Historical option data for TATAELXSI
20 May 2026 04:10 PM IST
| TATAELXSI 26-May-2026 (5d) 4250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0.02
Theta: -5.85
Gamma: 0.00215
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 4175.10 | 54.05 | 0 (0.00%) | 32.76 | 1,251 | -94 | 468 | |||||||||
| 19 May | 4186.10 | 55.7 | 5.25 (10.41%) | 33.79 | 1,939 | 54 | 562 | |||||||||
| 18 May | 4154.60 | 51.35 | 8.5 (19.84%) | 34.44 | 457 | 5 | 508 | |||||||||
| 15 May | 4125.60 | 40.2 | 14.6 (57.03%) | 29.4 | 1,436 | -493 | 499 | |||||||||
| 14 May | 4025.60 | 25.4 | -5.85 (-18.72%) | 32.28 | 1,208 | 434 | 992 | |||||||||
| 13 May | 4034.20 | 31.9 | -15.9 (-33.26%) | 32.93 | 481 | -41 | 558 | |||||||||
| 12 May | 4082.20 | 46.65 | -69.85 (-59.96%) | 0 | 461 | 47 | 600 | |||||||||
| 11 May | 4245.10 | 116.1 | -54.75 (-32.05%) | 0 | 286 | 25 | 541 | |||||||||
| 8 May | 4319.60 | 171.55 | 23.75 (16.07%) | 32.62 | 141 | 6 | 516 | |||||||||
| 7 May | 4297.40 | 146.85 | -5.25 (-3.45%) | 30.06 | 235 | 27 | 510 | |||||||||
| 6 May | 4281.30 | 155.9 | 28.75 (22.61%) | 32.1 | 412 | 20 | 482 | |||||||||
| 5 May | 4219.40 | 129.35 | 15.05 (13.17%) | 33.64 | 501 | 23 | 488 | |||||||||
| 4 May | 4178.70 | 115.3 | -1.45 (-1.24%) | 33.53 | 367 | 87 | 465 | |||||||||
| 30 Apr | 4129.90 | 111 | -9.5 (-7.88%) | 34.87 | 343 | 70 | 448 | |||||||||
| 29 Apr | 4148.40 | 120.2 | 1.3 (1.09%) | 35.53 | 422 | 21 | 381 | |||||||||
| 28 Apr | 4131.60 | 120.25 | -13.05 (-9.79%) | 34.83 | 615 | 227 | 360 | |||||||||
| 27 Apr | 4188.70 | 133 | -11 (-7.64%) | 32.86 | 405 | 61 | 132 | |||||||||
| 24 Apr | 4193.00 | 144 | -15.55 (-9.75%) | 31.3 | 61 | 19 | 70 | |||||||||
| 23 Apr | 4233.50 | 159.4 | 11.8 (7.99%) | 31.6 | 64 | 49 | 49 | |||||||||
| 22 Apr | 4362.50 | 0 | 0 | - | 0 | 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 | 147.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 4452.00 | 147.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4434.40 | 147.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 4357.60 | 147.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 4272.30 | 147.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 4241.30 | 147.6 | 0 (0.00%) | 0.57 | 0 | 0 | 0 | |||||||||
| 1 Apr | 4127.10 | 147.6 | 0 (0.00%) | 0.68 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4250 expiring on 26MAY2026
Delta for 4250 CE is 0.42
Historical price for 4250 CE is as follows
On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 54.05, which was 0 lower than the previous day. The implied volatity was 32.76, the open interest changed by -94 which decreased total open position to 468
On 19 May TATAELXSI was trading at 4186.10. The strike last trading price was 55.7, which was 5.25 higher than the previous day. The implied volatity was 33.79, the open interest changed by 54 which increased total open position to 562
On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 51.35, which was 8.5 higher than the previous day. The implied volatity was 34.44, the open interest changed by 5 which increased total open position to 508
On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 40.2, which was 14.6 higher than the previous day. The implied volatity was 29.4, the open interest changed by -493 which decreased total open position to 499
On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 25.4, which was -5.85 lower than the previous day. The implied volatity was 32.28, the open interest changed by 434 which increased total open position to 992
On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 31.9, which was -15.9 lower than the previous day. The implied volatity was 32.93, the open interest changed by -41 which decreased total open position to 558
On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 46.65, which was -69.85 lower than the previous day. The implied volatity was 0, the open interest changed by 47 which increased total open position to 600
On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 116.1, which was -54.75 lower than the previous day. The implied volatity was 0, the open interest changed by 25 which increased total open position to 541
On 8 May TATAELXSI was trading at 4319.60. The strike last trading price was 171.55, which was 23.75 higher than the previous day. The implied volatity was 32.62, the open interest changed by 6 which increased total open position to 516
On 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 146.85, which was -5.25 lower than the previous day. The implied volatity was 30.06, the open interest changed by 27 which increased total open position to 510
On 6 May TATAELXSI was trading at 4281.30. The strike last trading price was 155.9, which was 28.75 higher than the previous day. The implied volatity was 32.1, the open interest changed by 20 which increased total open position to 482
On 5 May TATAELXSI was trading at 4219.40. The strike last trading price was 129.35, which was 15.05 higher than the previous day. The implied volatity was 33.64, the open interest changed by 23 which increased total open position to 488
