TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
17 Apr 2026 04:10 PM IST
| TATAELXSI 28-Apr-2026 (10d) 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.03
Theta: -5.9
Gamma: 0.00111
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 4592.50 | 190 | -4.900000000000006 | 41.87 | 899 | -68 | 364 | |||||||||
| 16 Apr | 4593.60 | 201 | 31.19999999999999 | 42.15 | 3,255 | -83 | 438 | |||||||||
| 15 Apr | 4540.60 | 171.9 | 65.2 | 41.77 | 1,801 | -108 | 519 | |||||||||
| 13 Apr | 4411.40 | 98.9 | -33.54999999999998 | 38.52 | 840 | -15 | 615 | |||||||||
| 10 Apr | 4445.30 | 133.8 | -16.299999999999983 | 38.26 | 1,700 | 135 | 633 | |||||||||
| 9 Apr | 4452.00 | 145.9 | 1.5 | 38.64 | 1,191 | -131 | 498 | |||||||||
| 8 Apr | 4434.40 | 148.15 | 20.1 | 39.69 | 1,609 | 159 | 622 | |||||||||
| 7 Apr | 4357.60 | 126.5 | 23.5 | 42.08 | 3,401 | 104 | 462 | |||||||||
| 6 Apr | 4272.30 | 104.2 | 4.65 | 42.52 | 1,469 | -15 | 356 | |||||||||
| 2 Apr | 4241.30 | 95.7 | 26.35 | 40.61 | 1,356 | -347 | 368 | |||||||||
| 1 Apr | 4127.10 | 70.5 | 19.6 | 41.61 | 1,869 | -141 | 712 | |||||||||
| 30 Mar | 3976.60 | 52 | -18.5 | 44.9 | 580 | 225 | 852 | |||||||||
| 27 Mar | 4160.80 | 67.55 | -17.4 | 36.28 | 1,130 | 232 | 553 | |||||||||
| 25 Mar | 4213.40 | 83.5 | -2.5 | 34.74 | 452 | -41 | 321 | |||||||||
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| 24 Mar | 4180.20 | 85 | -1.55 | 37.48 | 360 | 17 | 360 | |||||||||
| 23 Mar | 4130.60 | 82 | -29.65 | 38.7 | 377 | 69 | 342 | |||||||||
| 20 Mar | 4237.70 | 110 | 47.15 | 35.29 | 562 | 50 | 273 | |||||||||
| 19 Mar | 4039.30 | 69 | -29.7 | 37.48 | 164 | 43 | 224 | |||||||||
| 18 Mar | 4207.40 | 98.75 | 24.85 | 34.48 | 267 | 160 | 183 | |||||||||
| 17 Mar | 4103.60 | 75 | -15 | 34.64 | 32 | 15 | 18 | |||||||||
| 16 Mar | 4202.20 | 90 | -35 | 33.08 | 2 | 1 | 2 | |||||||||
| 13 Mar | 4255.00 | 125 | -922.4 | 33.55 | 1 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 1047.4 | 0 | 1.96 | 0 | 0 | 0 | |||||||||
| 11 Mar | 4343.40 | 1047.4 | 0 | 1.61 | 0 | 0 | 0 | |||||||||
| 10 Mar | 4356.60 | 1047.4 | 0 | 1.16 | 0 | 0 | 0 | |||||||||
| 9 Mar | 4303.70 | 1047.4 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 6 Mar | 4330.20 | 1047.4 | 0 | 1.67 | 0 | 0 | 0 | |||||||||
| 5 Mar | 4400.00 | 1047.4 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 4 Mar | 4357.70 | 1047.4 | 0 | 1.11 | 0 | 0 | 0 | |||||||||
| 2 Mar | 4449.30 | 1047.4 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 27 Feb | 4513.00 | 1047.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4500 expiring on 28APR2026
Delta for 4500 CE is 0.63
Historical price for 4500 CE is as follows
On 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was 190, which was -4.900000000000006 lower than the previous day. The implied volatity was 41.87, the open interest changed by -68 which decreased total open position to 364
On 16 Apr TATAELXSI was trading at 4593.60. The strike last trading price was 201, which was 31.19999999999999 higher than the previous day. The implied volatity was 42.15, the open interest changed by -83 which decreased total open position to 438
On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 171.9, which was 65.2 higher than the previous day. The implied volatity was 41.77, the open interest changed by -108 which decreased total open position to 519
On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 98.9, which was -33.54999999999998 lower than the previous day. The implied volatity was 38.52, the open interest changed by -15 which decreased total open position to 615
On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was 133.8, which was -16.299999999999983 lower than the previous day. The implied volatity was 38.26, the open interest changed by 135 which increased total open position to 633
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 145.9, which was 1.5 higher than the previous day. The implied volatity was 38.64, the open interest changed by -131 which decreased total open position to 498
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 148.15, which was 20.1 higher than the previous day. The implied volatity was 39.69, the open interest changed by 159 which increased total open position to 622
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 126.5, which was 23.5 higher than the previous day. The implied volatity was 42.08, the open interest changed by 104 which increased total open position to 462
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 104.2, which was 4.65 higher than the previous day. The implied volatity was 42.52, the open interest changed by -15 which decreased total open position to 356
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 95.7, which was 26.35 higher than the previous day. The implied volatity was 40.61, the open interest changed by -347 which decreased total open position to 368
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 70.5, which was 19.6 higher than the previous day. The implied volatity was 41.61, the open interest changed by -141 which decreased total open position to 712
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 52, which was -18.5 lower than the previous day. The implied volatity was 44.9, the open interest changed by 225 which increased total open position to 852
