TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
18 Mar 2026 04:12 PM IST
| TATAELXSI 30-MAR-2026 4400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 2.43
Theta: -3.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 4207.40 | 36.1 | 11.45 | 32.57 | 5,069 | -208 | 798 | |||||||||
| 17 Mar | 4103.60 | 25.6 | -25.4 | 35.63 | 3,999 | 309 | 991 | |||||||||
| 16 Mar | 4202.20 | 46.6 | -25 | 36.56 | 2,516 | -2 | 683 | |||||||||
| 13 Mar | 4255.00 | 70.95 | -29.55 | 33.4 | 740 | -12 | 687 | |||||||||
| 12 Mar | 4330.00 | 99.9 | -14.35 | 32.19 | 1,204 | -36 | 707 | |||||||||
| 11 Mar | 4343.40 | 114 | -2.45 | 32.61 | 1,751 | 56 | 753 | |||||||||
| 10 Mar | 4356.60 | 118.8 | 9.3 | 29.82 | 1,865 | -64 | 699 | |||||||||
| 9 Mar | 4303.70 | 110.05 | -8 | 32.73 | 1,625 | 219 | 764 | |||||||||
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| 6 Mar | 4330.20 | 119.15 | -31.75 | 31.08 | 2,896 | 15 | 548 | |||||||||
| 5 Mar | 4400.00 | 146.3 | -13.75 | 28.56 | 1,143 | -43 | 535 | |||||||||
| 4 Mar | 4357.70 | 158.6 | -43.15 | 35.83 | 2,515 | 433 | 585 | |||||||||
| 2 Mar | 4449.30 | 211.9 | -29.4 | 32.98 | 604 | 76 | 167 | |||||||||
| 27 Feb | 4513.00 | 234.7 | -27.4 | 29.87 | 72 | 13 | 90 | |||||||||
| 26 Feb | 4507.50 | 264.9 | -50.4 | 34.52 | 199 | 58 | 77 | |||||||||
| 25 Feb | 4577.00 | 313.25 | 22.35 | 34.05 | 76 | 5 | 20 | |||||||||
| 24 Feb | 4498.00 | 288 | -633.3 | 36.77 | 29 | 16 | 16 | |||||||||
| 23 Feb | 4714.00 | 921.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4859.00 | 921.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4839.50 | 921.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4885.00 | 921.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4919.00 | 921.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4821.00 | 921.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4824.00 | 921.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4400 expiring on 30MAR2026
Delta for 4400 CE is 0.25
Historical price for 4400 CE is as follows
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 36.1, which was 11.45 higher than the previous day. The implied volatity was 32.57, the open interest changed by -208 which decreased total open position to 798
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 25.6, which was -25.4 lower than the previous day. The implied volatity was 35.63, the open interest changed by 309 which increased total open position to 991
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 46.6, which was -25 lower than the previous day. The implied volatity was 36.56, the open interest changed by -2 which decreased total open position to 683
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 70.95, which was -29.55 lower than the previous day. The implied volatity was 33.4, the open interest changed by -12 which decreased total open position to 687
On 12 Mar TATAELXSI was trading at 4330.00. The strike last trading price was 99.9, which was -14.35 lower than the previous day. The implied volatity was 32.19, the open interest changed by -36 which decreased total open position to 707
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 114, which was -2.45 lower than the previous day. The implied volatity was 32.61, the open interest changed by 56 which increased total open position to 753
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 118.8, which was 9.3 higher than the previous day. The implied volatity was 29.82, the open interest changed by -64 which decreased total open position to 699
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 110.05, which was -8 lower than the previous day. The implied volatity was 32.73, the open interest changed by 219 which increased total open position to 764
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 119.15, which was -31.75 lower than the previous day. The implied volatity was 31.08, the open interest changed by 15 which increased total open position to 548
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 146.3, which was -13.75 lower than the previous day. The implied volatity was 28.56, the open interest changed by -43 which decreased total open position to 535
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 158.6, which was -43.15 lower than the previous day. The implied volatity was 35.83, the open interest changed by 433 which increased total open position to 585
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 211.9, which was -29.4 lower than the previous day. The implied volatity was 32.98, the open interest changed by 76 which increased total open position to 167
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 234.7, which was -27.4 lower than the previous day. The implied volatity was 29.87, the open interest changed by 13 which increased total open position to 90
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 264.9, which was -50.4 lower than the previous day. The implied volatity was 34.52, the open interest changed by 58 which increased total open position to 77
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 313.25, which was 22.35 higher than the previous day. The implied volatity was 34.05, the open interest changed by 5 which increased total open position to 20
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 288, which was -633.3 lower than the previous day. The implied volatity was 36.77, the open interest changed by 16 which increased total open position to 16
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 921.3, 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 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 921.3, 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 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 921.3, 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 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 921.3, 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 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 921.3, 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 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 921.3, 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 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 921.3, 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 30MAR2026 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 2.7
Theta: -4.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 4207.40 | 252.65 | -88.1 | 45.38 | 206 | 19 | 496 |
