TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
15 Apr 2026 04:10 PM IST
| TATAELXSI 28-Apr-2026 (12d) 4450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.03
Theta: -5.39
Gamma: 0.00105
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 4540.60 | 197.9 | 69.70000000000002 | 41.59 | 291 | -72 | 221 | |||||||||
| 13 Apr | 4411.40 | 119.75 | -35.900000000000006 | 38.64 | 257 | -16 | 297 | |||||||||
| 10 Apr | 4445.30 | 157.55 | -16.5 | 38.37 | 1,025 | -11 | 331 | |||||||||
| 9 Apr | 4452.00 | 172 | 5.5 | 39.14 | 1,121 | 228 | 343 | |||||||||
| 8 Apr | 4434.40 | 168.5 | 21.15 | 38.94 | 512 | 71 | 116 | |||||||||
| 7 Apr | 4357.60 | 148 | 28.45 | 42.46 | 257 | 32 | 45 | |||||||||
| 6 Apr | 4272.30 | 120.75 | 6.15 | 42.4 | 74 | -5 | 13 | |||||||||
| 2 Apr | 4241.30 | 111.2 | 30.65 | 40.6 | 40 | 6 | 18 | |||||||||
| 1 Apr | 4127.10 | 80.55 | 20.85 | 41.09 | 13 | 5 | 11 | |||||||||
| 30 Mar | 3976.60 | 60.35 | -39.65 | 44.8 | 4 | 1 | 4 | |||||||||
| 27 Mar | 4160.80 | 100 | -2.25 | 40.94 | 1 | 0 | 3 | |||||||||
| 25 Mar | 4213.40 | 102.25 | -17.75 | - | 0 | 0 | 3 | |||||||||
| 24 Mar | 4180.20 | 102.25 | -17.75 | - | 0 | 0 | 3 | |||||||||
| 23 Mar | 4130.60 | 102.25 | -17.75 | - | 0 | 0 | 3 | |||||||||
| 20 Mar | 4237.70 | 102.25 | -17.75 | - | 0 | 0 | 3 | |||||||||
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| 19 Mar | 4039.30 | 102.25 | -17.75 | 42.72 | 2 | 0 | 3 | |||||||||
| 18 Mar | 4207.40 | 120 | 6.85 | 35.64 | 9 | 1 | 3 | |||||||||
| 17 Mar | 4103.60 | 113.15 | -217.6 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 4202.20 | 113.15 | -217.6 | 33.75 | 2 | 0 | 0 | |||||||||
| 13 Mar | 4255.00 | 330.75 | 0 | 2.45 | 0 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 330.75 | 0 | 1.28 | 0 | 0 | 0 | |||||||||
| 11 Mar | 4343.40 | 330.75 | 0 | 0.94 | 0 | 0 | 0 | |||||||||
| 10 Mar | 4356.60 | 330.75 | 0 | 0.68 | 0 | 0 | 0 | |||||||||
| 9 Mar | 4303.70 | 330.75 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 6 Mar | 4330.20 | 330.75 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 5 Mar | 4400.00 | 330.75 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
| 4 Mar | 4357.70 | 330.75 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
| 2 Mar | 4449.30 | 330.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4513.00 | 330.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4450 expiring on 28APR2026
Delta for 4450 CE is 0.63
Historical price for 4450 CE is as follows
On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 197.9, which was 69.70000000000002 higher than the previous day. The implied volatity was 41.59, the open interest changed by -72 which decreased total open position to 221
On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 119.75, which was -35.900000000000006 lower than the previous day. The implied volatity was 38.64, the open interest changed by -16 which decreased total open position to 297
On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was 157.55, which was -16.5 lower than the previous day. The implied volatity was 38.37, the open interest changed by -11 which decreased total open position to 331
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 172, which was 5.5 higher than the previous day. The implied volatity was 39.14, the open interest changed by 228 which increased total open position to 343
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 168.5, which was 21.15 higher than the previous day. The implied volatity was 38.94, the open interest changed by 71 which increased total open position to 116
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 148, which was 28.45 higher than the previous day. The implied volatity was 42.46, the open interest changed by 32 which increased total open position to 45
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 120.75, which was 6.15 higher than the previous day. The implied volatity was 42.4, the open interest changed by -5 which decreased total open position to 13
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 111.2, which was 30.65 higher than the previous day. The implied volatity was 40.6, the open interest changed by 6 which increased total open position to 18
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 80.55, which was 20.85 higher than the previous day. The implied volatity was 41.09, the open interest changed by 5 which increased total open position to 11
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 60.35, which was -39.65 lower than the previous day. The implied volatity was 44.8, the open interest changed by 1 which increased total open position to 4
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 100, which was -2.25 lower than the previous day. The implied volatity was 40.94, the open interest changed by 0 which decreased total open position to 3
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 102.25, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 102.25, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 102.25, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 102.25, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 102.25, which was -17.75 lower than the previous day. The implied volatity was 42.72, the open interest changed by 0 which decreased total open position to 3
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 120, which was 6.85 higher than the previous day. The implied volatity was 35.64, the open interest changed by 1 which increased total open position to 3
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 113.15, which was -217.6 lower 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 113.15, which was -217.6 lower than the previous day. The implied volatity was 33.75, 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 330.75, which was 0 lower than the previous day. The implied volatity was 2.45, 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 330.75, 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 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 330.75, which was 0 lower than the previous day. The implied volatity was 0.94, 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 330.75, which was 0 lower than the previous day. The implied volatity was 0.68, 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 330.75, which was 0 lower than the previous day. The implied volatity was 1.17, 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 330.75, which was 0 lower than the previous day. The implied volatity was 0.95, 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 330.75, which was 0 lower than the previous day. The implied volatity was 0.3, 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 330.75, which was 0 lower than the previous day. The implied volatity was 0.4, 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 330.75, 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 330.75, 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 (12d) 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.03
