TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 28OCT2025 5700 CE | ||||||||||||||||
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Delta: 0.60
Vega: 7.24
Theta: -2.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5722.50 | 204 | -17 | 21.47 | 37 | 9 | 99 | |||||||||
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| 14 Sept | 5721.50 | 230 | -39.85 | 22.52 | 12 | 10 | 20 | |||||||||
For Tata Elxsi Limited - strike price 5700 expiring on 28OCT2025
Delta for 5700 CE is 0.60
Historical price for 5700 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 204, which was -17 lower than the previous day. The implied volatity was 21.47, the open interest changed by 9 which increased total open position to 99
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 230, which was -39.85 lower than the previous day. The implied volatity was 22.52, the open interest changed by 10 which increased total open position to 20
| TATAELXSI 28OCT2025 5700 PE | |||||||
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Delta: -0.43
Vega: 7.34
Theta: -2.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 229.9 | 7.9 | 36.39 | 35 | 19 | 82 |
| 14 Sept | 5721.50 | 233.5 | 15.9 | 34.44 | 11 | 3 | 22 |
For Tata Elxsi Limited - strike price 5700 expiring on 28OCT2025
Delta for 5700 PE is -0.43
Historical price for 5700 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 229.9, which was 7.9 higher than the previous day. The implied volatity was 36.39, the open interest changed by 19 which increased total open position to 82
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 233.5, which was 15.9 higher than the previous day. The implied volatity was 34.44, the open interest changed by 3 which increased total open position to 22
