TVSMOTOR
Tvs Motor Company Ltd
Historical option data for TVSMOTOR
02 Mar 2026 04:10 PM IST
| TVSMOTOR 30-MAR-2026 3860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 4.19
Theta: -2.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 3813.10 | 87.05 | -39.1 | 23.84 | 4,580 | 459 | 539 | |||||||||
| 27 Feb | 3869.70 | 123.9 | -52.35 | 22.61 | 72 | 5 | 80 | |||||||||
| 26 Feb | 3954.20 | 182 | 28.55 | 22.92 | 97 | -3 | 76 | |||||||||
| 25 Feb | 3932.00 | 156.6 | 55.7 | 18.88 | 889 | 27 | 80 | |||||||||
| 24 Feb | 3816.20 | 103.15 | 0.9 | 22.62 | 48 | 8 | 52 | |||||||||
| 23 Feb | 3829.10 | 101.55 | 0.55 | 21.13 | 117 | 31 | 54 | |||||||||
| 20 Feb | 3816.20 | 101 | -9.7 | 19.55 | 12 | 8 | 24 | |||||||||
| 19 Feb | 3830.10 | 110.7 | -27.3 | 21.08 | 13 | 9 | 15 | |||||||||
| 18 Feb | 3885.20 | 138 | -21.85 | 19.6 | 5 | 4 | 5 | |||||||||
| 17 Feb | 3877.80 | 159.85 | 82.15 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 3807.40 | 159.85 | 82.15 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 3864.60 | 159.85 | 82.15 | 24.02 | 1 | 0 | 0 | |||||||||
| 12 Feb | 3881.20 | 77.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 3865.10 | 77.7 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 10 Feb | 3762.40 | 77.7 | 0 | 0.97 | 0 | 0 | 0 | |||||||||
| 9 Feb | 3764.70 | 77.7 | 0 | 0.87 | 0 | 0 | 0 | |||||||||
| 6 Feb | 3758.50 | 77.7 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
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| 5 Feb | 3712.70 | 77.7 | 0 | 1.6 | 0 | 0 | 0 | |||||||||
| 4 Feb | 3727.40 | 77.7 | 0 | 1.48 | 0 | 0 | 0 | |||||||||
| 3 Feb | 3726.30 | 77.7 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 2 Feb | 3645.80 | 77.7 | 0 | 2.64 | 0 | 0 | 0 | |||||||||
| 1 Feb | 3593.80 | 77.7 | 0 | 3.65 | 0 | 0 | 0 | |||||||||
| 30 Jan | 3677.40 | 77.7 | 0 | 2.19 | 0 | 0 | 0 | |||||||||
| 29 Jan | 3655.00 | 77.7 | 0 | 2.4 | 0 | 0 | 0 | |||||||||
| 28 Jan | 3728.40 | 77.7 | 0 | 1.23 | 0 | 0 | 0 | |||||||||
For Tvs Motor Company Ltd - strike price 3860 expiring on 30MAR2026
Delta for 3860 CE is 0.47
Historical price for 3860 CE is as follows
On 2 Mar TVSMOTOR was trading at 3813.10. The strike last trading price was 87.05, which was -39.1 lower than the previous day. The implied volatity was 23.84, the open interest changed by 459 which increased total open position to 539
On 27 Feb TVSMOTOR was trading at 3869.70. The strike last trading price was 123.9, which was -52.35 lower than the previous day. The implied volatity was 22.61, the open interest changed by 5 which increased total open position to 80
On 26 Feb TVSMOTOR was trading at 3954.20. The strike last trading price was 182, which was 28.55 higher than the previous day. The implied volatity was 22.92, the open interest changed by -3 which decreased total open position to 76
On 25 Feb TVSMOTOR was trading at 3932.00. The strike last trading price was 156.6, which was 55.7 higher than the previous day. The implied volatity was 18.88, the open interest changed by 27 which increased total open position to 80
On 24 Feb TVSMOTOR was trading at 3816.20. The strike last trading price was 103.15, which was 0.9 higher than the previous day. The implied volatity was 22.62, the open interest changed by 8 which increased total open position to 52
On 23 Feb TVSMOTOR was trading at 3829.10. The strike last trading price was 101.55, which was 0.55 higher than the previous day. The implied volatity was 21.13, the open interest changed by 31 which increased total open position to 54
On 20 Feb TVSMOTOR was trading at 3816.20. The strike last trading price was 101, which was -9.7 lower than the previous day. The implied volatity was 19.55, the open interest changed by 8 which increased total open position to 24
On 19 Feb TVSMOTOR was trading at 3830.10. The strike last trading price was 110.7, which was -27.3 lower than the previous day. The implied volatity was 21.08, the open interest changed by 9 which increased total open position to 15
