TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 6200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 1.33
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5722.50 | 8.85 | -4.65 | 29.54 | 534 | 89 | 854 | |||||||||
| 14 Sept | 5721.50 | 19.85 | -6.6 | 27.96 | 757 | -60 | 623 | |||||||||
| 17 Aug | 5681.50 | 77.5 | 5.5 | 27.88 | 6 | 3 | 5 | |||||||||
For Tata Elxsi Limited - strike price 6200 expiring on 30SEP2025
Delta for 6200 CE is 0.07
Historical price for 6200 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 8.85, which was -4.65 lower than the previous day. The implied volatity was 29.54, the open interest changed by 89 which increased total open position to 854
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 19.85, which was -6.6 lower than the previous day. The implied volatity was 27.96, the open interest changed by -60 which decreased total open position to 623
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 77.5, which was 5.5 higher than the previous day. The implied volatity was 27.88, the open interest changed by 3 which increased total open position to 5
| TATAELXSI 30SEP2025 6200 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 | 486.7 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5721.50 | 505 | 41.8 | 39.25 | 2 | -2 | 14 |
| 17 Aug | 5681.50 | 409.6 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 6200 expiring on 30SEP2025
Delta for 6200 PE is 0.00
Historical price for 6200 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 486.7, 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 505, which was 41.8 higher than the previous day. The implied volatity was 39.25, the open interest changed by -2 which decreased total open position to 14
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 409.6, 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
