TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 6300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 1.07
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5722.50 | 7 | -2.3 | 32.53 | 248 | 43 | 322 | |||||||||
| 14 Sept | 5721.50 | 14.1 | -4.75 | 29.36 | 124 | 24 | 103 | |||||||||
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| 17 Aug | 5681.50 | 308.15 | 0 | 6.05 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 6300 expiring on 30SEP2025
Delta for 6300 CE is 0.05
Historical price for 6300 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 7, which was -2.3 lower than the previous day. The implied volatity was 32.53, the open interest changed by 43 which increased total open position to 322
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 14.1, which was -4.75 lower than the previous day. The implied volatity was 29.36, the open interest changed by 24 which increased total open position to 103
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 308.15, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 6300 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 | 581.25 | 0.2 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5721.50 | 600 | 98.85 | 42.77 | 2 | -1 | 14 |
| 17 Aug | 5681.50 | 450.75 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 6300 expiring on 30SEP2025
Delta for 6300 PE is 0.00
Historical price for 6300 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 581.25, which was 0.2 higher 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 600, which was 98.85 higher than the previous day. The implied volatity was 42.77, the open interest changed by -1 which decreased total open position to 14
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 450.75, 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
