TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
02 Apr 2026 04:12 PM IST
| TATAELXSI 28-Apr-2026 (24d) 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 3.65
Theta: -3.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 4241.30 | 345 | 75.1 | 41.17 | 166 | 26 | 152 | |||||||||
| 1 Apr | 4127.10 | 270 | 75.2 | 40.61 | 264 | -1 | 125 | |||||||||
| 30 Mar | 3976.60 | 195.1 | -65.8 | 42.84 | 244 | 83 | 128 | |||||||||
| 27 Mar | 4160.80 | 246.95 | -65.7 | 29.17 | 109 | 8 | 51 | |||||||||
| 25 Mar | 4213.40 | 312.95 | 36.1 | 33.16 | 35 | -6 | 41 | |||||||||
| 24 Mar | 4180.20 | 270.95 | 0.95 | 30.26 | 70 | 9 | 44 | |||||||||
| 23 Mar | 4130.60 | 270 | -63.2 | 35.21 | 13 | 4 | 36 | |||||||||
| 20 Mar | 4237.70 | 333.2 | 129.85 | 29.21 | 63 | 9 | 34 | |||||||||
| 19 Mar | 4039.30 | 210 | -98.05 | 29.44 | 21 | 4 | 25 | |||||||||
| 18 Mar | 4207.40 | 308.05 | 91.55 | 28.66 | 3 | 17 | 0 | |||||||||
| 17 Mar | 4103.60 | 216.5 | -99.95 | 22.6 | 32 | 19 | 23 | |||||||||
| 16 Mar | 4202.20 | 316.45 | -1174.45 | 31.62 | 4 | 2 | 2 | |||||||||
| 13 Mar | 4255.00 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4343.40 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4356.60 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4303.70 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Mar | 4330.20 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4400.00 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4357.70 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4449.30 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4513.00 | 1490.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4000 expiring on 28APR2026
Delta for 4000 CE is 0.74
Historical price for 4000 CE is as follows
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 345, which was 75.1 higher than the previous day. The implied volatity was 41.17, the open interest changed by 26 which increased total open position to 152
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 270, which was 75.2 higher than the previous day. The implied volatity was 40.61, the open interest changed by -1 which decreased total open position to 125
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 195.1, which was -65.8 lower than the previous day. The implied volatity was 42.84, the open interest changed by 83 which increased total open position to 128
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 246.95, which was -65.7 lower than the previous day. The implied volatity was 29.17, the open interest changed by 8 which increased total open position to 51
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 312.95, which was 36.1 higher than the previous day. The implied volatity was 33.16, the open interest changed by -6 which decreased total open position to 41
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 270.95, which was 0.95 higher than the previous day. The implied volatity was 30.26, the open interest changed by 9 which increased total open position to 44
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 270, which was -63.2 lower than the previous day. The implied volatity was 35.21, the open interest changed by 4 which increased total open position to 36
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 333.2, which was 129.85 higher than the previous day. The implied volatity was 29.21, the open interest changed by 9 which increased total open position to 34
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 210, which was -98.05 lower than the previous day. The implied volatity was 29.44, the open interest changed by 4 which increased total open position to 25
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 308.05, which was 91.55 higher than the previous day. The implied volatity was 28.66, the open interest changed by 17 which increased total open position to 0
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 216.5, which was -99.95 lower than the previous day. The implied volatity was 22.6, the open interest changed by 19 which increased total open position to 23
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 316.45, which was -1174.45 lower than the previous day. The implied volatity was 31.62, the open interest changed by 2 which increased total open position to 2
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 1490.9, 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 12 Mar TATAELXSI was trading at 4330.00. The strike last trading price was 1490.9, 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 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 1490.9, 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 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 1490.9, 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 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 1490.9, 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 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 1490.9, 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 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 1490.9, 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 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 1490.9, 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 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 1490.9, 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 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 1490.9, 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
| TATAELXSI 28-Apr-2026 (24d) 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 3.87
Theta: -3.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 4241.30 | 110.1 | -22.95 | 50.05 | 831 | 66 | 565 |
| 1 Apr | 4127.10 | 132 | -90.35 | 46.04 | 837 | -1 | 498 |
| 30 Mar | 3976.60 | 218 | 48.75 | 49.7 | 742 | 239 | 507 |
| 27 Mar | 4160.80 | 173.2 | 30 | 52.81 | 211 | 37 | 274 |
