TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 6500 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 | 609.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 6857.75 | 609.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 6900.75 | 609.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 6921.60 | 609.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 7235.30 | 609.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7230.55 | 609.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7273.65 | 609.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7319.70 | 609.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 7098.55 | 609.55 | 609.55 | - | 0 | 0 | 0 | |||
| 2 Dec | 6712.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6670.75 | 0 | - | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 6500 expiring on 30JAN2025
Delta for 6500 CE is -
Historical price for 6500 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 609.55, 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 609.55, 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 609.55, 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 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 609.55, 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 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 609.55, 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 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 609.55, 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 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 609.55, 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 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 609.55, 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 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 609.55, which was 609.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 0, 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 29 Nov TATAELXSI was trading at 6670.75. The strike last trading price was 0, 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 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 6.42
Theta: -2.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 91.75 | -17.00 | 31.34 | 109 | 52 | 134 |
| 24 Dec | 6857.75 | 108.75 | -6.25 | 31.98 | 61 | 16 | 82 |
| 23 Dec | 6900.75 | 115 | 19.00 | 33.56 | 69 | 27 | 65 |
| 20 Dec | 6921.60 | 96 | 21.00 | 31.00 | 34 | 26 | 38 |
| 19 Dec | 7235.30 | 75 | 30.00 | 36.30 | 3 | 0 | 9 |
| 18 Dec | 7230.55 | 45 | 16.00 | 30.22 | 2 | 0 | 8 |
| 17 Dec | 7273.65 | 29 | -26.00 | 27.31 | 5 | 3 | 7 |
| 12 Dec | 7319.70 | 55 | -75.00 | 32.46 | 1 | 0 | 3 |
| 3 Dec | 7098.55 | 130 | -141.15 | 35.50 | 3 | 2 | 2 |
| 2 Dec | 6712.95 | 271.15 | 0.00 | 2.88 | 0 | 0 | 0 |
| 29 Nov | 6670.75 | 271.15 | 2.47 | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 6500 expiring on 30JAN2025
Delta for 6500 PE is -0.23
Historical price for 6500 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 91.75, which was -17.00 lower than the previous day. The implied volatity was 31.34, the open interest changed by 52 which increased total open position to 134
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 108.75, which was -6.25 lower than the previous day. The implied volatity was 31.98, the open interest changed by 16 which increased total open position to 82
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 115, which was 19.00 higher than the previous day. The implied volatity was 33.56, the open interest changed by 27 which increased total open position to 65
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 96, which was 21.00 higher than the previous day. The implied volatity was 31.00, the open interest changed by 26 which increased total open position to 38
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 75, which was 30.00 higher than the previous day. The implied volatity was 36.30, the open interest changed by 0 which decreased total open position to 9
On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 45, which was 16.00 higher than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 8
On 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 29, which was -26.00 lower than the previous day. The implied volatity was 27.31, the open interest changed by 3 which increased total open position to 7
On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 55, which was -75.00 lower than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 3
On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 130, which was -141.15 lower than the previous day. The implied volatity was 35.50, the open interest changed by 2 which increased total open position to 2
On 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 271.15, which was 0.00 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATAELXSI was trading at 6670.75. The strike last trading price was 271.15, which was lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
