TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
13 Jan 2025 04:13 PM IST
| TATAELXSI 30JAN2025 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 4.51
Theta: -4.65
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jan | 5941.60 | 232.45 | -19.30 | 27.11 | 84 | 13 | 73 | |||
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| 10 Jan | 6000.60 | 251.75 | -855.10 | 16.00 | 284 | 61 | 61 | |||
| 9 Jan | 6439.95 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 6473.50 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 6542.35 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 6486.45 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 6647.55 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 6705.25 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 6796.55 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 6925.55 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 6886.35 | 1106.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 6896.20 | 1106.85 | - | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 5800 expiring on 30JAN2025
Delta for 5800 CE is 0.69
Historical price for 5800 CE is as follows
On 13 Jan TATAELXSI was trading at 5941.60. The strike last trading price was 232.45, which was -19.30 lower than the previous day. The implied volatity was 27.11, the open interest changed by 13 which increased total open position to 73
On 10 Jan TATAELXSI was trading at 6000.60. The strike last trading price was 251.75, which was -855.10 lower than the previous day. The implied volatity was 16.00, the open interest changed by 61 which increased total open position to 61
On 9 Jan TATAELXSI was trading at 6439.95. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan TATAELXSI was trading at 6473.50. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan TATAELXSI was trading at 6542.35. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan TATAELXSI was trading at 6486.45. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan TATAELXSI was trading at 6647.55. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan TATAELXSI was trading at 6705.25. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATAELXSI was trading at 6796.55. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec TATAELXSI was trading at 6925.55. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Dec TATAELXSI was trading at 6886.35. The strike last trading price was 1106.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 1106.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 4.66
Theta: -3.88
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jan | 5941.60 | 95.2 | 0.55 | 32.45 | 937 | -82 | 520 |
| 10 Jan | 6000.60 | 94.65 | 37.70 | 34.52 | 8,066 | -10 | 609 |
| 9 Jan | 6439.95 | 56.95 | 9.35 | 46.79 | 1,285 | 327 | 608 |
| 8 Jan | 6473.50 | 47.6 | 7.60 | 44.17 | 420 | 162 | 282 |
| 7 Jan | 6542.35 | 40 | -5.20 | 42.84 | 167 | 26 | 118 |
| 6 Jan | 6486.45 | 45.2 | 19.20 | 42.32 | 122 | 56 | 87 |
| 3 Jan | 6647.55 | 26 | 7.00 | 38.97 | 5 | 0 | 31 |
| 2 Jan | 6705.25 | 19 | -58.20 | 36.88 | 102 | 31 | 31 |
| 31 Dec | 6796.55 | 77.2 | 0.00 | 13.85 | 0 | 0 | 0 |
| 30 Dec | 6925.55 | 77.2 | 0.00 | 14.38 | 0 | 0 | 0 |
| 27 Dec | 6886.35 | 77.2 | 0.00 | 13.81 | 0 | 0 | 0 |
| 26 Dec | 6896.20 | 77.2 | 13.87 | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 5800 expiring on 30JAN2025
Delta for 5800 PE is -0.33
Historical price for 5800 PE is as follows
On 13 Jan TATAELXSI was trading at 5941.60. The strike last trading price was 95.2, which was 0.55 higher than the previous day. The implied volatity was 32.45, the open interest changed by -82 which decreased total open position to 520
On 10 Jan TATAELXSI was trading at 6000.60. The strike last trading price was 94.65, which was 37.70 higher than the previous day. The implied volatity was 34.52, the open interest changed by -10 which decreased total open position to 609
On 9 Jan TATAELXSI was trading at 6439.95. The strike last trading price was 56.95, which was 9.35 higher than the previous day. The implied volatity was 46.79, the open interest changed by 327 which increased total open position to 608
On 8 Jan TATAELXSI was trading at 6473.50. The strike last trading price was 47.6, which was 7.60 higher than the previous day. The implied volatity was 44.17, the open interest changed by 162 which increased total open position to 282
On 7 Jan TATAELXSI was trading at 6542.35. The strike last trading price was 40, which was -5.20 lower than the previous day. The implied volatity was 42.84, the open interest changed by 26 which increased total open position to 118
On 6 Jan TATAELXSI was trading at 6486.45. The strike last trading price was 45.2, which was 19.20 higher than the previous day. The implied volatity was 42.32, the open interest changed by 56 which increased total open position to 87
On 3 Jan TATAELXSI was trading at 6647.55. The strike last trading price was 26, which was 7.00 higher than the previous day. The implied volatity was 38.97, the open interest changed by 0 which decreased total open position to 31
On 2 Jan TATAELXSI was trading at 6705.25. The strike last trading price was 19, which was -58.20 lower than the previous day. The implied volatity was 36.88, the open interest changed by 31 which increased total open position to 31
On 31 Dec TATAELXSI was trading at 6796.55. The strike last trading price was 77.2, which was 0.00 lower than the previous day. The implied volatity was 13.85, the open interest changed by 0 which decreased total open position to 0
On 30 Dec TATAELXSI was trading at 6925.55. The strike last trading price was 77.2, which was 0.00 lower than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 0
On 27 Dec TATAELXSI was trading at 6886.35. The strike last trading price was 77.2, which was 0.00 lower than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 0
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 77.2, which was lower than the previous day. The implied volatity was 13.87, the open interest changed by 0 which decreased total open position to 0
