TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
02 Mar 2026 04:12 PM IST
| TATAELXSI 30-MAR-2026 4650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 4.68
Theta: -3.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 4449.30 | 102.35 | -25.65 | 33.61 | 116 | 9 | 384 | |||||||||
| 27 Feb | 4513.00 | 123.3 | -17.6 | 32.36 | 444 | 8 | 377 | |||||||||
| 26 Feb | 4507.50 | 144.85 | -35.25 | 35.33 | 1,740 | 295 | 372 | |||||||||
| 25 Feb | 4577.00 | 181.7 | 20.25 | 35.44 | 773 | 53 | 77 | |||||||||
| 24 Feb | 4498.00 | 167.65 | -701.35 | 37.66 | 69 | 21 | 21 | |||||||||
| 23 Feb | 4714.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4859.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4839.50 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4885.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4919.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4821.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4824.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4976.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 5250.50 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5381.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Feb | 5233.00 | 869 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 5198.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4650 expiring on 30MAR2026
Delta for 4650 CE is 0.37
Historical price for 4650 CE is as follows
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 102.35, which was -25.65 lower than the previous day. The implied volatity was 33.61, the open interest changed by 9 which increased total open position to 384
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 123.3, which was -17.6 lower than the previous day. The implied volatity was 32.36, the open interest changed by 8 which increased total open position to 377
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 144.85, which was -35.25 lower than the previous day. The implied volatity was 35.33, the open interest changed by 295 which increased total open position to 372
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 181.7, which was 20.25 higher than the previous day. The implied volatity was 35.44, the open interest changed by 53 which increased total open position to 77
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 167.65, which was -701.35 lower than the previous day. The implied volatity was 37.66, the open interest changed by 21 which increased total open position to 21
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 869, 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 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 869, 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 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 869, 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 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 869, 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 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 869, 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 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 869, 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 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 869, 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 869, 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 869, 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 869, 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 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 869, 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 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 0, 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 4650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 4.81
Theta: -2.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 4449.30 | 304.35 | 29.75 | 43.61 | 4 | -1 | 232 |
| 27 Feb | 4513.00 | 284.1 | 16.35 | 42.83 | 65 | -26 | 233 |
| 26 Feb | 4507.50 | 269.4 | 40.05 | 40.19 | 741 | 175 | 260 |
| 25 Feb | 4577.00 | 229.55 | -59.45 | 39.12 | 333 | 77 | 85 |
| 24 Feb | 4498.00 | 289 | 123.45 | 43.59 | 23 | 5 | 7 |
| 23 Feb | 4714.00 | 165.55 | 25.55 | 36.3 | 1 | 0 | 1 |
| 20 Feb | 4859.00 | 140 | 19.5 | - | 0 | 0 | 1 |
| 19 Feb | 4839.50 | 140 | 19.5 | - | 0 | 0 | 1 |
| 18 Feb | 4885.00 | 140 | 19.5 | 40.93 | 1 | 0 | 1 |
| 17 Feb | 4919.00 | 120.5 | 65.15 | - | 0 | 0 | 1 |
| 16 Feb | 4821.00 | 120.5 | 65.15 | - | 0 | 0 | 1 |
| 13 Feb | 4824.00 | 120.5 | 65.15 | - | 0 | 0 | 1 |
| 12 Feb | 4976.00 | 120.5 | 65.15 | 39.49 | 1 | 0 | 0 |
| 11 Feb | 5250.50 | 55.35 | 0 | 8.84 | 0 | 0 | 0 |
| 10 Feb | 5381.00 | 55.35 | 0 | 10.43 | 0 | 0 | 0 |
| 9 Feb | 5233.00 | 55.35 | 0 | 8.71 | 0 | 0 | 0 |
| 6 Feb | 5198.50 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4650 expiring on 30MAR2026
Delta for 4650 PE is -0.59
Historical price for 4650 PE is as follows
On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 304.35, which was 29.75 higher than the previous day. The implied volatity was 43.61, the open interest changed by -1 which decreased total open position to 232
On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 284.1, which was 16.35 higher than the previous day. The implied volatity was 42.83, the open interest changed by -26 which decreased total open position to 233
On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 269.4, which was 40.05 higher than the previous day. The implied volatity was 40.19, the open interest changed by 175 which increased total open position to 260
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 229.55, which was -59.45 lower than the previous day. The implied volatity was 39.12, the open interest changed by 77 which increased total open position to 85
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 289, which was 123.45 higher than the previous day. The implied volatity was 43.59, the open interest changed by 5 which increased total open position to 7
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 165.55, which was 25.55 higher than the previous day. The implied volatity was 36.3, the open interest changed by 0 which decreased total open position to 1
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 140, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 140, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 140, which was 19.5 higher than the previous day. The implied volatity was 40.93, 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 120.5, which was 65.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 120.5, which was 65.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 120.5, which was 65.15 higher 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 120.5, which was 65.15 higher than the previous day. The implied volatity was 39.49, 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 55.35, which was 0 lower than the previous day. The implied volatity was 8.84, 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 55.35, which was 0 lower than the previous day. The implied volatity was 10.43, the open interest changed by 0 which decreased total open position to 0
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 55.35, which was 0 lower than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 0, 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
