TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
06 Mar 2026 04:13 PM IST
| TATAELXSI 30-MAR-2026 4550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 3.94
Theta: -2.98
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 4330.20 | 68.95 | -22.9 | 31.95 | 972 | 155 | 456 | |||||||||
| 5 Mar | 4400.00 | 92.25 | -8.85 | 30.93 | 97 | 5 | 301 | |||||||||
| 4 Mar | 4357.70 | 102.7 | -31.15 | 36.58 | 234 | 35 | 296 | |||||||||
| 2 Mar | 4449.30 | 142.5 | -24.45 | 34.03 | 486 | 57 | 265 | |||||||||
| 27 Feb | 4513.00 | 160.15 | -21 | 31.28 | 574 | 72 | 210 | |||||||||
| 26 Feb | 4507.50 | 185.25 | -41.7 | 34.77 | 672 | 57 | 138 | |||||||||
| 25 Feb | 4577.00 | 229 | 25.95 | 35.08 | 418 | 58 | 80 | |||||||||
| 24 Feb | 4498.00 | 208.25 | -94.7 | 36.98 | 57 | 17 | 20 | |||||||||
| 23 Feb | 4714.00 | 302.95 | -434.6 | 33.58 | 4 | 0 | 3 | |||||||||
| 20 Feb | 4859.00 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
|
|
||||||||||||||||
| 19 Feb | 4839.50 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
| 18 Feb | 4885.00 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 4919.00 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
| 16 Feb | 4821.00 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
| 13 Feb | 4824.00 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
| 12 Feb | 4976.00 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
| 11 Feb | 5250.50 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
| 10 Feb | 5381.00 | 737.55 | -216.15 | - | 0 | 0 | 3 | |||||||||
For Tata Elxsi Limited - strike price 4550 expiring on 30MAR2026
Delta for 4550 CE is 0.31
Historical price for 4550 CE is as follows
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 68.95, which was -22.9 lower than the previous day. The implied volatity was 31.95, the open interest changed by 155 which increased total open position to 456
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 92.25, which was -8.85 lower than the previous day. The implied volatity was 30.93, the open interest changed by 5 which increased total open position to 301
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 102.7, which was -31.15 lower than the previous day. The implied volatity was 36.58, the open interest changed by 35 which increased total open position to 296
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 142.5, which was -24.45 lower than the previous day. The implied volatity was 34.03, the open interest changed by 57 which increased total open position to 265
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 160.15, which was -21 lower than the previous day. The implied volatity was 31.28, the open interest changed by 72 which increased total open position to 210
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 185.25, which was -41.7 lower than the previous day. The implied volatity was 34.77, the open interest changed by 57 which increased total open position to 138
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 229, which was 25.95 higher than the previous day. The implied volatity was 35.08, the open interest changed by 58 which increased total open position to 80
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 208.25, which was -94.7 lower than the previous day. The implied volatity was 36.98, the open interest changed by 17 which increased total open position to 20
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 302.95, which was -434.6 lower than the previous day. The implied volatity was 33.58, 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 737.55, which was -216.15 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 737.55, which was -216.15 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 737.55, which was -216.15 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 737.55, which was -216.15 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 737.55, which was -216.15 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 737.55, which was -216.15 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 737.55, which was -216.15 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 737.55, which was -216.15 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 737.55, which was -216.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
| TATAELXSI 30MAR2026 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 4.19
Theta: -2.91
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 4330.20 | 303.95 | 40.4 | 42.93 | 159 | 15 | 337 |
| 5 Mar | 4400.00 | 271.25 | -12.5 | 44.35 | 14 | -1 | 321 |
| 4 Mar | 4357.70 | 283.75 | 34.05 | 40.3 | 21 | -13 | 322 |
| 2 Mar | 4449.30 | 244.4 | 32.95 | 43.52 | 203 | -1 | 334 |
