TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 5500 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 | 220.15 | -37.9 | - | 58 | -12 | 239 | |||||||||
| 14 Sept | 5721.50 | 263.5 | -37.85 | 18.61 | 119 | -19 | 284 | |||||||||
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| 17 Aug | 5681.50 | 767.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 CE is -
Historical price for 5500 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 220.15, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 239
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 263.5, which was -37.85 lower than the previous day. The implied volatity was 18.61, the open interest changed by -19 which decreased total open position to 284
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 767.3, 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 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 2.81
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 35.85 | 2.4 | 30.70 | 195 | -27 | 600 |
| 14 Sept | 5721.50 | 52.6 | 3.95 | 28.94 | 804 | -67 | 437 |
| 17 Aug | 5681.50 | 171.35 | 32 | 35.05 | 6 | 6 | 6 |
For Tata Elxsi Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 PE is -0.20
Historical price for 5500 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 35.85, which was 2.4 higher than the previous day. The implied volatity was 30.70, the open interest changed by -27 which decreased total open position to 600
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 52.6, which was 3.95 higher than the previous day. The implied volatity was 28.94, the open interest changed by -67 which decreased total open position to 437
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 171.35, which was 32 higher than the previous day. The implied volatity was 35.05, the open interest changed by 6 which increased total open position to 6
