TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
22 Apr 2026 04:10 PM IST
| TATAELXSI 28-Apr-2026 (6d) 4400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.02
Theta: -6.43
Gamma: 0.00196
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 4362.50 | 60.1 | -242.70000000000002 | 34.85 | 7,493 | 936 | 1,253 | |||||||||
| 21 Apr | 4650.70 | 302.9 | 98.54999999999998 | 51.09 | 72 | -2 | 323 | |||||||||
| 20 Apr | 4516.60 | 198.4 | -66.6 | 50.04 | 151 | -31 | 327 | |||||||||
| 17 Apr | 4592.50 | 265 | 2.25 | 43.17 | 135 | -26 | 359 | |||||||||
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| 16 Apr | 4593.60 | 272 | 41.30000000000001 | 43.91 | 246 | -22 | 386 | |||||||||
| 15 Apr | 4540.60 | 234 | 82.9 | 42.96 | 810 | -66 | 408 | |||||||||
| 13 Apr | 4411.40 | 148 | -33.400000000000006 | 39.94 | 840 | 63 | 479 | |||||||||
| 10 Apr | 4445.30 | 185 | -15.150000000000006 | 38.76 | 1,092 | 46 | 416 | |||||||||
| 9 Apr | 4452.00 | 199.9 | 7.15 | 39.47 | 981 | -47 | 369 | |||||||||
| 8 Apr | 4434.40 | 196 | 26.45 | 39.33 | 1,283 | -130 | 421 | |||||||||
| 7 Apr | 4357.60 | 166.95 | 30.1 | 41.71 | 2,360 | 254 | 557 | |||||||||
| 6 Apr | 4272.30 | 138 | 5.6 | 41.97 | 698 | 44 | 303 | |||||||||
| 2 Apr | 4241.30 | 127.9 | 35.2 | 40.43 | 662 | -22 | 261 | |||||||||
| 1 Apr | 4127.10 | 95.15 | 29.35 | 41.36 | 779 | 54 | 283 | |||||||||
| 30 Mar | 3976.60 | 69.4 | -24.65 | 44.58 | 161 | 30 | 228 | |||||||||
| 27 Mar | 4160.80 | 90 | -22.3 | 35.47 | 402 | 117 | 194 | |||||||||
| 25 Mar | 4213.40 | 110 | 0.9 | 33.91 | 190 | 54 | 77 | |||||||||
| 24 Mar | 4180.20 | 106.75 | -13.1 | 36.05 | 21 | 5 | 22 | |||||||||
| 23 Mar | 4130.60 | 119.85 | -7.1 | 40.99 | 30 | -3 | 16 | |||||||||
| 20 Mar | 4237.70 | 126.95 | 13.4 | 32.07 | 24 | 8 | 20 | |||||||||
| 19 Mar | 4039.30 | 113.55 | -34.1 | 41.93 | 1 | 0 | 11 | |||||||||
| 18 Mar | 4207.40 | 147.65 | 51.1 | 37.71 | 4 | -2 | 10 | |||||||||
| 17 Mar | 4103.60 | 102 | -18.2 | 34.85 | 10 | 2 | 12 | |||||||||
| 16 Mar | 4202.20 | 120.2 | -36.1 | 33.05 | 6 | 5 | 10 | |||||||||
| 13 Mar | 4255.00 | 156.3 | 0 | 32.78 | 1 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 156.3 | -975.25 | - | 0 | 0 | 4 | |||||||||
| 11 Mar | 4343.40 | 156.3 | -975.25 | - | 0 | 0 | 4 | |||||||||
| 10 Mar | 4356.60 | 156.3 | -975.25 | - | 5 | 0 | 4 | |||||||||
| 9 Mar | 4303.70 | 156.3 | -975.25 | 26.08 | 5 | 4 | 4 | |||||||||
| 6 Mar | 4330.20 | 1131.55 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 5 Mar | 4400.00 | 1131.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4357.70 | 1131.55 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 2 Mar | 4449.30 | 1131.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4513.00 | 1131.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4400 expiring on 28APR2026
Delta for 4400 CE is 0.42
Historical price for 4400 CE is as follows
On 22 Apr TATAELXSI was trading at 4362.50. The strike last trading price was 60.1, which was -242.70000000000002 lower than the previous day. The implied volatity was 34.85, the open interest changed by 936 which increased total open position to 1253
On 21 Apr TATAELXSI was trading at 4650.70. The strike last trading price was 302.9, which was 98.54999999999998 higher than the previous day. The implied volatity was 51.09, the open interest changed by -2 which decreased total open position to 323
On 20 Apr TATAELXSI was trading at 4516.60. The strike last trading price was 198.4, which was -66.6 lower than the previous day. The implied volatity was 50.04, the open interest changed by -31 which decreased total open position to 327
On 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was 265, which was 2.25 higher than the previous day. The implied volatity was 43.17, the open interest changed by -26 which decreased total open position to 359
On 16 Apr TATAELXSI was trading at 4593.60. The strike last trading price was 272, which was 41.30000000000001 higher than the previous day. The implied volatity was 43.91, the open interest changed by -22 which decreased total open position to 386
On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 234, which was 82.9 higher than the previous day. The implied volatity was 42.96, the open interest changed by -66 which decreased total open position to 408
On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 148, which was -33.400000000000006 lower than the previous day. The implied volatity was 39.94, the open interest changed by 63 which increased total open position to 479