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 67.55, which was -17.4 lower than the previous day. The implied volatity was 36.28, the open interest changed by 232 which increased total open position to 553
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 83.5, which was -2.5 lower than the previous day. The implied volatity was 34.74, the open interest changed by -41 which decreased total open position to 321
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 85, which was -1.55 lower than the previous day. The implied volatity was 37.48, the open interest changed by 17 which increased total open position to 360
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 82, which was -29.65 lower than the previous day. The implied volatity was 38.7, the open interest changed by 69 which increased total open position to 342
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 110, which was 47.15 higher than the previous day. The implied volatity was 35.29, the open interest changed by 50 which increased total open position to 273
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 69, which was -29.7 lower than the previous day. The implied volatity was 37.48, the open interest changed by 43 which increased total open position to 224
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 98.75, which was 24.85 higher than the previous day. The implied volatity was 34.48, the open interest changed by 160 which increased total open position to 183
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 75, which was -15 lower than the previous day. The implied volatity was 34.64, the open interest changed by 15 which increased total open position to 18
On 16 Mar TATAELXSI was trading at 4202.20. The strike last trading price was 90, which was -35 lower than the previous day. The implied volatity was 33.08, the open interest changed by 1 which increased total open position to 2
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 125, which was -922.4 lower than the previous day. The implied volatity was 33.55, 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 1047.4, 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 11 Mar TATAELXSI was trading at 4343.40. The strike last trading price was 1047.4, which was 0 lower than the previous day. The implied volatity was 1.61, 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 1047.4, which was 0 lower than the previous day. The implied volatity was 1.16, 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 1047.4, which was 0 lower than the previous day. The implied volatity was 2.03, 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 1047.4, which was 0 lower than the previous day. The implied volatity was 1.67, 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 1047.4, which was 0 lower than the previous day. The implied volatity was 0.53, 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 1047.4, which was 0 lower than the previous day. The implied volatity was 1.11, 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 1047.4, which was 0 lower than the previous day. The implied volatity was 0.01, 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 1047.4, 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 (10d) 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.03
Theta: -5.02
Gamma: 0.00115
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 4592.50 | 86 | -5.75 | 40.42 | 1,471 | -82 | 282 |
| 16 Apr | 4593.60 | 90.3 | -26.400000000000006 | 41.29 | 1,099 | 4 | 372 |
| 15 Apr | 4540.60 | 115.25 | -77.30000000000001 | 41.48 | 727 | 119 | 373 |
| 13 Apr | 4411.40 | 207.2 | 25.349999999999994 | 43.42 | 61 | 5 | 254 |
| 10 Apr | 4445.30 | 182 | -5.300000000000011 | 40.17 | 242 | 42 | 248 |
| 9 Apr | 4452.00 | 188 | -15.1 | 42.31 | 154 | -4 | 205 |
| 8 Apr | 4434.40 | 198.95 | -71.85 | 43.45 | 284 | 37 | 209 |
| 7 Apr | 4357.60 | 268.8 | -69.4 | 48.94 | 671 | 16 | 174 |
| 6 Apr | 4272.30 | 338.2 | -26.8 | 54.49 | 61 | 18 | 158 |
| 2 Apr | 4241.30 | 365 | -48 | 47.54 | 30 | -5 | 139 |
| 1 Apr | 4127.10 | 413 | -144.75 | 43.41 | 44 | 5 | 143 |
| 30 Mar | 3976.60 | 557.75 | 90.5 | 50.24 | 25 | 24 | 137 |
| 27 Mar | 4160.80 | 475.15 | 53.5 | 57.09 | 36 | 32 | 113 |
| 25 Mar | 4213.40 | 429.8 | -45.2 | 54.14 | 89 | 48 | 81 |
| 24 Mar | 4180.20 | 475 | -28.55 | 57.14 | 4 | 3 | 32 |
| 23 Mar | 4130.60 | 503.55 | 98.55 | 57.43 | 12 | 8 | 29 |
| 20 Mar | 4237.70 | 405 | -128.55 | 50.18 | 16 | 3 | 20 |
| 19 Mar | 4039.30 | 533.55 | 128.55 | 52.49 | 1 | 0 | 16 |
| 18 Mar | 4207.40 | 405 | 15 | 45.25 | 17 | 13 | 16 |
| 17 Mar | 4103.60 | 390 | -30 | 29.05 | 1 | 0 | 2 |
| 16 Mar | 4202.20 | 420 | 170 | 44.96 | 2 | 1 | 3 |
| 13 Mar | 4255.00 | 250 | 15 | - | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 250 | 15 | - | 0 | 0 | 2 |
| 11 Mar | 4343.40 | 250 | 15 | - | 0 | 0 | 2 |
| 10 Mar | 4356.60 | 250 | 15 | - | 0 | 0 | 2 |
| 9 Mar | 4303.70 | 250 | 15 | - | 0 | 0 | 2 |
| 6 Mar | 4330.20 | 250 | 15 | - | 0 | 0 | 2 |
| 5 Mar | 4400.00 | 250 | 15 | - | 0 | 0 | 0 |
| 4 Mar | 4357.70 | 250 | 15 | - | 1 | 0 | 2 |
| 2 Mar | 4449.30 | 250 | 15 | 37.79 | 1 | 0 | 1 |
| 27 Feb | 4513.00 | 235 | 171.5 | - | 1 | 0 | 1 |
For Tata Elxsi Limited - strike price 4500 expiring on 28APR2026
Delta for 4500 PE is -0.37
Historical price for 4500 PE is as follows
