TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 6500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.64
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5722.50 | 3.85 | -1.4 | 36.88 | 583 | 50 | 1,561 | |||||||||
| 14 Sept | 5721.50 | 8.25 | -2.6 | 32.74 | 492 | 118 | 1,486 | |||||||||
| 17 Aug | 5681.50 | 234.75 | 0 | 8.31 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 6500 expiring on 30SEP2025
Delta for 6500 CE is 0.03
Historical price for 6500 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 3.85, which was -1.4 lower than the previous day. The implied volatity was 36.88, the open interest changed by 50 which increased total open position to 1561
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 8.25, which was -2.6 lower than the previous day. The implied volatity was 32.74, the open interest changed by 118 which increased total open position to 1486
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 234.75, which was 0 lower than the previous day. The implied volatity was 8.31, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 6500 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 | 796 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5721.50 | 814.7 | 62.7 | 56.57 | 2 | 2 | 55 |
| 17 Aug | 5681.50 | 575.35 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 6500 expiring on 30SEP2025
Delta for 6500 PE is 0.00
Historical price for 6500 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 796, 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 814.7, which was 62.7 higher than the previous day. The implied volatity was 56.57, the open interest changed by 2 which increased total open position to 55
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 575.35, 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
