TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
30 Mar 2026 04:12 PM IST
| TATAELXSI 28-Apr-2026 (28d) 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 4.26
Theta: -3.64
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 3976.60 | 121.85 | -39.05 | 44.41 | 521 | 71 | 440 | |||||||||
| 27 Mar | 4160.80 | 154.95 | -33.2 | 33.53 | 777 | 106 | 375 | |||||||||
| 25 Mar | 4213.40 | 184.8 | 2.3 | 31.85 | 361 | 24 | 269 | |||||||||
| 24 Mar | 4180.20 | 185 | 11.65 | 36.01 | 446 | -44 | 244 | |||||||||
| 23 Mar | 4130.60 | 167.25 | -52.35 | 35.73 | 616 | 153 | 286 | |||||||||
| 20 Mar | 4237.70 | 219.7 | 91.9 | 32.27 | 566 | 70 | 133 | |||||||||
| 19 Mar | 4039.30 | 127 | -75.15 | 31.75 | 65 | 18 | 64 | |||||||||
| 18 Mar | 4207.40 | 202.15 | 48.6 | 31.84 | 61 | 21 | 45 | |||||||||
| 17 Mar | 4103.60 | 153 | -89.25 | 30.99 | 22 | 19 | 25 | |||||||||
| 16 Mar | 4202.20 | 242.25 | -1065 | 37.82 | 6 | 0 | 0 | |||||||||
| 13 Mar | 4255.00 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Mar | 4343.40 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4356.60 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4303.70 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 4330.20 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4400.00 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4357.70 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4449.30 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4513.00 | 1307.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4200 expiring on 28APR2026
Delta for 4200 CE is 0.38
Historical price for 4200 CE is as follows
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 121.85, which was -39.05 lower than the previous day. The implied volatity was 44.41, the open interest changed by 71 which increased total open position to 440
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 154.95, which was -33.2 lower than the previous day. The implied volatity was 33.53, the open interest changed by 106 which increased total open position to 375
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 184.8, which was 2.3 higher than the previous day. The implied volatity was 31.85, the open interest changed by 24 which increased total open position to 269
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 185, which was 11.65 higher than the previous day. The implied volatity was 36.01, the open interest changed by -44 which decreased total open position to 244
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 167.25, which was -52.35 lower than the previous day. The implied volatity was 35.73, the open interest changed by 153 which increased total open position to 286
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 219.7, which was 91.9 higher than the previous day. The implied volatity was 32.27, the open interest changed by 70 which increased total open position to 133
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 127, which was -75.15 lower than the previous day. The implied volatity was 31.75, the open interest changed by 18 which increased total open position to 64
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 202.15, which was 48.6 higher than the previous day. The implied volatity was 31.84, the open interest changed by 21 which increased total open position to 45
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 153, which was -89.25 lower than the previous day. The implied volatity was 30.99, the open interest changed by 19 which increased total open position to 25
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 242.25, which was -1065 lower than the previous day. The implied volatity was 37.82, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 1307.25, 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 1307.25, 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 1307.25, 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 1307.25, 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 1307.25, 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 1307.25, 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 1307.25, 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 1307.25, 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 1307.25, 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 1307.25, 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 (28d) 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 4.32
Theta: -2.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 3976.60 | 335 | 66.95 | 49.63 | 49 | 6 | 345 |
| 27 Mar | 4160.80 | 278.6 | 51.25 | 54.85 | 677 | 95 | 355 |
| 25 Mar | 4213.40 | 234.75 | -24.4 | 50.29 | 193 | 88 | 257 |
| 24 Mar | 4180.20 | 259.5 | -42 | 50.55 | 88 | -9 | 158 |
| 23 Mar | 4130.60 | 323.9 | 94.05 | 58.87 | 236 | 73 | 166 |
| 20 Mar | 4237.70 | 231.2 | -85.5 | 49.33 | 182 | 80 | 91 |
| 19 Mar | 4039.30 | 316.7 | 106.7 | 48.67 | 4 | 3 | 10 |
| 18 Mar | 4207.40 | 210 | 85 | 41.78 | 3 | 1 | 6 |
| 17 Mar | 4103.60 | 125 | -14 | - | 0 | 0 | 5 |
| 16 Mar | 4202.20 | 125 | -14 | - | 0 | 0 | 0 |
| 13 Mar | 4255.00 | 125 | -14 | - | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 125 | -14 | - | 0 | 0 | 5 |
| 11 Mar | 4343.40 | 125 | -14 | - | 0 | 0 | 5 |
| 10 Mar | 4356.60 | 125 | -14 | - | 0 | 0 | 5 |
| 9 Mar | 4303.70 | 125 | -14 | - | 0 | 0 | 5 |
| 6 Mar | 4330.20 | 125 | -14 | 32.09 | 2 | 0 | 5 |
| 5 Mar | 4400.00 | 139 | 11.4 | - | 2 | 0 | 0 |
| 4 Mar | 4357.70 | 139 | 11.4 | - | 2 | 0 | 5 |
| 2 Mar | 4449.30 | 139 | 11.4 | 40.08 | 2 | 1 | 4 |
| 27 Feb | 4513.00 | 127.6 | 99.7 | 39.43 | 3 | 2 | 2 |
For Tata Elxsi Limited - strike price 4200 expiring on 28APR2026
Delta for 4200 PE is -0.6
Historical price for 4200 PE is as follows
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 335, which was 66.95 higher than the previous day. The implied volatity was 49.63, the open interest changed by 6 which increased total open position to 345
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 278.6, which was 51.25 higher than the previous day. The implied volatity was 54.85, the open interest changed by 95 which increased total open position to 355
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 234.75, which was -24.4 lower than the previous day. The implied volatity was 50.29, the open interest changed by 88 which increased total open position to 257
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 259.5, which was -42 lower than the previous day. The implied volatity was 50.55, the open interest changed by -9 which decreased total open position to 158
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 323.9, which was 94.05 higher than the previous day. The implied volatity was 58.87, the open interest changed by 73 which increased total open position to 166
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 231.2, which was -85.5 lower than the previous day. The implied volatity was 49.33, the open interest changed by 80 which increased total open position to 91
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 316.7, which was 106.7 higher than the previous day. The implied volatity was 48.67, the open interest changed by 3 which increased total open position to 10
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 210, which was 85 higher than the previous day. The implied volatity was 41.78, the open interest changed by 1 which increased total open position to 6
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 125, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 125, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 125, which was -14 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 125, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 125, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 125, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 125, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 125, which was -14 lower than the previous day. The implied volatity was 32.09, the open interest changed by 0 which decreased total open position to 5
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 139, which was 11.4 higher 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 139, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 139, which was 11.4 higher than the previous day. The implied volatity was 40.08, the open interest changed by 1 which increased total open position to 4
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 127.6, which was 99.7 higher than the previous day. The implied volatity was 39.43, the open interest changed by 2 which increased total open position to 2
