3881.20. The strike last trading price was 51.7, which was -3.8 lower than the previous day. The implied volatity was 25.41, the open interest changed by -6 which decreased total open position to 125
On 11 Feb TVSMOTOR was trading at 3865.10. The strike last trading price was 55.5, which was -28.5 lower than the previous day. The implied volatity was 25.03, the open interest changed by 47 which increased total open position to 131
On 10 Feb TVSMOTOR was trading at 3762.40. The strike last trading price was 84, which was -5.05 lower than the previous day. The implied volatity was 24.31, the open interest changed by 13 which increased total open position to 84
On 9 Feb TVSMOTOR was trading at 3764.70. The strike last trading price was 89, which was -5.75 lower than the previous day. The implied volatity was 25.44, the open interest changed by 30 which increased total open position to 70
On 6 Feb TVSMOTOR was trading at 3758.50. The strike last trading price was 101.05, which was -26.95 lower than the previous day. The implied volatity was 26.47, the open interest changed by 14 which increased total open position to 39
On 5 Feb TVSMOTOR was trading at 3712.70. The strike last trading price was 128, which was 16 higher than the previous day. The implied volatity was 28.58, the open interest changed by 13 which increased total open position to 25
On 4 Feb TVSMOTOR was trading at 3727.40. The strike last trading price was 112, which was 0 lower than the previous day. The implied volatity was 25.71, the open interest changed by 8 which increased total open position to 11
On 3 Feb TVSMOTOR was trading at 3726.30. The strike last trading price was 112, which was -110.5 lower than the previous day. The implied volatity was 26.08, the open interest changed by 3 which increased total open position to 3
On 2 Feb TVSMOTOR was trading at 3645.80. The strike last trading price was 222.5, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TVSMOTOR was trading at 3593.80. The strike last trading price was 222.5, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 30 Jan TVSMOTOR was trading at 3677.40. The strike last trading price was 222.5, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 29 Jan TVSMOTOR was trading at 3655.00. The strike last trading price was 222.5, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 28 Jan TVSMOTOR was trading at 3728.40. The strike last trading price was 222.5, which was 0 lower than the previous day. The implied volatity was 1.7, the open interest changed by 0 which decreased total open position to 0