On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was 185, which was -15.150000000000006 lower than the previous day. The implied volatity was 38.76, the open interest changed by 46 which increased total open position to 416
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 199.9, which was 7.15 higher than the previous day. The implied volatity was 39.47, the open interest changed by -47 which decreased total open position to 369
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 196, which was 26.45 higher than the previous day. The implied volatity was 39.33, the open interest changed by -130 which decreased total open position to 421
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 166.95, which was 30.1 higher than the previous day. The implied volatity was 41.71, the open interest changed by 254 which increased total open position to 557
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 138, which was 5.6 higher than the previous day. The implied volatity was 41.97, the open interest changed by 44 which increased total open position to 303
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 127.9, which was 35.2 higher than the previous day. The implied volatity was 40.43, the open interest changed by -22 which decreased total open position to 261
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 95.15, which was 29.35 higher than the previous day. The implied volatity was 41.36, the open interest changed by 54 which increased total open position to 283
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 69.4, which was -24.65 lower than the previous day. The implied volatity was 44.58, the open interest changed by 30 which increased total open position to 228
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 90, which was -22.3 lower than the previous day. The implied volatity was 35.47, the open interest changed by 117 which increased total open position to 194
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 110, which was 0.9 higher than the previous day. The implied volatity was 33.91, the open interest changed by 54 which increased total open position to 77
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 106.75, which was -13.1 lower than the previous day. The implied volatity was 36.05, the open interest changed by 5 which increased total open position to 22
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 119.85, which was -7.1 lower than the previous day. The implied volatity was 40.99, the open interest changed by -3 which decreased total open position to 16
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 126.95, which was 13.4 higher than the previous day. The implied volatity was 32.07, the open interest changed by 8 which increased total open position to 20
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 113.55, which was -34.1 lower than the previous day. The implied volatity was 41.93, the open interest changed by 0 which decreased total open position to 11
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 147.65, which was 51.1 higher than the previous day. The implied volatity was 37.71, the open interest changed by -2 which decreased total open position to 10
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 102, which was -18.2 lower than the previous day. The implied volatity was 34.85, the open interest changed by 2 which increased total open position to 12
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 120.2, which was -36.1 lower than the previous day. The implied volatity was 33.05, the open interest changed by 5 which increased total open position to 10
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 156.3, which was 0 lower than the previous day. The implied volatity was 32.78, 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 156.3, which was -975.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 156.3, which was -975.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 156.3, which was -975.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 156.3, which was -975.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 4 which increased total open position to 4