On 18 Feb TVSMOTOR was trading at 3885.20. The strike last trading price was 138, which was -21.85 lower than the previous day. The implied volatity was 19.6, the open interest changed by 4 which increased total open position to 5
On 17 Feb TVSMOTOR was trading at 3877.80. The strike last trading price was 159.85, which was 82.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb TVSMOTOR was trading at 3807.40. The strike last trading price was 159.85, which was 82.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb TVSMOTOR was trading at 3864.60. The strike last trading price was 159.85, which was 82.15 higher than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TVSMOTOR was trading at 3881.20. The strike last trading price was 77.7, 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 11 Feb TVSMOTOR was trading at 3865.10. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TVSMOTOR was trading at 3762.40. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 9 Feb TVSMOTOR was trading at 3764.70. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TVSMOTOR was trading at 3758.50. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TVSMOTOR was trading at 3712.70. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TVSMOTOR was trading at 3727.40. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TVSMOTOR was trading at 3726.30. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 2 Feb TVSMOTOR was trading at 3645.80. The strike last trading price was 77.7, which was 0 lower than the previous day. The implied volatity was 2.64, 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 77.7, which was 0 lower than the previous day. The implied volatity was 3.65, 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 77.7, which was 0 lower than the previous day. The implied volatity was 2.19, 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 77.7, which was 0 lower than the previous day. The implied volatity was 2.4, 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 77.7, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
| TVSMOTOR 30MAR2026 3860 PE | |||||||
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Delta: -0.52
Vega: 4.2
Theta: -1.72
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 3813.10 | 143.65 | 48.6 | 30.61 | 846 | 29 | 257 |
| 27 Feb | 3869.70 | 96.1 | 32.3 | 25.97 | 232 | 16 | 229 |
| 26 Feb | 3954.20 | 64 | -13.2 | 25.54 | 190 | 18 | 214 |
| 25 Feb | 3932.00 | 76.3 | -47.2 | 26.9 | 537 | 115 | 201 |
| 24 Feb | 3816.20 | 123.5 | 2.7 | 26.09 | 14 | 6 | 86 |
| 23 Feb | 3829.10 | 119.6 | 22.85 | 25.68 | 183 | 75 | 80 |
| 20 Feb | 3816.20 | 96.75 | -7.55 | - | 0 | 0 | 5 |
| 19 Feb | 3830.10 | 96.75 | -7.55 | - | 0 | 0 | 5 |
| 18 Feb | 3885.20 | 96.75 | -7.55 | 25.31 | 2 | 1 | 6 |
| 17 Feb | 3877.80 | 104.3 | -20.6 | 25.95 | 1 | 0 | 4 |
| 16 Feb | 3807.40 | 124.9 | 4.9 | 22.97 | 10 | 2 | 4 |
| 13 Feb | 3864.60 | 120 | 0 | 27.31 | 1 | 0 | 1 |
| 12 Feb | 3881.20 | 120 | -209.3 | - | 0 | 0 | 1 |
| 11 Feb | 3865.10 | 120 | -209.3 | 26.5 | 1 | 0 | 0 |
| 10 Feb | 3762.40 | 329.3 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 3764.70 | 329.3 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 3758.50 | 329.3 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 3712.70 | 329.3 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 3727.40 | 329.3 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 3726.30 | 329.3 | 0 | 0.31 | 0 | 0 | 0 |
| 2 Feb | 3645.80 | 329.3 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 3593.80 | 329.3 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 3677.40 | 329.3 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 3655.00 | 329.3 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 3728.40 | 329.3 | 0 | 0 | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3860 expiring on 30MAR2026
Delta for 3860 PE is -0.52
Historical price for 3860 PE is as follows
On 2 Mar TVSMOTOR was trading at 3813.10. The strike last trading price was 143.65, which was 48.6 higher than the previous day. The implied volatity was 30.61, the open interest changed by 29 which increased total open position to 257
