TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 6100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.91
Theta: -2.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5722.50 | 15.25 | -5.6 | 28.43 | 353 | -13 | 769 | |||||||||
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| 14 Sept | 5721.50 | 28.9 | -8.65 | 26.69 | 1,107 | -47 | 557 | |||||||||
| 17 Aug | 5681.50 | 397.5 | 0 | 4.00 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 6100 expiring on 30SEP2025
Delta for 6100 CE is 0.11
Historical price for 6100 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 15.25, which was -5.6 lower than the previous day. The implied volatity was 28.43, the open interest changed by -13 which decreased total open position to 769
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 28.9, which was -8.65 lower than the previous day. The implied volatity was 26.69, the open interest changed by -47 which decreased total open position to 557
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 397.5, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5722.50 | 410.7 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5721.50 | 372 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5681.50 | 342.1 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 6100 expiring on 30SEP2025
Delta for 6100 PE is 0.00
Historical price for 6100 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 410.7, 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
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 372, 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
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 342.1, 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
