TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 4900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5722.50 | 577.1 | 5.65 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 5721.50 | 577.1 | 5.65 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4900 expiring on 30SEP2025
Delta for 4900 CE is 0.00
Historical price for 4900 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 577.1, which was 5.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 577.1, which was 5.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.43
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 2.8 | -0.2 | 43.93 | 10 | -4 | 45 |
| 14 Sept | 5721.50 | 5.7 | 0.1 | 38.82 | 2 | 2 | 49 |
For Tata Elxsi Limited - strike price 4900 expiring on 30SEP2025
Delta for 4900 PE is -0.02
Historical price for 4900 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 43.93, the open interest changed by -4 which decreased total open position to 45
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 5.7, which was 0.1 higher than the previous day. The implied volatity was 38.82, the open interest changed by 2 which increased total open position to 49
