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Related Pages for TATAELXSI
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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 7600 CE
Delta: 0.17
Vega: 5.47
Theta: -2.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6896.20 55 -13.00 28.84 15 7 16
24 Dec 6857.75 68 0.00 0.00 0 1 0
23 Dec 6900.75 68 -32.00 29.81 1 0 8
20 Dec 6921.60 100 -74.30 32.10 7 1 2
5 Dec 7367.75 174.3 0.00 1.14 0 0 0
4 Dec 7138.95 174.3 2.90 0 0 0

For Tata Elxsi Limited - strike price 7600 expiring on 30JAN2025

Delta for 7600 CE is 0.17

Historical price for 7600 CE is as follows

On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 55, which was -13.00 lower than the previous day. The implied volatity was 28.84, the open interest changed by 7 which increased total open position to 16


On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 68, 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 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 68, which was -32.00 lower than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 8


On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 100, which was -74.30 lower than the previous day. The implied volatity was 32.10, the open interest changed by 1 which increased total open position to 2


On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 174.3, 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 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 174.3, which was lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 30JAN2025 7600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6896.20 922.15 0.00 - 0 0 0
24 Dec 6857.75 922.15 0.00 - 0 0 0
23 Dec 6900.75 922.15 0.00 - 0 0 0
20 Dec 6921.60 922.15 0.00 - 0 0 0
5 Dec 7367.75 922.15 0.00 - 0 0 0
4 Dec 7138.95 922.15 - 0 0 0

For Tata Elxsi Limited - strike price 7600 expiring on 30JAN2025

Delta for 7600 PE is -

Historical price for 7600 PE is as follows

On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 922.15, 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 922.15, 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 922.15, 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 922.15, 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 922.15, 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 922.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0