TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 7100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 8.38
Theta: -4.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 182.7 | 1.70 | 28.62 | 4 | 0 | 19 | |||
| 24 Dec | 6857.75 | 181 | -19.00 | 29.08 | 15 | 6 | 19 | |||
| 23 Dec | 6900.75 | 200 | -10.00 | 29.36 | 2 | 0 | 12 | |||
| 20 Dec | 6921.60 | 210 | -112.25 | 27.36 | 30 | 12 | 12 | |||
| 19 Dec | 7235.30 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7230.55 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7273.65 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7364.40 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Dec | 7319.70 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7350.25 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7356.00 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7396.45 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7367.75 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7138.95 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7098.55 | 322.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6712.95 | 322.25 | 322.25 | 2.51 | 0 | 0 | 0 | |||
| 29 Nov | 6670.75 | 0 | 2.73 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 7100 expiring on 30JAN2025
Delta for 7100 CE is 0.43
Historical price for 7100 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 182.7, which was 1.70 higher than the previous day. The implied volatity was 28.62, the open interest changed by 0 which decreased total open position to 19
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 181, which was -19.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by 6 which increased total open position to 19
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 200, which was -10.00 lower than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 12
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 210, which was -112.25 lower than the previous day. The implied volatity was 27.36, the open interest changed by 12 which increased total open position to 12
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 322.25, 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 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 322.25, 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 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 322.25, 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 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 322.25, 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 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 322.25, 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 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 322.25, 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 322.25, 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 322.25, 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 322.25, 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 322.25, 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 322.25, 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 322.25, which was 322.25 higher than the previous day. The implied volatity was 2.51, 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 2.73, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 7100 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 |
| 26 Dec | 6896.20 | 380 | 0.00 | 0.00 | 0 | 2 | 0 |
| 24 Dec | 6857.75 | 380 | 20.00 | 32.68 | 4 | 3 | 8 |
| 23 Dec | 6900.75 | 360 | 0.00 | 0.00 | 0 | 5 | 0 |
| 20 Dec | 6921.60 | 360 | -216.35 | 33.25 | 9 | 3 | 3 |
| 19 Dec | 7235.30 | 576.35 | 0.00 | 2.23 | 0 | 0 | 0 |
| 18 Dec | 7230.55 | 576.35 | 0.00 | 2.15 | 0 | 0 | 0 |
| 17 Dec | 7273.65 | 576.35 | 0.00 | 2.55 | 0 | 0 | 0 |
| 13 Dec | 7364.40 | 576.35 | 0.00 | 3.25 | 0 | 0 | 0 |
| 12 Dec | 7319.70 | 576.35 | 0.00 | 2.93 | 0 | 0 | 0 |
| 11 Dec | 7350.25 | 576.35 | 0.00 | 3.24 | 0 | 0 | 0 |
| 9 Dec | 7356.00 | 576.35 | 0.00 | 3.24 | 0 | 0 | 0 |
| 6 Dec | 7396.45 | 576.35 | 0.00 | 3.55 | 0 | 0 | 0 |
| 5 Dec | 7367.75 | 576.35 | 0.00 | 3.23 | 0 | 0 | 0 |
| 4 Dec | 7138.95 | 576.35 | 0.00 | 1.43 | 0 | 0 | 0 |
| 3 Dec | 7098.55 | 576.35 | 576.35 | 0.97 | 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 7100 expiring on 30JAN2025
Delta for 7100 PE is 0.00
Historical price for 7100 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 380, 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 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 380, which was 20.00 higher than the previous day. The implied volatity was 32.68, the open interest changed by 3 which increased total open position to 8
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 360, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 360, which was -216.35 lower than the previous day. The implied volatity was 33.25, the open interest changed by 3 which increased total open position to 3
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 576.35, 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 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 576.35, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 576.35, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 576.35, which was 0.00 lower than the previous day. The implied volatity was 3.25, 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 576.35, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 576.35, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 576.35, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 576.35, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 576.35, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 576.35, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 576.35, which was 576.35 higher than the previous day. The implied volatity was 0.97, 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
