TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 6100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 874.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Dec | 6857.75 | 874.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 6900.75 | 874.1 | - | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 6100 expiring on 30JAN2025
Delta for 6100 CE is -
Historical price for 6100 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 874.1, 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 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 874.1, 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 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 874.1, 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 6100 PE | |||||||
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Delta: -0.10
Vega: 3.73
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 36.25 | -104.45 | 34.56 | 14 | 9 | 9 |
| 24 Dec | 6857.75 | 140.7 | 0.00 | 9.65 | 0 | 0 | 0 |
| 23 Dec | 6900.75 | 140.7 | 10.77 | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 6100 expiring on 30JAN2025
Delta for 6100 PE is -0.10
Historical price for 6100 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 36.25, which was -104.45 lower than the previous day. The implied volatity was 34.56, the open interest changed by 9 which increased total open position to 9
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 140.7, which was 0.00 lower than the previous day. The implied volatity was 9.65, 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 140.7, which was lower than the previous day. The implied volatity was 10.77, the open interest changed by 0 which decreased total open position to 0