| 17 Mar | 4103.60 | 332.95 | 73.85 | 49.97 | 99 | 4 | 477 |
| 16 Mar | 4202.20 | 269.8 | 44.6 | 43.77 | 717 | -89 | 472 |
| 13 Mar | 4255.00 | 223.85 | 39.55 | 40.99 | 144 | -57 | 563 |
| 12 Mar | 4330.00 | 186.75 | 8.75 | 41.86 | 267 | 35 | 625 |
| 11 Mar | 4343.40 | 176.55 | 15.15 | 40.32 | 535 | 26 | 590 |
| 10 Mar | 4356.60 | 161.8 | -39.65 | 36.82 | 212 | -35 | 564 |
| 9 Mar | 4303.70 | 199.35 | -4.7 | 40.89 | 346 | -14 | 594 |
| 6 Mar | 4330.20 | 197.1 | 36.75 | 39.62 | 1,361 | 83 | 621 |
| 5 Mar | 4400.00 | 167.3 | -26.3 | 39.75 | 455 | -49 | 536 |
| 4 Mar | 4357.70 | 195.4 | 29.4 | 40.39 | 2,122 | 261 | 594 |
| 2 Mar | 4449.30 | 162.65 | 24.4 | 42.29 | 1,116 | -55 | 333 |
| 27 Feb | 4513.00 | 146.3 | 6 | 40.65 | 846 | -1 | 388 |
| 26 Feb | 4507.50 | 141 | 22.25 | 39.53 | 1,807 | 89 | 389 |
| 25 Feb | 4577.00 | 120.5 | -38.8 | 39.69 | 953 | 63 | 277 |
| 24 Feb | 4498.00 | 152.3 | 50.55 | 41.25 | 1,271 | 71 | 218 |
| 23 Feb | 4714.00 | 104.85 | 36.6 | 42.54 | 262 | 105 | 150 |
| 20 Feb | 4859.00 | 69.05 | 4.05 | 39.98 | 28 | 2 | 44 |
| 19 Feb | 4839.50 | 65 | -5.5 | 38.13 | 34 | 19 | 42 |
| 18 Feb | 4885.00 | 70.5 | 8.5 | 41.28 | 5 | -1 | 22 |
| 17 Feb | 4919.00 | 62 | -29.9 | 39.77 | 13 | 7 | 23 |
| 16 Feb | 4821.00 | 91.9 | -3.1 | 42.02 | 24 | 14 | 16 |
| 13 Feb | 4824.00 | 95 | 31.85 | 41.56 | 2 | 1 | 1 |
For Tata Elxsi Limited - strike price 4400 expiring on 30MAR2026
Delta for 4400 PE is -0.69
Historical price for 4400 PE is as follows
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 252.65, which was -88.1 lower than the previous day. The implied volatity was 45.38, the open interest changed by 19 which increased total open position to 496
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 332.95, which was 73.85 higher than the previous day. The implied volatity was 49.97, the open interest changed by 4 which increased total open position to 477
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 269.8, which was 44.6 higher than the previous day. The implied volatity was 43.77, the open interest changed by -89 which decreased total open position to 472
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 223.85, which was 39.55 higher than the previous day. The implied volatity was 40.99, the open interest changed by -57 which decreased total open position to 563
On 12 Mar TATAELXSI was trading at 4330.00. The strike last trading price was 186.75, which was 8.75 higher than the previous day. The implied volatity was 41.86, the open interest changed by 35 which increased total open position to 625
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 176.55, which was 15.15 higher than the previous day. The implied volatity was 40.32, the open interest changed by 26 which increased total open position to 590
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 161.8, which was -39.65 lower than the previous day. The implied volatity was 36.82, the open interest changed by -35 which decreased total open position to 564
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 199.35, which was -4.7 lower than the previous day. The implied volatity was 40.89, the open interest changed by -14 which decreased total open position to 594
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 197.1, which was 36.75 higher than the previous day. The implied volatity was 39.62, the open interest changed by 83 which increased total open position to 621
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 167.3, which was -26.3 lower than the previous day. The implied volatity was 39.75, the open interest changed by -49 which decreased total open position to 536
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 195.4, which was 29.4 higher than the previous day. The implied volatity was 40.39, the open interest changed by 261 which increased total open position to 594
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 162.65, which was 24.4 higher than the previous day. The implied volatity was 42.29, the open interest changed by -55 which decreased total open position to 333
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 146.3, which was 6 higher than the previous day. The implied volatity was 40.65, the open interest changed by -1 which decreased total open position to 388
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 141, which was 22.25 higher than the previous day. The implied volatity was 39.53, the open interest changed by 89 which increased total open position to 389
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 120.5, which was -38.8 lower than the previous day. The implied volatity was 39.69, the open interest changed by 63 which increased total open position to 277
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 152.3, which was 50.55 higher than the previous day. The implied volatity was 41.25, the open interest changed by 71 which increased total open position to 218
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 104.85, which was 36.6 higher than the previous day. The implied volatity was 42.54, the open interest changed by 105 which increased total open position to 150
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 69.05, which was 4.05 higher than the previous day. The implied volatity was 39.98, the open interest changed by 2 which increased total open position to 44
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 65, which was -5.5 lower than the previous day. The implied volatity was 38.13, the open interest changed by 19 which increased total open position to 42
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 70.5, which was 8.5 higher than the previous day. The implied volatity was 41.28, the open interest changed by -1 which decreased total open position to 22
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 62, which was -29.9 lower than the previous day. The implied volatity was 39.77, the open interest changed by 7 which increased total open position to 23
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 91.9, which was -3.1 lower than the previous day. The implied volatity was 42.02, the open interest changed by 14 which increased total open position to 16
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 95, which was 31.85 higher than the previous day. The implied volatity was 41.56, the open interest changed by 1 which increased total open position to 1
