TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 26DEC2024 7100 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 | 0.05 | -2.45 | - | 339 | -46 | 503 | |||
| 24 Dec | 6857.75 | 2.5 | -5.50 | 26.80 | 2,107 | 114 | 545 | |||
| 23 Dec | 6900.75 | 8 | -22.55 | 25.59 | 1,539 | 205 | 432 | |||
| 20 Dec | 6921.60 | 30.55 | -180.60 | 24.96 | 793 | 146 | 228 | |||
| 19 Dec | 7235.30 | 211.15 | 13.10 | 31.03 | 26 | -3 | 84 | |||
| 18 Dec | 7230.55 | 198.05 | -62.00 | 26.45 | 65 | -14 | 89 | |||
| 17 Dec | 7273.65 | 260.05 | -52.95 | 32.89 | 15 | -1 | 110 | |||
| 16 Dec | 7357.00 | 313 | -47.00 | 30.18 | 6 | 3 | 110 | |||
| 13 Dec | 7364.40 | 360 | 10.20 | 33.71 | 9 | 0 | 107 | |||
| 12 Dec | 7319.70 | 349.8 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 11 Dec | 7350.25 | 349.8 | -25.20 | 28.62 | 5 | -3 | 106 | |||
| 10 Dec | 7403.15 | 375 | 27.90 | 26.81 | 25 | 3 | 109 | |||
| 9 Dec | 7356.00 | 347.1 | -82.75 | 26.51 | 12 | -2 | 107 | |||
| 6 Dec | 7396.45 | 429.85 | 29.50 | 34.04 | 33 | -1 | 108 | |||
| 5 Dec | 7367.75 | 400.35 | 121.85 | 31.57 | 546 | -159 | 110 | |||
| 4 Dec | 7138.95 | 278.5 | 4.30 | 33.79 | 719 | -23 | 266 | |||
| 3 Dec | 7098.55 | 274.2 | 162.25 | 36.23 | 3,470 | 285 | 286 | |||
| 2 Dec | 6712.95 | 111.95 | -53.65 | 35.45 | 1 | 0 | 0 | |||
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| 29 Nov | 6670.75 | 165.6 | 5.06 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 7100 expiring on 26DEC2024
Delta for 7100 CE is -
Historical price for 7100 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 0.05, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 503
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 2.5, which was -5.50 lower than the previous day. The implied volatity was 26.80, the open interest changed by 114 which increased total open position to 545
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 8, which was -22.55 lower than the previous day. The implied volatity was 25.59, the open interest changed by 205 which increased total open position to 432
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 30.55, which was -180.60 lower than the previous day. The implied volatity was 24.96, the open interest changed by 146 which increased total open position to 228
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 211.15, which was 13.10 higher than the previous day. The implied volatity was 31.03, the open interest changed by -3 which decreased total open position to 84
On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 198.05, which was -62.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by -14 which decreased total open position to 89
On 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 260.05, which was -52.95 lower than the previous day. The implied volatity was 32.89, the open interest changed by -1 which decreased total open position to 110
On 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 313, which was -47.00 lower than the previous day. The implied volatity was 30.18, the open interest changed by 3 which increased total open position to 110
On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 360, which was 10.20 higher than the previous day. The implied volatity was 33.71, the open interest changed by 0 which decreased total open position to 107
On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 349.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 349.8, which was -25.20 lower than the previous day. The implied volatity was 28.62, the open interest changed by -3 which decreased total open position to 106
On 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 375, which was 27.90 higher than the previous day. The implied volatity was 26.81, the open interest changed by 3 which increased total open position to 109
On 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 347.1, which was -82.75 lower than the previous day. The implied volatity was 26.51, the open interest changed by -2 which decreased total open position to 107
On 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 429.85, which was 29.50 higher than the previous day. The implied volatity was 34.04, the open interest changed by -1 which decreased total open position to 108
On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 400.35, which was 121.85 higher than the previous day. The implied volatity was 31.57, the open interest changed by -159 which decreased total open position to 110
On 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 278.5, which was 4.30 higher than the previous day. The implied volatity was 33.79, the open interest changed by -23 which decreased total open position to 266
On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 274.2, which was 162.25 higher than the previous day. The implied volatity was 36.23, the open interest changed by 285 which increased total open position to 286
On 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 111.95, which was -53.65 lower than the previous day. The implied volatity was 35.45, 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 165.6, which was lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 26DEC2024 7100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 185 | -53.80 | - | 37 | -16 | 358 |
