TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 4.78
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 43.15 | -6.45 | 29.16 | 44 | -20 | 45 | |||
| 24 Dec | 6857.75 | 49.6 | -18.65 | 30.50 | 40 | 19 | 56 | |||
| 23 Dec | 6900.75 | 68.25 | 3.25 | 32.53 | 4 | 3 | 36 | |||
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| 20 Dec | 6921.60 | 65 | -87.85 | 29.57 | 33 | 32 | 32 | |||
| 5 Dec | 7367.75 | 152.85 | 1.88 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 7700 expiring on 30JAN2025
Delta for 7700 CE is 0.14
Historical price for 7700 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 43.15, which was -6.45 lower than the previous day. The implied volatity was 29.16, the open interest changed by -20 which decreased total open position to 45
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 49.6, which was -18.65 lower than the previous day. The implied volatity was 30.50, the open interest changed by 19 which increased total open position to 56
On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 68.25, which was 3.25 higher than the previous day. The implied volatity was 32.53, the open interest changed by 3 which increased total open position to 36
On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 65, which was -87.85 lower than the previous day. The implied volatity was 29.57, the open interest changed by 32 which increased total open position to 32
On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 152.85, which was lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 999.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 6857.75 | 999.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 6900.75 | 999.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6921.60 | 999.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 7367.75 | 999.45 | - | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 7700 expiring on 30JAN2025
Delta for 7700 PE is -
Historical price for 7700 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 999.45, 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 999.45, 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 999.45, 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 999.45, 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 999.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
