TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||
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| 26 Dec | 6896.20 | 381.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 6857.75 | 381.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 23 Dec | 6900.75 | 381.6 | -117.70 | 26.92 | 1 | 0 | 0 | |||
| 20 Dec | 6921.60 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 7235.30 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7230.55 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7273.65 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7319.70 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7138.95 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7098.55 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6712.95 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6670.75 | 499.3 | - | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 6700 expiring on 30JAN2025
Delta for 6700 CE is 0.00
Historical price for 6700 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 381.6, 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 381.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 381.6, which was -117.70 lower than the previous day. The implied volatity was 26.92, 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 499.3, 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 499.3, 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 499.3, 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 499.3, 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 499.3, 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 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 499.3, 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 499.3, 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 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 499.3, 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 499.3, 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 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 7.71
Theta: -2.75
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 150 | -20.20 | 30.94 | 55 | 21 | 37 |
| 24 Dec | 6857.75 | 170.2 | 21.50 | 31.39 | 5 | 3 | 15 |
| 23 Dec | 6900.75 | 148.7 | 0.00 | 0.00 | 0 | 11 | 0 |
| 20 Dec | 6921.60 | 148.7 | 72.70 | 30.14 | 11 | 10 | 11 |
| 19 Dec | 7235.30 | 76 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 7230.55 | 76 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 7273.65 | 76 | 1.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 7319.70 | 75 | -76.00 | 30.21 | 2 | 0 | 2 |
| 4 Dec | 7138.95 | 151 | 0.00 | 0.00 | 0 | 2 | 0 |
| 3 Dec | 7098.55 | 151 | -207.40 | 31.60 | 2 | 0 | 0 |
| 2 Dec | 6712.95 | 358.4 | 0.00 | 1.10 | 0 | 0 | 0 |
| 29 Nov | 6670.75 | 358.4 | 1.43 | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 6700 expiring on 30JAN2025
Delta for 6700 PE is -0.33
Historical price for 6700 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 150, which was -20.20 lower than the previous day. The implied volatity was 30.94, the open interest changed by 21 which increased total open position to 37
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 170.2, which was 21.50 higher than the previous day. The implied volatity was 31.39, the open interest changed by 3 which increased total open position to 15
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 148.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 148.7, which was 72.70 higher than the previous day. The implied volatity was 30.14, the open interest changed by 10 which increased total open position to 11
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 76, 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 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 76, 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 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 76, which was 1.00 higher than the previous day. The implied volatity was 0.00, 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 75, which was -76.00 lower than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 2
On 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 151, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 151, which was -207.40 lower than the previous day. The implied volatity was 31.60, 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 358.4, which was 0.00 lower than the previous day. The implied volatity was 1.10, 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 358.4, which was lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
