TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
22 Apr 2026 09:43 AM IST
| TATAELXSI 28-Apr-2026 (6d) 4550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.02
Theta: -7.34
Gamma: 0.00155
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 4457.30 | 62.15 | -129.9 | 40.98 | 2,305 | 587 | 829 | |||||||||
| 21 Apr | 4650.70 | 199.35 | 76.8 | 51.52 | 2,972 | -246 | 255 | |||||||||
| 20 Apr | 4516.60 | 117 | -44.05000000000001 | 49.43 | 2,244 | 203 | 516 | |||||||||
| 17 Apr | 4592.50 | 160.5 | -3.25 | 41.32 | 289 | -34 | 314 | |||||||||
| 16 Apr | 4593.60 | 167.55 | 25.450000000000017 | 41.09 | 1,059 | -47 | 347 | |||||||||
| 15 Apr | 4540.60 | 146.95 | 64.1 | 41.83 | 1,130 | 296 | 394 | |||||||||
| 13 Apr | 4411.40 | 78.6 | -33 | 38.09 | 111 | 3 | 102 | |||||||||
| 10 Apr | 4445.30 | 113.2 | -15.450000000000003 | 38.3 | 434 | 41 | 100 | |||||||||
| 9 Apr | 4452.00 | 129 | 3.65 | 40.8 | 77 | -5 | 59 | |||||||||
| 8 Apr | 4434.40 | 125.1 | 14.25 | 39.21 | 233 | 17 | 65 | |||||||||
| 7 Apr | 4357.60 | 108.75 | 31.05 | 42.11 | 164 | 27 | 48 | |||||||||
| 6 Apr | 4272.30 | 77.7 | -8 | 39.48 | 49 | 16 | 21 | |||||||||
| 2 Apr | 4241.30 | 85.7 | 44.8 | 41.58 | 10 | 1 | 5 | |||||||||
| 1 Apr | 4127.10 | 40.9 | -34.9 | - | 0 | 0 | 4 | |||||||||
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| 30 Mar | 3976.60 | 40.9 | -34.9 | 43.67 | 1 | 0 | 4 | |||||||||
| 27 Mar | 4160.80 | 75.8 | -9.1 | 41.15 | 2 | 1 | 3 | |||||||||
| 25 Mar | 4213.40 | 84.9 | 29.65 | 37.98 | 3 | 0 | 0 | |||||||||
| 24 Mar | 4180.20 | 55.25 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 4130.60 | 55.25 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 4237.70 | 55.25 | -34.2 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 4039.30 | 55.25 | -34.2 | 36.45 | 2 | 0 | 2 | |||||||||
| 18 Mar | 4207.40 | 89.45 | -111.25 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 4103.60 | 89.45 | -111.25 | - | 2 | 0 | 2 | |||||||||
| 16 Mar | 4202.20 | 89.45 | -111.25 | 34.97 | 2 | 0 | 0 | |||||||||
| 13 Mar | 4255.00 | 200.7 | -63.9 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4330.00 | 200.7 | -63.9 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4343.40 | 200.7 | -63.9 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4356.60 | 200.7 | -63.9 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4303.70 | 200.7 | -63.9 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 4330.20 | 200.7 | -63.9 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4400.00 | 200.7 | -63.9 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4357.70 | 200.7 | -63.9 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4449.30 | 200.7 | -63.9 | - | 0 | -1 | 0 | |||||||||
| 27 Feb | 4513.00 | 200.7 | -63.9 | 25.66 | 1 | 0 | 1 | |||||||||
For Tata Elxsi Limited - strike price 4550 expiring on 28APR2026
Delta for 4550 CE is 0.38
Historical price for 4550 CE is as follows
On 22 Apr TATAELXSI was trading at 4457.30. The strike last trading price was 62.15, which was -129.9 lower than the previous day. The implied volatity was 40.98, the open interest changed by 587 which increased total open position to 829
On 21 Apr TATAELXSI was trading at 4650.70. The strike last trading price was 199.35, which was 76.8 higher than the previous day. The implied volatity was 51.52, the open interest changed by -246 which decreased total open position to 255
On 20 Apr TATAELXSI was trading at 4516.60. The strike last trading price was 117, which was -44.05000000000001 lower than the previous day. The implied volatity was 49.43, the open interest changed by 203 which increased total open position to 516
On 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was 160.5, which was -3.25 lower than the previous day. The implied volatity was 41.32, the open interest changed by -34 which decreased total open position to 314
On 16 Apr TATAELXSI was trading at 4593.60. The strike last trading price was 167.55, which was 25.450000000000017 higher than the previous day. The implied volatity was 41.09, the open interest changed by -47 which decreased total open position to 347
On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 146.95, which was 64.1 higher than the previous day. The implied volatity was 41.83, the open interest changed by 296 which increased total open position to 394
On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 78.6, which was -33 lower than the previous day. The implied volatity was 38.09, the open interest changed by 3 which increased total open position to 102
On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was 113.2, which was -15.450000000000003 lower than the previous day. The implied volatity was 38.3, the open interest changed by 41 which increased total open position to 100
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 129, which was 3.65 higher than the previous day. The implied volatity was 40.8, the open interest changed by -5 which decreased total open position to 59
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 125.1, which was 14.25 higher than the previous day. The implied volatity was 39.21, the open interest changed by 17 which increased total open position to 65
