TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 26DEC2024 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 | 95 | 7.00 | - | 17 | -4 | 56 | |||
| 24 Dec | 6857.75 | 88 | -70.60 | 24.65 | 15 | -4 | 59 | |||
| 23 Dec | 6900.75 | 158.6 | -41.60 | 42.14 | 33 | 9 | 63 | |||
| 20 Dec | 6921.60 | 200.2 | -290.90 | 34.21 | 7 | 1 | 53 | |||
| 19 Dec | 7235.30 | 491.1 | -53.40 | 48.52 | 1 | 0 | 52 | |||
| 18 Dec | 7230.55 | 544.5 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 17 Dec | 7273.65 | 544.5 | -60.00 | 50.22 | 2 | 0 | 50 | |||
| 16 Dec | 7357.00 | 604.5 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 13 Dec | 7364.40 | 604.5 | -6.50 | 33.65 | 14 | 5 | 51 | |||
| 12 Dec | 7319.70 | 611 | -24.30 | 45.85 | 25 | -6 | 46 | |||
| 11 Dec | 7350.25 | 635.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 7403.15 | 635.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 9 Dec | 7356.00 | 635.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7396.45 | 635.3 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 5 Dec | 7367.75 | 635.3 | 185.45 | 31.89 | 24 | -7 | 53 | |||
| 4 Dec | 7138.95 | 449.85 | -0.15 | 30.24 | 6 | 0 | 62 | |||
| 3 Dec | 7098.55 | 450 | 227.60 | 35.94 | 615 | 53 | 63 | |||
| 2 Dec | 6712.95 | 222.4 | 8.15 | 35.61 | 10 | 7 | 8 | |||
| 29 Nov | 6670.75 | 214.25 | 35.43 | 1 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 6800 expiring on 26DEC2024
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 95, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 56
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 88, which was -70.60 lower than the previous day. The implied volatity was 24.65, the open interest changed by -4 which decreased total open position to 59
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 158.6, which was -41.60 lower than the previous day. The implied volatity was 42.14, the open interest changed by 9 which increased total open position to 63
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 200.2, which was -290.90 lower than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 53
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 491.1, which was -53.40 lower than the previous day. The implied volatity was 48.52, the open interest changed by 0 which decreased total open position to 52
On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 544.5, 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 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 544.5, which was -60.00 lower than the previous day. The implied volatity was 50.22, the open interest changed by 0 which decreased total open position to 50
On 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 604.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 604.5, which was -6.50 lower than the previous day. The implied volatity was 33.65, the open interest changed by 5 which increased total open position to 51
On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 611, which was -24.30 lower than the previous day. The implied volatity was 45.85, the open interest changed by -6 which decreased total open position to 46
On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 635.3, 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 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 635.3, 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 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 635.3, 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 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 635.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 635.3, which was 185.45 higher than the previous day. The implied volatity was 31.89, the open interest changed by -7 which decreased total open position to 53
On 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 449.85, which was -0.15 lower than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 62
On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 450, which was 227.60 higher than the previous day. The implied volatity was 35.94, the open interest changed by 53 which increased total open position to 63
On 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 222.4, which was 8.15 higher than the previous day. The implied volatity was 35.61, the open interest changed by 7 which increased total open position to 8
On 29 Nov TATAELXSI was trading at 6670.75. The strike last trading price was 214.25, which was lower than the previous day. The implied volatity was 35.43, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 26DEC2024 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 0.5 | -31.55 | - | 465 | -67 | 82 |
| 24 Dec | 6857.75 | 32.05 | -10.95 | 29.02 | 874 | -81 | 171 |
| 23 Dec | 6900.75 | 43 | -1.65 | 33.10 | 735 | 72 | 253 |
| 20 Dec | 6921.60 | 44.65 | 34.35 | 27.97 | 776 | -50 | 181 |
