TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
10 Mar 2026 11:07 AM IST
| TATAELXSI 30-MAR-2026 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 3.63
Theta: -3.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 4317.10 | 64.8 | -10.3 | 32 | 720 | 92 | 1,116 | |||||||||
| 9 Mar | 4303.70 | 76.1 | -7.05 | 34.17 | 1,963 | 11 | 1,043 | |||||||||
| 6 Mar | 4330.20 | 83.5 | -26.2 | 31.67 | 3,990 | 418 | 1,032 | |||||||||
| 5 Mar | 4400.00 | 110.4 | -8.6 | 30.76 | 1,075 | -8 | 616 | |||||||||
| 4 Mar | 4357.70 | 116.6 | -37.95 | 35.76 | 1,166 | 210 | 625 | |||||||||
| 2 Mar | 4449.30 | 159.35 | -31.2 | 32.89 | 1,734 | 54 | 423 | |||||||||
| 27 Feb | 4513.00 | 182.45 | -22.2 | 30.81 | 1,155 | 67 | 365 | |||||||||
| 26 Feb | 4507.50 | 209 | -46.65 | 34.56 | 923 | 104 | 298 | |||||||||
| 25 Feb | 4577.00 | 258 | 28.6 | 35.33 | 652 | 52 | 194 | |||||||||
| 24 Feb | 4498.00 | 237.35 | -86.65 | 37.74 | 550 | 134 | 140 | |||||||||
| 23 Feb | 4714.00 | 324 | -126 | 31.24 | 8 | 4 | 6 | |||||||||
| 20 Feb | 4859.00 | 450 | -50 | - | 0 | 0 | 2 | |||||||||
| 19 Feb | 4839.50 | 450 | -50 | - | 0 | 0 | 2 | |||||||||
| 18 Feb | 4885.00 | 450 | -50 | 24.04 | 1 | 0 | 1 | |||||||||
| 17 Feb | 4919.00 | 500 | 50.8 | 30.93 | 3 | 0 | 2 | |||||||||
| 16 Feb | 4821.00 | 449.2 | -392 | 35.56 | 2 | 1 | 1 | |||||||||
| 13 Feb | 4824.00 | 841.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4976.00 | 841.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Feb | 5250.50 | 841.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5381.00 | 841.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4500 expiring on 30MAR2026
Delta for 4500 CE is 0.32
Historical price for 4500 CE is as follows
On 10 Mar TATAELXSI was trading at 4317.10. The strike last trading price was 64.8, which was -10.3 lower than the previous day. The implied volatity was 32, the open interest changed by 92 which increased total open position to 1116
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 76.1, which was -7.05 lower than the previous day. The implied volatity was 34.17, the open interest changed by 11 which increased total open position to 1043
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 83.5, which was -26.2 lower than the previous day. The implied volatity was 31.67, the open interest changed by 418 which increased total open position to 1032
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 110.4, which was -8.6 lower than the previous day. The implied volatity was 30.76, the open interest changed by -8 which decreased total open position to 616
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 116.6, which was -37.95 lower than the previous day. The implied volatity was 35.76, the open interest changed by 210 which increased total open position to 625
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 159.35, which was -31.2 lower than the previous day. The implied volatity was 32.89, the open interest changed by 54 which increased total open position to 423
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 182.45, which was -22.2 lower than the previous day. The implied volatity was 30.81, the open interest changed by 67 which increased total open position to 365
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 209, which was -46.65 lower than the previous day. The implied volatity was 34.56, the open interest changed by 104 which increased total open position to 298
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 258, which was 28.6 higher than the previous day. The implied volatity was 35.33, the open interest changed by 52 which increased total open position to 194
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 237.35, which was -86.65 lower than the previous day. The implied volatity was 37.74, the open interest changed by 134 which increased total open position to 140
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 324, which was -126 lower than the previous day. The implied volatity was 31.24, the open interest changed by 4 which increased total open position to 6
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 450, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 450, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 450, which was -50 lower than the previous day. The implied volatity was 24.04, the open interest changed by 0 which decreased total open position to 1
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 500, which was 50.8 higher than the previous day. The implied volatity was 30.93, the open interest changed by 0 which decreased total open position to 2
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 449.2, which was -392 lower than the previous day. The implied volatity was 35.56, the open interest changed by 1 which increased total open position to 1
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 841.2, 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 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 841.2, 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 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 841.2, 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 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 841.2, 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 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 3.88