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 1131.55, which was 0 lower than the previous day. The implied volatity was 0.12, 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 1131.55, 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 1131.55, which was 0 lower than the previous day. The implied volatity was 0.14, 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 1131.55, 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 1131.55, 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 (6d) 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.02
Theta: -9.76
Gamma: 0.00122
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 4362.50 | 153.05 | 111.30000000000001 | 56.56 | 11,989 | 104 | 613 |
| 21 Apr | 4650.70 | 37.15 | -42.00000000000001 | 50.18 | 1,860 | 206 | 503 |
| 20 Apr | 4516.60 | 81.5 | 24.75 | 48.35 | 1,346 | -152 | 296 |
| 17 Apr | 4592.50 | 56.25 | -4.899999999999999 | 41.88 | 1,178 | 45 | 447 |
| 16 Apr | 4593.60 | 60 | -20.150000000000006 | 42.73 | 991 | -76 | 402 |
| 15 Apr | 4540.60 | 80.2 | -59.3 | 41.94 | 810 | 23 | 491 |
| 13 Apr | 4411.40 | 154.25 | 21.150000000000006 | 44.16 | 839 | -37 | 467 |
| 10 Apr | 4445.30 | 132.55 | -8.149999999999977 | 40.73 | 936 | 121 | 503 |
| 9 Apr | 4452.00 | 143 | -11.9 | 44.5 | 826 | 106 | 360 |
| 8 Apr | 4434.40 | 147.75 | -65.8 | 43.27 | 563 | 120 | 254 |
| 7 Apr | 4357.60 | 211.5 | -65.4 | 48.85 | 679 | 75 | 134 |
| 6 Apr | 4272.30 | 276.9 | -10.5 | 54.52 | 59 | 30 | 61 |
| 2 Apr | 4241.30 | 296 | -39.7 | 49.31 | 20 | -5 | 31 |
| 1 Apr | 4127.10 | 335.7 | -138.05 | 42.33 | 17 | -1 | 35 |
| 30 Mar | 3976.60 | 473.75 | 55.35 | 48.76 | 2 | 0 | 37 |
| 27 Mar | 4160.80 | 420 | 77.9 | 59.55 | 9 | 3 | 39 |
| 25 Mar | 4213.40 | 342.1 | -20.4 | 49.42 | 52 | 18 | 35 |
| 24 Mar | 4180.20 | 362.5 | -62.5 | 47.79 | 2 | 1 | 16 |
| 23 Mar | 4130.60 | 425 | 80 | 55.15 | 2 | 1 | 14 |
| 20 Mar | 4237.70 | 345 | -51.7 | 50.51 | 10 | 4 | 12 |
| 19 Mar | 4039.30 | 396.7 | 81.7 | 39.06 | 1 | 0 | 7 |
| 18 Mar | 4207.40 | 315 | 75 | 40.68 | 5 | 3 | 5 |
| 17 Mar | 4103.60 | 240 | 190.85 | - | 0 | 0 | 2 |
| 16 Mar | 4202.20 | 240 | 190.85 | - | 0 | 0 | 0 |
| 13 Mar | 4255.00 | 240 | 190.85 | - | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 240 | 190.85 | - | 0 | 0 | 2 |
| 11 Mar | 4343.40 | 240 | 190.85 | 38.43 | 2 | 1 | 1 |
| 10 Mar | 4356.60 | 49.15 | 0 | 0.23 | 0 | 0 | 0 |
| 9 Mar | 4303.70 | 49.15 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 4330.20 | 49.15 | 0 | 0 | 0 | 0 | 0 |
| 5 Mar | 4400.00 | 49.15 | 0 | 0.49 | 0 | 0 | 0 |
| 4 Mar | 4357.70 | 49.15 | 0 | 0.48 | 0 | 0 | 0 |
| 2 Mar | 4449.30 | 49.15 | 0 | 1.96 | 0 | 0 | 0 |
| 27 Feb | 4513.00 | 49.15 | 0 | 2.55 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4400 expiring on 28APR2026
Delta for 4400 PE is -0.54
Historical price for 4400 PE is as follows
On 22 Apr TATAELXSI was trading at 4362.50. The strike last trading price was 153.05, which was 111.30000000000001 higher than the previous day. The implied volatity was 56.56, the open interest changed by 104 which increased total open position to 613
On 21 Apr TATAELXSI was trading at 4650.70. The strike last trading price was 37.15, which was -42.00000000000001 lower than the previous day. The implied volatity was 50.18, the open interest changed by 206 which increased total open position to 503
On 20 Apr TATAELXSI was trading at 4516.60. The strike last trading price was 81.5, which was 24.75 higher than the previous day. The implied volatity was 48.35, the open interest changed by -152 which decreased total open position to 296
On 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was 56.25, which was -4.899999999999999 lower than the previous day. The implied volatity was 41.88, the open interest changed by 45 which increased total open position to 447
On 16 Apr TATAELXSI was trading at 4593.60. The strike last trading price was 60, which was -20.150000000000006 lower than the previous day. The implied volatity was 42.73, the open interest changed by -76 which decreased total open position to 402
On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 80.2, which was -59.3 lower than the previous day. The implied volatity was 41.94, the open interest changed by 23 which increased total open position to 491
On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 154.25, which was 21.150000000000006 higher than the previous day. The implied volatity was 44.16, the open interest changed by -37 which decreased total open position to 467
On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was 132.55, which was -8.149999999999977 lower than the previous day. The implied volatity was 40.73, the open interest changed by 121 which increased total open position to 503
