TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
26 Dec 2024 04:13 PM IST
| TATAELXSI 30JAN2025 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 3.30
Theta: -1.64
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 26 Dec | 6896.20 | 25 | -7.00 | 31.56 | 52 | 20 | 62 | |||
| 24 Dec | 6857.75 | 32 | 33.40 | 50 | 40 | 41 | ||||
For Tata Elxsi Limited - strike price 8000 expiring on 30JAN2025
Delta for 8000 CE is 0.08
Historical price for 8000 CE is as follows
On 26 Dec TATAELXSI was trading at 6896.20. The strike last trading price was 25, which was -7.00 lower than the previous day. The implied volatity was 31.56, the open interest changed by 20 which increased total open position to 62
On 24 Dec TATAELXSI was trading at 6857.75. The strike last trading price was 32, which was lower than the previous day. The implied volatity was 33.40, the open interest changed by 40 which increased total open position to 41
| TATAELXSI 30JAN2025 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 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 6857.75 | 1000 | 0.00 | 0 | 0 | 0 | |
For Tata Elxsi Limited - strike price 8000 expiring on 30JAN2025
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 1000, 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 1000, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
