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TATAELXSI
Tata Elxsi Limited
6896.2 38.45 (0.56%)

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Historical option data for TATAELXSI

26 Dec 2024 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TATAELXSI 30JAN2025 7500 CE
Delta: 0.22
Vega: 6.28
Theta: -3.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6896.20 74.4 0.05 29.25 191 3 87
24 Dec 6857.75 74.35 -14.80 29.43 166 50 83
23 Dec 6900.75 89.15 -10.85 30.21 37 24 33
20 Dec 6921.60 100 -189.00 29.36 8 6 8
13 Dec 7364.40 289 -23.70 29.47 1 0 2
12 Dec 7319.70 312.7 -24.35 32.83 1 0 3
9 Dec 7356.00 337.05 -2.95 31.70 1 0 2
6 Dec 7396.45 340 142.10 29.67 3 1 1
5 Dec 7367.75 197.9 0.00 0.26 0 0 0
4 Dec 7138.95 197.9 2.12 0 0 0

For Tata Elxsi Limited - strike price 7500 expiring on 30JAN2025

Delta for 7500 CE is 0.22

Historical price for 7500 CE is as follows

On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 74.4, which was 0.05 higher than the previous day. The implied volatity was 29.25, the open interest changed by 3 which increased total open position to 87


On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 74.35, which was -14.80 lower than the previous day. The implied volatity was 29.43, the open interest changed by 50 which increased total open position to 83


On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 89.15, which was -10.85 lower than the previous day. The implied volatity was 30.21, the open interest changed by 24 which increased total open position to 33


On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 100, which was -189.00 lower than the previous day. The implied volatity was 29.36, the open interest changed by 6 which increased total open position to 8


On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 289, which was -23.70 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 2


On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 312.7, which was -24.35 lower than the previous day. The implied volatity was 32.83, the open interest changed by 0 which decreased total open position to 3


On 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 337.05, which was -2.95 lower than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 2


On 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 340, which was 142.10 higher than the previous day. The implied volatity was 29.67, the open interest changed by 1 which increased total open position to 1


On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 197.9, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 197.9, which was lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 30JAN2025 7500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6896.20 847 0.00 - 0 0 0
24 Dec 6857.75 847 0.00 - 0 0 0
23 Dec 6900.75 847 0.00 - 0 0 0
20 Dec 6921.60 847 0.00 - 0 0 0
13 Dec 7364.40 847 0.00 - 0 0 0
12 Dec 7319.70 847 0.00 - 0 0 0
9 Dec 7356.00 847 0.00 - 0 0 0
6 Dec 7396.45 847 0.00 0.08 0 0 0
5 Dec 7367.75 847 0.00 - 0 0 0
4 Dec 7138.95 847 - 0 0 0

For Tata Elxsi Limited - strike price 7500 expiring on 30JAN2025

Delta for 7500 PE is -

Historical price for 7500 PE is as follows

On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 847, 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 847, 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 847, 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 847, 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 847, 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 847, 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 847, 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 847, which was 0.00 lower than the previous day. The implied volatity was 0.08, 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 847, 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 847, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0