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 143, which was -11.9 lower than the previous day. The implied volatity was 44.5, the open interest changed by 106 which increased total open position to 360
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 147.75, which was -65.8 lower than the previous day. The implied volatity was 43.27, the open interest changed by 120 which increased total open position to 254
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 211.5, which was -65.4 lower than the previous day. The implied volatity was 48.85, the open interest changed by 75 which increased total open position to 134
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 276.9, which was -10.5 lower than the previous day. The implied volatity was 54.52, the open interest changed by 30 which increased total open position to 61
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 296, which was -39.7 lower than the previous day. The implied volatity was 49.31, the open interest changed by -5 which decreased total open position to 31
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 335.7, which was -138.05 lower than the previous day. The implied volatity was 42.33, the open interest changed by -1 which decreased total open position to 35
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 473.75, which was 55.35 higher than the previous day. The implied volatity was 48.76, the open interest changed by 0 which decreased total open position to 37
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 420, which was 77.9 higher than the previous day. The implied volatity was 59.55, the open interest changed by 3 which increased total open position to 39
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 342.1, which was -20.4 lower than the previous day. The implied volatity was 49.42, the open interest changed by 18 which increased total open position to 35
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 362.5, which was -62.5 lower than the previous day. The implied volatity was 47.79, the open interest changed by 1 which increased total open position to 16
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 425, which was 80 higher than the previous day. The implied volatity was 55.15, the open interest changed by 1 which increased total open position to 14
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 345, which was -51.7 lower than the previous day. The implied volatity was 50.51, the open interest changed by 4 which increased total open position to 12
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 396.7, which was 81.7 higher than the previous day. The implied volatity was 39.06, the open interest changed by 0 which decreased total open position to 7
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 315, which was 75 higher than the previous day. The implied volatity was 40.68, the open interest changed by 3 which increased total open position to 5
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 240, which was 190.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 240, which was 190.85 higher 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 240, which was 190.85 higher than the previous day. The implied volatity was -, 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 240, which was 190.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 240, which was 190.85 higher than the previous day. The implied volatity was 38.43, the open interest changed by 1 which increased total open position to 1
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was 0.23, 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 49.15, 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 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 49.15, 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 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 49.15, which was 0 lower than the previous day. The implied volatity was 0.49, 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 49.15, which was 0 lower than the previous day. The implied volatity was 0.48, 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 49.15, which was 0 lower than the previous day. The implied volatity was 1.96, 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 49.15, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
