TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
13 Jan 2025 04:13 PM IST
| TATAELXSI 30JAN2025 6900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 1.18
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jan | 5941.60 | 8.5 | -2.30 | 38.57 | 597 | 10 | 557 | |||
| 10 Jan | 6000.60 | 10.8 | -81.20 | 34.65 | 2,649 | -323 | 552 | |||
| 9 Jan | 6439.95 | 92 | -4.00 | 38.29 | 1,698 | 526 | 866 | |||
| 8 Jan | 6473.50 | 96 | -13.80 | 36.68 | 828 | 91 | 342 | |||
| 7 Jan | 6542.35 | 109.8 | 23.05 | 35.56 | 252 | 55 | 250 | |||
| 6 Jan | 6486.45 | 86.75 | -49.25 | 32.49 | 129 | -3 | 196 | |||
| 3 Jan | 6647.55 | 136 | -16.00 | 30.10 | 143 | 4 | 200 | |||
| 2 Jan | 6705.25 | 152 | -20.00 | 28.99 | 485 | 27 | 197 | |||
| 1 Jan | 6743.75 | 172 | -20.50 | 28.90 | 142 | 19 | 170 | |||
| 31 Dec | 6796.55 | 192.5 | -34.50 | 28.18 | 183 | 27 | 151 | |||
| 30 Dec | 6925.55 | 227 | -0.30 | 24.03 | 72 | -8 | 125 | |||
| 27 Dec | 6886.35 | 227.3 | -38.70 | 25.16 | 226 | 102 | 135 | |||
| 26 Dec | 6896.20 | 266 | 20.00 | 27.77 | 70 | 30 | 32 | |||
| 24 Dec | 6857.75 | 246 | -157.70 | 26.56 | 2 | 1 | 1 | |||
| 23 Dec | 6900.75 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Dec | 6921.60 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 7235.30 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7230.55 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7273.65 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7319.70 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7367.75 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7138.95 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7098.55 | 403.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6712.95 | 403.7 | 0.00 | 0.80 | 0 | 0 | 0 | |||
| 29 Nov | 6670.75 | 403.7 | 1.21 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 6900 expiring on 30JAN2025
Delta for 6900 CE is 0.04
Historical price for 6900 CE is as follows
On 13 Jan TATAELXSI was trading at 5941.60. The strike last trading price was 8.5, which was -2.30 lower than the previous day. The implied volatity was 38.57, the open interest changed by 10 which increased total open position to 557
On 10 Jan TATAELXSI was trading at 6000.60. The strike last trading price was 10.8, which was -81.20 lower than the previous day. The implied volatity was 34.65, the open interest changed by -323 which decreased total open position to 552
On 9 Jan TATAELXSI was trading at 6439.95. The strike last trading price was 92, which was -4.00 lower than the previous day. The implied volatity was 38.29, the open interest changed by 526 which increased total open position to 866
On 8 Jan TATAELXSI was trading at 6473.50. The strike last trading price was 96, which was -13.80 lower than the previous day. The implied volatity was 36.68, the open interest changed by 91 which increased total open position to 342
On 7 Jan TATAELXSI was trading at 6542.35. The strike last trading price was 109.8, which was 23.05 higher than the previous day. The implied volatity was 35.56, the open interest changed by 55 which increased total open position to 250
On 6 Jan TATAELXSI was trading at 6486.45. The strike last trading price was 86.75, which was -49.25 lower than the previous day. The implied volatity was 32.49, the open interest changed by -3 which decreased total open position to 196
On 3 Jan TATAELXSI was trading at 6647.55. The strike last trading price was 136, which was -16.00 lower than the previous day. The implied volatity was 30.10, the open interest changed by 4 which increased total open position to 200
On 2 Jan TATAELXSI was trading at 6705.25. The strike last trading price was 152, which was -20.00 lower than the previous day. The implied volatity was 28.99, the open interest changed by 27 which increased total open position to 197
On 1 Jan TATAELXSI was trading at 6743.75. The strike last trading price was 172, which was -20.50 lower than the previous day. The implied volatity was 28.90, the open interest changed by 19 which increased total open position to 170
On 31 Dec TATAELXSI was trading at 6796.55. The strike last trading price was 192.5, which was -34.50 lower than the previous day. The implied volatity was 28.18, the open interest changed by 27 which increased total open position to 151
On 30 Dec TATAELXSI was trading at 6925.55. The strike last trading price was 227, which was -0.30 lower than the previous day. The implied volatity was 24.03, the open interest changed by -8 which decreased total open position to 125
On 27 Dec TATAELXSI was trading at 6886.35. The strike last trading price was 227.3, which was -38.70 lower than the previous day. The implied volatity was 25.16, the open interest changed by 102 which increased total open position to 135
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 266, which was 20.00 higher than the previous day. The implied volatity was 27.77, the open interest changed by 30 which increased total open position to 32
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 246, which was -157.70 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1 which increased total open position to 1
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 403.7, 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 403.7, 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 403.7, 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 403.7, 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 403.7, 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 403.7, 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 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 403.7, 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 403.7, 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 403.7, 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 403.7, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 403.7, which was lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 13 Jan | 5941.60 | 970 | 0.00 | 0.00 | 0 | -3 | 0 |