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 108.75, which was 31.05 higher than the previous day. The implied volatity was 42.11, the open interest changed by 27 which increased total open position to 48
On 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 77.7, which was -8 lower than the previous day. The implied volatity was 39.48, the open interest changed by 16 which increased total open position to 21
On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 85.7, which was 44.8 higher than the previous day. The implied volatity was 41.58, the open interest changed by 1 which increased total open position to 5
On 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 40.9, which was -34.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 40.9, which was -34.9 lower than the previous day. The implied volatity was 43.67, 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 75.8, which was -9.1 lower than the previous day. The implied volatity was 41.15, the open interest changed by 1 which increased total open position to 3
On 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 84.9, which was 29.65 higher than the previous day. The implied volatity was 37.98, 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 55.25, which was -34.2 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 55.25, which was -34.2 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 55.25, which was -34.2 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 55.25, which was -34.2 lower than the previous day. The implied volatity was 36.45, the open interest changed by 0 which decreased total open position to 2
On 18 Mar TATAELXSI was trading at 4207.40. The strike last trading price was 89.45, which was -111.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar TATAELXSI was trading at 4103.60. The strike last trading price was 89.45, which was -111.25 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 89.45, which was -111.25 lower than the previous day. The implied volatity was 34.97, 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 200.7, which was -63.9 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 200.7, which was -63.9 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 200.7, which was -63.9 lower than the previous day. The implied volatity was -, 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 200.7, which was -63.9 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 200.7, which was -63.9 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 200.7, which was -63.9 lower than the previous day. The implied volatity was -, 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 200.7, which was -63.9 lower 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 200.7, which was -63.9 lower than the previous day. The implied volatity was -, 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 200.7, which was -63.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 200.7, which was -63.9 lower than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 1
| TATAELXSI 28-Apr-2026 (6d) 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.02
Theta: -9.18
Gamma: 0.0012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 4457.30 | 177.6 | 96.19999999999999 | 54.19 | 705 | -4 | 342 |
| 21 Apr | 4650.70 | 75.5 | -71.15 | 47.91 | 1,246 | 28 | 340 |
| 20 Apr | 4516.60 | 153.45 | 45.599999999999994 | 47.96 | 717 | -35 | 312 |
| 17 Apr | 4592.50 | 105.65 | -5.5 | 40.59 | 541 | -10 | 348 |
| 16 Apr | 4593.60 | 109.3 | -31.200000000000003 | 41 | 619 | -77 | 358 |
| 15 Apr | 4540.60 | 137.85 | -90.9 | 39.85 | 772 | 414 | 437 |
| 13 Apr | 4411.40 | 228.75 | 19 | 42.02 | 1 | 0 | 23 |
| 10 Apr | 4445.30 | 209.75 | -7.949999999999989 | 39.82 | 12 | 0 | 23 |
| 9 Apr | 4452.00 | 217.75 | -29.8 | 42.65 | 13 | 1 | 21 |
| 8 Apr | 4434.40 | 247.55 | -34.05 | 48.34 | 35 | 18 | 18 |
| 7 Apr | 4357.60 | 281.6 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 4272.30 | 281.6 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 4241.30 | 281.6 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 4127.10 | 281.6 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 3976.60 | 281.6 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 4160.80 | 281.6 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 4213.40 | 281.6 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 4180.20 | 281.6 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 4130.60 | 281.6 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 4237.70 | 281.6 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 4039.30 | 281.6 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 4207.40 | 281.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 4103.60 | 281.6 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 4202.20 | 281.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 4255.00 | 281.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 4330.00 | 281.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 4343.40 | 281.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 4356.60 | 281.6 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 4303.70 | 281.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 4330.20 | 281.6 | 0 | 0.1 | 0 | 0 | 0 |
