TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 8.01
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 141.5 | 9.15 | 27.97 | 31 | 11 | 28 | |||
| 24 Dec | 6857.75 | 132.35 | -41.65 | 27.37 | 5 | 4 | 18 | |||
| 23 Dec | 6900.75 | 174 | -6.00 | 30.62 | 9 | 1 | 12 | |||
| 20 Dec | 6921.60 | 180 | -106.60 | 28.57 | 15 | 11 | 11 | |||
| 19 Dec | 7235.30 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7230.55 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7273.65 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7364.40 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Dec | 7319.70 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7350.25 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7356.00 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7396.45 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7367.75 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7138.95 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 7098.55 | 286.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6712.95 | 286.6 | 3.35 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 7200 expiring on 30JAN2025
Delta for 7200 CE is 0.36
Historical price for 7200 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 141.5, which was 9.15 higher than the previous day. The implied volatity was 27.97, the open interest changed by 11 which increased total open position to 28
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 132.35, which was -41.65 lower than the previous day. The implied volatity was 27.37, the open interest changed by 4 which increased total open position to 18
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 174, which was -6.00 lower than the previous day. The implied volatity was 30.62, the open interest changed by 1 which increased total open position to 12
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 180, which was -106.60 lower than the previous day. The implied volatity was 28.57, the open interest changed by 11 which increased total open position to 11
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 286.6, 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 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 286.6, 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 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 286.6, 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 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 286.6, 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 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 286.6, 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 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 286.6, 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 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 286.6, 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 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 286.6, 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 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 286.6, 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 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 286.6, 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 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 286.6, 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 2 Dec TATAELXSI was trading at 6712.95. The strike last trading price was 286.6, which was lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 8.18
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 420 | 50.00 | 32.94 | 9 | 2 | 9 |
| 24 Dec | 6857.75 | 370 | -30.00 | 23.63 | 1 | 0 | 6 |
| 23 Dec | 6900.75 | 400 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Dec | 6921.60 | 400 | 117.45 | 31.17 | 5 | 1 | 6 |
| 19 Dec | 7235.30 | 282.55 | 82.55 | 34.83 | 2 | 0 | 4 |
| 18 Dec | 7230.55 | 200 | 0.00 | 0.00 | 0 | 3 | 0 |
| 17 Dec | 7273.65 | 200 | -38.80 | 27.21 | 3 | 2 | 3 |
| 13 Dec | 7364.40 | 238.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 7319.70 | 238.8 | 19.95 | 31.75 | 1 | 0 | 1 |
| 11 Dec | 7350.25 | 218.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 7356.00 | 218.85 | -420.60 | 30.49 | 1 | 0 | 0 |
| 6 Dec | 7396.45 | 639.45 | 0.00 | 2.62 | 0 | 0 | 0 |
| 5 Dec | 7367.75 | 639.45 | 0.00 | 2.37 | 0 | 0 | 0 |
| 4 Dec | 7138.95 | 639.45 | 0.00 | 0.53 | 0 | 0 | 0 |
| 3 Dec | 7098.55 | 639.45 | 639.45 | 0.11 | 0 | 0 | 0 |
| 2 Dec | 6712.95 | 0 | - | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 7200 expiring on 30JAN2025
Delta for 7200 PE is -0.61
Historical price for 7200 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 420, which was 50.00 higher than the previous day. The implied volatity was 32.94, the open interest changed by 2 which increased total open position to 9
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 370, which was -30.00 lower than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 6
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 400, 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 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 400, which was 117.45 higher than the previous day. The implied volatity was 31.17, the open interest changed by 1 which increased total open position to 6
On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 282.55, which was 82.55 higher than the previous day. The implied volatity was 34.83, the open interest changed by 0 which decreased total open position to 4
On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 200, which was -38.80 lower than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 3
On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 238.8, 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 238.8, which was 19.95 higher than the previous day. The implied volatity was 31.75, the open interest changed by 0 which decreased total open position to 1
On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 218.85, 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 218.85, which was -420.60 lower than the previous day. The implied volatity was 30.49, 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 639.45, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 639.45, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 639.45, which was 0.00 lower than the previous day. The implied volatity was 0.53, 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 639.45, which was 639.45 higher than the previous day. The implied volatity was 0.11, 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
