[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
4148.4 +16.80 (0.41%)
L: 4137 H: 4199.3

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Historical option data for TATAELXSI

29 Apr 2026 04:10 PM IST
TATAELXSI 26-May-2026 (26d) 4200 CE
Delta: 0.48
Vega: 0.05
Theta: -3.13
Gamma: 0.00101
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 4148.40 140 2.6999999999999886 34.81 1,524 217 810
28 Apr 4131.60 141 -13.400000000000006 34.55 1,153 153 593
27 Apr 4188.70 155 0.19999999999998863 30.95 691 130 429
24 Apr 4193.00 148 -35.44999999999999 28.31 652 171 293
23 Apr 4233.50 184.55 -79.09999999999997 31.8 252 117 118
22 Apr 4362.50 263.65 -276.75 31.11 1 0 0
21 Apr 4650.70 0 0 - 0 0 0
20 Apr 4516.60 0 0 - 0 0 0
17 Apr 4592.50 0 0 - 0 0 0
16 Apr 4593.60 0 0 - 0 0 0
15 Apr 4540.60 0 0 - 0 0 0
13 Apr 4411.40 0 0 - 0 0 0
10 Apr 4445.30 - - - 0 0 0
9 Apr 4452.00 540.4 0 - 0 0 0
8 Apr 4434.40 540.4 0 - 0 0 0
7 Apr 4357.60 540.4 0 - 0 0 0
6 Apr 4272.30 540.4 0 - 0 0 0
2 Apr 4241.30 540.4 0 0.33 0 0 0
1 Apr 4127.10 540.4 0 0.05 0 0 0
30 Mar 3976.60 0 0 2.55 0 0 0
27 Mar 4160.80 0 0 - 0 0 0
25 Mar 4213.40 0 0 - 0 0 0
24 Mar 4180.20 0 0 0.16 0 0 0
23 Mar 4130.60 0 0 0.14 0 0 0
20 Mar 4237.70 0 0 - 0 0 0
19 Mar 4039.30 0 0 1.47 0 0 0
18 Mar 4207.40 0 0 - 0 0 0
17 Mar 4103.60 0 0 0.44 0 0 0
16 Mar 4202.20 0 0 - 0 0 0
13 Mar 4255.00 0 0 - 0 0 0
12 Mar 4330.00 0 0 - 0 0 0
11 Mar 4343.40 0 0 - 0 0 0
10 Mar 4356.60 0 0 - 0 0 0
9 Mar 4303.70 0 0 - 0 0 0
6 Mar 4330.20 0 0 - 0 0 0
5 Mar 4400.00 0 0 - 0 0 0
4 Mar 4357.70 0 0 - 0 0 0
2 Mar 4449.30 0 0 - 0 0 0
27 Feb 4513.00 0 0 - 0 0 0


For Tata Elxsi Limited - strike price 4200 expiring on 26MAY2026

Delta for 4200 CE is 0.48

Historical price for 4200 CE is as follows

On 29 Apr TATAELXSI was trading at 4148.40. The strike last trading price was 140, which was 2.6999999999999886 higher than the previous day. The implied volatity was 34.81, the open interest changed by 217 which increased total open position to 810


On 28 Apr TATAELXSI was trading at 4131.60. The strike last trading price was 141, which was -13.400000000000006 lower than the previous day. The implied volatity was 34.55, the open interest changed by 153 which increased total open position to 593


On 27 Apr TATAELXSI was trading at 4188.70. The strike last trading price was 155, which was 0.19999999999998863 higher than the previous day. The implied volatity was 30.95, the open interest changed by 130 which increased total open position to 429


On 24 Apr TATAELXSI was trading at 4193.00. The strike last trading price was 148, which was -35.44999999999999 lower than the previous day. The implied volatity was 28.31, the open interest changed by 171 which increased total open position to 293


On 23 Apr TATAELXSI was trading at 4233.50. The strike last trading price was 184.55, which was -79.09999999999997 lower than the previous day. The implied volatity was 31.8, the open interest changed by 117 which increased total open position to 118


On 22 Apr TATAELXSI was trading at 4362.50. The strike last trading price was 263.65, which was -276.75 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 0


On 21 Apr TATAELXSI was trading at 4650.70. 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 20 Apr TATAELXSI was trading at 4516.60. 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 17 Apr TATAELXSI was trading at 4592.50. 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 16 Apr TATAELXSI was trading at 4593.60. 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 15 Apr TATAELXSI was trading at 4540.60. 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 13 Apr TATAELXSI was trading at 4411.40. 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 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 540.4, 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 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 540.4, 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 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 540.4, 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 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 540.4, 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 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 540.4, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 540.4, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0


On 27 Mar TATAELXSI was trading at 4160.80. 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 25 Mar TATAELXSI was trading at 4213.40. 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 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0


On 20 Mar TATAELXSI was trading at 4237.70. 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 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0


On 18 Mar TATAELXSI was trading at 4207.40. 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 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 16 Mar TATAELXSI was trading at 4202.20. 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 13 Mar TATAELXSI was trading at 4255.00. 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 12 Mar TATAELXSI was trading at 4330.00. 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 11 Mar TATAELXSI was trading at 4343.40. 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 10 Mar TATAELXSI was trading at 4356.60. 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 9 Mar TATAELXSI was trading at 4303.70. 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 Mar TATAELXSI was trading at 4330.20. 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 5 Mar TATAELXSI was trading at 4400.00. 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 4 Mar TATAELXSI was trading at 4357.70. 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 2 Mar TATAELXSI was trading at 4449.30. 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


