TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
29 Apr 2026 10:14 AM IST
| TATAELXSI 26-May-2026 (27d) 4250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.05
Theta: -3.15
Gamma: 0.00098
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 4173.40 | 133.05 | 14.150000000000006 | 35.21 | 185 | 11 | 371 | |||||||||
| 28 Apr | 4131.60 | 120.25 | -13.050000000000011 | 34.83 | 615 | 227 | 360 | |||||||||
| 27 Apr | 4188.70 | 133 | -11 | 32.86 | 405 | 61 | 132 | |||||||||
| 24 Apr | 4193.00 | 144 | -15.550000000000011 | 31.3 | 61 | 19 | 70 | |||||||||
| 23 Apr | 4233.50 | 159.4 | 11.800000000000011 | 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 | 0 | 0 | |||||||||
| 9 Apr | 4452.00 | 147.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4434.40 | 147.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 4357.60 | 147.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 4272.30 | 147.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 4241.30 | 147.6 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
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| 1 Apr | 4127.10 | 147.6 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4250 expiring on 26MAY2026
Delta for 4250 CE is 0.46
Historical price for 4250 CE is as follows
On 29 Apr TATAELXSI was trading at 4173.40. The strike last trading price was 133.05, which was 14.150000000000006 higher than the previous day. The implied volatity was 35.21, the open interest changed by 11 which increased total open position to 371
On 28 Apr TATAELXSI was trading at 4131.60. The strike last trading price was 120.25, which was -13.050000000000011 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 -15.550000000000011 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 11.800000000000011 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 (27d) 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.05
Theta: -2.55
Gamma: 0.00097
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 4173.40 | 195.6 | -34.45000000000002 | 35.56 | 4 | 0 | 66 |
| 28 Apr | 4131.60 | 227.35 | -12.450000000000017 | 36.89 | 111 | 8 | 65 |
| 27 Apr | 4188.70 | 236.25 | -43 | 44.7 | 78 | 39 | 58 |
| 24 Apr | 4193.00 | 279.25 | 45.650000000000006 | 50.88 | 34 | 11 | 18 |
| 23 Apr | 4233.50 | 233.6 | 123.6 | 47.7 | 6 | 3 | 8 |
| 22 Apr | 4362.50 | 110 | 15.900000000000006 | - | 0 | 0 | 5 |
| 21 Apr | 4650.70 | 110 | 15.900000000000006 | 40.48 | 0 | 0 | 5 |
| 20 Apr | 4516.60 | 110 | -264 | 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 | 0 | 0 |
| 9 Apr | 4452.00 | 374 | 0 | 4.52 | 0 | 0 | 0 |
| 8 Apr | 4434.40 | 374 | 0 | 4.1 | 0 | 0 | 0 |
| 7 Apr | 4357.60 | 374 | 0 | 2.76 | 0 | 0 | 0 |
| 6 Apr | 4272.30 | 374 | 0 | 1.53 | 0 | 0 | 0 |
| 2 Apr | 4241.30 | 374 | 0 | 0.74 | 0 | 0 | 0 |
| 1 Apr | 4127.10 | 374 | 0 | 0.04 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4250 expiring on 26MAY2026
Delta for 4250 PE is -0.54
Historical price for 4250 PE is as follows
On 29 Apr TATAELXSI was trading at 4173.40. The strike last trading price was 195.6, which was -34.45000000000002 lower than the previous day. The implied volatity was 35.56, the open interest changed by 0 which decreased total open position to 66
On 28 Apr TATAELXSI was trading at 4131.60. The strike last trading price was 227.35, which was -12.450000000000017 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 45.650000000000006 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 15.900000000000006 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 15.900000000000006 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