| 25 Mar | 4213.40 | 147.05 | -19.35 | 50.23 | 140 | -5 | 236 |
| 24 Mar | 4180.20 | 169.85 | -31.8 | 51.27 | 139 | 20 | 248 |
| 23 Mar | 4130.60 | 208 | 64.45 | 55.6 | 170 | 59 | 230 |
| 20 Mar | 4237.70 | 144 | -81.15 | 48.71 | 246 | 103 | 171 |
| 19 Mar | 4039.30 | 225 | 88.25 | 51.38 | 22 | 10 | 68 |
| 18 Mar | 4207.40 | 136.7 | -48.3 | 43.96 | 30 | 5 | 53 |
| 17 Mar | 4103.60 | 185 | 20.2 | 46.5 | 39 | 14 | 46 |
| 16 Mar | 4202.20 | 164.8 | 45.6 | 47.64 | 17 | 15 | 32 |
| 13 Mar | 4255.00 | 119.2 | 27.2 | 41.48 | 16 | -1 | 13 |
| 12 Mar | 4330.00 | 92 | 1.65 | 39.55 | 1 | 0 | 13 |
| 11 Mar | 4343.40 | 90.35 | -19.65 | 39.76 | 2 | 1 | 13 |
| 10 Mar | 4356.60 | 110 | 3.4 | 43.78 | 1 | 0 | 12 |
| 9 Mar | 4303.70 | 106.6 | 7 | 41 | 8 | 3 | 12 |
| 6 Mar | 4330.20 | 99.6 | 25.6 | 39.26 | 3 | 1 | 9 |
| 5 Mar | 4400.00 | 74 | -41 | 36.68 | 2 | 1 | 8 |
| 4 Mar | 4357.70 | 115 | 15 | 43.05 | 3 | 2 | 6 |
| 2 Mar | 4449.30 | 100 | 21.5 | 43.78 | 1 | 0 | 3 |
| 27 Feb | 4513.00 | 78.5 | 63.85 | 40.43 | 3 | 2 | 2 |
For Tata Elxsi Limited - strike price 4000 expiring on 28APR2026
Delta for 4000 PE is -0.29
Historical price for 4000 PE is as follows
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 110.1, which was -22.95 lower than the previous day. The implied volatity was 50.05, the open interest changed by 66 which increased total open position to 565
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 132, which was -90.35 lower than the previous day. The implied volatity was 46.04, the open interest changed by -1 which decreased total open position to 498
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 218, which was 48.75 higher than the previous day. The implied volatity was 49.7, the open interest changed by 239 which increased total open position to 507
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 173.2, which was 30 higher than the previous day. The implied volatity was 52.81, the open interest changed by 37 which increased total open position to 274
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 147.05, which was -19.35 lower than the previous day. The implied volatity was 50.23, the open interest changed by -5 which decreased total open position to 236
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 169.85, which was -31.8 lower than the previous day. The implied volatity was 51.27, the open interest changed by 20 which increased total open position to 248
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 208, which was 64.45 higher than the previous day. The implied volatity was 55.6, the open interest changed by 59 which increased total open position to 230
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 144, which was -81.15 lower than the previous day. The implied volatity was 48.71, the open interest changed by 103 which increased total open position to 171
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 225, which was 88.25 higher than the previous day. The implied volatity was 51.38, the open interest changed by 10 which increased total open position to 68
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 136.7, which was -48.3 lower than the previous day. The implied volatity was 43.96, the open interest changed by 5 which increased total open position to 53
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 185, which was 20.2 higher than the previous day. The implied volatity was 46.5, the open interest changed by 14 which increased total open position to 46
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 164.8, which was 45.6 higher than the previous day. The implied volatity was 47.64, the open interest changed by 15 which increased total open position to 32
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 119.2, which was 27.2 higher than the previous day. The implied volatity was 41.48, the open interest changed by -1 which decreased total open position to 13
On 12 Mar TATAELXSI was trading at 4330.00. The strike last trading price was 92, which was 1.65 higher than the previous day. The implied volatity was 39.55, the open interest changed by 0 which decreased total open position to 13
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 90.35, which was -19.65 lower than the previous day. The implied volatity was 39.76, the open interest changed by 1 which increased total open position to 13
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 110, which was 3.4 higher than the previous day. The implied volatity was 43.78, the open interest changed by 0 which decreased total open position to 12
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 106.6, which was 7 higher than the previous day. The implied volatity was 41, the open interest changed by 3 which increased total open position to 12
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 99.6, which was 25.6 higher than the previous day. The implied volatity was 39.26, the open interest changed by 1 which increased total open position to 9
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 74, which was -41 lower than the previous day. The implied volatity was 36.68, the open interest changed by 1 which increased total open position to 8
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 115, which was 15 higher than the previous day. The implied volatity was 43.05, the open interest changed by 2 which increased total open position to 6
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 100, which was 21.5 higher than the previous day. The implied volatity was 43.78, the open interest changed by 0 which decreased total open position to 3
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 78.5, which was 63.85 higher than the previous day. The implied volatity was 40.43, the open interest changed by 2 which increased total open position to 2
