TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 6000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 2.58
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5722.50 | 25 | -7.9 | 26.89 | 1,515 | 126 | 2,055 | |||||||||
| 14 Sept | 5721.50 | 42.15 | -14.1 | 25.34 | 2,562 | 116 | 1,322 | |||||||||
| 17 Aug | 5681.50 | 691.45 | 0 | 2.90 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.18
Historical price for 6000 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 25, which was -7.9 lower than the previous day. The implied volatity was 26.89, the open interest changed by 126 which increased total open position to 2055
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 42.15, which was -14.1 lower than the previous day. The implied volatity was 25.34, the open interest changed by 116 which increased total open position to 1322
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 691.45, which was 0 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 3.27
Theta: -4.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 320.5 | 14.3 | 39.01 | 95 | -9 | 176 |
| 14 Sept | 5721.50 | 335 | 30.75 | 35.31 | 74 | 50 | 149 |
| 17 Aug | 5681.50 | 450 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -0.73
Historical price for 6000 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 320.5, which was 14.3 higher than the previous day. The implied volatity was 39.01, the open interest changed by -9 which decreased total open position to 176
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 335, which was 30.75 higher than the previous day. The implied volatity was 35.31, the open interest changed by 50 which increased total open position to 149
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 450, 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
