Historical option data for TATAELXSI
02 Jun 2026 04:10 PM IST
| TATAELXSI 30-Jun-2026 (27d) 4400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.04
Theta: -2.1
Gamma: 0.00112
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 4530.30 | 211.8 | 117.05 (123.54%) | 24.29 | 11,655 | -501 | 754 | |||||||||
| 1 Jun | 4302.90 | 91.65 | -1.05 (-1.13%) | 26.17 | 2,733 | 717 | 1,255 | |||||||||
| 29 May | 4285.40 | 100 | -2.7 (-2.63%) | 26.35 | 1,109 | 117 | 540 | |||||||||
| 27 May | 4331.20 | 102.5 | 1.4 (1.38%) | 23.68 | 753 | 139 | 423 | |||||||||
| 26 May | 4335.60 | 106 | 10.75 (11.29%) | 22.65 | 798 | -21 | 286 | |||||||||
| 25 May | 4327.20 | 94.2 | -12.75 (-11.92%) | 21.13 | 781 | 91 | 303 | |||||||||
| 22 May | 4311.10 | 111.8 | 34.85 (45.29%) | 24.5 | 447 | 104 | 150 | |||||||||
| 21 May | 4217.70 | 76 | -2.05 (-2.63%) | 24.72 | 33 | 12 | 45 | |||||||||
| 20 May | 4175.10 | 79.5 | -10.8 (-11.96%) | 24.97 | 44 | 11 | 34 | |||||||||
| 19 May | 4186.10 | 90.8 | 6.8 (8.10%) | 28.69 | 24 | 6 | 22 | |||||||||
| 18 May | 4154.60 | 84 | 6.35 (8.18%) | 29.24 | 11 | 3 | 16 | |||||||||
| 15 May | 4125.60 | 77.65 | -27.8 (-26.36%) | 29.63 | 14 | 8 | 11 | |||||||||
| 14 May | 4025.60 | 105.45 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 4034.20 | 105.45 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 4082.20 | 105.45 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 4245.10 | 105.45 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 8 May | 4319.60 | 105.45 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 7 May | 4297.40 | 105.45 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 6 May | 4281.30 | 105.45 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 5 May | 4219.40 | 105.45 | 0 (0.00%) | 27.77 | 0 | 0 | 3 | |||||||||
| 4 May | 4178.70 | 105.45 | -37.15 (-26.05%) | 27.77 | 2 | 0 | 1 | |||||||||
| 30 Apr | 4129.90 | 142.6 | -61.4 (-30.10%) | - | 0 | 0 | 1 | |||||||||
| 29 Apr | 4148.40 | 142.6 | -61.4 (-30.10%) | - | 0 | 0 | 1 | |||||||||
| 28 Apr | 4131.60 | 142.6 | -61.4 (-30.10%) | 27.52 | 0 | 0 | 1 | |||||||||
| 27 Apr | 4188.70 | 142.6 | -30.2 (-17.48%) | 27.52 | 1 | 0 | 0 | |||||||||
| 17 Apr | 4592.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4407.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 4452.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4434.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 4357.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 4272.30 | 0 | 0 (0.00%) | 0.33 | 0 | 0 | 0 | |||||||||
| 2 Apr | 4241.30 | 0 | 0 (0.00%) | 0.69 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4400 expiring on 30JUN2026
Delta for 4400 CE is 0.71
Historical price for 4400 CE is as follows
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 211.8, which was 117.05 higher than the previous day. The implied volatity was 24.29, the open interest changed by -501 which decreased total open position to 754
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 91.65, which was -1.05 lower than the previous day. The implied volatity was 26.17, the open interest changed by 717 which increased total open position to 1255
On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 100, which was -2.7 lower than the previous day. The implied volatity was 26.35, the open interest changed by 117 which increased total open position to 540
On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 102.5, which was 1.4 higher than the previous day. The implied volatity was 23.68, the open interest changed by 139 which increased total open position to 423
On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 106, which was 10.75 higher than the previous day. The implied volatity was 22.65, the open interest changed by -21 which decreased total open position to 286
On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 94.2, which was -12.75 lower than the previous day. The implied volatity was 21.13, the open interest changed by 91 which increased total open position to 303
On 22 May TATAELXSI was trading at 4311.10. The strike last trading price was 111.8, which was 34.85 higher than the previous day. The implied volatity was 24.5, the open interest changed by 104 which increased total open position to 150
On 21 May TATAELXSI was trading at 4217.70. The strike last trading price was 76, which was -2.05 lower than the previous day. The implied volatity was 24.72, the open interest changed by 12 which increased total open position to 45
On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 79.5, which was -10.8 lower than the previous day. The implied volatity was 24.97, the open interest changed by 11 which increased total open position to 34
On 19 May TATAELXSI was trading at 4186.10. The strike last trading price was 90.8, which was 6.8 higher than the previous day. The implied volatity was 28.69, the open interest changed by 6 which increased total open position to 22
On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 84, which was 6.35 higher than the previous day. The implied volatity was 29.24, the open interest changed by 3 which increased total open position to 16
On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 77.65, which was -27.8 lower than the previous day. The implied volatity was 29.63, the open interest changed by 8 which increased total open position to 11
On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 105.45, 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 3
On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 105.45, 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 3
On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 105.45, 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 3
On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 105.45, 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 3
On 8 May TATAELXSI was trading at 4319.60. The strike last trading price was 105.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 105.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 May TATAELXSI was trading at 4281.30. The strike last trading price was 105.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 May TATAELXSI was trading at 4219.40. The strike last trading price was 105.45, which was 0 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 3
On 4 May TATAELXSI was trading at 4178.70. The strike last trading price was 105.45, which was -37.15 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 1
On 30 Apr TATAELXSI was trading at 4129.90. The strike last trading price was 142.6, which was -61.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Apr TATAELXSI was trading at 4148.40. The strike last trading price was 142.6, which was -61.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Apr TATAELXSI was trading at 4131.60. The strike last trading price was 142.6, which was -61.4 lower than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 1
