TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 7400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 6.89
Theta: -3.27
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 90.5 | -3.50 | 28.54 | 58 | 16 | 36 | |||
| 24 Dec | 6857.75 | 94 | -16.00 | 29.32 | 18 | 3 | 20 | |||
| 23 Dec | 6900.75 | 110 | -50.00 | 29.98 | 8 | 6 | 16 | |||
| 20 Dec | 6921.60 | 160 | -85.00 | 33.67 | 3 | 1 | 9 | |||
| 18 Dec | 7230.55 | 245 | -97.60 | 28.69 | 4 | 1 | 6 | |||
| 13 Dec | 7364.40 | 342.6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 12 Dec | 7319.70 | 342.6 | -67.40 | 31.37 | 5 | 2 | 4 | |||
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| 11 Dec | 7350.25 | 410 | -10.00 | 35.47 | 1 | 0 | 1 | |||
| 9 Dec | 7356.00 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 7396.45 | 420 | 132.00 | 31.95 | 1 | 0 | 1 | |||
| 5 Dec | 7367.75 | 288 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 7138.95 | 288 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 7098.55 | 288 | 32.63 | 2 | 1 | 1 | ||||
For Tata Elxsi Limited - strike price 7400 expiring on 30JAN2025
Delta for 7400 CE is 0.26
Historical price for 7400 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 90.5, which was -3.50 lower than the previous day. The implied volatity was 28.54, the open interest changed by 16 which increased total open position to 36
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 94, which was -16.00 lower than the previous day. The implied volatity was 29.32, the open interest changed by 3 which increased total open position to 20
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 110, which was -50.00 lower than the previous day. The implied volatity was 29.98, the open interest changed by 6 which increased total open position to 16
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 160, which was -85.00 lower than the previous day. The implied volatity was 33.67, the open interest changed by 1 which increased total open position to 9
On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 245, which was -97.60 lower than the previous day. The implied volatity was 28.69, the open interest changed by 1 which increased total open position to 6
On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 342.6, 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 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 342.6, which was -67.40 lower than the previous day. The implied volatity was 31.37, the open interest changed by 2 which increased total open position to 4
On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 410, which was -10.00 lower than the previous day. The implied volatity was 35.47, the open interest changed by 0 which decreased total open position to 1
On 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 420, 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 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 420, which was 132.00 higher than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 1
On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 288, 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 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 288, 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 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 288, which was lower than the previous day. The implied volatity was 32.63, the open interest changed by 1 which increased total open position to 1
| TATAELXSI 30JAN2025 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 7.09
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 540 | -234.90 | 30.41 | 2 | 0 | 0 |
| 24 Dec | 6857.75 | 774.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 6900.75 | 774.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6921.60 | 774.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7230.55 | 774.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7364.40 | 774.9 | 0.00 | 0.55 | 0 | 0 | 0 |
| 12 Dec | 7319.70 | 774.9 | 0.00 | 0.18 | 0 | 0 | 0 |
| 11 Dec | 7350.25 | 774.9 | 0.00 | 0.55 | 0 | 0 | 0 |
| 9 Dec | 7356.00 | 774.9 | 0.00 | 0.58 | 0 | 0 | 0 |
| 6 Dec | 7396.45 | 774.9 | 0.00 | 0.94 | 0 | 0 | 0 |
| 5 Dec | 7367.75 | 774.9 | 0.00 | 0.68 | 0 | 0 | 0 |
| 4 Dec | 7138.95 | 774.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 7098.55 | 774.9 | - | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 7400 expiring on 30JAN2025
Delta for 7400 PE is -0.73
Historical price for 7400 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 540, which was -234.90 lower than the previous day. The implied volatity was 30.41, 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 774.9, 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 774.9, 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 774.9, 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 774.9, 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 774.9, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 774.9, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 774.9, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 774.9, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 774.9, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 774.9, which was 0.00 lower than the previous day. The implied volatity was 0.68, 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 774.9, 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 774.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
