TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 7.48
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 110.85 | 4.85 | 27.89 | 42 | 13 | 17 | |||
| 24 Dec | 6857.75 | 106 | -94.00 | 27.64 | 3 | 2 | 3 | |||
| 23 Dec | 6900.75 | 200 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 20 Dec | 6921.60 | 200 | -54.10 | 34.44 | 1 | 0 | 0 | |||
| 18 Dec | 7230.55 | 254.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7364.40 | 254.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7319.70 | 254.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7350.25 | 254.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 7356.00 | 254.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 7396.45 | 254.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 7367.75 | 254.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 7138.95 | 254.1 | 0.00 | 0.47 | 0 | 0 | 0 | |||
| 3 Dec | 7098.55 | 254.1 | 0.89 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 7300 expiring on 30JAN2025
Delta for 7300 CE is 0.31
Historical price for 7300 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 110.85, which was 4.85 higher than the previous day. The implied volatity was 27.89, the open interest changed by 13 which increased total open position to 17
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 106, which was -94.00 lower than the previous day. The implied volatity was 27.64, the open interest changed by 2 which increased total open position to 3
On 23 Dec TATAELXSI was trading at 6900.75. 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 1 which increased total open position to 0
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 200, which was -54.10 lower than the previous day. The implied volatity was 34.44, 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 254.1, 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 254.1, 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 254.1, 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 254.1, 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 254.1, 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 254.1, 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 254.1, 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 254.1, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 254.1, which was lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 705.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 6857.75 | 705.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 6900.75 | 705.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6921.60 | 705.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7230.55 | 705.7 | 0.00 | 0.31 | 0 | 0 | 0 |
| 13 Dec | 7364.40 | 705.7 | 0.00 | 1.57 | 0 | 0 | 0 |
| 12 Dec | 7319.70 | 705.7 | 0.00 | 1.14 | 0 | 0 | 0 |
| 11 Dec | 7350.25 | 705.7 | 0.00 | 1.49 | 0 | 0 | 0 |
| 9 Dec | 7356.00 | 705.7 | 0.00 | 1.54 | 0 | 0 | 0 |
| 6 Dec | 7396.45 | 705.7 | 0.00 | 1.75 | 0 | 0 | 0 |
| 5 Dec | 7367.75 | 705.7 | 0.00 | 1.60 | 0 | 0 | 0 |
| 4 Dec | 7138.95 | 705.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7098.55 | 705.7 | - | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 7300 expiring on 30JAN2025
Delta for 7300 PE is -
Historical price for 7300 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 705.7, 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 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 705.7, 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 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 705.7, 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 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 705.7, 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 705.7, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 705.7, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 705.7, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 705.7, which was 0.00 lower than the previous day. The implied volatity was 1.49, 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 705.7, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 705.7, 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 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 705.7, which was 0.00 lower than the previous day. The implied volatity was 1.60, 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 705.7, 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 705.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
