Historical option data for TATAELXSI
05 Jun 2026 12:15 PM IST
| TATAELXSI 30-Jun-2026 (25d) 4350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0.05
Theta: -2.65
Gamma: 0.0013
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 4307.40 | 108.55 | -4.05 (-3.60%) | 26.84 | 238 | 48 | 308 | |||||||||
| 4 Jun | 4295.20 | 113.55 | -21.3 (-15.80%) | 27.66 | 356 | -18 | 262 | |||||||||
| 3 Jun | 4347.00 | 130.3 | -108.55 (-45.45%) | 26.58 | 1,080 | 16 | 235 | |||||||||
| 2 Jun | 4530.30 | 244 | 131.5 (116.89%) | 23.67 | 821 | -77 | 220 | |||||||||
| 1 Jun | 4302.90 | 108.2 | -1.95 (-1.77%) | 25.3 | 938 | 69 | 298 | |||||||||
| 29 May | 4285.40 | 116.15 | -4.65 (-3.85%) | 25.4 | 683 | -32 | 228 | |||||||||
| 27 May | 4331.20 | 121.9 | 2.7 (2.27%) | 22.96 | 314 | 75 | 259 | |||||||||
| 26 May | 4335.60 | 123.25 | 11.8 (10.59%) | 21.78 | 213 | -16 | 178 | |||||||||
| 25 May | 4327.20 | 108.7 | -15.85 (-12.73%) | 19.61 | 565 | 177 | 194 | |||||||||
| 22 May | 4311.10 | 126.3 | 32.85 (35.15%) | 23.36 | 16 | 12 | 16 | |||||||||
| 21 May | 4217.70 | 93.45 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 20 May | 4175.10 | 93.45 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 19 May | 4186.10 | 93.45 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 18 May | 4154.60 | 93.45 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 15 May | 4125.60 | 93.45 | -20.9 (-18.28%) | 28.83 | 4 | 2 | 4 | |||||||||
| 14 May | 4025.60 | 114.35 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 4034.20 | 114.35 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 4082.20 | 114.35 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 4245.10 | 114.35 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 4319.60 | 114.35 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 7 May | 4297.40 | 114.35 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 6 May | 4281.30 | 114.35 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 5 May | 4219.40 | 114.35 | 0 (0.00%) | 25.42 | 0 | 0 | 2 | |||||||||
| 4 May | 4178.70 | 114.35 | -79.3 (-40.95%) | 25.42 | 2 | 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 4350 expiring on 30JUN2026
Delta for 4350 CE is 0.48
Historical price for 4350 CE is as follows
On 5 Jun TATAELXSI was trading at 4307.40. The strike last trading price was 108.55, which was -4.05 lower than the previous day. The implied volatity was 26.84, the open interest changed by 48 which increased total open position to 308
On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 113.55, which was -21.3 lower than the previous day. The implied volatity was 27.66, the open interest changed by -18 which decreased total open position to 262
On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 130.3, which was -108.55 lower than the previous day. The implied volatity was 26.58, the open interest changed by 16 which increased total open position to 235
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 244, which was 131.5 higher than the previous day. The implied volatity was 23.67, the open interest changed by -77 which decreased total open position to 220
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 108.2, which was -1.95 lower than the previous day. The implied volatity was 25.3, the open interest changed by 69 which increased total open position to 298
On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 116.15, which was -4.65 lower than the previous day. The implied volatity was 25.4, the open interest changed by -32 which decreased total open position to 228
On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 121.9, which was 2.7 higher than the previous day. The implied volatity was 22.96, the open interest changed by 75 which increased total open position to 259
On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 123.25, which was 11.8 higher than the previous day. The implied volatity was 21.78, the open interest changed by -16 which decreased total open position to 178
On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 108.7, which was -15.85 lower than the previous day. The implied volatity was 19.61, the open interest changed by 177 which increased total open position to 194
On 22 May TATAELXSI was trading at 4311.10. The strike last trading price was 126.3, which was 32.85 higher than the previous day. The implied volatity was 23.36, the open interest changed by 12 which increased total open position to 16
On 21 May TATAELXSI was trading at 4217.70. The strike last trading price was 93.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 93.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 May TATAELXSI was trading at 4186.10. The strike last trading price was 93.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 93.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 93.45, which was -20.9 lower than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 4
