TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 3.88
Theta: -4.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5722.50 | 106 | -16.45 | 21.45 | 1,192 | 10 | 714 | |||||||||
| 14 Sept | 5721.50 | 135.05 | -31.6 | 21.73 | 1,579 | 119 | 638 | |||||||||
| 17 Aug | 5681.50 | 627.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.58
Historical price for 5700 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 106, which was -16.45 lower than the previous day. The implied volatity was 21.45, the open interest changed by 10 which increased total open position to 714
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 135.05, which was -31.6 lower than the previous day. The implied volatity was 21.73, the open interest changed by 119 which increased total open position to 638
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 627.05, 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 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 3.92
Theta: -4.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 106.25 | 5.3 | 31.67 | 393 | -50 | 764 |
| 14 Sept | 5721.50 | 126.25 | 12.1 | 29.50 | 1,082 | -43 | 582 |
| 17 Aug | 5681.50 | 192 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.44
Historical price for 5700 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 106.25, which was 5.3 higher than the previous day. The implied volatity was 31.67, the open interest changed by -50 which decreased total open position to 764
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 126.25, which was 12.1 higher than the previous day. The implied volatity was 29.50, the open interest changed by -43 which decreased total open position to 582
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 192, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