On 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was 86, which was -5.75 lower than the previous day. The implied volatity was 40.42, the open interest changed by -82 which decreased total open position to 282
On 16 Apr TATAELXSI was trading at 4593.60. The strike last trading price was 90.3, which was -26.400000000000006 lower than the previous day. The implied volatity was 41.29, the open interest changed by 4 which increased total open position to 372
On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 115.25, which was -77.30000000000001 lower than the previous day. The implied volatity was 41.48, the open interest changed by 119 which increased total open position to 373
On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 207.2, which was 25.349999999999994 higher than the previous day. The implied volatity was 43.42, the open interest changed by 5 which increased total open position to 254
On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was 182, which was -5.300000000000011 lower than the previous day. The implied volatity was 40.17, the open interest changed by 42 which increased total open position to 248
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 188, which was -15.1 lower than the previous day. The implied volatity was 42.31, the open interest changed by -4 which decreased total open position to 205
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 198.95, which was -71.85 lower than the previous day. The implied volatity was 43.45, the open interest changed by 37 which increased total open position to 209
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 268.8, which was -69.4 lower than the previous day. The implied volatity was 48.94, the open interest changed by 16 which increased total open position to 174
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 338.2, which was -26.8 lower than the previous day. The implied volatity was 54.49, the open interest changed by 18 which increased total open position to 158
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 365, which was -48 lower than the previous day. The implied volatity was 47.54, the open interest changed by -5 which decreased total open position to 139
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 413, which was -144.75 lower than the previous day. The implied volatity was 43.41, the open interest changed by 5 which increased total open position to 143
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 557.75, which was 90.5 higher than the previous day. The implied volatity was 50.24, the open interest changed by 24 which increased total open position to 137
On 27 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 475.15, which was 53.5 higher than the previous day. The implied volatity was 57.09, the open interest changed by 32 which increased total open position to 113
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 429.8, which was -45.2 lower than the previous day. The implied volatity was 54.14, the open interest changed by 48 which increased total open position to 81
On 24 Mar TATAELXSI was trading at 4180.20. The strike last trading price was 475, which was -28.55 lower than the previous day. The implied volatity was 57.14, the open interest changed by 3 which increased total open position to 32
On 23 Mar TATAELXSI was trading at 4130.60. The strike last trading price was 503.55, which was 98.55 higher than the previous day. The implied volatity was 57.43, the open interest changed by 8 which increased total open position to 29
On 20 Mar TATAELXSI was trading at 4237.70. The strike last trading price was 405, which was -128.55 lower than the previous day. The implied volatity was 50.18, the open interest changed by 3 which increased total open position to 20
On 19 Mar TATAELXSI was trading at 4039.30. The strike last trading price was 533.55, which was 128.55 higher than the previous day. The implied volatity was 52.49, the open interest changed by 0 which decreased total open position to 16
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 405, which was 15 higher than the previous day. The implied volatity was 45.25, the open interest changed by 13 which increased total open position to 16
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 390, which was -30 lower than the previous day. The implied volatity was 29.05, 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 420, which was 170 higher than the previous day. The implied volatity was 44.96, the open interest changed by 1 which increased total open position to 3
On 13 Mar TATAELXSI was trading at 4255.00. The strike last trading price was 250, which was 15 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 250, which was 15 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 250, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 250, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 250, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 250, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 250, which was 15 higher 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 250, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 250, which was 15 higher than the previous day. The implied volatity was 37.79, the open interest changed by 0 which decreased total open position to 1
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 235, which was 171.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
