TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
04 Mar 2026 04:13 PM IST
| TATAELXSI 30-MAR-2026 4600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 4.19
Theta: -3.28
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 4357.70 | 85.55 | -30.75 | 36.21 | 893 | 135 | 573 | |||||||||
| 2 Mar | 4449.30 | 123.5 | -23.4 | 34.28 | 1,263 | 68 | 466 | |||||||||
| 27 Feb | 4513.00 | 142.7 | -18.6 | 32.22 | 1,822 | 13 | 398 | |||||||||
| 26 Feb | 4507.50 | 164.95 | -38.8 | 35.22 | 2,405 | 6 | 384 | |||||||||
| 25 Feb | 4577.00 | 206.35 | 22.85 | 35.63 | 3,744 | 235 | 379 | |||||||||
| 24 Feb | 4498.00 | 188 | -87 | 37.5 | 499 | 148 | 154 | |||||||||
| 23 Feb | 4714.00 | 275 | -64 | 34.06 | 8 | 4 | 6 | |||||||||
| 20 Feb | 4859.00 | 336.95 | -63.05 | - | 0 | 0 | 2 | |||||||||
| 19 Feb | 4839.50 | 336.95 | -63.05 | 26.56 | 8 | -3 | 7 | |||||||||
| 18 Feb | 4885.00 | 400 | 50 | 31.06 | 2 | 1 | 10 | |||||||||
| 17 Feb | 4919.00 | 350 | -343.15 | - | 0 | 0 | 9 | |||||||||
| 16 Feb | 4821.00 | 350 | -343.15 | 29.99 | 1 | 0 | 8 | |||||||||
| 13 Feb | 4824.00 | 693.15 | -71.5 | - | 0 | 0 | 8 | |||||||||
| 12 Feb | 4976.00 | 693.15 | -71.5 | - | 0 | 0 | 8 | |||||||||
| 11 Feb | 5250.50 | 693.15 | -71.5 | - | 0 | 0 | 8 | |||||||||
| 10 Feb | 5381.00 | 693.15 | -71.5 | - | 0 | 0 | 8 | |||||||||
| 9 Feb | 5233.00 | 693.15 | -71.5 | 26.75 | 8 | 5 | 5 | |||||||||
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| 6 Feb | 5198.50 | 764.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4600 expiring on 30MAR2026
Delta for 4600 CE is 0.33
Historical price for 4600 CE is as follows
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 85.55, which was -30.75 lower than the previous day. The implied volatity was 36.21, the open interest changed by 135 which increased total open position to 573
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 123.5, which was -23.4 lower than the previous day. The implied volatity was 34.28, the open interest changed by 68 which increased total open position to 466
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 142.7, which was -18.6 lower than the previous day. The implied volatity was 32.22, the open interest changed by 13 which increased total open position to 398
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 164.95, which was -38.8 lower than the previous day. The implied volatity was 35.22, the open interest changed by 6 which increased total open position to 384
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 206.35, which was 22.85 higher than the previous day. The implied volatity was 35.63, the open interest changed by 235 which increased total open position to 379
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 188, which was -87 lower than the previous day. The implied volatity was 37.5, the open interest changed by 148 which increased total open position to 154
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 275, which was -64 lower than the previous day. The implied volatity was 34.06, 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 336.95, which was -63.05 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 336.95, which was -63.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by -3 which decreased total open position to 7
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 400, which was 50 higher than the previous day. The implied volatity was 31.06, the open interest changed by 1 which increased total open position to 10
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 350, which was -343.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 350, which was -343.15 lower than the previous day. The implied volatity was 29.99, the open interest changed by 0 which decreased total open position to 8
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 693.15, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 693.15, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 693.15, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 693.15, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 693.15, which was -71.5 lower than the previous day. The implied volatity was 26.75, the open interest changed by 5 which increased total open position to 5
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 764.65, 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 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 4.29
Theta: -2.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 4357.70 | 316.7 | 34.45 | 40.19 | 52 | -28 | 571 |
| 2 Mar | 4449.30 | 271.5 | 28.95 | 43.15 | 258 | -43 | 600 |
| 27 Feb | 4513.00 | 251.7 | 14 | 42.15 | 302 | 38 | 651 |
| 26 Feb | 4507.50 | 235.8 | 33.5 | 39.26 | 1,161 | 72 | 710 |
