TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 6400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.90
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5722.50 | 6 | -1 | 35.75 | 177 | 10 | 304 | |||||||||
| 14 Sept | 5721.50 | 10.45 | -3.65 | 30.93 | 249 | -33 | 256 | |||||||||
| 17 Aug | 5681.50 | 488.05 | 0 | 7.01 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 6400 expiring on 30SEP2025
Delta for 6400 CE is 0.04
Historical price for 6400 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 35.75, the open interest changed by 10 which increased total open position to 304
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 10.45, which was -3.65 lower than the previous day. The implied volatity was 30.93, the open interest changed by -33 which decreased total open position to 256
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 488.05, which was 0 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 659.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5721.50 | 581.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5681.50 | 511.05 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 6400 expiring on 30SEP2025
Delta for 6400 PE is 0.00
Historical price for 6400 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 659.45, 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 581.6, 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 511.05, 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