Theta: -3.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 4317.10 | 273.75 | 5.4 | 44.63 | 15 | 5 | 399 |
| 9 Mar | 4303.70 | 259 | -6.55 | 40.49 | 76 | -5 | 395 |
| 6 Mar | 4330.20 | 259.45 | 41.3 | 40.27 | 513 | 44 | 403 |
| 5 Mar | 4400.00 | 227.55 | -24.15 | 41.25 | 67 | -8 | 359 |
| 4 Mar | 4357.70 | 251.05 | 35.2 | 40.05 | 170 | -35 | 368 |
| 2 Mar | 4449.30 | 211.25 | 25.15 | 42.29 | 664 | -16 | 402 |
| 27 Feb | 4513.00 | 192.25 | 6.35 | 40.82 | 773 | -44 | 418 |
| 26 Feb | 4507.50 | 183.5 | 26.85 | 39.17 | 1,895 | 37 | 716 |
| 25 Feb | 4577.00 | 157.9 | -45.7 | 39.3 | 1,396 | 64 | 670 |
| 24 Feb | 4498.00 | 194.2 | 61.8 | 40.8 | 2,268 | 334 | 604 |
| 23 Feb | 4714.00 | 136.5 | 50.15 | 42.22 | 585 | 162 | 268 |
| 20 Feb | 4859.00 | 94.85 | -1.5 | 40.13 | 32 | 10 | 105 |
| 19 Feb | 4839.50 | 101.55 | 16.75 | 40.53 | 36 | 10 | 105 |
| 18 Feb | 4885.00 | 87.35 | -1.65 | 39.74 | 109 | 80 | 95 |
| 17 Feb | 4919.00 | 89 | -36.35 | 40.7 | 16 | 3 | 14 |
| 16 Feb | 4821.00 | 125.35 | 74.05 | 43.13 | 11 | 8 | 9 |
| 13 Feb | 4824.00 | 51.3 | -30.25 | - | 0 | 0 | 1 |
| 12 Feb | 4976.00 | 51.3 | -30.25 | 33.25 | 1 | 0 | 0 |
| 11 Feb | 5250.50 | 81.55 | 0 | 10.79 | 0 | 0 | 0 |
| 10 Feb | 5381.00 | 81.55 | 0 | 12.83 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4500 expiring on 30MAR2026
Delta for 4500 PE is -0.61
Historical price for 4500 PE is as follows
On 10 Mar TATAELXSI was trading at 4317.10. The strike last trading price was 273.75, which was 5.4 higher than the previous day. The implied volatity was 44.63, the open interest changed by 5 which increased total open position to 399
On 9 Mar TATAELXSI was trading at 4303.70. The strike last trading price was 259, which was -6.55 lower than the previous day. The implied volatity was 40.49, the open interest changed by -5 which decreased total open position to 395
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 259.45, which was 41.3 higher than the previous day. The implied volatity was 40.27, the open interest changed by 44 which increased total open position to 403
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 227.55, which was -24.15 lower than the previous day. The implied volatity was 41.25, the open interest changed by -8 which decreased total open position to 359
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 251.05, which was 35.2 higher than the previous day. The implied volatity was 40.05, the open interest changed by -35 which decreased total open position to 368
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 211.25, which was 25.15 higher than the previous day. The implied volatity was 42.29, the open interest changed by -16 which decreased total open position to 402
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 192.25, which was 6.35 higher than the previous day. The implied volatity was 40.82, the open interest changed by -44 which decreased total open position to 418
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 183.5, which was 26.85 higher than the previous day. The implied volatity was 39.17, the open interest changed by 37 which increased total open position to 716
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 157.9, which was -45.7 lower than the previous day. The implied volatity was 39.3, the open interest changed by 64 which increased total open position to 670
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 194.2, which was 61.8 higher than the previous day. The implied volatity was 40.8, the open interest changed by 334 which increased total open position to 604
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 136.5, which was 50.15 higher than the previous day. The implied volatity was 42.22, the open interest changed by 162 which increased total open position to 268
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 94.85, which was -1.5 lower than the previous day. The implied volatity was 40.13, the open interest changed by 10 which increased total open position to 105
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 101.55, which was 16.75 higher than the previous day. The implied volatity was 40.53, the open interest changed by 10 which increased total open position to 105
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 87.35, which was -1.65 lower than the previous day. The implied volatity was 39.74, the open interest changed by 80 which increased total open position to 95
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 89, which was -36.35 lower than the previous day. The implied volatity was 40.7, the open interest changed by 3 which increased total open position to 14
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 125.35, which was 74.05 higher than the previous day. The implied volatity was 43.13, the open interest changed by 8 which increased total open position to 9
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 51.3, which was -30.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 51.3, which was -30.25 lower than the previous day. The implied volatity was 33.25, 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 81.55, which was 0 lower than the previous day. The implied volatity was 10.79, 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 81.55, which was 0 lower than the previous day. The implied volatity was 12.83, the open interest changed by 0 which decreased total open position to 0
