Historical option data for TATAELXSI
22 Jun 2026 01:19 PM IST
| TATAELXSI 28-Jul-2026 (36d) 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.05
Theta: -2.49
Gamma: 0.00096
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 4095.00 | 171 | 11.45 (7.18%) | 31.89 | 138 | 29 | 182 | |||||||||
| 19 Jun | 4065.50 | 164.9 | -33.45 (-16.86%) | 30.05 | 198 | 65 | 152 | |||||||||
| 18 Jun | 4116.00 | 197.95 | 13.05 (7.06%) | 33.45 | 110 | 12 | 87 | |||||||||
| 17 Jun | 4094.60 | 183 | -24.3 (-11.72%) | 32.19 | 115 | 53 | 75 | |||||||||
| 16 Jun | 4119.00 | 207 | 12 (6.15%) | 32.57 | 21 | 6 | 24 | |||||||||
| 15 Jun | 4068.20 | 186.5 | -76.5 (-29.09%) | 34.27 | 7 | 6 | 17 | |||||||||
| 12 Jun | 4064.90 | 263.05 | 0.05 (0.02%) | - | 3 | 0 | 11 | |||||||||
| 11 Jun | 4009.10 | 263.05 | 0.05 (0.02%) | 42.89 | 3 | 0 | 11 | |||||||||
| 10 Jun | 4092.20 | 263.05 | -52.95 (-16.76%) | 42.89 | 3 | 1 | 10 | |||||||||
| 9 Jun | 4257.20 | 316.05 | 0.05 (0.02%) | - | 9 | 0 | 9 | |||||||||
| 8 Jun | 4255.40 | 316.05 | 0.05 (0.02%) | - | 9 | 0 | 9 | |||||||||
| 5 Jun | 4301.10 | 288.05 | -33.95 (-10.54%) | 22.86 | 9 | 6 | 9 | |||||||||
| 4 Jun | 4295.20 | 322.45 | 0.45 (0.14%) | - | 3 | 0 | 3 | |||||||||
| 3 Jun | 4347.00 | 322.45 | 0.45 (0.14%) | - | 3 | 0 | 3 | |||||||||
| 2 Jun | 4530.30 | 322.45 | 0.45 (0.14%) | - | 3 | 0 | 3 | |||||||||
| 1 Jun | 4302.90 | 322.45 | 0.45 (0.14%) | 27.45 | 3 | 0 | 3 | |||||||||
| 29 May | 4285.40 | 322.45 | -41.55 (-11.41%) | 27.45 | 3 | 0 | 0 | |||||||||
| 7 May | 4297.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4281.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4100 expiring on 28JUL2026
Delta for 4100 CE is 0.53
Historical price for 4100 CE is as follows
On 22 Jun TATAELXSI was trading at 4095.00. The strike last trading price was 171, which was 11.45 higher than the previous day. The implied volatity was 31.89, the open interest changed by 29 which increased total open position to 182
On 19 Jun TATAELXSI was trading at 4065.50. The strike last trading price was 164.9, which was -33.45 lower than the previous day. The implied volatity was 30.05, the open interest changed by 65 which increased total open position to 152
On 18 Jun TATAELXSI was trading at 4116.00. The strike last trading price was 197.95, which was 13.05 higher than the previous day. The implied volatity was 33.45, the open interest changed by 12 which increased total open position to 87
On 17 Jun TATAELXSI was trading at 4094.60. The strike last trading price was 183, which was -24.3 lower than the previous day. The implied volatity was 32.19, the open interest changed by 53 which increased total open position to 75
On 16 Jun TATAELXSI was trading at 4119.00. The strike last trading price was 207, which was 12 higher than the previous day. The implied volatity was 32.57, the open interest changed by 6 which increased total open position to 24
On 15 Jun TATAELXSI was trading at 4068.20. The strike last trading price was 186.5, which was -76.5 lower than the previous day. The implied volatity was 34.27, the open interest changed by 6 which increased total open position to 17
On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 263.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 263.05, which was 0.05 higher than the previous day. The implied volatity was 42.89, the open interest changed by 0 which decreased total open position to 11
On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 263.05, which was -52.95 lower than the previous day. The implied volatity was 42.89, the open interest changed by 1 which increased total open position to 10
On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 316.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 316.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 288.05, which was -33.95 lower than the previous day. The implied volatity was 22.86, the open interest changed by 6 which increased total open position to 9
On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 322.45, which was 0.45 higher than the previous day. The implied volatity was -, 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 322.45, which was 0.45 higher than the previous day. The implied volatity was -, 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 322.45, which was 0.45 higher 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 322.45, which was 0.45 higher than the previous day. The implied volatity was 27.45, 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 322.45, which was -41.55 lower than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 0
