TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
28 Sep 2025 10:09 PM IST
| TATAELXSI 28-OCT-2025 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 5.89
Theta: -2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 5303.00 | 92 | -59.05 | 24.63 | 237 | 103 | 177 | |||||||||
| 21 Sept | 5722.50 | 308.8 | -7.15 | 16.38 | 2 | 2 | 5 | |||||||||
| 14 Sept | 5721.50 | 353.9 | -81.1 | 21.89 | 2 | 1 | 3 | |||||||||
For Tata Elxsi Limited - strike price 5500 expiring on 28OCT2025
Delta for 5500 CE is 0.36
Historical price for 5500 CE is as follows
On 28 Sept TATAELXSI was trading at 5303.00. The strike last trading price was 92, which was -59.05 lower than the previous day. The implied volatity was 24.63, the open interest changed by 103 which increased total open position to 177
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 308.8, which was -7.15 lower than the previous day. The implied volatity was 16.38, the open interest changed by 2 which increased total open position to 5
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 353.9, which was -81.1 lower than the previous day. The implied volatity was 21.89, the open interest changed by 1 which increased total open position to 3
| TATAELXSI 28OCT2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 6.20
Theta: -3.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5303.00 | 372.1 | 124.05 | 45.67 | 72 | 5 | 113 |
| 21 Sept | 5722.50 | 147.3 | 16.8 | 36.35 | 22 | 7 | 60 |
| 14 Sept | 5721.50 | 146.8 | 10.8 | 33.78 | 12 | 4 | 48 |
For Tata Elxsi Limited - strike price 5500 expiring on 28OCT2025
Delta for 5500 PE is -0.56
Historical price for 5500 PE is as follows
On 28 Sept TATAELXSI was trading at 5303.00. The strike last trading price was 372.1, which was 124.05 higher than the previous day. The implied volatity was 45.67, the open interest changed by 5 which increased total open position to 113
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 147.3, which was 16.8 higher than the previous day. The implied volatity was 36.35, the open interest changed by 7 which increased total open position to 60
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 146.8, which was 10.8 higher than the previous day. The implied volatity was 33.78, the open interest changed by 4 which increased total open position to 48
