TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
08 Apr 2026 10:12 AM IST
| TATAELXSI 28-Apr-2026 (20d) 4300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 3.86
Theta: -4.45
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 4407.90 | 233.8 | 14.2 | 39.11 | 325 | -43 | 375 | |||||||||
| 7 Apr | 4357.60 | 218.85 | 38.2 | 41.95 | 5,213 | 28 | 426 | |||||||||
| 6 Apr | 4272.30 | 183.25 | 10.35 | 42.18 | 1,243 | -5 | 394 | |||||||||
| 2 Apr | 4241.30 | 166.75 | 43.45 | 40 | 1,000 | -26 | 395 | |||||||||
| 1 Apr | 4127.10 | 124 | 35.25 | 40.53 | 1,400 | 12 | 420 | |||||||||
| 30 Mar | 3976.60 | 90 | -34 | 43.82 | 690 | 138 | 409 | |||||||||
| 27 Mar | 4160.80 | 123.3 | -21.75 | 35.51 | 790 | 189 | 269 | |||||||||
| 25 Mar | 4213.40 | 143.9 | 7.15 | 33.06 | 227 | 32 | 90 | |||||||||
| 24 Mar | 4180.20 | 136.75 | -9.25 | 35.01 | 37 | 22 | 57 | |||||||||
| 23 Mar | 4130.60 | 146 | -29.25 | 39.46 | 16 | -1 | 35 | |||||||||
| 20 Mar | 4237.70 | 175 | 20.6 | 33.25 | 63 | 18 | 35 | |||||||||
| 19 Mar | 4039.30 | 154.4 | -5.6 | 43.99 | 2 | 0 | 15 | |||||||||
| 18 Mar | 4207.40 | 160 | 43.05 | 32.73 | 8 | 3 | 14 | |||||||||
| 17 Mar | 4103.60 | 116.95 | -92.5 | 31.59 | 4 | 1 | 10 | |||||||||
| 16 Mar | 4202.20 | 209.45 | -10.3 | - | 1 | 0 | 0 | |||||||||
| 13 Mar | 4255.00 | 209.45 | -10.3 | 34.36 | 1 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 219.75 | -30.45 | 29.98 | 2 | 0 | 9 | |||||||||
| 11 Mar | 4343.40 | 250.2 | -21.95 | - | 0 | 0 | 9 | |||||||||
|
|
||||||||||||||||
| 10 Mar | 4356.60 | 250.2 | -21.95 | - | 5 | 0 | 9 | |||||||||
| 9 Mar | 4303.70 | 250.2 | -21.95 | 33.12 | 5 | 0 | 9 | |||||||||
| 6 Mar | 4330.20 | 272.15 | -946.1 | 34.29 | 10 | 9 | 9 | |||||||||
| 5 Mar | 4400.00 | 1218.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4357.70 | 1218.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4449.30 | 1218.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4513.00 | 1218.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4300 expiring on 28APR2026
Delta for 4300 CE is 0.65
Historical price for 4300 CE is as follows
On 8 Apr TATAELXSI was trading at 4407.90. The strike last trading price was 233.8, which was 14.2 higher than the previous day. The implied volatity was 39.11, the open interest changed by -43 which decreased total open position to 375
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 218.85, which was 38.2 higher than the previous day. The implied volatity was 41.95, the open interest changed by 28 which increased total open position to 426
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 183.25, which was 10.35 higher than the previous day. The implied volatity was 42.18, the open interest changed by -5 which decreased total open position to 394
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 166.75, which was 43.45 higher than the previous day. The implied volatity was 40, the open interest changed by -26 which decreased total open position to 395
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 124, which was 35.25 higher than the previous day. The implied volatity was 40.53, the open interest changed by 12 which increased total open position to 420
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 90, which was -34 lower than the previous day. The implied volatity was 43.82, the open interest changed by 138 which increased total open position to 409
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 123.3, which was -21.75 lower than the previous day. The implied volatity was 35.51, the open interest changed by 189 which increased total open position to 269
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 143.9, which was 7.15 higher than the previous day. The implied volatity was 33.06, the open interest changed by 32 which increased total open position to 90
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 136.75, which was -9.25 lower than the previous day. The implied volatity was 35.01, the open interest changed by 22 which increased total open position to 57
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 146, which was -29.25 lower than the previous day. The implied volatity was 39.46, the open interest changed by -1 which decreased total open position to 35
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 175, which was 20.6 higher than the previous day. The implied volatity was 33.25, the open interest changed by 18 which increased total open position to 35
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 154.4, which was -5.6 lower than the previous day. The implied volatity was 43.99, the open interest changed by 0 which decreased total open position to 15
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 160, which was 43.05 higher than the previous day. The implied volatity was 32.73, the open interest changed by 3 which increased total open position to 14
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 116.95, which was -92.5 lower than the previous day. The implied volatity was 31.59, the open interest changed by 1 which increased total open position to 10
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 209.45, which was -10.3 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 209.45, which was -10.3 lower than the previous day. The implied volatity was 34.36, 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 219.75, which was -30.45 lower than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 9
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 250.2, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 250.2, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 250.2, which was -21.95 lower than the previous day. The implied volatity was 33.12, the open interest changed by 0 which decreased total open position to 9
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 272.15, which was -946.1 lower than the previous day. The implied volatity was 34.29, the open interest changed by 9 which increased total open position to 9