On 4 May TATAELXSI was trading at 4178.70. The strike last trading price was 115.3, which was -1.45 lower than the previous day. The implied volatity was 33.53, the open interest changed by 87 which increased total open position to 465
On 30 Apr TATAELXSI was trading at 4129.90. The strike last trading price was 111, which was -9.5 lower than the previous day. The implied volatity was 34.87, the open interest changed by 70 which increased total open position to 448
On 29 Apr TATAELXSI was trading at 4148.40. The strike last trading price was 120.2, which was 1.3 higher than the previous day. The implied volatity was 35.53, the open interest changed by 21 which increased total open position to 381
On 28 Apr TATAELXSI was trading at 4131.60. The strike last trading price was 120.25, which was -13.05 lower than the previous day. The implied volatity was 34.83, the open interest changed by 227 which increased total open position to 360
On 27 Apr TATAELXSI was trading at 4188.70. The strike last trading price was 133, which was -11 lower than the previous day. The implied volatity was 32.86, the open interest changed by 61 which increased total open position to 132
On 24 Apr TATAELXSI was trading at 4193.00. The strike last trading price was 144, which was -15.55 lower than the previous day. The implied volatity was 31.3, the open interest changed by 19 which increased total open position to 70
On 23 Apr TATAELXSI was trading at 4233.50. The strike last trading price was 159.4, which was 11.8 higher than the previous day. The implied volatity was 31.6, the open interest changed by 49 which increased total open position to 49
On 22 Apr TATAELXSI was trading at 4362.50. 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 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 147.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 147.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 147.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 147.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 147.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 147.6, which was 0 lower than the previous day. The implied volatity was 0.57, 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 147.6, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 26-May-2026 (5d) 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.02
Theta: -4.61
Gamma: 0.00231
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 4175.10 | 95.2 | -14.8 (-13.45%) | 30 | 101 | -21 | 222 |
| 19 May | 4186.10 | 107.4 | -32.7 (-23.34%) | 31.96 | 345 | 20 | 242 |
| 18 May | 4154.60 | 139.65 | -40.3 (-22.40%) | 34.37 | 8 | 0 | 224 |
| 15 May | 4125.60 | 184.2 | -73.8 (-28.60%) | 39.58 | 9 | -5 | 225 |
| 14 May | 4025.60 | 258 | -2.85 (-1.09%) | 39.58 | 5 | -3 | 231 |
| 13 May | 4034.20 | 261.15 | 23.1 (9.70%) | 0 | 36 | 2 | 235 |
| 12 May | 4082.20 | 236.25 | 111.45 (89.30%) | 0 | 183 | -82 | 231 |
| 11 May | 4245.10 | 123.8 | 33.5 (37.10%) | 0 | 247 | 36 | 313 |
| 8 May | 4319.60 | 90.5 | -17.35 (-16.09%) | 33.54 | 182 | 25 | 278 |
| 7 May | 4297.40 | 112 | -0.85 (-0.75%) | 35.02 | 252 | 82 | 253 |
| 6 May | 4281.30 | 109.5 | -43.2 (-28.29%) | 32.59 | 199 | 80 | 171 |
| 5 May | 4219.40 | 153.75 | -57.3 (-27.15%) | 35.73 | 15 | 2 | 85 |
| 4 May | 4178.70 | 211.05 | 211.05 | - | 0 | 0 | 83 |
| 30 Apr | 4129.90 | 211.05 | 211.05 (-8.26%) | 35.29 | 0 | 0 | 83 |
| 29 Apr | 4148.40 | 211.05 | -19 (-8.26%) | 35.29 | 50 | 18 | 84 |
| 28 Apr | 4131.60 | 227.35 | -12.45 (-5.19%) | 36.89 | 111 | 8 | 65 |
| 27 Apr | 4188.70 | 236.25 | -43 (-15.40%) | 44.7 | 78 | 39 | 58 |
| 24 Apr | 4193.00 | 279.25 | 45.65 (19.54%) | 50.88 | 34 | 11 | 18 |
| 23 Apr | 4233.50 | 233.6 | 123.6 (112.36%) | 47.7 | 6 | 3 | 8 |
| 22 Apr | 4362.50 | 110 | 15.9 (16.90%) | - | 0 | 0 | 5 |
| 21 Apr | 4650.70 | 110 | 15.9 (16.90%) | 40.48 | 0 | 0 | 5 |
| 20 Apr | 4516.60 | 110 | -264 (-70.59%) | 40.48 | 5 | 2 | 2 |
| 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 | 374 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 4452.00 | 374 | 0 (0.00%) | 4.52 | 0 | 0 | 0 |
| 8 Apr | 4434.40 | 374 | 0 (0.00%) | 4.1 | 0 | 0 | 0 |
| 7 Apr | 4357.60 | 374 | 0 (0.00%) | 2.76 | 0 | 0 | 0 |
| 6 Apr | 4272.30 | 374 | 0 (0.00%) | 1.53 | 0 | 0 | 0 |
| 2 Apr | 4241.30 | 374 | 0 (0.00%) | 0.74 | 0 | 0 | 0 |
| 1 Apr | 4127.10 | 374 | 0 (0.00%) | 0.04 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4250 expiring on 26MAY2026
Delta for 4250 PE is -0.61
Historical price for 4250 PE is as follows
On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 95.2, which was -14.8 lower than the previous day. The implied volatity was 30, the open interest changed by -21 which decreased total open position to 222
On 19 May TATAELXSI was trading at 4186.10. The strike last trading price was 107.4, which was -32.7 lower than the previous day. The implied volatity was 31.96, the open interest changed by 20 which increased total open position to 242
