TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 7000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 8.51
Theta: -4.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 215.5 | 3.85 | 27.53 | 373 | 71 | 155 | |||
| 24 Dec | 6857.75 | 211.65 | -26.95 | 27.96 | 144 | 31 | 83 | |||
| 23 Dec | 6900.75 | 238.6 | -14.95 | 28.93 | 74 | 30 | 51 | |||
| 20 Dec | 6921.60 | 253.55 | -360.05 | 27.22 | 30 | 21 | 22 | |||
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| 19 Dec | 7235.30 | 613.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 7230.55 | 613.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7273.65 | 613.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7357.00 | 613.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7364.40 | 613.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 7319.70 | 613.6 | 252.35 | 36.23 | 2 | 1 | 1 | |||
| 11 Dec | 7350.25 | 361.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 7403.15 | 361.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7356.00 | 361.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7396.45 | 361.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7367.75 | 361.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7138.95 | 361.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7098.55 | 361.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6712.95 | 361.25 | 0.00 | 1.75 | 0 | 0 | 0 | |||
| 29 Nov | 6670.75 | 361.25 | 2.00 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 7000 expiring on 30JAN2025
Delta for 7000 CE is 0.49
Historical price for 7000 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 215.5, which was 3.85 higher than the previous day. The implied volatity was 27.53, the open interest changed by 71 which increased total open position to 155
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 211.65, which was -26.95 lower than the previous day. The implied volatity was 27.96, the open interest changed by 31 which increased total open position to 83
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 238.6, which was -14.95 lower than the previous day. The implied volatity was 28.93, the open interest changed by 30 which increased total open position to 51
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 253.55, which was -360.05 lower than the previous day. The implied volatity was 27.22, the open interest changed by 21 which increased total open position to 22
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 613.6, 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 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 613.6, 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 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 613.6, 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 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 613.6, 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 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 613.6, 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 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 613.6, which was 252.35 higher than the previous day. The implied volatity was 36.23, the open interest changed by 1 which increased total open position to 1
On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 361.25, 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 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 361.25, 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 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 361.25, 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 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 361.25, 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 361.25, 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 361.25, 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 361.25, 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 361.25, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 361.25, which was lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 8.51
Theta: -2.78
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 288.4 | -31.60 | 31.37 | 173 | 26 | 182 |
| 24 Dec | 6857.75 | 320 | 11.00 | 32.44 | 55 | -5 | 155 |
| 23 Dec | 6900.75 | 309 | -6.00 | 32.58 | 84 | -9 | 160 |
| 20 Dec | 6921.60 | 315 | 128.70 | 34.22 | 159 | 75 | 168 |
| 19 Dec | 7235.30 | 186.3 | 36.30 | 33.38 | 30 | 5 | 93 |
| 18 Dec | 7230.55 | 150 | 20.00 | 28.72 | 10 | 5 | 86 |
| 17 Dec | 7273.65 | 130 | 6.00 | 27.60 | 81 | 65 | 81 |
| 16 Dec | 7357.00 | 124 | -5.80 | 29.05 | 8 | 2 | 10 |
| 13 Dec | 7364.40 | 129.8 | -26.55 | 29.14 | 2 | 1 | 8 |
| 12 Dec | 7319.70 | 156.35 | 5.35 | 30.85 | 3 | 2 | 7 |
| 11 Dec | 7350.25 | 151 | 5.20 | 31.32 | 1 | 0 | 4 |
| 10 Dec | 7403.15 | 145.8 | 10.80 | 31.57 | 1 | 0 | 3 |
| 9 Dec | 7356.00 | 135 | 2.70 | 28.97 | 1 | 0 | 2 |
| 6 Dec | 7396.45 | 132.3 | -384.30 | 29.00 | 2 | 1 | 1 |
| 5 Dec | 7367.75 | 516.6 | 0.00 | 4.09 | 0 | 0 | 0 |
| 4 Dec | 7138.95 | 516.6 | 0.00 | 2.23 | 0 | 0 | 0 |
| 3 Dec | 7098.55 | 516.6 | 516.60 | 1.80 | 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 7000 expiring on 30JAN2025
Delta for 7000 PE is -0.50
Historical price for 7000 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 288.4, which was -31.60 lower than the previous day. The implied volatity was 31.37, the open interest changed by 26 which increased total open position to 182
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 320, which was 11.00 higher than the previous day. The implied volatity was 32.44, the open interest changed by -5 which decreased total open position to 155
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 309, which was -6.00 lower than the previous day. The implied volatity was 32.58, the open interest changed by -9 which decreased total open position to 160
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 315, which was 128.70 higher than the previous day. The implied volatity was 34.22, the open interest changed by 75 which increased total open position to 168
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 186.3, which was 36.30 higher than the previous day. The implied volatity was 33.38, the open interest changed by 5 which increased total open position to 93
On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 150, which was 20.00 higher than the previous day. The implied volatity was 28.72, the open interest changed by 5 which increased total open position to 86
On 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 130, which was 6.00 higher than the previous day. The implied volatity was 27.60, the open interest changed by 65 which increased total open position to 81
On 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 124, which was -5.80 lower than the previous day. The implied volatity was 29.05, the open interest changed by 2 which increased total open position to 10
On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 129.8, which was -26.55 lower than the previous day. The implied volatity was 29.14, the open interest changed by 1 which increased total open position to 8
On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 156.35, which was 5.35 higher than the previous day. The implied volatity was 30.85, the open interest changed by 2 which increased total open position to 7
On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 151, which was 5.20 higher than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 4
On 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 145.8, which was 10.80 higher than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 3
On 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 135, which was 2.70 higher than the previous day. The implied volatity was 28.97, the open interest changed by 0 which decreased total open position to 2
On 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 132.3, which was -384.30 lower than the previous day. The implied volatity was 29.00, the open interest changed by 1 which increased total open position to 1
On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 516.6, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 516.6, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 516.6, which was 516.60 higher than the previous day. The implied volatity was 1.80, 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
