TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 6600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.52
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5722.50 | 3.15 | -0.85 | 39.34 | 875 | 271 | 1,023 | |||||||||
| 14 Sept | 5721.50 | 6.5 | -2.6 | 34.38 | 40 | 3 | 136 | |||||||||
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| 17 Aug | 5681.50 | 404.9 | 0 | 9.20 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 6600 expiring on 30SEP2025
Delta for 6600 CE is 0.02
Historical price for 6600 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 3.15, which was -0.85 lower than the previous day. The implied volatity was 39.34, the open interest changed by 271 which increased total open position to 1023
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 6.5, which was -2.6 lower than the previous day. The implied volatity was 34.38, the open interest changed by 3 which increased total open position to 136
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 404.9, which was 0 lower than the previous day. The implied volatity was 9.20, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30SEP2025 6600 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 | 897.2 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5721.50 | 624.7 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 5681.50 | 624.7 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 6600 expiring on 30SEP2025
Delta for 6600 PE is 0.00
Historical price for 6600 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 897.2, 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 624.7, 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
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 624.7, 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