On 27 Apr TATAELXSI was trading at 4188.70. The strike last trading price was 142.6, which was -30.2 lower than the previous day. The implied volatity was 27.52, 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 -, which was - 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 4407.00. 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 9 Apr TATAELXSI was trading at 4452.00. 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 8 Apr TATAELXSI was trading at 4434.40. 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 7 Apr TATAELXSI was trading at 4357.60. 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 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.33, 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 0, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30-Jun-2026 (27d) 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.05
Theta: -2.54
Gamma: 0.00082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 4530.30 | 111.5 | -112.8 (-50.29%) | 35.85 | 1,365 | 261 | 454 |
| 1 Jun | 4302.90 | 230.8 | 9.3 (4.20%) | 38.14 | 281 | 90 | 193 |
| 29 May | 4285.40 | 225.7 | 1.6 (0.71%) | 31.96 | 130 | 25 | 103 |
| 27 May | 4331.20 | 224.2 | -17.35 (-7.18%) | 37.88 | 48 | -7 | 77 |
| 26 May | 4335.60 | 242.35 | -34.7 (-12.52%) | 41.42 | 51 | 17 | 84 |
| 25 May | 4327.20 | 277.05 | -90.95 (-24.71%) | 45.73 | 116 | 53 | 66 |
| 22 May | 4311.10 | 367.8 | 367.8 (-3.72%) | 48.34 | 10 | 0 | 13 |
| 21 May | 4217.70 | 367.8 | -14.2 (-3.72%) | 48.34 | 10 | 0 | 13 |
| 20 May | 4175.10 | 382 | 49 (14.71%) | 46.59 | 5 | 4 | 14 |
| 19 May | 4186.10 | 333 | -72 (-17.78%) | 45.57 | 1 | 1 | 10 |
| 18 May | 4154.60 | 405 | -25 (-5.81%) | 47.73 | 3 | 1 | 7 |
| 15 May | 4125.60 | 430 | -87.4 (-16.89%) | 48.45 | 6 | 5 | 5 |
| 14 May | 4025.60 | 0 | -517.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4034.20 | 0 | -517.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4082.20 | 0 | -517.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4245.10 | 0 | -517.4 (-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 |
| 28 Apr | 4131.60 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 4188.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 4592.50 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 4407.00 | 0 | 0 (0.00%) | 1.64 | 0 | 0 | 0 |
| 9 Apr | 4452.00 | 0 | 0 (0.00%) | 1.99 | 0 | 0 | 0 |
| 8 Apr | 4434.40 | 0 | 0 (0.00%) | 1.64 | 0 | 0 | 0 |
| 7 Apr | 4357.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 4272.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 4241.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4400 expiring on 30JUN2026
Delta for 4400 PE is -0.35
Historical price for 4400 PE is as follows
On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 111.5, which was -112.8 lower than the previous day. The implied volatity was 35.85, the open interest changed by 261 which increased total open position to 454
On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 230.8, which was 9.3 higher than the previous day. The implied volatity was 38.14, the open interest changed by 90 which increased total open position to 193
On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 225.7, which was 1.6 higher than the previous day. The implied volatity was 31.96, the open interest changed by 25 which increased total open position to 103
On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 224.2, which was -17.35 lower than the previous day. The implied volatity was 37.88, the open interest changed by -7 which decreased total open position to 77
On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 242.35, which was -34.7 lower than the previous day. The implied volatity was 41.42, the open interest changed by 17 which increased total open position to 84
On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 277.05, which was -90.95 lower than the previous day. The implied volatity was 45.73, the open interest changed by 53 which increased total open position to 66
On 22 May TATAELXSI was trading at 4311.10. The strike last trading price was 367.8, which was 367.8 higher than the previous day. The implied volatity was 48.34, the open interest changed by 0 which decreased total open position to 13
On 21 May TATAELXSI was trading at 4217.70. The strike last trading price was 367.8, which was -14.2 lower than the previous day. The implied volatity was 48.34, the open interest changed by 0 which decreased total open position to 13
On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 382, which was 49 higher than the previous day. The implied volatity was 46.59, the open interest changed by 4 which increased total open position to 14
On 19 May TATAELXSI was trading at 4186.10. The strike last trading price was 333, which was -72 lower than the previous day. The implied volatity was 45.57, the open interest changed by 1 which increased total open position to 10
On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 405, which was -25 lower than the previous day. The implied volatity was 47.73, the open interest changed by 1 which increased total open position to 7
On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 430, which was -87.4 lower than the previous day. The implied volatity was 48.45, the open interest changed by 5 which increased total open position to 5
On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 0, which was -517.4 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 -517.4 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 -517.4 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 -517.4 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
On 28 Apr TATAELXSI was trading at 4131.60. 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 27 Apr TATAELXSI was trading at 4188.70. 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 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was -, which was - 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 4407.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.64, 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 0, which was 0 lower than the previous day. The implied volatity was 1.99, 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 0, which was 0 lower than the previous day. The implied volatity was 1.64, 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 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 Apr TATAELXSI was trading at 4272.30. 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 2 Apr TATAELXSI was trading at 4241.30. 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
