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TATAELXSI

Tata Elxsi Limited
5030.5 +14.00 (0.28%)
L: 4988.5 H: 5040

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Historical option data for TATAELXSI

12 Dec 2025 04:12 PM IST
TATAELXSI 30-DEC-2025 4700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 349.9 72 - 8 0 14
11 Dec 5016.50 277.9 59.8 - 6 0 9
10 Dec 4863.00 214.5 -312.2 20.84 27 6 6
9 Dec 4979.50 526.7 -408.6 - 0 0 0
8 Dec 5034.50 526.7 -408.6 - 0 0 0
5 Dec 5217.50 526.7 -408.6 - 0 0 0
4 Dec 5216.50 526.7 -408.6 - 0 0 0
3 Dec 5174.50 526.7 -408.6 - 0 0 0
2 Dec 5127.00 526.7 -408.6 - 0 0 0
1 Dec 5123.00 526.7 -408.6 - 0 0 0
28 Nov 5158.50 526.7 -408.6 - 0 0 0
27 Nov 5197.00 526.7 -408.6 - 0 0 0
26 Nov 5229.50 526.7 -408.6 - 0 0 0
25 Nov 5164.00 526.7 -408.6 25.79 6 3 3
24 Nov 5231.00 935.3 0 - 0 0 0
21 Nov 5320.50 935.3 0 - 0 0 0
20 Nov 5366.50 935.3 0 - 0 0 0
19 Nov 5347.50 935.3 0 - 0 0 0
18 Nov 5277.00 935.3 0 - 0 0 0
13 Nov 5307.50 935.3 0 - 0 0 0
12 Nov 5388.00 935.3 0 - 0 0 0


For Tata Elxsi Limited - strike price 4700 expiring on 30DEC2025

Delta for 4700 CE is -

Historical price for 4700 CE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 349.9, which was 72 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 277.9, which was 59.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 214.5, which was -312.2 lower than the previous day. The implied volatity was 20.84, the open interest changed by 6 which increased total open position to 6


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 526.7, which was -408.6 lower than the previous day. The implied volatity was 25.79, the open interest changed by 3 which increased total open position to 3


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 935.3, 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 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 935.3, 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 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 935.3, 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 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 935.3, 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 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 935.3, 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 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 935.3, 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 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 935.3, 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 30DEC2025 4700 PE
Delta: -0.08
Vega: 1.68
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 10.15 -5.15 23.99 263 -7 357
11 Dec 5016.50 15.3 -23.85 25.08 454 3 363
10 Dec 4863.00 41.85 20.35 25.10 717 148 361
9 Dec 4979.50 22.15 7.1 24.90 385 64 212
8 Dec 5034.50 15.9 10.65 24.52 163 19 149
5 Dec 5217.50 5.25 -1.05 24.48 71 -19 129
4 Dec 5216.50 6.3 -3.3 25.11 40 -9 148
3 Dec 5174.50 9.1 -3.05 24.79 189 6 160
2 Dec 5127.00 12 -3.75 24.38 68 26 154
1 Dec 5123.00 15.85 3 25.60 64 1 126
28 Nov 5158.50 13.65 -2 24.71 99 33 124
27 Nov 5197.00 15.65 -0.95 26.48 157 -41 92
26 Nov 5229.50 16.35 -9.25 27.80 166 71 133
25 Nov 5164.00 24.75 9.5 28.25 174 54 64
24 Nov 5231.00 15.25 -25.75 - 0 10 0
21 Nov 5320.50 15.25 -25.75 28.89 12 8 8
20 Nov 5366.50 41 0 10.41 0 0 0
19 Nov 5347.50 41 0 10.26 0 0 0
18 Nov 5277.00 41 0 8.99 0 0 0
13 Nov 5307.50 41 0 9.08 0 0 0
12 Nov 5388.00 41 0 9.91 0 0 0


For Tata Elxsi Limited - strike price 4700 expiring on 30DEC2025

Delta for 4700 PE is -0.08

Historical price for 4700 PE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 10.15, which was -5.15 lower than the previous day. The implied volatity was 23.99, the open interest changed by -7 which decreased total open position to 357


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 15.3, which was -23.85 lower than the previous day. The implied volatity was 25.08, the open interest changed by 3 which increased total open position to 363


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 41.85, which was 20.35 higher than the previous day. The implied volatity was 25.10, the open interest changed by 148 which increased total open position to 361


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 22.15, which was 7.1 higher than the previous day. The implied volatity was 24.90, the open interest changed by 64 which increased total open position to 212


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 15.9, which was 10.65 higher than the previous day. The implied volatity was 24.52, the open interest changed by 19 which increased total open position to 149


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 5.25, which was -1.05 lower than the previous day. The implied volatity was 24.48, the open interest changed by -19 which decreased total open position to 129


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 6.3, which was -3.3 lower than the previous day. The implied volatity was 25.11, the open interest changed by -9 which decreased total open position to 148


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 9.1, which was -3.05 lower than the previous day. The implied volatity was 24.79, the open interest changed by 6 which increased total open position to 160


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 12, which was -3.75 lower than the previous day. The implied volatity was 24.38, the open interest changed by 26 which increased total open position to 154


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 15.85, which was 3 higher than the previous day. The implied volatity was 25.60, the open interest changed by 1 which increased total open position to 126


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 13.65, which was -2 lower than the previous day. The implied volatity was 24.71, the open interest changed by 33 which increased total open position to 124


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 15.65, which was -0.95 lower than the previous day. The implied volatity was 26.48, the open interest changed by -41 which decreased total open position to 92


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 16.35, which was -9.25 lower than the previous day. The implied volatity was 27.80, the open interest changed by 71 which increased total open position to 133


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 24.75, which was 9.5 higher than the previous day. The implied volatity was 28.25, the open interest changed by 54 which increased total open position to 64


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 15.25, which was -25.75 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 15.25, which was -25.75 lower than the previous day. The implied volatity was 28.89, the open interest changed by 8 which increased total open position to 8


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 10.41, the open interest changed by 0 which decreased total open position to 0


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 10.26, the open interest changed by 0 which decreased total open position to 0


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 8.99, the open interest changed by 0 which decreased total open position to 0


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 9.08, the open interest changed by 0 which decreased total open position to 0


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 9.91, the open interest changed by 0 which decreased total open position to 0