Historical option data for TATAELXSI
17 Jun 2026 10:52 AM IST
| TATAELXSI 30-Jun-2026 (13d) 4250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.03
Theta: -3.86
Gamma: 0.0014
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 4130.00 | 60.5 | -0.5 (-0.82%) | 33.32 | 250 | 5 | 455 | |||||||||
| 16 Jun | 4119.00 | 62.6 | 13.6 (27.76%) | 33.74 | 325 | 21 | 449 | |||||||||
| 15 Jun | 4068.20 | 49 | -1.7 (-3.35%) | 34.39 | 386 | -29 | 422 | |||||||||
| 12 Jun | 4064.90 | 54.75 | 10.35 (23.31%) | 32.1 | 422 | 49 | 451 | |||||||||
| 11 Jun | 4009.10 | 47 | -20.95 (-30.83%) | 34.46 | 346 | 13 | 401 | |||||||||
| 10 Jun | 4092.20 | 67.2 | -40.15 (-37.40%) | 32.63 | 525 | 13 | 387 | |||||||||
| 9 Jun | 4257.20 | 106.15 | -5.3 (-4.76%) | 23.41 | 769 | -21 | 372 | |||||||||
| 8 Jun | 4255.40 | 106.45 | -35.05 (-24.77%) | 25.28 | 482 | -15 | 386 | |||||||||
| 5 Jun | 4301.10 | 139.7 | -15.65 (-10.07%) | 23.6 | 448 | 28 | 399 | |||||||||
| 4 Jun | 4295.20 | 157.85 | -22.35 (-12.40%) | 26.57 | 507 | 231 | 379 | |||||||||
| 3 Jun | 4347.00 | 179.65 | -130.15 (-42.01%) | 24.91 | 439 | 86 | 150 | |||||||||
| 2 Jun | 4530.30 | 316.5 | 162.95 (106.12%) | 20.74 | 46 | -3 | 63 | |||||||||
| 1 Jun | 4302.90 | 151.2 | -3.2 (-2.07%) | 23.7 | 59 | 20 | 59 | |||||||||
| 29 May | 4285.40 | 147.4 | -16.65 (-10.15%) | 23.83 | 27 | 11 | 39 | |||||||||
| 27 May | 4331.20 | 161.05 | 0.25 (0.16%) | 20.18 | 32 | 4 | 27 | |||||||||
| 26 May | 4335.60 | 160.8 | 17.25 (12.02%) | 16.7 | 5 | 0 | 24 | |||||||||
| 25 May | 4327.20 | 147 | -11.9 (-7.49%) | 15.92 | 33 | -1 | 23 | |||||||||
| 22 May | 4311.10 | 157.4 | 42 (36.40%) | 19.51 | 95 | 9 | 23 | |||||||||
| 21 May | 4217.70 | 115.4 | 9.2 (8.66%) | 21.6 | 20 | 8 | 13 | |||||||||
| 20 May | 4175.10 | 106.2 | 0 (0.00%) | - | 0 | 0 | 5 | |||||||||
| 19 May | 4186.10 | 106.2 | 0 (0.00%) | - | 0 | 0 | 5 | |||||||||
| 18 May | 4154.60 | 106.2 | 0 (0.00%) | - | 0 | 0 | 5 | |||||||||
| 15 May | 4125.60 | 106.2 | -73.8 (-41.00%) | 27.19 | 4 | 4 | 5 | |||||||||
| 14 May | 4025.60 | 180 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 4034.20 | 180 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 4082.20 | 180 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 4245.10 | 180 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 4319.60 | 180 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 4297.40 | 180 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 4281.30 | 180 | 0 (0.00%) | 27.18 | 0 | 0 | 1 | |||||||||
| 5 May | 4219.40 | 180 | -52.75 (-22.66%) | 27.18 | 1 | 0 | 0 | |||||||||
| 4 May | 4178.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4129.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4148.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4250 expiring on 30JUN2026
Delta for 4250 CE is 0.35
Historical price for 4250 CE is as follows
On 17 Jun TATAELXSI was trading at 4130.00. The strike last trading price was 60.5, which was -0.5 lower than the previous day. The implied volatity was 33.32, the open interest changed by 5 which increased total open position to 455
On 16 Jun TATAELXSI was trading at 4119.00. The strike last trading price was 62.6, which was 13.6 higher than the previous day. The implied volatity was 33.74, the open interest changed by 21 which increased total open position to 449
On 15 Jun TATAELXSI was trading at 4068.20. The strike last trading price was 49, which was -1.7 lower than the previous day. The implied volatity was 34.39, the open interest changed by -29 which decreased total open position to 422
On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 54.75, which was 10.35 higher than the previous day. The implied volatity was 32.1, the open interest changed by 49 which increased total open position to 451
On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 47, which was -20.95 lower than the previous day. The implied volatity was 34.46, the open interest changed by 13 which increased total open position to 401
On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 67.2, which was -40.15 lower than the previous day. The implied volatity was 32.63, the open interest changed by 13 which increased total open position to 387
On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 106.15, which was -5.3 lower than the previous day. The implied volatity was 23.41, the open interest changed by -21 which decreased total open position to 372
On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 106.45, which was -35.05 lower than the previous day. The implied volatity was 25.28, the open interest changed by -15 which decreased total open position to 386
On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 139.7, which was -15.65 lower than the previous day. The implied volatity was 23.6, the open interest changed by 28 which increased total open position to 399
On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 157.85, which was -22.35 lower than the previous day. The implied volatity was 26.57, the open interest changed by 231 which increased total open position to 379
On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 179.65, which was -130.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 86 which increased total open position to 150
