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[--[65.84.65.76]--]
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
TATAELXSI 26DEC2024 8000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6896.20 0.05 0.00 - 3 0 819
24 Dec 6857.75 0.05 -0.35 - 219 -28 821
23 Dec 6900.75 0.4 -2.55 - 269 -22 850
20 Dec 6921.60 2.95 -3.95 52.20 850 -142 870
19 Dec 7235.30 6.9 -0.40 40.65 515 -112 1,018
18 Dec 7230.55 7.3 -3.50 38.65 420 20 1,132
17 Dec 7273.65 10.8 -4.00 37.47 503 14 1,113
16 Dec 7357.00 14.8 -3.15 34.72 533 -53 1,099
13 Dec 7364.40 17.95 -6.05 31.08 1,220 62 1,159
12 Dec 7319.70 24 1.00 34.02 1,822 120 1,098
11 Dec 7350.25 23 -11.55 30.73 609 22 978
10 Dec 7403.15 34.55 -1.50 31.94 1,331 18 958
9 Dec 7356.00 36.05 -8.75 32.93 1,222 113 945
6 Dec 7396.45 44.8 -14.15 31.03 2,119 188 839
5 Dec 7367.75 58.95 29.45 34.44 5,177 320 648
4 Dec 7138.95 29.5 -9.00 34.09 587 126 326
3 Dec 7098.55 38.5 37.54 992 200 200


For Tata Elxsi Limited - strike price 8000 expiring on 26DEC2024

Delta for 8000 CE is -

Historical price for 8000 CE is as follows

On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 0.05, 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 819


On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 0.05, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 821


On 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 0.4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 850


On 20 Dec TATAELXSI was trading at 6921.60. The strike last trading price was 2.95, which was -3.95 lower than the previous day. The implied volatity was 52.20, the open interest changed by -142 which decreased total open position to 870


On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 6.9, which was -0.40 lower than the previous day. The implied volatity was 40.65, the open interest changed by -112 which decreased total open position to 1018


On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 7.3, which was -3.50 lower than the previous day. The implied volatity was 38.65, the open interest changed by 20 which increased total open position to 1132


On 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 10.8, which was -4.00 lower than the previous day. The implied volatity was 37.47, the open interest changed by 14 which increased total open position to 1113


On 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 14.8, which was -3.15 lower than the previous day. The implied volatity was 34.72, the open interest changed by -53 which decreased total open position to 1099


On 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 17.95, which was -6.05 lower than the previous day. The implied volatity was 31.08, the open interest changed by 62 which increased total open position to 1159


On 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 24, which was 1.00 higher than the previous day. The implied volatity was 34.02, the open interest changed by 120 which increased total open position to 1098


On 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 23, which was -11.55 lower than the previous day. The implied volatity was 30.73, the open interest changed by 22 which increased total open position to 978


On 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 34.55, which was -1.50 lower than the previous day. The implied volatity was 31.94, the open interest changed by 18 which increased total open position to 958


On 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 36.05, which was -8.75 lower than the previous day. The implied volatity was 32.93, the open interest changed by 113 which increased total open position to 945


On 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 44.8, which was -14.15 lower than the previous day. The implied volatity was 31.03, the open interest changed by 188 which increased total open position to 839


On 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 58.95, which was 29.45 higher than the previous day. The implied volatity was 34.44, the open interest changed by 320 which increased total open position to 648


On 4 Dec TATAELXSI was trading at 7138.95. The strike last trading price was 29.5, which was -9.00 lower than the previous day. The implied volatity was 34.09, the open interest changed by 126 which increased total open position to 326


On 3 Dec TATAELXSI was trading at 7098.55. The strike last trading price was 38.5, which was lower than the previous day. The implied volatity was 37.54, the open interest changed by 200 which increased total open position to 200


TATAELXSI 26DEC2024 8000 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6896.20 714.85 0.00 0.00 0 0 0
24 Dec 6857.75 714.85 0.00 0.00 0 0 0
23 Dec 6900.75 714.85 0.00 0.00 0 0 0
20 Dec 6921.60 714.85 0.00 0.00 0 2 0
19 Dec 7235.30 714.85 39.85 - 2 0 1
18 Dec 7230.55 675 0.00 0.00 0 0 0
17 Dec 7273.65 675 0.00 0.00 0 0 0
16 Dec 7357.00 675 0.00 0.00 0 0 0
13 Dec 7364.40 675 0.00 0.00 0 0 0
12 Dec 7319.70 675 0.00 0.00 0 0 0
11 Dec 7350.25 675 0.00 0.00 0 0 0
10 Dec 7403.15 675 0.00 0.00 0 0 0
9 Dec 7356.00 675 -215.00 40.75 1 0 1
6 Dec 7396.45 890 0.00 0.00 0 0 0
5 Dec 7367.75 890 0.00 0.00 0 0 0
4 Dec 7138.95 890 0.00 0.00 0 1 0
3 Dec 7098.55 890 35.13 1 0 0


For Tata Elxsi Limited - strike price 8000 expiring on 26DEC2024

Delta for 8000 PE is 0.00

Historical price for 8000 PE is as follows

On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 714.85, 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 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 714.85, 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 23 Dec TATAELXSI was trading at 6900.75. The strike last trading price was 714.85, 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 714.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 19 Dec TATAELXSI was trading at 7235.30. The strike last trading price was 714.85, which was 39.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Dec TATAELXSI was trading at 7230.55. The strike last trading price was 675, 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 17 Dec TATAELXSI was trading at 7273.65. The strike last trading price was 675, 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 16 Dec TATAELXSI was trading at 7357.00. The strike last trading price was 675, 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 13 Dec TATAELXSI was trading at 7364.40. The strike last trading price was 675, 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 12 Dec TATAELXSI was trading at 7319.70. The strike last trading price was 675, 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 11 Dec TATAELXSI was trading at 7350.25. The strike last trading price was 675, 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 10 Dec TATAELXSI was trading at 7403.15. The strike last trading price was 675, 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 9 Dec TATAELXSI was trading at 7356.00. The strike last trading price was 675, which was -215.00 lower than the previous day. The implied volatity was 40.75, the open interest changed by 0 which decreased total open position to 1


On 6 Dec TATAELXSI was trading at 7396.45. The strike last trading price was 890, 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 5 Dec TATAELXSI was trading at 7367.75. The strike last trading price was 890, 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 890, 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 890, which was lower than the previous day. The implied volatity was 35.13, the open interest changed by 0 which decreased total open position to 0