Historical option data for TVSMOTOR
26 May 2026 04:10 PM IST
| TVSMOTOR 30-Jun-2026 (34d) 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.04
Theta: -1.77
Gamma: 0.00144
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 3454.90 | 96 | -22 (-18.64%) | 25.81 | 1,540 | 228 | 864 | |||||||||
| 25 May | 3469.50 | 117.75 | 13.75 (13.22%) | 28.14 | 2,564 | 94 | 638 | |||||||||
| 22 May | 3417.50 | 105.85 | 14.85 (16.32%) | 29 | 1,156 | 213 | 546 | |||||||||
| 21 May | 3380.70 | 90.5 | -0.5 (-0.55%) | 29.57 | 536 | -28 | 336 | |||||||||
| 20 May | 3361.90 | 90.85 | 22.85 (33.60%) | 31.25 | 704 | -87 | 366 | |||||||||
| 19 May | 3283.40 | 67.85 | -7.15 (-9.53%) | 31.49 | 558 | 152 | 452 | |||||||||
| 18 May | 3291.00 | 74.55 | -68.45 (-47.87%) | 32.18 | 443 | 169 | 297 | |||||||||
| 15 May | 3466.80 | 141.85 | -11.15 (-7.29%) | 29.97 | 51 | 17 | 128 | |||||||||
| 14 May | 3460.80 | 152.9 | -49.1 (-24.31%) | 32.13 | 186 | 31 | 113 | |||||||||
| 13 May | 3527.20 | 202.1 | -11.9 (-5.56%) | 0 | 16 | 0 | 82 | |||||||||
| 12 May | 3561.00 | 214.25 | -59.75 (-21.81%) | 0 | 7 | 5 | 81 | |||||||||
| 11 May | 3613.70 | 273.9 | -41.1 (-13.05%) | 0 | 6 | 3 | 76 | |||||||||
| 8 May | 3695.20 | 315 | 0 (0.00%) | 31.13 | 1 | 0 | 73 | |||||||||
| 7 May | 3706.70 | 315 | 63.8 (25.40%) | 29.04 | 8 | 3 | 71 | |||||||||
| 6 May | 3617.90 | 251.2 | 56.2 (28.82%) | 30.82 | 59 | 47 | 66 | |||||||||
| 5 May | 3534.40 | 195 | 35 (21.88%) | 30.1 | 11 | 7 | 16 | |||||||||
| 4 May | 3495.50 | 160 | -50.5 (-23.99%) | 25.72 | 9 | 8 | 8 | |||||||||
| 30 Apr | 3492.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 3553.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tvs Motor Company Ltd - strike price 3500 expiring on 30JUN2026
Delta for 3500 CE is 0.47
Historical price for 3500 CE is as follows
On 26 May TVSMOTOR was trading at 3454.90. The strike last trading price was 96, which was -22 lower than the previous day. The implied volatity was 25.81, the open interest changed by 228 which increased total open position to 864
On 25 May TVSMOTOR was trading at 3469.50. The strike last trading price was 117.75, which was 13.75 higher than the previous day. The implied volatity was 28.14, the open interest changed by 94 which increased total open position to 638
On 22 May TVSMOTOR was trading at 3417.50. The strike last trading price was 105.85, which was 14.85 higher than the previous day. The implied volatity was 29, the open interest changed by 213 which increased total open position to 546
On 21 May TVSMOTOR was trading at 3380.70. The strike last trading price was 90.5, which was -0.5 lower than the previous day. The implied volatity was 29.57, the open interest changed by -28 which decreased total open position to 336
On 20 May TVSMOTOR was trading at 3361.90. The strike last trading price was 90.85, which was 22.85 higher than the previous day. The implied volatity was 31.25, the open interest changed by -87 which decreased total open position to 366
On 19 May TVSMOTOR was trading at 3283.40. The strike last trading price was 67.85, which was -7.15 lower than the previous day. The implied volatity was 31.49, the open interest changed by 152 which increased total open position to 452
On 18 May TVSMOTOR was trading at 3291.00. The strike last trading price was 74.55, which was -68.45 lower than the previous day. The implied volatity was 32.18, the open interest changed by 169 which increased total open position to 297
On 15 May TVSMOTOR was trading at 3466.80. The strike last trading price was 141.85, which was -11.15 lower than the previous day. The implied volatity was 29.97, the open interest changed by 17 which increased total open position to 128
