Historical option data for TATAELXSI
29 Jun 2026 10:50 AM IST
| TATAELXSI 28-Jul-2026 (27d) 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4018.00 | 385 | 0 (0.00%) | - | 1 | 0 | 5 | |||||||||
| 25 Jun | 4028.30 | 385 | -84.6 (-18.02%) | 12.02 | 1 | 1 | 5 | |||||||||
| 24 Jun | 4025.50 | 469.6 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 23 Jun | 4076.10 | 469.6 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 22 Jun | 4115.30 | 469.6 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 19 Jun | 4065.50 | 469.6 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 18 Jun | 4116.00 | 469.6 | 0 (0.00%) | - | 3 | 0 | 4 | |||||||||
| 17 Jun | 4094.60 | 469.6 | 0 (0.00%) | 29.46 | 3 | 0 | 4 | |||||||||
| 16 Jun | 4119.00 | 469.6 | 29.6 (6.73%) | 29.46 | 3 | -1 | 4 | |||||||||
| 15 Jun | 4068.20 | 440 | -148 (-25.17%) | 31.31 | 2 | 2 | 5 | |||||||||
| 12 Jun | 4064.90 | 588.35 | 0.35 (0.06%) | - | 3 | 0 | 3 | |||||||||
| 11 Jun | 4009.10 | 588.35 | 0.35 (0.06%) | - | 3 | 0 | 3 | |||||||||
| 10 Jun | 4092.20 | 588.35 | 0.35 (0.06%) | - | 3 | 0 | 3 | |||||||||
| 9 Jun | 4257.20 | 588.35 | 0.35 (0.06%) | - | 3 | 0 | 3 | |||||||||
| 8 Jun | 4255.40 | 588.35 | 0.35 (0.06%) | - | 3 | 0 | 3 | |||||||||
| 5 Jun | 4301.10 | 588.35 | 0.35 (0.06%) | - | 3 | 0 | 3 | |||||||||
| 4 Jun | 4295.20 | 588.35 | 0.35 (0.06%) | 38.15 | 3 | 0 | 3 | |||||||||
| 3 Jun | 4347.00 | 588.35 | -42.65 (-6.76%) | 38.15 | 3 | 0 | 3 | |||||||||
| 2 Jun | 4530.30 | 630.55 | -0.45 (-0.07%) | - | 3 | 0 | 3 | |||||||||
| 1 Jun | 4302.90 | 630.55 | -0.45 (-0.07%) | 21.61 | 3 | 0 | 3 | |||||||||
| 29 May | 4285.40 | 630.55 | 26.55 (4.40%) | 21.61 | 3 | 3 | 3 | |||||||||
For Tata Elxsi Limited - strike price 3700 expiring on 28JUL2026
Delta for 3700 CE is -
Historical price for 3700 CE is as follows
On 29 Jun TATAELXSI was trading at 4018.00. The strike last trading price was 385, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 Jun TATAELXSI was trading at 4028.30. The strike last trading price was 385, which was -84.6 lower than the previous day. The implied volatity was 12.02, the open interest changed by 1 which increased total open position to 5
On 24 Jun TATAELXSI was trading at 4025.50. The strike last trading price was 469.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Jun TATAELXSI was trading at 4076.10. The strike last trading price was 469.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Jun TATAELXSI was trading at 4115.30. The strike last trading price was 469.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Jun TATAELXSI was trading at 4065.50. The strike last trading price was 469.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Jun TATAELXSI was trading at 4116.00. The strike last trading price was 469.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Jun TATAELXSI was trading at 4094.60. The strike last trading price was 469.6, which was 0 lower than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 4
On 16 Jun TATAELXSI was trading at 4119.00. The strike last trading price was 469.6, which was 29.6 higher than the previous day. The implied volatity was 29.46, the open interest changed by -1 which decreased total open position to 4
On 15 Jun TATAELXSI was trading at 4068.20. The strike last trading price was 440, which was -148 lower than the previous day. The implied volatity was 31.31, the open interest changed by 2 which increased total open position to 5
On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 588.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 588.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 588.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 588.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 588.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 588.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 588.35, which was 0.35 higher than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 3
On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 588.35, which was -42.65 lower than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 3
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 630.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 630.55, which was -0.45 lower than the previous day. The implied volatity was 21.61, the open interest changed by 0 which decreased total open position to 3
On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 630.55, which was 26.55 higher than the previous day. The implied volatity was 21.61, the open interest changed by 3 which increased total open position to 3
| TATAELXSI 28-Jul-2026 (27d) 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.03
Theta: -2.06
Gamma: 0.00059
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4018.00 | 64 | -4 (-5.88%) | 43.05 | 28 | 0 | 108 |
| 25 Jun | 4028.30 | 68 | -2.3 (-3.27%) | 41.11 | 36 | 11 | 108 |
| 24 Jun | 4025.50 | 70 | 15.5 (28.44%) | 41.04 | 90 | 43 | 97 |
| 23 Jun | 4076.10 | 56.25 | 5.7 (11.28%) | 39.83 | 21 | 9 | 54 |
| 22 Jun | 4115.30 | 50.55 | -9.55 (-15.89%) | 39.06 | 18 | 5 | 46 |
| 19 Jun | 4065.50 | 60.1 | 19.95 (49.69%) | 38.69 | 41 | 5 | 41 |
| 18 Jun | 4116.00 | 40 | -15 (-27.27%) | 35.88 | 16 | 3 | 36 |