Theta: -4.72
Gamma: 0.00106
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 4540.60 | 98.85 | -66.1 | 41.49 | 244 | 19 | 283 |
| 13 Apr | 4411.40 | 175.05 | 19.5 | 42.74 | 141 | -37 | 268 |
| 10 Apr | 4445.30 | 155.8 | -5.549999999999983 | 40.28 | 531 | -79 | 311 |
| 9 Apr | 4452.00 | 167 | -10.5 | 44.6 | 953 | 358 | 392 |
| 8 Apr | 4434.40 | 173.5 | -155.4 | 43.66 | 126 | 29 | 34 |
| 7 Apr | 4357.60 | 328.9 | -42.9 | - | 0 | 0 | 5 |
| 6 Apr | 4272.30 | 328.9 | -42.9 | 59.84 | 4 | 0 | 7 |
| 2 Apr | 4241.30 | 371.8 | -24.95 | - | 0 | 0 | 7 |
| 1 Apr | 4127.10 | 371.8 | -24.95 | 42.39 | 4 | 2 | 6 |
| 30 Mar | 3976.60 | 396.75 | 164.9 | - | 0 | 0 | 4 |
| 27 Mar | 4160.80 | 396.75 | 164.9 | 47.53 | 7 | 3 | 3 |
| 25 Mar | 4213.40 | 231.85 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 4180.20 | 231.85 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 4130.60 | 231.85 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 4237.70 | 231.85 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 4039.30 | 231.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 4207.40 | 231.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 4103.60 | 231.85 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 4202.20 | 231.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 4255.00 | 231.85 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 231.85 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 4343.40 | 231.85 | 0 | 0.3 | 0 | 0 | 0 |
| 10 Mar | 4356.60 | 231.85 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 4303.70 | 231.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 4330.20 | 231.85 | 0 | 0.19 | 0 | 0 | 0 |
| 5 Mar | 4400.00 | 231.85 | 0 | 0.24 | 0 | 0 | 0 |
| 4 Mar | 4357.70 | 231.85 | 0 | 0.08 | 0 | 0 | 0 |
| 2 Mar | 4449.30 | 231.85 | 0 | 1.21 | 0 | 0 | 0 |
| 27 Feb | 4513.00 | 231.85 | 0 | 1.88 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4450 expiring on 28APR2026
Delta for 4450 PE is -0.38
Historical price for 4450 PE is as follows
On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 98.85, which was -66.1 lower than the previous day. The implied volatity was 41.49, the open interest changed by 19 which increased total open position to 283
On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 175.05, which was 19.5 higher than the previous day. The implied volatity was 42.74, the open interest changed by -37 which decreased total open position to 268
On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was 155.8, which was -5.549999999999983 lower than the previous day. The implied volatity was 40.28, the open interest changed by -79 which decreased total open position to 311
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 167, which was -10.5 lower than the previous day. The implied volatity was 44.6, the open interest changed by 358 which increased total open position to 392
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 173.5, which was -155.4 lower than the previous day. The implied volatity was 43.66, the open interest changed by 29 which increased total open position to 34
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 328.9, which was -42.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 328.9, which was -42.9 lower than the previous day. The implied volatity was 59.84, the open interest changed by 0 which decreased total open position to 7
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 371.8, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 371.8, which was -24.95 lower than the previous day. The implied volatity was 42.39, the open interest changed by 2 which increased total open position to 6
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 396.75, which was 164.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 396.75, which was 164.9 higher than the previous day. The implied volatity was 47.53, the open interest changed by 3 which increased total open position to 3
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 231.85, 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 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 231.85, 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 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 231.85, 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 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 231.85, 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 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 231.85, 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 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 231.85, 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 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 231.85, 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 231.85, 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 231.85, 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 12 Mar TATAELXSI was trading at 4330.00. The strike last trading price was 231.85, 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 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 231.85, which was 0 lower than the previous day. The implied volatity was 0.3, 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 231.85, 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 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 231.85, 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 231.85, which was 0 lower than the previous day. The implied volatity was 0.19, 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 231.85, which was 0 lower than the previous day. The implied volatity was 0.24, 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 231.85, which was 0 lower than the previous day. The implied volatity was 0.08, 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 231.85, which was 0 lower than the previous day. The implied volatity was 1.21, 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 231.85, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