On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 114.35, 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 2
On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 114.35, 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 2
On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 114.35, 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 2
On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 114.35, 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 2
On 8 May TATAELXSI was trading at 4319.60. The strike last trading price was 114.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 114.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May TATAELXSI was trading at 4281.30. The strike last trading price was 114.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May TATAELXSI was trading at 4219.40. The strike last trading price was 114.35, which was 0 lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 2
On 4 May TATAELXSI was trading at 4178.70. The strike last trading price was 114.35, which was -79.3 lower than the previous day. The implied volatity was 25.42, 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 (25d) 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.05
Theta: -3.33
Gamma: 0.00084
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 4307.40 | 206.45 | 4.15 (2.05%) | 41.86 | 17 | -3 | 183 |
| 4 Jun | 4295.20 | 199.2 | -7.55 (-3.65%) | 39.76 | 112 | -22 | 187 |
| 3 Jun | 4347.00 | 214.05 | 123.65 (136.78%) | 46.18 | 1,771 | 0 | 203 |
| 2 Jun | 4530.30 | 92 | -101.55 (-52.47%) | 35.46 | 311 | 20 | 200 |
| 1 Jun | 4302.90 | 196.95 | 14.05 (7.68%) | 37.02 | 188 | 58 | 183 |
| 29 May | 4285.40 | 177 | -13.1 (-6.89%) | 31.96 | 129 | 66 | 126 |
| 27 May | 4331.20 | 190.65 | -13.1 (-6.43%) | 36.55 | 53 | 19 | 59 |
| 26 May | 4335.60 | 203.75 | -35.25 (-14.75%) | 39.71 | 19 | 6 | 39 |
| 25 May | 4327.20 | 239 | -130 (-35.23%) | 44.25 | 65 | 34 | 34 |
| 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 | -368.7 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4025.60 | 0 | -368.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4034.20 | 0 | -368.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4082.20 | 0 | -368.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4245.10 | 0 | -368.7 (-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 4350 expiring on 30JUN2026
Delta for 4350 PE is -0.5
Historical price for 4350 PE is as follows
On 5 Jun TATAELXSI was trading at 4307.40. The strike last trading price was 206.45, which was 4.15 higher than the previous day. The implied volatity was 41.86, the open interest changed by -3 which decreased total open position to 183
On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 199.2, which was -7.55 lower than the previous day. The implied volatity was 39.76, the open interest changed by -22 which decreased total open position to 187
On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 214.05, which was 123.65 higher than the previous day. The implied volatity was 46.18, the open interest changed by 0 which decreased total open position to 203
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 92, which was -101.55 lower than the previous day. The implied volatity was 35.46, the open interest changed by 20 which increased total open position to 200
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 196.95, which was 14.05 higher than the previous day. The implied volatity was 37.02, the open interest changed by 58 which increased total open position to 183
On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 177, which was -13.1 lower than the previous day. The implied volatity was 31.96, the open interest changed by 66 which increased total open position to 126
On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 190.65, which was -13.1 lower than the previous day. The implied volatity was 36.55, the open interest changed by 19 which increased total open position to 59
On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 203.75, which was -35.25 lower than the previous day. The implied volatity was 39.71, the open interest changed by 6 which increased total open position to 39
On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 239, which was -130 lower than the previous day. The implied volatity was 44.25, the open interest changed by 34 which increased total open position to 34
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 -368.7 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 -368.7 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 -368.7 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 -368.7 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 -368.7 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