On 27 Feb TATAELXSI was trading at 4513.00. 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 26-May-2026 (26d) 4200 PE
Delta: -0.52
Vega: 0.04
Theta: -2.56
Gamma: 0.00099
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 4148.40 184.05 -11.799999999999983 35.63 688 313 713
28 Apr 4131.60 186.75 -27.30000000000001 36.22 443 47 403
27 Apr 4188.70 210 -28.75 45.88 333 75 356
24 Apr 4193.00 238.05 20.80000000000001 48.89 796 46 281
23 Apr 4233.50 219.4 61.20000000000002 47.67 507 92 233
22 Apr 4362.50 164.9 91 46.26 403 107 141
21 Apr 4650.70 72 -23 43.92 43 9 24
20 Apr 4516.60 95 15 41.59 8 3 11
17 Apr 4592.50 80 -55 40.7 6 5 7
16 Apr 4593.60 135 11.400000000000006 - 0 0 2
15 Apr 4540.60 135 11.400000000000006 - 0 0 2
13 Apr 4411.40 135 -15 39.84 1 0 1
10 Apr 4445.30 - - - 0 0 0
9 Apr 4452.00 173.25 0 4.95 0 0 0
8 Apr 4434.40 173.25 0 4.92 0 0 0
7 Apr 4357.60 173.25 0 3.55 0 0 0
6 Apr 4272.30 173.25 0 2.36 0 0 0
2 Apr 4241.30 173.25 0 1.53 0 0 0
1 Apr 4127.10 173.25 0 0.01 0 0 0
30 Mar 3976.60 0 0 - 0 0 0
27 Mar 4160.80 0 0 0.35 0 0 0
25 Mar 4213.40 0 0 1.56 0 0 0
24 Mar 4180.20 0 0 0.64 0 0 0
23 Mar 4130.60 0 0 0.11 0 0 0
20 Mar 4237.70 0 0 1.87 0 0 0
19 Mar 4039.30 0 0 1.26 0 0 0
18 Mar 4207.40 0 0 1.24 0 0 0
17 Mar 4103.60 0 0 1.32 0 0 0
16 Mar 4202.20 0 0 - 0 0 0
13 Mar 4255.00 0 0 - 0 0 0
12 Mar 4330.00 0 0 3.02 0 0 0
11 Mar 4343.40 0 0 3.22 0 0 0
10 Mar 4356.60 0 0 3.13 0 0 0
9 Mar 4303.70 0 0 2.56 0 0 0
6 Mar 4330.20 0 0 2.89 0 0 0
5 Mar 4400.00 0 0 3.74 0 0 0
4 Mar 4357.70 0 0 3.06 0 0 0
2 Mar 4449.30 0 0 4.07 0 0 0
27 Feb 4513.00 0 0 4.76 0 0 0


For Tata Elxsi Limited - strike price 4200 expiring on 26MAY2026

Delta for 4200 PE is -0.52

Historical price for 4200 PE is as follows

On 29 Apr TATAELXSI was trading at 4148.40. The strike last trading price was 184.05, which was -11.799999999999983 lower than the previous day. The implied volatity was 35.63, the open interest changed by 313 which increased total open position to 713


On 28 Apr TATAELXSI was trading at 4131.60. The strike last trading price was 186.75, which was -27.30000000000001 lower than the previous day. The implied volatity was 36.22, the open interest changed by 47 which increased total open position to 403


On 27 Apr TATAELXSI was trading at 4188.70. The strike last trading price was 210, which was -28.75 lower than the previous day. The implied volatity was 45.88, the open interest changed by 75 which increased total open position to 356


On 24 Apr TATAELXSI was trading at 4193.00. The strike last trading price was 238.05, which was 20.80000000000001 higher than the previous day. The implied volatity was 48.89, the open interest changed by 46 which increased total open position to 281


On 23 Apr TATAELXSI was trading at 4233.50. The strike last trading price was 219.4, which was 61.20000000000002 higher than the previous day. The implied volatity was 47.67, the open interest changed by 92 which increased total open position to 233


On 22 Apr TATAELXSI was trading at 4362.50. The strike last trading price was 164.9, which was 91 higher than the previous day. The implied volatity was 46.26, the open interest changed by 107 which increased total open position to 141


On 21 Apr TATAELXSI was trading at 4650.70. The strike last trading price was 72, which was -23 lower than the previous day. The implied volatity was 43.92, the open interest changed by 9 which increased total open position to 24


On 20 Apr TATAELXSI was trading at 4516.60. The strike last trading price was 95, which was 15 higher than the previous day. The implied volatity was 41.59, the open interest changed by 3 which increased total open position to 11


On 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was 80, which was -55 lower than the previous day. The implied volatity was 40.7, the open interest changed by 5 which increased total open position to 7


On 16 Apr TATAELXSI was trading at 4593.60. The strike last trading price was 135, which was 11.400000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 135, which was 11.400000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 135, which was -15 lower than the previous day. The implied volatity was 39.84, the open interest changed by 0 which decreased total open position to 1


On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0


On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0


On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0


On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0


On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 30 Mar TATAELXSI was trading at 3976.60. 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 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0


On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0


On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 16 Mar TATAELXSI was trading at 4202.20. 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 13 Mar TATAELXSI was trading at 4255.00. 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 12 Mar TATAELXSI was trading at 4330.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.02, 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 0, which was 0 lower than the previous day. The implied volatity was 3.22, 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 0, which was 0 lower than the previous day. The implied volatity was 3.13, 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 0, which was 0 lower than the previous day. The implied volatity was 2.56, 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 0, which was 0 lower than the previous day. The implied volatity was 2.89, 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 0, which was 0 lower than the previous day. The implied volatity was 3.74, 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 0, which was 0 lower than the previous day. The implied volatity was 3.06, 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 0, which was 0 lower than the previous day. The implied volatity was 4.07, 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 0, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0