TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 7800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 4.03
Theta: -1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6896.20 | 32 | -35.50 | 29.05 | 1 | 0 | 1 | |||
| 24 Dec | 6857.75 | 67.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 6921.60 | 67.5 | -65.85 | 32.62 | 1 | 0 | 1 | |||
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| 5 Dec | 7367.75 | 133.35 | 2.69 | 0 | 0 | 0 | ||||
For Tata Elxsi Limited - strike price 7800 expiring on 30JAN2025
Delta for 7800 CE is 0.11
Historical price for 7800 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 32, which was -35.50 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 1
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 67.5, 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 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 67.5, which was -65.85 lower than the previous day. The implied volatity was 32.62, 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 133.35, which was lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30JAN2025 7800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6896.20 | 1078.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 6857.75 | 1078.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6921.60 | 1078.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 7367.75 | 1078.7 | - | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 7800 expiring on 30JAN2025
Delta for 7800 PE is -
Historical price for 7800 PE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 1078.7, 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 1078.7, 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 1078.7, 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 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 1078.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