On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 139.65, which was -40.3 lower than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 224
On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 184.2, which was -73.8 lower than the previous day. The implied volatity was 39.58, the open interest changed by -5 which decreased total open position to 225
On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 258, which was -2.85 lower than the previous day. The implied volatity was 39.58, the open interest changed by -3 which decreased total open position to 231
On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 261.15, which was 23.1 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 235
On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 236.25, which was 111.45 higher than the previous day. The implied volatity was 0, the open interest changed by -82 which decreased total open position to 231
On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 123.8, which was 33.5 higher than the previous day. The implied volatity was 0, the open interest changed by 36 which increased total open position to 313
On 8 May TATAELXSI was trading at 4319.60. The strike last trading price was 90.5, which was -17.35 lower than the previous day. The implied volatity was 33.54, the open interest changed by 25 which increased total open position to 278
On 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 112, which was -0.85 lower than the previous day. The implied volatity was 35.02, the open interest changed by 82 which increased total open position to 253
On 6 May TATAELXSI was trading at 4281.30. The strike last trading price was 109.5, which was -43.2 lower than the previous day. The implied volatity was 32.59, the open interest changed by 80 which increased total open position to 171
On 5 May TATAELXSI was trading at 4219.40. The strike last trading price was 153.75, which was -57.3 lower than the previous day. The implied volatity was 35.73, the open interest changed by 2 which increased total open position to 85
On 4 May TATAELXSI was trading at 4178.70. The strike last trading price was 211.05, which was 211.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 30 Apr TATAELXSI was trading at 4129.90. The strike last trading price was 211.05, which was 211.05 higher than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 83
On 29 Apr TATAELXSI was trading at 4148.40. The strike last trading price was 211.05, which was -19 lower than the previous day. The implied volatity was 35.29, the open interest changed by 18 which increased total open position to 84
On 28 Apr TATAELXSI was trading at 4131.60. The strike last trading price was 227.35, which was -12.45 lower than the previous day. The implied volatity was 36.89, the open interest changed by 8 which increased total open position to 65
On 27 Apr TATAELXSI was trading at 4188.70. The strike last trading price was 236.25, which was -43 lower than the previous day. The implied volatity was 44.7, the open interest changed by 39 which increased total open position to 58
On 24 Apr TATAELXSI was trading at 4193.00. The strike last trading price was 279.25, which was 45.65 higher than the previous day. The implied volatity was 50.88, the open interest changed by 11 which increased total open position to 18
On 23 Apr TATAELXSI was trading at 4233.50. The strike last trading price was 233.6, which was 123.6 higher than the previous day. The implied volatity was 47.7, the open interest changed by 3 which increased total open position to 8
On 22 Apr TATAELXSI was trading at 4362.50. The strike last trading price was 110, which was 15.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Apr TATAELXSI was trading at 4650.70. The strike last trading price was 110, which was 15.9 higher than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 5
On 20 Apr TATAELXSI was trading at 4516.60. The strike last trading price was 110, which was -264 lower than the previous day. The implied volatity was 40.48, the open interest changed by 2 which increased total open position to 2
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 374, 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 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 374, which was 0 lower than the previous day. The implied volatity was 4.52, 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 374, which was 0 lower than the previous day. The implied volatity was 4.1, 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 374, which was 0 lower than the previous day. The implied volatity was 2.76, 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 374, 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 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 374, which was 0 lower than the previous day. The implied volatity was 0.74, 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 374, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