| 24 Dec | 6857.75 | 238.8 | 37.80 | 27.38 | 225 | -30 | 374 |
| 23 Dec | 6900.75 | 201 | -22.80 | - | 128 | -28 | 405 |
| 20 Dec | 6921.60 | 223.8 | 172.95 | 35.07 | 677 | -1 | 435 |
| 19 Dec | 7235.30 | 50.85 | -13.40 | 27.69 | 200 | -11 | 440 |
| 18 Dec | 7230.55 | 64.25 | 7.45 | 29.10 | 199 | -21 | 451 |
| 17 Dec | 7273.65 | 56.8 | 12.25 | 28.81 | 131 | 30 | 475 |
| 16 Dec | 7357.00 | 44.55 | -12.70 | 29.06 | 147 | -38 | 442 |
| 13 Dec | 7364.40 | 57.25 | -32.75 | 29.70 | 476 | 70 | 466 |
| 12 Dec | 7319.70 | 90 | 26.55 | 33.30 | 346 | -9 | 390 |
| 11 Dec | 7350.25 | 63.45 | -12.05 | 29.21 | 209 | 9 | 415 |
| 10 Dec | 7403.15 | 75.5 | -10.65 | 32.67 | 61 | 6 | 406 |
| 9 Dec | 7356.00 | 86.15 | 4.15 | 31.85 | 125 | 7 | 400 |
| 6 Dec | 7396.45 | 82 | -35.75 | 30.50 | 227 | 19 | 393 |
| 5 Dec | 7367.75 | 117.75 | -80.30 | 34.60 | 846 | 164 | 375 |
| 4 Dec | 7138.95 | 198.05 | -41.95 | 34.11 | 286 | 24 | 211 |
| 3 Dec | 7098.55 | 240 | -230.00 | 36.29 | 536 | 187 | 187 |
| 2 Dec | 6712.95 | 470 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6670.75 | 470 | - | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 7100 expiring on 26DEC2024
Delta for 7100 PE is -
Historical price for 7100 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 185, which was -53.80 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 358
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 238.8, which was 37.80 higher than the previous day. The implied volatity was 27.38, the open interest changed by -30 which decreased total open position to 374
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 201, which was -22.80 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 405
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 223.8, which was 172.95 higher than the previous day. The implied volatity was 35.07, the open interest changed by -1 which decreased total open position to 435
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 50.85, which was -13.40 lower than the previous day. The implied volatity was 27.69, the open interest changed by -11 which decreased total open position to 440
On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 64.25, which was 7.45 higher than the previous day. The implied volatity was 29.10, the open interest changed by -21 which decreased total open position to 451
On 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 56.8, which was 12.25 higher than the previous day. The implied volatity was 28.81, the open interest changed by 30 which increased total open position to 475
On 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 44.55, which was -12.70 lower than the previous day. The implied volatity was 29.06, the open interest changed by -38 which decreased total open position to 442
On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 57.25, which was -32.75 lower than the previous day. The implied volatity was 29.70, the open interest changed by 70 which increased total open position to 466
On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 90, which was 26.55 higher than the previous day. The implied volatity was 33.30, the open interest changed by -9 which decreased total open position to 390
On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 63.45, which was -12.05 lower than the previous day. The implied volatity was 29.21, the open interest changed by 9 which increased total open position to 415
On 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 75.5, which was -10.65 lower than the previous day. The implied volatity was 32.67, the open interest changed by 6 which increased total open position to 406
On 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 86.15, which was 4.15 higher than the previous day. The implied volatity was 31.85, the open interest changed by 7 which increased total open position to 400
On 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 82, which was -35.75 lower than the previous day. The implied volatity was 30.50, the open interest changed by 19 which increased total open position to 393
On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 117.75, which was -80.30 lower than the previous day. The implied volatity was 34.60, the open interest changed by 164 which increased total open position to 375
On 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 198.05, which was -41.95 lower than the previous day. The implied volatity was 34.11, the open interest changed by 24 which increased total open position to 211
On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 240, which was -230.00 lower than the previous day. The implied volatity was 36.29, the open interest changed by 187 which increased total open position to 187
On 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 470, 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 470, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
