TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 5000 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 | |||||||||
| 21 Sept | 5722.50 | 730 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 5721.50 | 701.1 | -153.9 | - | 2 | 1 | 24 | |||||||||
For Tata Elxsi Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is 0.00
Historical price for 5000 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 730, which was 0 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 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 701.1, which was -153.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24
| TATAELXSI 30SEP2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.50
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 3.15 | -0.95 | 39.79 | 47 | -9 | 227 |
| 14 Sept | 5721.50 | 6.3 | -0.85 | 35.29 | 148 | -65 | 242 |
For Tata Elxsi Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.02
Historical price for 5000 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was 39.79, the open interest changed by -9 which decreased total open position to 227
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 6.3, which was -0.85 lower than the previous day. The implied volatity was 35.29, the open interest changed by -65 which decreased total open position to 242
