TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 5400 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 | 312.5 | -30.85 | - | 6 | -1 | 118 | |||||||||
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| 14 Sept | 5721.50 | 342 | -46.6 | - | 18 | 3 | 145 | |||||||||
| 17 Aug | 5681.50 | 1091.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is -
Historical price for 5400 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 312.5, which was -30.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 118
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 342, which was -46.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 145
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 1091.4, 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 5400 PE | |||||||
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Delta: -0.12
Vega: 1.99
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 18.5 | 0.1 | 30.67 | 192 | 17 | 376 |
| 14 Sept | 5721.50 | 31.15 | -0.4 | 28.88 | 344 | -2 | 277 |
| 17 Aug | 5681.50 | 130.4 | 0 | 4.30 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.12
Historical price for 5400 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 18.5, which was 0.1 higher than the previous day. The implied volatity was 30.67, the open interest changed by 17 which increased total open position to 376
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 31.15, which was -0.4 lower than the previous day. The implied volatity was 28.88, the open interest changed by -2 which decreased total open position to 277
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 130.4, which was 0 lower than the previous day. The implied volatity was 4.30, the open interest changed by 0 which decreased total open position to 0