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 316.5, which was 162.95 higher than the previous day. The implied volatity was 20.74, the open interest changed by -3 which decreased total open position to 63
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 151.2, which was -3.2 lower than the previous day. The implied volatity was 23.7, the open interest changed by 20 which increased total open position to 59
On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 147.4, which was -16.65 lower than the previous day. The implied volatity was 23.83, the open interest changed by 11 which increased total open position to 39
On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 161.05, which was 0.25 higher than the previous day. The implied volatity was 20.18, the open interest changed by 4 which increased total open position to 27
On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 160.8, which was 17.25 higher than the previous day. The implied volatity was 16.7, the open interest changed by 0 which decreased total open position to 24
On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 147, which was -11.9 lower than the previous day. The implied volatity was 15.92, the open interest changed by -1 which decreased total open position to 23
On 22 May TATAELXSI was trading at 4311.10. The strike last trading price was 157.4, which was 42 higher than the previous day. The implied volatity was 19.51, the open interest changed by 9 which increased total open position to 23
On 21 May TATAELXSI was trading at 4217.70. The strike last trading price was 115.4, which was 9.2 higher than the previous day. The implied volatity was 21.6, the open interest changed by 8 which increased total open position to 13
On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 106.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 May TATAELXSI was trading at 4186.10. The strike last trading price was 106.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 106.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 106.2, which was -73.8 lower than the previous day. The implied volatity was 27.19, the open interest changed by 4 which increased total open position to 5
On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May TATAELXSI was trading at 4319.60. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May TATAELXSI was trading at 4281.30. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 1
On 5 May TATAELXSI was trading at 4219.40. The strike last trading price was 180, which was -52.75 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 0
On 4 May TATAELXSI was trading at 4178.70. 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 30 Apr TATAELXSI was trading at 4129.90. 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 Apr TATAELXSI was trading at 4148.40. 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
| TATAELXSI 30-Jun-2026 (13d) 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.03
Theta: -3.23
Gamma: 0.00139
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 4130.00 | 174.3 | -9.55 (-5.19%) | 33.54 | 20 | -9 | 394 |
| 16 Jun | 4119.00 | 181.9 | -43.45 (-19.28%) | 34.05 | 19 | -1 | 404 |
| 15 Jun | 4068.20 | 225.35 | 2.8 (1.26%) | 35.15 | 11 | -7 | 405 |
| 12 Jun | 4064.90 | 215.8 | -66.05 (-23.43%) | 31.16 | 17 | -8 | 413 |
| 11 Jun | 4009.10 | 277.3 | 59.25 (27.17%) | 37.34 | 15 | -1 | 423 |
| 10 Jun | 4092.20 | 218.05 | 57.25 (35.60%) | 35.92 | 76 | -24 | 425 |
| 9 Jun | 4257.20 | 164.25 | -15.3 (-8.52%) | 42.99 | 210 | 8 | 448 |
| 8 Jun | 4255.40 | 185.45 | 38.65 (26.33%) | 44.57 | 229 | -28 | 440 |
| 5 Jun | 4301.10 | 149.8 | 0.85 (0.57%) | 39.69 | 239 | -25 | 466 |
| 4 Jun | 4295.20 | 145.25 | -8 (-5.22%) | 38.6 | 1,300 | 326 | 493 |
| 3 Jun | 4347.00 | 156.9 | 95.75 (156.58%) | 44.35 | 643 | 35 | 167 |
| 2 Jun | 4530.30 | 60.95 | -74.8 (-55.10%) | 35.12 | 199 | 30 | 132 |
| 1 Jun | 4302.90 | 139.25 | 3.3 (2.43%) | 35.46 | 96 | 50 | 100 |
| 29 May | 4285.40 | 122 | -13.95 (-10.26%) | 30.82 | 63 | 32 | 50 |
| 27 May | 4331.20 | 131.6 | -30.75 (-18.94%) | 34.1 | 46 | 16 | 19 |
| 26 May | 4335.60 | 162.35 | -146.5 (-47.43%) | 40.19 | 5 | 3 | 3 |
| 25 May | 4327.20 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 4311.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 4217.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 4175.10 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 4186.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4154.60 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 4125.60 | 0 | -308.85 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4025.60 | 0 | -308.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4034.20 | 0 | -308.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4082.20 | 0 | -308.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4245.10 | 0 | -308.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 4319.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4297.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 4281.30 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 4219.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 4178.70 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 4129.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4148.40 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4250 expiring on 30JUN2026
