TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 5800 CE | ||||||||||||||||
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Delta: 0.41
Vega: 3.85
Theta: -4.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5722.50 | 65.95 | -15 | 23.32 | 1,769 | 119 | 1,719 | |||||||||
| 14 Sept | 5721.50 | 94 | -24.15 | 23.22 | 2,569 | -164 | 942 | |||||||||
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| 17 Aug | 5681.50 | 812.25 | 0 | 0.74 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5800 expiring on 30SEP2025
Delta for 5800 CE is 0.41
Historical price for 5800 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 65.95, which was -15 lower than the previous day. The implied volatity was 23.32, the open interest changed by 119 which increased total open position to 1719
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 94, which was -24.15 lower than the previous day. The implied volatity was 23.22, the open interest changed by -164 which decreased total open position to 942
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 812.25, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 5800 PE | |||||||
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Delta: -0.56
Vega: 3.92
Theta: -5.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 167.65 | 10.2 | 34.02 | 95 | -21 | 376 |
| 14 Sept | 5721.50 | 184.95 | 20.15 | 30.97 | 325 | -19 | 309 |
| 17 Aug | 5681.50 | 290 | -10 | 32.60 | 6 | 5 | 13 |
For Tata Elxsi Limited - strike price 5800 expiring on 30SEP2025
Delta for 5800 PE is -0.56
Historical price for 5800 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 167.65, which was 10.2 higher than the previous day. The implied volatity was 34.02, the open interest changed by -21 which decreased total open position to 376
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 184.95, which was 20.15 higher than the previous day. The implied volatity was 30.97, the open interest changed by -19 which decreased total open position to 309
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 290, which was -10 lower than the previous day. The implied volatity was 32.60, the open interest changed by 5 which increased total open position to 13