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 1218.25, 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 1218.25, 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 1218.25, 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 1218.25, 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 (20d) 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 3.91
Theta: -3.85
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 4407.90 | 124.25 | -39.85 | 44.79 | 214 | -20 | 344 |
| 7 Apr | 4357.60 | 162 | -39 | 48.8 | 2,549 | 217 | 365 |
| 6 Apr | 4272.30 | 197 | -29.95 | 48.53 | 143 | 20 | 148 |
| 2 Apr | 4241.30 | 231.5 | -39.25 | 45.68 | 146 | -12 | 128 |
| 1 Apr | 4127.10 | 270.75 | -139.25 | 42.7 | 51 | 3 | 139 |
| 30 Mar | 3976.60 | 410 | 81.45 | 51.29 | 20 | 0 | 137 |
| 27 Mar | 4160.80 | 339.4 | 48.4 | 55.68 | 250 | 101 | 136 |
| 25 Mar | 4213.40 | 291 | -23.1 | 50.94 | 45 | 23 | 34 |
| 24 Mar | 4180.20 | 314.1 | -16 | 50.37 | 7 | 0 | 11 |
| 23 Mar | 4130.60 | 330.1 | 40.1 | 48.87 | 3 | 0 | 10 |
| 20 Mar | 4237.70 | 290 | -76.9 | 50.77 | 15 | 8 | 10 |
| 19 Mar | 4039.30 | 366.9 | 329.5 | 46.54 | 2 | 0 | 0 |
| 18 Mar | 4207.40 | 37.4 | 0 | 0 | 0 | 0 | 0 |
| 17 Mar | 4103.60 | 37.4 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 4202.20 | 37.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 4255.00 | 37.4 | 0 | 0.13 | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 37.4 | 0 | 1.19 | 0 | 0 | 0 |
| 11 Mar | 4343.40 | 37.4 | 0 | 1.73 | 0 | 0 | 0 |
| 10 Mar | 4356.60 | 37.4 | 0 | 1.86 | 0 | 0 | 0 |
| 9 Mar | 4303.70 | 37.4 | 0 | 1.28 | 0 | 0 | 0 |
| 6 Mar | 4330.20 | 37.4 | 0 | 1.5 | 0 | 0 | 0 |
| 5 Mar | 4400.00 | 37.4 | 0 | 2.49 | 0 | 0 | 0 |
| 4 Mar | 4357.70 | 37.4 | 0 | 2.01 | 0 | 0 | 0 |
| 2 Mar | 4449.30 | 37.4 | 0 | 3.45 | 0 | 0 | 0 |
| 27 Feb | 4513.00 | 37.4 | 0 | 4.03 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4300 expiring on 28APR2026
Delta for 4300 PE is -0.37
Historical price for 4300 PE is as follows
On 8 Apr TATAELXSI was trading at 4407.90. The strike last trading price was 124.25, which was -39.85 lower than the previous day. The implied volatity was 44.79, the open interest changed by -20 which decreased total open position to 344
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 162, which was -39 lower than the previous day. The implied volatity was 48.8, the open interest changed by 217 which increased total open position to 365
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 197, which was -29.95 lower than the previous day. The implied volatity was 48.53, the open interest changed by 20 which increased total open position to 148
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 231.5, which was -39.25 lower than the previous day. The implied volatity was 45.68, the open interest changed by -12 which decreased total open position to 128
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 270.75, which was -139.25 lower than the previous day. The implied volatity was 42.7, the open interest changed by 3 which increased total open position to 139
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 410, which was 81.45 higher than the previous day. The implied volatity was 51.29, the open interest changed by 0 which decreased total open position to 137
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 339.4, which was 48.4 higher than the previous day. The implied volatity was 55.68, the open interest changed by 101 which increased total open position to 136
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 291, which was -23.1 lower than the previous day. The implied volatity was 50.94, the open interest changed by 23 which increased total open position to 34
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 314.1, which was -16 lower than the previous day. The implied volatity was 50.37, the open interest changed by 0 which decreased total open position to 11
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 330.1, which was 40.1 higher than the previous day. The implied volatity was 48.87, the open interest changed by 0 which decreased total open position to 10
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 290, which was -76.9 lower than the previous day. The implied volatity was 50.77, the open interest changed by 8 which increased total open position to 10
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 366.9, which was 329.5 higher than the previous day. The implied volatity was 46.54, 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 37.4, 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 0
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 37.4, 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 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 37.4, 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 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 0.13, 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 37.4, which was 0 lower than the previous day. The implied volatity was 1.19, 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 37.4, which was 0 lower than the previous day. The implied volatity was 1.73, 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 37.4, which was 0 lower than the previous day. The implied volatity was 1.86, 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 37.4, which was 0 lower than the previous day. The implied volatity was 1.28, 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 37.4, which was 0 lower than the previous day. The implied volatity was 1.5, 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 37.4, which was 0 lower than the previous day. The implied volatity was 2.49, 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 37.4, which was 0 lower than the previous day. The implied volatity was 2.01, 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 37.4, which was 0 lower than the previous day. The implied volatity was 3.45, 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 37.4, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
