TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5722.50 | 414.5 | -29.1 | - | 13 | -3 | 56 | |||||||||
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| 14 Sept | 5721.50 | 522.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 5681.50 | 921.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5300 expiring on 30SEP2025
Delta for 5300 CE is -
Historical price for 5300 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 414.5, which was -29.1 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 56
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 522.95, 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 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 921.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 5300 PE | |||||||
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Delta: -0.07
Vega: 1.37
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 10.5 | -0.25 | 32.10 | 147 | 13 | 264 |
| 14 Sept | 5721.50 | 19.4 | -1.4 | 29.83 | 305 | -3 | 304 |
| 17 Aug | 5681.50 | 75 | 10 | 29.93 | 1 | 1 | 3 |
For Tata Elxsi Limited - strike price 5300 expiring on 30SEP2025
Delta for 5300 PE is -0.07
Historical price for 5300 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 10.5, which was -0.25 lower than the previous day. The implied volatity was 32.10, the open interest changed by 13 which increased total open position to 264
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 19.4, which was -1.4 lower than the previous day. The implied volatity was 29.83, the open interest changed by -3 which decreased total open position to 304
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 75, which was 10 higher than the previous day. The implied volatity was 29.93, the open interest changed by 1 which increased total open position to 3