On 27 Feb TVSMOTOR was trading at 3869.70. The strike last trading price was 96.1, which was 32.3 higher than the previous day. The implied volatity was 25.97, the open interest changed by 16 which increased total open position to 229
On 26 Feb TVSMOTOR was trading at 3954.20. The strike last trading price was 64, which was -13.2 lower than the previous day. The implied volatity was 25.54, the open interest changed by 18 which increased total open position to 214
On 25 Feb TVSMOTOR was trading at 3932.00. The strike last trading price was 76.3, which was -47.2 lower than the previous day. The implied volatity was 26.9, the open interest changed by 115 which increased total open position to 201
On 24 Feb TVSMOTOR was trading at 3816.20. The strike last trading price was 123.5, which was 2.7 higher than the previous day. The implied volatity was 26.09, the open interest changed by 6 which increased total open position to 86
On 23 Feb TVSMOTOR was trading at 3829.10. The strike last trading price was 119.6, which was 22.85 higher than the previous day. The implied volatity was 25.68, the open interest changed by 75 which increased total open position to 80
On 20 Feb TVSMOTOR was trading at 3816.20. The strike last trading price was 96.75, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Feb TVSMOTOR was trading at 3830.10. The strike last trading price was 96.75, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Feb TVSMOTOR was trading at 3885.20. The strike last trading price was 96.75, which was -7.55 lower than the previous day. The implied volatity was 25.31, the open interest changed by 1 which increased total open position to 6
On 17 Feb TVSMOTOR was trading at 3877.80. The strike last trading price was 104.3, which was -20.6 lower than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 4
On 16 Feb TVSMOTOR was trading at 3807.40. The strike last trading price was 124.9, which was 4.9 higher than the previous day. The implied volatity was 22.97, the open interest changed by 2 which increased total open position to 4
On 13 Feb TVSMOTOR was trading at 3864.60. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 1
On 12 Feb TVSMOTOR was trading at 3881.20. The strike last trading price was 120, which was -209.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb TVSMOTOR was trading at 3865.10. The strike last trading price was 120, which was -209.3 lower than the previous day. The implied volatity was 26.5, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TVSMOTOR was trading at 3762.40. The strike last trading price was 329.3, 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 9 Feb TVSMOTOR was trading at 3764.70. The strike last trading price was 329.3, 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 6 Feb TVSMOTOR was trading at 3758.50. The strike last trading price was 329.3, 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 Feb TVSMOTOR was trading at 3712.70. The strike last trading price was 329.3, 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 Feb TVSMOTOR was trading at 3727.40. The strike last trading price was 329.3, 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 Feb TVSMOTOR was trading at 3726.30. The strike last trading price was 329.3, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 2 Feb TVSMOTOR was trading at 3645.80. The strike last trading price was 329.3, 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 Feb TVSMOTOR was trading at 3593.80. The strike last trading price was 329.3, 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 30 Jan TVSMOTOR was trading at 3677.40. The strike last trading price was 329.3, 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 Jan TVSMOTOR was trading at 3655.00. The strike last trading price was 329.3, 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 28 Jan TVSMOTOR was trading at 3728.40. The strike last trading price was 329.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
