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[--[65.84.65.76]--]
TATAELXSI
Tata Elxsi Limited

6896.2 38.45 (0.56%)

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Historical option data for TATAELXSI

26 Dec 2024 04:13 PM IST
TATAELXSI 26DEC2024 6900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6896.20 0.05 -29.70 - 195 -25 70
24 Dec 6857.75 29.75 -45.55 22.43 204 21 97
23 Dec 6900.75 75.3 -24.70 31.18 198 22 75
20 Dec 6921.60 100 -474.80 22.78 37 4 49
19 Dec 7235.30 574.8 0.00 0.00 0 0 0
18 Dec 7230.55 574.8 0.00 0.00 0 0 0
17 Dec 7273.65 574.8 0.00 0.00 0 0 0
16 Dec 7357.00 574.8 0.00 0.00 0 0 0
13 Dec 7364.40 574.8 0.00 0.00 0 0 0
12 Dec 7319.70 574.8 0.00 0.00 0 0 0
11 Dec 7350.25 574.8 0.00 0.00 0 0 0
10 Dec 7403.15 574.8 0.00 0.00 0 0 0
9 Dec 7356.00 574.8 0.00 0.00 0 0 0
6 Dec 7396.45 574.8 -80.60 32.60 19 -1 44
5 Dec 7367.75 655.4 256.30 51.56 21 -3 45
4 Dec 7138.95 399.1 7.10 33.81 45 -4 49
3 Dec 7098.55 392 227.00 37.07 883 47 52
2 Dec 6712.95 165 -74.10 33.68 14 4 4
29 Nov 6670.75 239.1 2.74 0 0 0


For Tata Elxsi Limited - strike price 6900 expiring on 26DEC2024

Delta for 6900 CE is -

Historical price for 6900 CE is as follows

On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 0.05, which was -29.70 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 70


On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 29.75, which was -45.55 lower than the previous day. The implied volatity was 22.43, the open interest changed by 21 which increased total open position to 97


On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 75.3, which was -24.70 lower than the previous day. The implied volatity was 31.18, the open interest changed by 22 which increased total open position to 75


On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 100, which was -474.80 lower than the previous day. The implied volatity was 22.78, the open interest changed by 4 which increased total open position to 49


On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 574.8, 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 574.8, 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 574.8, 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 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 574.8, 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 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 574.8, 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 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 574.8, 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 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 574.8, 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 574.8, 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 574.8, 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 574.8, which was -80.60 lower than the previous day. The implied volatity was 32.60, the open interest changed by -1 which decreased total open position to 44


On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 655.4, which was 256.30 higher than the previous day. The implied volatity was 51.56, the open interest changed by -3 which decreased total open position to 45


On 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 399.1, which was 7.10 higher than the previous day. The implied volatity was 33.81, the open interest changed by -4 which decreased total open position to 49


On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 392, which was 227.00 higher than the previous day. The implied volatity was 37.07, the open interest changed by 47 which increased total open position to 52


On 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 165, which was -74.10 lower than the previous day. The implied volatity was 33.68, the open interest changed by 4 which increased total open position to 4


On 29 Nov TATAELXSI was trading at 6670.75. The strike last trading price was 239.1, which was lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 26DEC2024 6900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6896.20 19.95 -45.05 - 37 -12 74
24 Dec 6857.75 65 -7.70 21.97 429 -88 86
23 Dec 6900.75 72.7 -10.75 28.18 801 -96 174
20 Dec 6921.60 83.45 70.55 28.48 764 48 275
19 Dec 7235.30 12.9 -6.35 27.82 50 2 229
18 Dec 7230.55 19.25 -0.60 28.91 11 -6 227
17 Dec 7273.65 19.85 -4.05 29.83 140 -3 232
16 Dec 7357.00 23.9 4.35 33.80 76 -8 236
13 Dec 7364.40 19.55 -24.45 28.85 158 19 243
12 Dec 7319.70 44 14.60 33.94 175 108 224
11 Dec 7350.25 29.4 -7.20 30.45 14 3 114
10 Dec 7403.15 36.6 -3.50 33.17 27 11 112
9 Dec 7356.00 40.1 -0.90 31.62 26 0 100
6 Dec 7396.45 41 -17.00 30.88 21 -5 100
5 Dec 7367.75 58 -66.00 33.06 204 89 105
4 Dec 7138.95 124 -26.00 34.85 11 -2 18
3 Dec 7098.55 150 -194.60 35.74 75 24 24
2 Dec 6712.95 344.6 0.00 - 0 0 0
29 Nov 6670.75 344.6 - 0 0 0


For Tata Elxsi Limited - strike price 6900 expiring on 26DEC2024

Delta for 6900 PE is -

Historical price for 6900 PE is as follows

On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 19.95, which was -45.05 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 74


On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 65, which was -7.70 lower than the previous day. The implied volatity was 21.97, the open interest changed by -88 which decreased total open position to 86


On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 72.7, which was -10.75 lower than the previous day. The implied volatity was 28.18, the open interest changed by -96 which decreased total open position to 174


On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 83.45, which was 70.55 higher than the previous day. The implied volatity was 28.48, the open interest changed by 48 which increased total open position to 275


On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 12.9, which was -6.35 lower than the previous day. The implied volatity was 27.82, the open interest changed by 2 which increased total open position to 229


On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 19.25, which was -0.60 lower than the previous day. The implied volatity was 28.91, the open interest changed by -6 which decreased total open position to 227


On 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 19.85, which was -4.05 lower than the previous day. The implied volatity was 29.83, the open interest changed by -3 which decreased total open position to 232


On 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 23.9, which was 4.35 higher than the previous day. The implied volatity was 33.80, the open interest changed by -8 which decreased total open position to 236


On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 19.55, which was -24.45 lower than the previous day. The implied volatity was 28.85, the open interest changed by 19 which increased total open position to 243


On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 44, which was 14.60 higher than the previous day. The implied volatity was 33.94, the open interest changed by 108 which increased total open position to 224


On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 29.4, which was -7.20 lower than the previous day. The implied volatity was 30.45, the open interest changed by 3 which increased total open position to 114


On 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 36.6, which was -3.50 lower than the previous day. The implied volatity was 33.17, the open interest changed by 11 which increased total open position to 112


On 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 40.1, which was -0.90 lower than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 100


On 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 41, which was -17.00 lower than the previous day. The implied volatity was 30.88, the open interest changed by -5 which decreased total open position to 100


On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 58, which was -66.00 lower than the previous day. The implied volatity was 33.06, the open interest changed by 89 which increased total open position to 105


On 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 124, which was -26.00 lower than the previous day. The implied volatity was 34.85, the open interest changed by -2 which decreased total open position to 18


On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 150, which was -194.60 lower than the previous day. The implied volatity was 35.74, the open interest changed by 24 which increased total open position to 24


On 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 344.6, 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 344.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0