TVSMOTOR

Tvs Motor Company Ltd

3759.2 -42.50 (-1.12%)

L: 3751.3 H: 3848.7

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Historical option data for TVSMOTOR
09 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TVSMOTOR 27-JAN-2026 3760 CE
Delta: 0.59 Vega: 3.26 Theta: -2.39 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	3759.20	85 ₹ 14,875	-39.65 -6938.75	19.94	108 18,900	-1 -175	78 13,650
8 Jan	3801.70	124.65 ₹ 21,813.75	-24.8 -4340.00	25.37	40 7,000	-3 -525	77 13,475
7 Jan	3840.20	149.45 ₹ 26,153.75	-1.9 -332.50	-	0 0	0 0	80 14,000
6 Jan	3866.10	149.45 ₹ 26,153.75	-1.9 -332.50	-	0 0	0 0	80 14,000

5 Jan	3864.20	149.45 ₹ 26,153.75	-1.9 -332.50	20.62	22 3,850	-1 -175	81 14,175
2 Jan	3847.80	153.15 ₹ 26,801.25	35.3 6177.50	15.42	299 52,325	-87 -15,225	83 14,525
1 Jan	3794.40	120.2 ₹ 21,035	35.15 6151.25	21.52	2,630 4,60,250	168 29,400	176 30,800
31 Dec	3719.80	86.3 ₹ 15,102.5	12.75 2231.25	22.84	13 2,275	7 1,225	7 1,225

For Tvs Motor Company Ltd - strike price 3760 expiring on 27JAN2026

Delta for 3760 CE is 0.59

Historical price for 3760 CE is as follows

On 9 Jan TVSMOTOR was trading at 3759.20. The strike last trading price was 85, which was -39.65 lower than the previous day. The implied volatity was 19.94, the open interest changed by -1 which decreased total open position to 78

On 8 Jan TVSMOTOR was trading at 3801.70. The strike last trading price was 124.65, which was -24.8 lower than the previous day. The implied volatity was 25.37, the open interest changed by -3 which decreased total open position to 77

On 7 Jan TVSMOTOR was trading at 3840.20. The strike last trading price was 149.45, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80

On 6 Jan TVSMOTOR was trading at 3866.10. The strike last trading price was 149.45, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80

On 5 Jan TVSMOTOR was trading at 3864.20. The strike last trading price was 149.45, which was -1.9 lower than the previous day. The implied volatity was 20.62, the open interest changed by -1 which decreased total open position to 81

On 2 Jan TVSMOTOR was trading at 3847.80. The strike last trading price was 153.15, which was 35.3 higher than the previous day. The implied volatity was 15.42, the open interest changed by -87 which decreased total open position to 83

On 1 Jan TVSMOTOR was trading at 3794.40. The strike last trading price was 120.2, which was 35.15 higher than the previous day. The implied volatity was 21.52, the open interest changed by 168 which increased total open position to 176

On 31 Dec TVSMOTOR was trading at 3719.80. The strike last trading price was 86.3, which was 12.75 higher than the previous day. The implied volatity was 22.84, the open interest changed by 7 which increased total open position to 7

TVSMOTOR 27JAN2026 3760 PE
Delta: -0.42 Vega: 3.28 Theta: -1.71 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	3759.20	63.1 ₹ 11,042.5	4.2 735.00	23.76	356 62,300	-22 -3,850	121 21,175
8 Jan	3801.70	59.6 ₹ 10,430	9.4 1645.00	25.94	253 44,275	-53 -9,275	143 25,025
7 Jan	3840.20	50.2 ₹ 8,785	12.15 2126.25	26.15	149 26,075	-75 -13,125	194 33,950
6 Jan	3866.10	37.8 ₹ 6,615	-7.7 -1347.50	24.29	105 18,375	35 6,125	270 47,250
5 Jan	3864.20	45.85 ₹ 8,023.75	-5.25 -918.75	25.05	99 17,325	30 5,250	235 41,125
2 Jan	3847.80	49.6 ₹ 8,680	-17.05 -2983.75	26.48	516 90,300	-51 -8,925	209 36,575
1 Jan	3794.40	66.6 ₹ 11,655	-115.15 -20151.25	23.46	1,121 1,96,175	246 43,050	246 43,050
31 Dec	3719.80	181.75 ₹ 31,806.25	0 0.00	-	0 0	0 0	0 0

For Tvs Motor Company Ltd - strike price 3760 expiring on 27JAN2026

Delta for 3760 PE is -0.42

Historical price for 3760 PE is as follows

On 9 Jan TVSMOTOR was trading at 3759.20. The strike last trading price was 63.1, which was 4.2 higher than the previous day. The implied volatity was 23.76, the open interest changed by -22 which decreased total open position to 121

On 8 Jan TVSMOTOR was trading at 3801.70. The strike last trading price was 59.6, which was 9.4 higher than the previous day. The implied volatity was 25.94, the open interest changed by -53 which decreased total open position to 143

On 7 Jan TVSMOTOR was trading at 3840.20. The strike last trading price was 50.2, which was 12.15 higher than the previous day. The implied volatity was 26.15, the open interest changed by -75 which decreased total open position to 194

On 6 Jan TVSMOTOR was trading at 3866.10. The strike last trading price was 37.8, which was -7.7 lower than the previous day. The implied volatity was 24.29, the open interest changed by 35 which increased total open position to 270

On 5 Jan TVSMOTOR was trading at 3864.20. The strike last trading price was 45.85, which was -5.25 lower than the previous day. The implied volatity was 25.05, the open interest changed by 30 which increased total open position to 235

On 2 Jan TVSMOTOR was trading at 3847.80. The strike last trading price was 49.6, which was -17.05 lower than the previous day. The implied volatity was 26.48, the open interest changed by -51 which decreased total open position to 209

On 1 Jan TVSMOTOR was trading at 3794.40. The strike last trading price was 66.6, which was -115.15 lower than the previous day. The implied volatity was 23.46, the open interest changed by 246 which increased total open position to 246

On 31 Dec TVSMOTOR was trading at 3719.80. The strike last trading price was 181.75, 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

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