TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
12 Mar 2026 04:12 PM IST
| TATAELXSI 30-MAR-2026 4450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 3.68
Theta: -3.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 4330.00 | 81 | -14.2 | 32.32 | 363 | 7 | 391 | |||||||||
| 11 Mar | 4343.40 | 94.6 | -2.4 | 32.94 | 820 | -27 | 383 | |||||||||
| 10 Mar | 4356.60 | 97.8 | 7.7 | 30.11 | 479 | 50 | 421 | |||||||||
| 9 Mar | 4303.70 | 92.55 | -6.7 | 33.23 | 351 | 70 | 369 | |||||||||
| 6 Mar | 4330.20 | 99 | -28.4 | 31.23 | 1,253 | 150 | 299 | |||||||||
| 5 Mar | 4400.00 | 120.9 | -16.85 | 28.35 | 83 | 4 | 153 | |||||||||
| 4 Mar | 4357.70 | 137.75 | -39.8 | 36.08 | 267 | 72 | 152 | |||||||||
| 2 Mar | 4449.30 | 187.35 | -28.85 | 33.54 | 462 | 38 | 84 | |||||||||
| 27 Feb | 4513.00 | 209 | -23.05 | 30.69 | 177 | 0 | 42 | |||||||||
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| 26 Feb | 4507.50 | 236 | -46.75 | 34.56 | 173 | 20 | 44 | |||||||||
| 25 Feb | 4577.00 | 284 | 26.85 | 34.6 | 76 | 0 | 24 | |||||||||
| 24 Feb | 4498.00 | 260.3 | -555.5 | 37 | 47 | 20 | 23 | |||||||||
| 23 Feb | 4714.00 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 20 Feb | 4859.00 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 19 Feb | 4839.50 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 18 Feb | 4885.00 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 4919.00 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 16 Feb | 4821.00 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 13 Feb | 4824.00 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 12 Feb | 4976.00 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 11 Feb | 5250.50 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
| 10 Feb | 5381.00 | 815.8 | -225.65 | - | 0 | 0 | 3 | |||||||||
For Tata Elxsi Limited - strike price 4450 expiring on 30MAR2026
Delta for 4450 CE is 0.39
Historical price for 4450 CE is as follows
On 12 Mar TATAELXSI was trading at 4330.00. The strike last trading price was 81, which was -14.2 lower than the previous day. The implied volatity was 32.32, the open interest changed by 7 which increased total open position to 391
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 94.6, which was -2.4 lower than the previous day. The implied volatity was 32.94, the open interest changed by -27 which decreased total open position to 383
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 97.8, which was 7.7 higher than the previous day. The implied volatity was 30.11, the open interest changed by 50 which increased total open position to 421
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 92.55, which was -6.7 lower than the previous day. The implied volatity was 33.23, the open interest changed by 70 which increased total open position to 369
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 99, which was -28.4 lower than the previous day. The implied volatity was 31.23, the open interest changed by 150 which increased total open position to 299
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 120.9, which was -16.85 lower than the previous day. The implied volatity was 28.35, the open interest changed by 4 which increased total open position to 153
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 137.75, which was -39.8 lower than the previous day. The implied volatity was 36.08, the open interest changed by 72 which increased total open position to 152
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 187.35, which was -28.85 lower than the previous day. The implied volatity was 33.54, the open interest changed by 38 which increased total open position to 84
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 209, which was -23.05 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 42
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 236, which was -46.75 lower than the previous day. The implied volatity was 34.56, the open interest changed by 20 which increased total open position to 44
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 284, which was 26.85 higher than the previous day. The implied volatity was 34.6, the open interest changed by 0 which decreased total open position to 24
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 260.3, which was -555.5 lower than the previous day. The implied volatity was 37, the open interest changed by 20 which increased total open position to 23
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 815.8, which was -225.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
| TATAELXSI 30MAR2026 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 3.75
Theta: -3.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 4330.00 | 216.25 | 4.85 | 41.37 | 32 | -1 | 281 |
| 11 Mar | 4343.40 | 209.75 | 14.25 | 41.51 | 62 | 12 | 284 |
| 10 Mar | 4356.60 | 183.9 | -68.75 | 35.3 | 27 | 7 | 273 |
| 9 Mar | 4303.70 | 252.65 | 21.25 | 46.74 | 59 | 6 | 266 |
| 6 Mar | 4330.20 | 225.95 | 42.3 | 39.53 | 445 | 92 | 265 |
| 5 Mar | 4400.00 | 184.5 | -36.25 | 37.92 | 6 | 0 | 173 |