On 14 May TVSMOTOR was trading at 3460.80. The strike last trading price was 152.9, which was -49.1 lower than the previous day. The implied volatity was 32.13, the open interest changed by 31 which increased total open position to 113
On 13 May TVSMOTOR was trading at 3527.20. The strike last trading price was 202.1, which was -11.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 82
On 12 May TVSMOTOR was trading at 3561.00. The strike last trading price was 214.25, which was -59.75 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 81
On 11 May TVSMOTOR was trading at 3613.70. The strike last trading price was 273.9, which was -41.1 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 76
On 8 May TVSMOTOR was trading at 3695.20. The strike last trading price was 315, which was 0 lower than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 73
On 7 May TVSMOTOR was trading at 3706.70. The strike last trading price was 315, which was 63.8 higher than the previous day. The implied volatity was 29.04, the open interest changed by 3 which increased total open position to 71
On 6 May TVSMOTOR was trading at 3617.90. The strike last trading price was 251.2, which was 56.2 higher than the previous day. The implied volatity was 30.82, the open interest changed by 47 which increased total open position to 66
On 5 May TVSMOTOR was trading at 3534.40. The strike last trading price was 195, which was 35 higher than the previous day. The implied volatity was 30.1, the open interest changed by 7 which increased total open position to 16
On 4 May TVSMOTOR was trading at 3495.50. The strike last trading price was 160, which was -50.5 lower than the previous day. The implied volatity was 25.72, the open interest changed by 8 which increased total open position to 8
On 30 Apr TVSMOTOR was trading at 3492.90. 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 29 Apr TVSMOTOR was trading at 3553.90. 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
| TVSMOTOR 30-Jun-2026 (34d) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.04
Theta: -1.27
Gamma: 0.00142
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 3454.90 | 117 | -1 (-0.85%) | 26.03 | 622 | 247 | 647 |
| 25 May | 3469.50 | 116.55 | -33.65 (-22.40%) | 25.39 | 663 | 139 | 401 |
| 22 May | 3417.50 | 147.05 | -24 (-14.03%) | 26.13 | 277 | 105 | 262 |
| 21 May | 3380.70 | 171.05 | -27.3 (-13.76%) | 26.4 | 31 | 1 | 161 |
| 20 May | 3361.90 | 197 | -51 (-20.56%) | 29.01 | 57 | -14 | 161 |
| 19 May | 3283.40 | 248 | -4.3 (-1.70%) | 29.96 | 17 | -2 | 176 |
| 18 May | 3291.00 | 255.5 | 108 (73.22%) | 29.97 | 48 | -1 | 179 |
| 15 May | 3466.80 | 145 | -8.5 (-5.54%) | 29.2 | 7 | 0 | 181 |
| 14 May | 3460.80 | 153.5 | 15.2 (10.99%) | 29.62 | 239 | -44 | 181 |
| 13 May | 3527.20 | 138.55 | 0 (0.00%) | 0 | 273 | 161 | 226 |
| 12 May | 3561.00 | 138.55 | 40.3 (41.02%) | 0 | 3 | 1 | 64 |
| 11 May | 3613.70 | 98.25 | 23.25 (31.00%) | 0 | 6 | -3 | 63 |
| 8 May | 3695.20 | 75 | -0.1 (-0.13%) | 30.34 | 2 | 1 | 65 |
| 7 May | 3706.70 | 75.1 | -27.9 (-27.09%) | 30.33 | 10 | 5 | 64 |
| 6 May | 3617.90 | 103 | -33.4 (-24.49%) | 30.21 | 42 | 20 | 59 |
| 5 May | 3534.40 | 135 | -45 (-25.00%) | 29.92 | 28 | 21 | 38 |
| 4 May | 3495.50 | 180 | 0.25 (0.14%) | 35.77 | 19 | 16 | 16 |
| 30 Apr | 3492.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 3553.90 | 0 | 0 | - | 0 | 0 | 0 |
For Tvs Motor Company Ltd - strike price 3500 expiring on 30JUN2026
Delta for 3500 PE is -0.5
Historical price for 3500 PE is as follows
On 26 May TVSMOTOR was trading at 3454.90. The strike last trading price was 117, which was -1 lower than the previous day. The implied volatity was 26.03, the open interest changed by 247 which increased total open position to 647
