TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 6000 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 6857.75 | 960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 23 Dec | 6900.75 | 960 | 0.00 | 0 | 1 | 0 | ||||
For Tata Elxsi Limited - strike price 6000 expiring on 30JAN2025
Delta for 6000 CE is 0.00
Historical price for 6000 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 960, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 960, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 960, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| TATAELXSI 30JAN2025 6000 PE | |||||||
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Delta: -0.08
Vega: 3.19
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 29 | 5.50 | 35.57 | 7 | 3 | 18 |
| 24 Dec | 6857.75 | 23.5 | -11.50 | 32.14 | 12 | 11 | 14 |
| 23 Dec | 6900.75 | 35 | 35.92 | 3 | 2 | 3 | |
For Tata Elxsi Limited - strike price 6000 expiring on 30JAN2025
Delta for 6000 PE is -0.08
Historical price for 6000 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 29, which was 5.50 higher than the previous day. The implied volatity was 35.57, the open interest changed by 3 which increased total open position to 18
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 23.5, which was -11.50 lower than the previous day. The implied volatity was 32.14, the open interest changed by 11 which increased total open position to 14
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 35, which was lower than the previous day. The implied volatity was 35.92, the open interest changed by 2 which increased total open position to 3