On 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 0, 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 May TATAELXSI was trading at 4281.30. The strike last trading price was 0, 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-Jul-2026 (36d) 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.05
Theta: -2.41
Gamma: 0.00078
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 4095.00 | 194 | -25.2 (-11.50%) | 39.49 | 21 | 14 | 120 |
| 19 Jun | 4065.50 | 215.75 | 43.3 (25.11%) | 40.77 | 48 | 24 | 105 |
| 18 Jun | 4116.00 | 172 | -16 (-8.51%) | 34.82 | 37 | 9 | 81 |
| 17 Jun | 4094.60 | 188 | 6.3 (3.47%) | 36.24 | 77 | 59 | 71 |
| 16 Jun | 4119.00 | 181.7 | -18.05 (-9.04%) | 35.73 | 7 | 0 | 12 |
| 15 Jun | 4068.20 | 200 | 59.25 (42.10%) | 35.76 | 7 | 5 | 10 |
| 12 Jun | 4064.90 | 140.75 | 140.75 | - | 3 | 0 | 5 |
| 11 Jun | 4009.10 | 140.75 | 140.75 | - | 3 | 0 | 5 |
| 10 Jun | 4092.20 | 140.75 | 140.75 | - | 3 | 0 | 5 |
| 9 Jun | 4257.20 | 140.75 | 140.75 | - | 3 | 0 | 5 |
| 8 Jun | 4255.40 | 140.75 | 140.75 | - | 3 | 0 | 5 |
| 5 Jun | 4301.10 | 140.75 | 17.65 (14.34%) | 39.03 | 3 | 3 | 5 |
| 4 Jun | 4295.20 | 123.1 | 123.1 (23.10%) | 38.4 | 1 | 0 | 2 |
| 3 Jun | 4347.00 | 123.1 | 23.1 (23.10%) | 38.4 | 1 | 1 | 2 |
| 2 Jun | 4530.30 | 100 | -173.65 (-63.46%) | 40.49 | 1 | 1 | 1 |
| 1 Jun | 4302.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 4285.40 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4297.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 4281.30 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4100 expiring on 28JUL2026
Delta for 4100 PE is -0.46
Historical price for 4100 PE is as follows
On 22 Jun TATAELXSI was trading at 4095.00. The strike last trading price was 194, which was -25.2 lower than the previous day. The implied volatity was 39.49, the open interest changed by 14 which increased total open position to 120
On 19 Jun TATAELXSI was trading at 4065.50. The strike last trading price was 215.75, which was 43.3 higher than the previous day. The implied volatity was 40.77, the open interest changed by 24 which increased total open position to 105
On 18 Jun TATAELXSI was trading at 4116.00. The strike last trading price was 172, which was -16 lower than the previous day. The implied volatity was 34.82, the open interest changed by 9 which increased total open position to 81
On 17 Jun TATAELXSI was trading at 4094.60. The strike last trading price was 188, which was 6.3 higher than the previous day. The implied volatity was 36.24, the open interest changed by 59 which increased total open position to 71
On 16 Jun TATAELXSI was trading at 4119.00. The strike last trading price was 181.7, which was -18.05 lower than the previous day. The implied volatity was 35.73, the open interest changed by 0 which decreased total open position to 12
On 15 Jun TATAELXSI was trading at 4068.20. The strike last trading price was 200, which was 59.25 higher than the previous day. The implied volatity was 35.76, the open interest changed by 5 which increased total open position to 10
On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 140.75, which was 140.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 140.75, which was 140.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 140.75, which was 140.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 140.75, which was 140.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 140.75, which was 140.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 140.75, which was 17.65 higher than the previous day. The implied volatity was 39.03, the open interest changed by 3 which increased total open position to 5
On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 123.1, which was 123.1 higher than the previous day. The implied volatity was 38.4, the open interest changed by 0 which decreased total open position to 2
On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 123.1, which was 23.1 higher than the previous day. The implied volatity was 38.4, the open interest changed by 1 which increased total open position to 2
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 100, which was -173.65 lower than the previous day. The implied volatity was 40.49, the open interest changed by 1 which increased total open position to 1
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 0, 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 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 0, 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 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 0, 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 May TATAELXSI was trading at 4281.30. The strike last trading price was 0, 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