| 27 Feb | 4513.00 | 226.45 | 16.65 | 42.51 | 469 | 42 | 334 |
| 26 Feb | 4507.50 | 210.2 | 31.9 | 39.5 | 1,059 | 80 | 424 |
| 25 Feb | 4577.00 | 177.2 | -47.05 | 38.73 | 418 | 81 | 346 |
| 24 Feb | 4498.00 | 217.6 | 60.1 | 40.55 | 474 | 191 | 266 |
| 23 Feb | 4714.00 | 154 | 54.45 | 41.94 | 18 | -5 | 74 |
| 20 Feb | 4859.00 | 99.55 | 3.95 | 38.16 | 5 | 1 | 79 |
| 19 Feb | 4839.50 | 95.6 | -7.65 | 36.46 | 1 | 0 | 77 |
| 18 Feb | 4885.00 | 103.25 | 6.45 | 40.08 | 12 | 11 | 76 |
| 17 Feb | 4919.00 | 96.8 | -34.6 | 39.58 | 18 | -5 | 71 |
| 16 Feb | 4821.00 | 131.4 | -18.9 | 41.06 | 2 | 1 | 77 |
| 13 Feb | 4824.00 | 150.3 | 51.3 | 43.31 | 82 | 55 | 75 |
| 12 Feb | 4976.00 | 99 | 57.85 | 40.84 | 20 | 10 | 10 |
| 11 Feb | 5250.50 | 41.15 | 0 | 10.18 | 0 | 0 | 0 |
| 10 Feb | 5381.00 | 41.15 | 0 | 11.6 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4550 expiring on 30MAR2026
Delta for 4550 PE is -0.63
Historical price for 4550 PE is as follows
On 6 Mar TATAELXSI was trading at 4330.20. The strike last trading price was 303.95, which was 40.4 higher than the previous day. The implied volatity was 42.93, the open interest changed by 15 which increased total open position to 337
On 5 Mar TATAELXSI was trading at 4400.00. The strike last trading price was 271.25, which was -12.5 lower than the previous day. The implied volatity was 44.35, the open interest changed by -1 which decreased total open position to 321
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 283.75, which was 34.05 higher than the previous day. The implied volatity was 40.3, the open interest changed by -13 which decreased total open position to 322
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 244.4, which was 32.95 higher than the previous day. The implied volatity was 43.52, the open interest changed by -1 which decreased total open position to 334
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 226.45, which was 16.65 higher than the previous day. The implied volatity was 42.51, the open interest changed by 42 which increased total open position to 334
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 210.2, which was 31.9 higher than the previous day. The implied volatity was 39.5, the open interest changed by 80 which increased total open position to 424
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 177.2, which was -47.05 lower than the previous day. The implied volatity was 38.73, the open interest changed by 81 which increased total open position to 346
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 217.6, which was 60.1 higher than the previous day. The implied volatity was 40.55, the open interest changed by 191 which increased total open position to 266
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 154, which was 54.45 higher than the previous day. The implied volatity was 41.94, the open interest changed by -5 which decreased total open position to 74
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 99.55, which was 3.95 higher than the previous day. The implied volatity was 38.16, the open interest changed by 1 which increased total open position to 79
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 95.6, which was -7.65 lower than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 77
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 103.25, which was 6.45 higher than the previous day. The implied volatity was 40.08, the open interest changed by 11 which increased total open position to 76
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 96.8, which was -34.6 lower than the previous day. The implied volatity was 39.58, the open interest changed by -5 which decreased total open position to 71
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 131.4, which was -18.9 lower than the previous day. The implied volatity was 41.06, the open interest changed by 1 which increased total open position to 77
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 150.3, which was 51.3 higher than the previous day. The implied volatity was 43.31, the open interest changed by 55 which increased total open position to 75
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 99, which was 57.85 higher than the previous day. The implied volatity was 40.84, the open interest changed by 10 which increased total open position to 10
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 41.15, which was 0 lower than the previous day. The implied volatity was 10.18, 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 41.15, which was 0 lower than the previous day. The implied volatity was 11.6, the open interest changed by 0 which decreased total open position to 0