| 25 Feb | 4577.00 | 202.65 | -53.9 | 38.96 | 949 | 183 | 639 |
| 24 Feb | 4498.00 | 248.5 | 79.25 | 41.35 | 972 | 45 | 457 |
| 23 Feb | 4714.00 | 176.7 | 56.5 | 42.34 | 681 | 210 | 410 |
| 20 Feb | 4859.00 | 125.5 | -0.35 | 40.08 | 310 | 43 | 200 |
| 19 Feb | 4839.50 | 131 | 21 | 40.09 | 149 | 59 | 158 |
| 18 Feb | 4885.00 | 110 | -8.2 | 38.6 | 4 | -1 | 99 |
| 17 Feb | 4919.00 | 118.2 | -39.15 | 40.86 | 82 | 55 | 97 |
| 16 Feb | 4821.00 | 154 | 1 | 41.93 | 23 | 6 | 43 |
| 13 Feb | 4824.00 | 153 | 53 | 40.84 | 39 | 23 | 36 |
| 12 Feb | 4976.00 | 100 | 70 | 38.5 | 13 | 11 | 13 |
| 11 Feb | 5250.50 | 30 | 5 | 32.16 | 1 | 0 | 2 |
| 10 Feb | 5381.00 | 25 | -13.25 | 34.56 | 4 | 0 | 3 |
| 9 Feb | 5233.00 | 38.25 | -9.9 | 33.45 | 3 | 1 | 2 |
| 6 Feb | 5198.50 | 48.15 | -55.35 | 34.78 | 3 | 2 | 2 |
For Tata Elxsi Limited - strike price 4600 expiring on 30MAR2026
Delta for 4600 PE is -0.65
Historical price for 4600 PE is as follows
On 4 Mar TATAELXSI was trading at 4357.70. The strike last trading price was 316.7, which was 34.45 higher than the previous day. The implied volatity was 40.19, the open interest changed by -28 which decreased total open position to 571
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 271.5, which was 28.95 higher than the previous day. The implied volatity was 43.15, the open interest changed by -43 which decreased total open position to 600
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 251.7, which was 14 higher than the previous day. The implied volatity was 42.15, the open interest changed by 38 which increased total open position to 651
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 235.8, which was 33.5 higher than the previous day. The implied volatity was 39.26, the open interest changed by 72 which increased total open position to 710
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 202.65, which was -53.9 lower than the previous day. The implied volatity was 38.96, the open interest changed by 183 which increased total open position to 639
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 248.5, which was 79.25 higher than the previous day. The implied volatity was 41.35, the open interest changed by 45 which increased total open position to 457
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 176.7, which was 56.5 higher than the previous day. The implied volatity was 42.34, the open interest changed by 210 which increased total open position to 410
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 125.5, which was -0.35 lower than the previous day. The implied volatity was 40.08, the open interest changed by 43 which increased total open position to 200
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 131, which was 21 higher than the previous day. The implied volatity was 40.09, the open interest changed by 59 which increased total open position to 158
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 110, which was -8.2 lower than the previous day. The implied volatity was 38.6, the open interest changed by -1 which decreased total open position to 99
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 118.2, which was -39.15 lower than the previous day. The implied volatity was 40.86, the open interest changed by 55 which increased total open position to 97
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 154, which was 1 higher than the previous day. The implied volatity was 41.93, the open interest changed by 6 which increased total open position to 43
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 153, which was 53 higher than the previous day. The implied volatity was 40.84, the open interest changed by 23 which increased total open position to 36
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 100, which was 70 higher than the previous day. The implied volatity was 38.5, the open interest changed by 11 which increased total open position to 13
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 30, which was 5 higher than the previous day. The implied volatity was 32.16, the open interest changed by 0 which decreased total open position to 2
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 25, which was -13.25 lower than the previous day. The implied volatity was 34.56, the open interest changed by 0 which decreased total open position to 3
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 38.25, which was -9.9 lower than the previous day. The implied volatity was 33.45, the open interest changed by 1 which increased total open position to 2
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 48.15, which was -55.35 lower than the previous day. The implied volatity was 34.78, the open interest changed by 2 which increased total open position to 2