| 19 Dec | 7235.30 | 10.3 | -0.55 | 31.96 | 647 | -55 | 231 |
| 18 Dec | 7230.55 | 10.85 | -1.15 | 30.03 | 375 | -82 | 273 |
| 17 Dec | 7273.65 | 12 | 0.00 | 31.06 | 503 | 13 | 362 |
| 16 Dec | 7357.00 | 12 | -5.35 | 32.80 | 179 | -25 | 348 |
| 13 Dec | 7364.40 | 17.35 | -13.70 | 32.30 | 556 | 91 | 375 |
| 12 Dec | 7319.70 | 31.05 | 12.05 | 34.82 | 374 | -56 | 281 |
| 11 Dec | 7350.25 | 19 | -5.80 | 30.93 | 181 | 3 | 338 |
| 10 Dec | 7403.15 | 24.8 | -4.90 | 33.57 | 39 | 3 | 334 |
| 9 Dec | 7356.00 | 29.7 | -0.30 | 32.86 | 162 | 38 | 331 |
| 6 Dec | 7396.45 | 30 | -14.35 | 31.76 | 245 | 3 | 293 |
| 5 Dec | 7367.75 | 44.35 | -44.90 | 34.02 | 865 | 88 | 291 |
| 4 Dec | 7138.95 | 89.25 | -32.35 | 34.04 | 178 | -9 | 206 |
| 3 Dec | 7098.55 | 121.6 | -128.40 | 36.66 | 976 | 213 | 215 |
| 2 Dec | 6712.95 | 250 | -39.75 | 32.30 | 2 | 0 | 0 |
| 29 Nov | 6670.75 | 289.75 | - | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 6800 expiring on 26DEC2024
Delta for 6800 PE is -
Historical price for 6800 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 0.5, which was -31.55 lower than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 82
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 32.05, which was -10.95 lower than the previous day. The implied volatity was 29.02, the open interest changed by -81 which decreased total open position to 171
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 43, which was -1.65 lower than the previous day. The implied volatity was 33.10, the open interest changed by 72 which increased total open position to 253
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 44.65, which was 34.35 higher than the previous day. The implied volatity was 27.97, the open interest changed by -50 which decreased total open position to 181
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 10.3, which was -0.55 lower than the previous day. The implied volatity was 31.96, the open interest changed by -55 which decreased total open position to 231
On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 10.85, which was -1.15 lower than the previous day. The implied volatity was 30.03, the open interest changed by -82 which decreased total open position to 273
On 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 31.06, the open interest changed by 13 which increased total open position to 362
On 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 12, which was -5.35 lower than the previous day. The implied volatity was 32.80, the open interest changed by -25 which decreased total open position to 348
On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 17.35, which was -13.70 lower than the previous day. The implied volatity was 32.30, the open interest changed by 91 which increased total open position to 375
On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 31.05, which was 12.05 higher than the previous day. The implied volatity was 34.82, the open interest changed by -56 which decreased total open position to 281
On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 19, which was -5.80 lower than the previous day. The implied volatity was 30.93, the open interest changed by 3 which increased total open position to 338
On 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 24.8, which was -4.90 lower than the previous day. The implied volatity was 33.57, the open interest changed by 3 which increased total open position to 334
On 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 29.7, which was -0.30 lower than the previous day. The implied volatity was 32.86, the open interest changed by 38 which increased total open position to 331
On 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 30, which was -14.35 lower than the previous day. The implied volatity was 31.76, the open interest changed by 3 which increased total open position to 293
On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 44.35, which was -44.90 lower than the previous day. The implied volatity was 34.02, the open interest changed by 88 which increased total open position to 291
On 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 89.25, which was -32.35 lower than the previous day. The implied volatity was 34.04, the open interest changed by -9 which decreased total open position to 206
On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 121.6, which was -128.40 lower than the previous day. The implied volatity was 36.66, the open interest changed by 213 which increased total open position to 215
On 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 250, which was -39.75 lower than the previous day. The implied volatity was 32.30, 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 289.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