| 5 Mar | 4400.00 | 281.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 4357.70 | 281.6 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 4449.30 | 281.6 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 4513.00 | 281.6 | 0 | 0.45 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4550 expiring on 28APR2026
Delta for 4550 PE is -0.59
Historical price for 4550 PE is as follows
On 22 Apr TATAELXSI was trading at 4457.30. The strike last trading price was 177.6, which was 96.19999999999999 higher than the previous day. The implied volatity was 54.19, the open interest changed by -4 which decreased total open position to 342
On 21 Apr TATAELXSI was trading at 4650.70. The strike last trading price was 75.5, which was -71.15 lower than the previous day. The implied volatity was 47.91, the open interest changed by 28 which increased total open position to 340
On 20 Apr TATAELXSI was trading at 4516.60. The strike last trading price was 153.45, which was 45.599999999999994 higher than the previous day. The implied volatity was 47.96, the open interest changed by -35 which decreased total open position to 312
On 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was 105.65, which was -5.5 lower than the previous day. The implied volatity was 40.59, the open interest changed by -10 which decreased total open position to 348
On 16 Apr TATAELXSI was trading at 4593.60. The strike last trading price was 109.3, which was -31.200000000000003 lower than the previous day. The implied volatity was 41, the open interest changed by -77 which decreased total open position to 358
On 15 Apr TATAELXSI was trading at 4540.60. The strike last trading price was 137.85, which was -90.9 lower than the previous day. The implied volatity was 39.85, the open interest changed by 414 which increased total open position to 437
On 13 Apr TATAELXSI was trading at 4411.40. The strike last trading price was 228.75, which was 19 higher than the previous day. The implied volatity was 42.02, the open interest changed by 0 which decreased total open position to 23
On 10 Apr TATAELXSI was trading at 4445.30. The strike last trading price was 209.75, which was -7.949999999999989 lower than the previous day. The implied volatity was 39.82, the open interest changed by 0 which decreased total open position to 23
On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 217.75, which was -29.8 lower than the previous day. The implied volatity was 42.65, the open interest changed by 1 which increased total open position to 21
On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 247.55, which was -34.05 lower than the previous day. The implied volatity was 48.34, the open interest changed by 18 which increased total open position to 18
On 7 Apr TATAELXSI was trading at 4357.60. The strike last trading price was 281.6, 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 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 281.6, 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 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 281.6, 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 1 Apr TATAELXSI was trading at 4127.10. The strike last trading price was 281.6, 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 30 Mar TATAELXSI was trading at 3976.60. The strike last trading price was 281.6, 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 Mar TATAELXSI was trading at 4160.80. The strike last trading price was 281.6, 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 25 Mar TATAELXSI was trading at 4213.40. The strike last trading price was 281.6, 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 281.6, 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 281.6, 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 281.6, 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 281.6, 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 281.6, 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 281.6, 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 281.6, 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 281.6, 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 281.6, 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 281.6, 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 Mar TATAELXSI was trading at 4356.60. The strike last trading price was 281.6, 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 281.6, 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 281.6, which was 0 lower than the previous day. The implied volatity was 0.1, 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 281.6, 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 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 281.6, 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 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 281.6, 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 281.6, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