Delta for 4250 PE is -0.65
Historical price for 4250 PE is as follows
On 17 Jun TATAELXSI was trading at 4130.00. The strike last trading price was 174.3, which was -9.55 lower than the previous day. The implied volatity was 33.54, the open interest changed by -9 which decreased total open position to 394
On 16 Jun TATAELXSI was trading at 4119.00. The strike last trading price was 181.9, which was -43.45 lower than the previous day. The implied volatity was 34.05, the open interest changed by -1 which decreased total open position to 404
On 15 Jun TATAELXSI was trading at 4068.20. The strike last trading price was 225.35, which was 2.8 higher than the previous day. The implied volatity was 35.15, the open interest changed by -7 which decreased total open position to 405
On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 215.8, which was -66.05 lower than the previous day. The implied volatity was 31.16, the open interest changed by -8 which decreased total open position to 413
On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 277.3, which was 59.25 higher than the previous day. The implied volatity was 37.34, the open interest changed by -1 which decreased total open position to 423
On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 218.05, which was 57.25 higher than the previous day. The implied volatity was 35.92, the open interest changed by -24 which decreased total open position to 425
On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 164.25, which was -15.3 lower than the previous day. The implied volatity was 42.99, the open interest changed by 8 which increased total open position to 448
On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 185.45, which was 38.65 higher than the previous day. The implied volatity was 44.57, the open interest changed by -28 which decreased total open position to 440
On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 149.8, which was 0.85 higher than the previous day. The implied volatity was 39.69, the open interest changed by -25 which decreased total open position to 466
On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 145.25, which was -8 lower than the previous day. The implied volatity was 38.6, the open interest changed by 326 which increased total open position to 493
On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 156.9, which was 95.75 higher than the previous day. The implied volatity was 44.35, the open interest changed by 35 which increased total open position to 167
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 60.95, which was -74.8 lower than the previous day. The implied volatity was 35.12, the open interest changed by 30 which increased total open position to 132
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 139.25, which was 3.3 higher than the previous day. The implied volatity was 35.46, the open interest changed by 50 which increased total open position to 100
On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 122, which was -13.95 lower than the previous day. The implied volatity was 30.82, the open interest changed by 32 which increased total open position to 50
On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 131.6, which was -30.75 lower than the previous day. The implied volatity was 34.1, the open interest changed by 16 which increased total open position to 19
On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 162.35, which was -146.5 lower than the previous day. The implied volatity was 40.19, the open interest changed by 3 which increased total open position to 3
On 25 May TATAELXSI was trading at 4327.20. 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 22 May TATAELXSI was trading at 4311.10. 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 May TATAELXSI was trading at 4217.70. 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 May TATAELXSI was trading at 4175.10. 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 May TATAELXSI was trading at 4186.10. 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 18 May TATAELXSI was trading at 4154.60. 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 May TATAELXSI was trading at 4125.60. The strike last trading price was 0, which was -308.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 0, which was -308.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 0, which was -308.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 0, which was -308.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 0, which was -308.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May TATAELXSI was trading at 4319.60. 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 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
On 5 May TATAELXSI was trading at 4219.40. 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 4 May TATAELXSI was trading at 4178.70. 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 30 Apr TATAELXSI was trading at 4129.90. 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 Apr TATAELXSI was trading at 4148.40. 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