| 10 Jan | 6000.60 | 970 | 415.65 | 67.38 | 7 | -2 | 92 |
| 9 Jan | 6439.95 | 554.35 | 23.85 | 48.40 | 4 | -1 | 93 |
| 8 Jan | 6473.50 | 530.5 | 14.45 | 46.54 | 14 | -2 | 94 |
| 7 Jan | 6542.35 | 516.05 | 45.40 | 48.87 | 5 | -3 | 95 |
| 6 Jan | 6486.45 | 470.65 | 75.85 | 36.76 | 6 | -1 | 100 |
| 3 Jan | 6647.55 | 394.8 | 30.85 | 39.06 | 17 | -1 | 101 |
| 2 Jan | 6705.25 | 363.95 | 30.25 | 38.15 | 18 | -5 | 103 |
| 1 Jan | 6743.75 | 333.7 | 54.70 | 36.39 | 55 | -7 | 108 |
| 31 Dec | 6796.55 | 279 | 63.85 | 32.05 | 60 | 6 | 113 |
| 30 Dec | 6925.55 | 215.15 | 11.05 | 30.90 | 24 | 12 | 106 |
| 27 Dec | 6886.35 | 204.1 | -32.90 | 26.45 | 101 | 67 | 93 |
| 26 Dec | 6896.20 | 237 | -22.90 | 31.31 | 29 | 15 | 24 |
| 24 Dec | 6857.75 | 259.9 | 1.90 | 31.58 | 7 | -1 | 9 |
| 23 Dec | 6900.75 | 258 | -18.95 | 32.57 | 22 | 3 | 10 |
| 20 Dec | 6921.60 | 276.95 | -183.35 | 35.44 | 8 | 5 | 5 |
| 19 Dec | 7235.30 | 460.3 | 0.00 | 4.23 | 0 | 0 | 0 |
| 18 Dec | 7230.55 | 460.3 | 0.00 | 4.15 | 0 | 0 | 0 |
| 17 Dec | 7273.65 | 460.3 | 0.00 | 4.54 | 0 | 0 | 0 |
| 12 Dec | 7319.70 | 460.3 | 0.00 | 4.82 | 0 | 0 | 0 |
| 5 Dec | 7367.75 | 460.3 | 0.00 | 4.94 | 0 | 0 | 0 |
| 4 Dec | 7138.95 | 460.3 | 0.00 | 3.11 | 0 | 0 | 0 |
| 3 Dec | 7098.55 | 460.3 | 460.30 | 2.68 | 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 6900 expiring on 30JAN2025
Delta for 6900 PE is 0.00
Historical price for 6900 PE is as follows
On 13 Jan TATAELXSI was trading at 5941.60. The strike last trading price was 970, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 10 Jan TATAELXSI was trading at 6000.60. The strike last trading price was 970, which was 415.65 higher than the previous day. The implied volatity was 67.38, the open interest changed by -2 which decreased total open position to 92
On 9 Jan TATAELXSI was trading at 6439.95. The strike last trading price was 554.35, which was 23.85 higher than the previous day. The implied volatity was 48.40, the open interest changed by -1 which decreased total open position to 93
On 8 Jan TATAELXSI was trading at 6473.50. The strike last trading price was 530.5, which was 14.45 higher than the previous day. The implied volatity was 46.54, the open interest changed by -2 which decreased total open position to 94
On 7 Jan TATAELXSI was trading at 6542.35. The strike last trading price was 516.05, which was 45.40 higher than the previous day. The implied volatity was 48.87, the open interest changed by -3 which decreased total open position to 95
On 6 Jan TATAELXSI was trading at 6486.45. The strike last trading price was 470.65, which was 75.85 higher than the previous day. The implied volatity was 36.76, the open interest changed by -1 which decreased total open position to 100
On 3 Jan TATAELXSI was trading at 6647.55. The strike last trading price was 394.8, which was 30.85 higher than the previous day. The implied volatity was 39.06, the open interest changed by -1 which decreased total open position to 101
On 2 Jan TATAELXSI was trading at 6705.25. The strike last trading price was 363.95, which was 30.25 higher than the previous day. The implied volatity was 38.15, the open interest changed by -5 which decreased total open position to 103
On 1 Jan TATAELXSI was trading at 6743.75. The strike last trading price was 333.7, which was 54.70 higher than the previous day. The implied volatity was 36.39, the open interest changed by -7 which decreased total open position to 108
On 31 Dec TATAELXSI was trading at 6796.55. The strike last trading price was 279, which was 63.85 higher than the previous day. The implied volatity was 32.05, the open interest changed by 6 which increased total open position to 113
On 30 Dec TATAELXSI was trading at 6925.55. The strike last trading price was 215.15, which was 11.05 higher than the previous day. The implied volatity was 30.90, the open interest changed by 12 which increased total open position to 106
On 27 Dec TATAELXSI was trading at 6886.35. The strike last trading price was 204.1, which was -32.90 lower than the previous day. The implied volatity was 26.45, the open interest changed by 67 which increased total open position to 93
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 237, which was -22.90 lower than the previous day. The implied volatity was 31.31, the open interest changed by 15 which increased total open position to 24
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 259.9, which was 1.90 higher than the previous day. The implied volatity was 31.58, the open interest changed by -1 which decreased total open position to 9
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 258, which was -18.95 lower than the previous day. The implied volatity was 32.57, the open interest changed by 3 which increased total open position to 10
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 276.95, which was -183.35 lower than the previous day. The implied volatity was 35.44, the open interest changed by 5 which increased total open position to 5
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 460.3, which was 0.00 lower than the previous day. The implied volatity was 4.23, 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 460.3, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 460.3, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 460.3, which was 0.00 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 460.3, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 460.3, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 460.3, which was 460.30 higher than the previous day. The implied volatity was 2.68, 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