| 4 Mar | 4357.70 | 223.8 | 33.65 | 40.57 | 65 | -2 | 174 |
| 2 Mar | 4449.30 | 177.75 | 18.05 | 40.6 | 512 | 44 | 177 |
| 27 Feb | 4513.00 | 164.05 | 2.5 | 39.89 | 423 | 39 | 134 |
| 26 Feb | 4507.50 | 159.4 | 23.3 | 38.98 | 294 | 24 | 99 |
| 25 Feb | 4577.00 | 137.2 | -43.55 | 39.27 | 138 | 10 | 73 |
| 24 Feb | 4498.00 | 172.5 | 55.45 | 41.04 | 151 | 40 | 63 |
| 23 Feb | 4714.00 | 117.05 | 53.05 | 41.8 | 11 | 0 | 12 |
| 20 Feb | 4859.00 | 64 | -34.4 | - | 0 | 0 | 12 |
| 19 Feb | 4839.50 | 64 | -34.4 | 34.88 | 2 | 0 | 12 |
| 18 Feb | 4885.00 | 98.4 | 68.5 | 44.73 | 12 | 5 | 5 |
| 17 Feb | 4919.00 | 29.9 | 0 | 7.89 | 0 | 0 | 0 |
| 16 Feb | 4821.00 | 29.9 | 0 | 6.64 | 0 | 0 | 0 |
| 13 Feb | 4824.00 | 29.9 | 0 | 6.47 | 0 | 0 | 0 |
| 12 Feb | 4976.00 | 29.9 | 0 | 8.45 | 0 | 0 | 0 |
| 11 Feb | 5250.50 | 29.9 | 0 | 11.34 | 0 | 0 | 0 |
| 10 Feb | 5381.00 | 29.9 | 0 | 13.38 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4450 expiring on 30MAR2026
Delta for 4450 PE is -0.58
Historical price for 4450 PE is as follows
On 12 Mar TATAELXSI was trading at 4330.00. The strike last trading price was 216.25, which was 4.85 higher than the previous day. The implied volatity was 41.37, the open interest changed by -1 which decreased total open position to 281
On 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 209.75, which was 14.25 higher than the previous day. The implied volatity was 41.51, the open interest changed by 12 which increased total open position to 284
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 183.9, which was -68.75 lower than the previous day. The implied volatity was 35.3, the open interest changed by 7 which increased total open position to 273
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 252.65, which was 21.25 higher than the previous day. The implied volatity was 46.74, the open interest changed by 6 which increased total open position to 266
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 225.95, which was 42.3 higher than the previous day. The implied volatity was 39.53, the open interest changed by 92 which increased total open position to 265
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 184.5, which was -36.25 lower than the previous day. The implied volatity was 37.92, the open interest changed by 0 which decreased total open position to 173
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 223.8, which was 33.65 higher than the previous day. The implied volatity was 40.57, the open interest changed by -2 which decreased total open position to 174
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 177.75, which was 18.05 higher than the previous day. The implied volatity was 40.6, the open interest changed by 44 which increased total open position to 177
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 164.05, which was 2.5 higher than the previous day. The implied volatity was 39.89, the open interest changed by 39 which increased total open position to 134
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 159.4, which was 23.3 higher than the previous day. The implied volatity was 38.98, the open interest changed by 24 which increased total open position to 99
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 137.2, which was -43.55 lower than the previous day. The implied volatity was 39.27, the open interest changed by 10 which increased total open position to 73
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 172.5, which was 55.45 higher than the previous day. The implied volatity was 41.04, the open interest changed by 40 which increased total open position to 63
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 117.05, which was 53.05 higher than the previous day. The implied volatity was 41.8, the open interest changed by 0 which decreased total open position to 12
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 64, which was -34.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 64, which was -34.4 lower than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 12
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 98.4, which was 68.5 higher than the previous day. The implied volatity was 44.73, the open interest changed by 5 which increased total open position to 5
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 29.9, which was 0 lower than the previous day. The implied volatity was 7.89, 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 29.9, which was 0 lower than the previous day. The implied volatity was 6.64, 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 29.9, which was 0 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 29.9, which was 0 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 29.9, which was 0 lower than the previous day. The implied volatity was 11.34, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 29.9, which was 0 lower than the previous day. The implied volatity was 13.38, the open interest changed by 0 which decreased total open position to 0