On 25 May TVSMOTOR was trading at 3469.50. The strike last trading price was 116.55, which was -33.65 lower than the previous day. The implied volatity was 25.39, the open interest changed by 139 which increased total open position to 401
On 22 May TVSMOTOR was trading at 3417.50. The strike last trading price was 147.05, which was -24 lower than the previous day. The implied volatity was 26.13, the open interest changed by 105 which increased total open position to 262
On 21 May TVSMOTOR was trading at 3380.70. The strike last trading price was 171.05, which was -27.3 lower than the previous day. The implied volatity was 26.4, the open interest changed by 1 which increased total open position to 161
On 20 May TVSMOTOR was trading at 3361.90. The strike last trading price was 197, which was -51 lower than the previous day. The implied volatity was 29.01, the open interest changed by -14 which decreased total open position to 161
On 19 May TVSMOTOR was trading at 3283.40. The strike last trading price was 248, which was -4.3 lower than the previous day. The implied volatity was 29.96, the open interest changed by -2 which decreased total open position to 176
On 18 May TVSMOTOR was trading at 3291.00. The strike last trading price was 255.5, which was 108 higher than the previous day. The implied volatity was 29.97, the open interest changed by -1 which decreased total open position to 179
On 15 May TVSMOTOR was trading at 3466.80. The strike last trading price was 145, which was -8.5 lower than the previous day. The implied volatity was 29.2, the open interest changed by 0 which decreased total open position to 181
On 14 May TVSMOTOR was trading at 3460.80. The strike last trading price was 153.5, which was 15.2 higher than the previous day. The implied volatity was 29.62, the open interest changed by -44 which decreased total open position to 181
On 13 May TVSMOTOR was trading at 3527.20. The strike last trading price was 138.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 161 which increased total open position to 226
On 12 May TVSMOTOR was trading at 3561.00. The strike last trading price was 138.55, which was 40.3 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 64
On 11 May TVSMOTOR was trading at 3613.70. The strike last trading price was 98.25, which was 23.25 higher than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 63
On 8 May TVSMOTOR was trading at 3695.20. The strike last trading price was 75, which was -0.1 lower than the previous day. The implied volatity was 30.34, the open interest changed by 1 which increased total open position to 65
On 7 May TVSMOTOR was trading at 3706.70. The strike last trading price was 75.1, which was -27.9 lower than the previous day. The implied volatity was 30.33, the open interest changed by 5 which increased total open position to 64
On 6 May TVSMOTOR was trading at 3617.90. The strike last trading price was 103, which was -33.4 lower than the previous day. The implied volatity was 30.21, the open interest changed by 20 which increased total open position to 59
On 5 May TVSMOTOR was trading at 3534.40. The strike last trading price was 135, which was -45 lower than the previous day. The implied volatity was 29.92, the open interest changed by 21 which increased total open position to 38
On 4 May TVSMOTOR was trading at 3495.50. The strike last trading price was 180, which was 0.25 higher than the previous day. The implied volatity was 35.77, the open interest changed by 16 which increased total open position to 16
On 30 Apr TVSMOTOR was trading at 3492.90. 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 29 Apr TVSMOTOR was trading at 3553.90. 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
