TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 6800 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 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 6857.75 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 6900.75 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 6921.60 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Dec | 7235.30 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7230.55 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7273.65 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7319.70 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7138.95 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7098.55 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6712.95 | 449.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6670.75 | 449.65 | 0.29 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 6800 expiring on 30JAN2025
Delta for 6800 CE is -
Historical price for 6800 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 449.65, 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 449.65, 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 449.65, 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 449.65, 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 449.65, 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 449.65, 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 449.65, 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 449.65, 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 449.65, 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 449.65, 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 449.65, 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 449.65, which was lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 8.16
Theta: -2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 185 | -33.00 | 30.45 | 37 | 24 | 49 |
| 24 Dec | 6857.75 | 218 | 8.00 | 32.18 | 22 | 17 | 23 |
| 23 Dec | 6900.75 | 210 | -197.50 | 32.28 | 6 | 3 | 3 |
| 20 Dec | 6921.60 | 407.5 | 0.00 | 2.33 | 0 | 0 | 0 |
| 19 Dec | 7235.30 | 407.5 | 0.00 | 5.23 | 0 | 0 | 0 |
| 18 Dec | 7230.55 | 407.5 | 0.00 | 5.25 | 0 | 0 | 0 |
| 17 Dec | 7273.65 | 407.5 | 0.00 | 5.47 | 0 | 0 | 0 |
| 12 Dec | 7319.70 | 407.5 | 0.00 | 5.68 | 0 | 0 | 0 |
| 4 Dec | 7138.95 | 407.5 | 0.00 | 3.99 | 0 | 0 | 0 |
| 3 Dec | 7098.55 | 407.5 | 407.50 | 3.55 | 0 | 0 | 0 |
| 2 Dec | 6712.95 | 0 | 0.00 | 0.31 | 0 | 0 | 0 |
| 29 Nov | 6670.75 | 0 | - | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 6800 expiring on 30JAN2025
Delta for 6800 PE is -0.38
Historical price for 6800 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 185, which was -33.00 lower than the previous day. The implied volatity was 30.45, the open interest changed by 24 which increased total open position to 49
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 218, which was 8.00 higher than the previous day. The implied volatity was 32.18, the open interest changed by 17 which increased total open position to 23
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 210, which was -197.50 lower than the previous day. The implied volatity was 32.28, the open interest changed by 3 which increased total open position to 3
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 407.5, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 407.5, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 407.5, which was 0.00 lower than the previous day. The implied volatity was 5.25, 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 407.5, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 407.5, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 407.5, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 407.5, which was 407.50 higher than the previous day. The implied volatity was 3.55, 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 0.31, 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