| 17 Jun | 4094.60 | 55 | 9.05 (19.70%) | 36.41 | 6 | 5 | 33 |
| 16 Jun | 4119.00 | 45.95 | -9.5 (-17.13%) | 35.89 | 20 | 5 | 29 |
| 15 Jun | 4068.20 | 55.45 | -17.05 (-23.52%) | 36.44 | 12 | 9 | 24 |
| 12 Jun | 4064.90 | 72.5 | 72.5 (42.02%) | 35.77 | 3 | 0 | 15 |
| 11 Jun | 4009.10 | 72.5 | 21.45 (42.02%) | 35.77 | 3 | 2 | 14 |
| 10 Jun | 4092.20 | 51.05 | -0.95 (-1.83%) | 36.75 | 6 | 5 | 12 |
| 9 Jun | 4257.20 | 52 | 52 | - | 1 | 0 | 7 |
| 8 Jun | 4255.40 | 52 | 52 | - | 1 | 0 | 7 |
| 5 Jun | 4301.10 | 52 | 52 (25.91%) | 40.29 | 1 | 0 | 7 |
| 4 Jun | 4295.20 | 52 | 10.7 (25.91%) | 40.29 | 1 | 1 | 7 |
| 3 Jun | 4347.00 | 41.3 | 1.3 (3.25%) | 40.25 | 1 | 1 | 6 |
| 2 Jun | 4530.30 | 40 | 40 (5.40%) | 37.24 | 1 | 0 | 5 |
| 1 Jun | 4302.90 | 40 | 2.05 (5.40%) | 37.24 | 1 | 1 | 5 |
| 29 May | 4285.40 | 37.95 | -81.1 (-68.12%) | 34.91 | 4 | 4 | 4 |
For Tata Elxsi Limited - strike price 3700 expiring on 28JUL2026
Delta for 3700 PE is -0.21
Historical price for 3700 PE is as follows
On 29 Jun TATAELXSI was trading at 4018.00. The strike last trading price was 64, which was -4 lower than the previous day. The implied volatity was 43.05, the open interest changed by 0 which decreased total open position to 108
On 25 Jun TATAELXSI was trading at 4028.30. The strike last trading price was 68, which was -2.3 lower than the previous day. The implied volatity was 41.11, the open interest changed by 11 which increased total open position to 108
On 24 Jun TATAELXSI was trading at 4025.50. The strike last trading price was 70, which was 15.5 higher than the previous day. The implied volatity was 41.04, the open interest changed by 43 which increased total open position to 97
On 23 Jun TATAELXSI was trading at 4076.10. The strike last trading price was 56.25, which was 5.7 higher than the previous day. The implied volatity was 39.83, the open interest changed by 9 which increased total open position to 54
On 22 Jun TATAELXSI was trading at 4115.30. The strike last trading price was 50.55, which was -9.55 lower than the previous day. The implied volatity was 39.06, the open interest changed by 5 which increased total open position to 46
On 19 Jun TATAELXSI was trading at 4065.50. The strike last trading price was 60.1, which was 19.95 higher than the previous day. The implied volatity was 38.69, the open interest changed by 5 which increased total open position to 41
On 18 Jun TATAELXSI was trading at 4116.00. The strike last trading price was 40, which was -15 lower than the previous day. The implied volatity was 35.88, the open interest changed by 3 which increased total open position to 36
On 17 Jun TATAELXSI was trading at 4094.60. The strike last trading price was 55, which was 9.05 higher than the previous day. The implied volatity was 36.41, the open interest changed by 5 which increased total open position to 33
On 16 Jun TATAELXSI was trading at 4119.00. The strike last trading price was 45.95, which was -9.5 lower than the previous day. The implied volatity was 35.89, the open interest changed by 5 which increased total open position to 29
On 15 Jun TATAELXSI was trading at 4068.20. The strike last trading price was 55.45, which was -17.05 lower than the previous day. The implied volatity was 36.44, the open interest changed by 9 which increased total open position to 24
On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 72.5, which was 72.5 higher than the previous day. The implied volatity was 35.77, the open interest changed by 0 which decreased total open position to 15
On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 72.5, which was 21.45 higher than the previous day. The implied volatity was 35.77, the open interest changed by 2 which increased total open position to 14
On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 51.05, which was -0.95 lower than the previous day. The implied volatity was 36.75, the open interest changed by 5 which increased total open position to 12
On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 52, which was 52 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 52, which was 52 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 52, which was 52 higher than the previous day. The implied volatity was 40.29, the open interest changed by 0 which decreased total open position to 7
On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 52, which was 10.7 higher than the previous day. The implied volatity was 40.29, the open interest changed by 1 which increased total open position to 7
On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 41.3, which was 1.3 higher than the previous day. The implied volatity was 40.25, the open interest changed by 1 which increased total open position to 6
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 5
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 40, which was 2.05 higher than the previous day. The implied volatity was 37.24, the open interest changed by 1 which increased total open position to 5
On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 37.95, which was -81.1 lower than the previous day. The implied volatity was 34.91, the open interest changed by 4 which increased total open position to 4
