TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 5900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 3.24
Theta: -3.96
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5722.50 | 37.4 | -15.25 | 24.16 | 1,220 | -200 | 949 | |||||||||
| 14 Sept | 5721.50 | 63.5 | -18.35 | 24.33 | 1,341 | 57 | 640 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 5681.50 | 503.75 | 0 | 1.87 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.26
Historical price for 5900 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 37.4, which was -15.25 lower than the previous day. The implied volatity was 24.16, the open interest changed by -200 which decreased total open position to 949
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 63.5, which was -18.35 lower than the previous day. The implied volatity was 24.33, the open interest changed by 57 which increased total open position to 640
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 503.75, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 3.68
Theta: -5.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 245.7 | 20.05 | 38.01 | 11 | -3 | 85 |
| 14 Sept | 5721.50 | 254.3 | 24.7 | 32.69 | 26 | -14 | 103 |
| 17 Aug | 5681.50 | 350 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is -0.65
Historical price for 5900 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 245.7, which was 20.05 higher than the previous day. The implied volatity was 38.01, the open interest changed by -3 which decreased total open position to 85
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 254.3, which was 24.7 higher than the previous day. The implied volatity was 32.69, the open interest changed by -14 which decreased total open position to 103
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 350, 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
