TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 5600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 2.98
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5722.50 | 164.65 | -16.75 | 19.25 | 144 | -5 | 407 | |||||||||
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| 14 Sept | 5721.50 | 190.65 | -32.65 | 20.09 | 293 | 14 | 426 | |||||||||
| 17 Aug | 5681.50 | 946.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5600 expiring on 30SEP2025
Delta for 5600 CE is 0.77
Historical price for 5600 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 164.65, which was -16.75 lower than the previous day. The implied volatity was 19.25, the open interest changed by -5 which decreased total open position to 407
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 190.65, which was -32.65 lower than the previous day. The implied volatity was 20.09, the open interest changed by 14 which increased total open position to 426
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 946.05, 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 5600 PE | |||||||
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Delta: -0.31
Vega: 3.49
Theta: -4.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 60 | 0.25 | 29.81 | 203 | -8 | 326 |
| 14 Sept | 5721.50 | 82.15 | 6.35 | 28.77 | 1,045 | 24 | 333 |
| 17 Aug | 5681.50 | 215 | 4.4 | 35.43 | 2 | 2 | 3 |
For Tata Elxsi Limited - strike price 5600 expiring on 30SEP2025
Delta for 5600 PE is -0.31
Historical price for 5600 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 60, which was 0.25 higher than the previous day. The implied volatity was 29.81, the open interest changed by -8 which decreased total open position to 326
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 82.15, which was 6.35 higher than the previous day. The implied volatity was 28.77, the open interest changed by 24 which increased total open position to 333
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 215, which was 4.4 higher than the previous day. The implied volatity was 35.43, the open interest changed by 2 which increased total open position to 3
