TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
21 Sep 2025 04:14 PM IST
| TATAELXSI 30SEP2025 7000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.18
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5722.50 | 0.9 | -1.05 | 45.17 | 937 | 38 | 350 | |||||||||
| 14 Sept | 5721.50 | 3 | -0.5 | 40.81 | 101 | -2 | 489 | |||||||||
| 17 Aug | 5681.50 | 14.95 | 1.25 | 32.97 | 123 | 92 | 119 | |||||||||
For Tata Elxsi Limited - strike price 7000 expiring on 30SEP2025
Delta for 7000 CE is 0.01
Historical price for 7000 CE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 0.9, which was -1.05 lower than the previous day. The implied volatity was 45.17, the open interest changed by 38 which increased total open position to 350
On 14 Sept TATAELXSI was trading at 5721.50. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 40.81, the open interest changed by -2 which decreased total open position to 489
On 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 14.95, which was 1.25 higher than the previous day. The implied volatity was 32.97, the open interest changed by 92 which increased total open position to 119
| TATAELXSI 30SEP2025 7000 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 | 1634.8 | 1.65 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5721.50 | 1634.8 | 1.65 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5681.50 | 1376.95 | -24.15 | 62.24 | 34 | 32 | 47 |
For Tata Elxsi Limited - strike price 7000 expiring on 30SEP2025
Delta for 7000 PE is 0.00
Historical price for 7000 PE is as follows
On 21 Sept TATAELXSI was trading at 5722.50. The strike last trading price was 1634.8, which was 1.65 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 1634.8, which was 1.65 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 17 Aug TATAELXSI was trading at 5681.50. The strike last trading price was 1376.95, which was -24.15 lower than the previous day. The implied volatity was 62.24, the open interest changed by 32 which increased total open position to 47
