[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
4355 -94.30 (-2.12%)
L: 4345 H: 4448

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Historical option data for TATAELXSI

04 Mar 2026 10:52 AM IST
TATAELXSI 30-MAR-2026 4700 CE
Delta: 0.27
Vega: 3.82
Theta: -3.08
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 4353.80 68.3 -18.55 38.16 310 -1 1,014
2 Mar 4449.30 90.9 -20.65 34.59 1,178 19 1,016
27 Feb 4513.00 107 -17.2 32.69 1,230 -16 990
26 Feb 4507.50 126 -33 35.31 3,822 467 1,006
25 Feb 4577.00 161.95 17.75 35.78 2,870 228 539
24 Feb 4498.00 149 -68.3 37.81 835 158 313
23 Feb 4714.00 211.65 -67.35 32.61 343 152 153
20 Feb 4859.00 279 -489.1 - 0 0 1
19 Feb 4839.50 279 -489.1 28.47 1 0 0
18 Feb 4885.00 768.1 110.8 - 0 0 0
17 Feb 4919.00 768.1 110.8 - 0 0 0
16 Feb 4821.00 768.1 110.8 - 0 0 0
13 Feb 4824.00 768.1 110.8 - 0 0 0
12 Feb 4976.00 768.1 110.8 - 0 0 0
11 Feb 5250.50 768.1 110.8 - 0 0 0
10 Feb 5381.00 768.1 110.8 - 0 0 0
9 Feb 5233.00 768.1 110.8 - 0 0 0
6 Feb 5198.50 768.1 110.8 - 0 0 0
5 Feb 5406.00 768.1 110.8 25.21 1 0 1
4 Feb 5510.00 657.3 -34.75 - 0 0 1
3 Feb 5508.00 657.3 -34.75 - 0 0 1
2 Feb 5440.00 657.3 -34.75 - 0 0 1
1 Feb 5421.00 657.3 -34.75 - 0 0 1
30 Jan 5323.50 657.3 -34.75 - 0 0 1
29 Jan 5332.00 - - - 0 0 0
28 Jan 5391.00 - - - 0 0 0
27 Jan 5415.00 - - - 0 0 0
23 Jan 5409.50 - - - 0 0 0
22 Jan 5464.00 - - - 0 0 0
21 Jan 5347.50 - - - 0 0 0
20 Jan 5387.00 - - - 0 0 0
19 Jan 5563.00 - - - 0 0 0
16 Jan 5605.50 - - - 0 0 0
14 Jan 5505.00 - - - 0 0 0
13 Jan 5793.00 - - - 0 0 0
12 Jan 5693.50 - - - 0 0 0
5 Jan 5363.50 - - - 0 0 0
2 Jan 5337.50 692.05 - - 0 0 0
1 Jan 5211.50 692.05 - - 0 0 0
31 Dec 5240.50 0 - - 0 0 0


For Tata Elxsi Limited - strike price 4700 expiring on 30MAR2026

Delta for 4700 CE is 0.27

Historical price for 4700 CE is as follows

On 4 Mar TATAELXSI was trading at 4353.80. The strike last trading price was 68.3, which was -18.55 lower than the previous day. The implied volatity was 38.16, the open interest changed by -1 which decreased total open position to 1014


On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 90.9, which was -20.65 lower than the previous day. The implied volatity was 34.59, the open interest changed by 19 which increased total open position to 1016


On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 107, which was -17.2 lower than the previous day. The implied volatity was 32.69, the open interest changed by -16 which decreased total open position to 990


On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 126, which was -33 lower than the previous day. The implied volatity was 35.31, the open interest changed by 467 which increased total open position to 1006


On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 161.95, which was 17.75 higher than the previous day. The implied volatity was 35.78, the open interest changed by 228 which increased total open position to 539


On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 149, which was -68.3 lower than the previous day. The implied volatity was 37.81, the open interest changed by 158 which increased total open position to 313


On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 211.65, which was -67.35 lower than the previous day. The implied volatity was 32.61, the open interest changed by 152 which increased total open position to 153


On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 279, which was -489.1 lower 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 279, which was -489.1 lower than the previous day. The implied volatity was 28.47, 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 768.1, which was 110.8 higher 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 768.1, which was 110.8 higher 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 768.1, which was 110.8 higher 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 768.1, which was 110.8 higher 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 768.1, which was 110.8 higher 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 768.1, which was 110.8 higher 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 768.1, which was 110.8 higher 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 768.1, which was 110.8 higher 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 768.1, which was 110.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb TATAELXSI was trading at 5406.00. The strike last trading price was 768.1, which was 110.8 higher than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 1


On 4 Feb TATAELXSI was trading at 5510.00. The strike last trading price was 657.3, which was -34.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 657.3, which was -34.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 657.3, which was -34.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 657.3, which was -34.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 657.3, which was -34.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan TATAELXSI was trading at 5693.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 692.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 692.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 30MAR2026 4700 PE
Delta: -0.71
Vega: 3.99
Theta: -2.31
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 4353.80 402 47.05 42.87 7 -1 419
2 Mar 4449.30 354.9 47.65 47.48 79 -28 419
27 Feb 4513.00 318.85 18.3 43.66 40 -10 446
26 Feb 4507.50 303.8 46.6 40.96 709 106 490
25 Feb 4577.00 256.65 -52.1 38.98 802 110 385
24 Feb 4498.00 307.2 89.2 41.47 689 -21 276
23 Feb 4714.00 222.75 72.45 42.35 1,091 204 312
20 Feb 4859.00 156.95 -7.25 39.13 177 72 109
19 Feb 4839.50 172.75 30.75 40.78 169 34 37
18 Feb 4885.00 142 12.55 38.08 3 2 2
17 Feb 4919.00 129.45 0 4.17 0 0 0
16 Feb 4821.00 129.45 0 2.77 0 0 0
13 Feb 4824.00 129.45 0 2.75 0 0 0
12 Feb 4976.00 129.45 0 4.93 0 0 0
11 Feb 5250.50 129.45 0 8.21 0 0 0
10 Feb 5381.00 129.45 0 9.71 0 0 0
9 Feb 5233.00 129.45 0 8.04 0 0 0
6 Feb 5198.50 129.45 0 7.65 0 0 0
5 Feb 5406.00 129.45 0 9.53 0 0 0
4 Feb 5510.00 129.45 0 10.53 0 0 0
3 Feb 5508.00 129.45 0 10.57 0 0 0
2 Feb 5440.00 129.45 0 9.93 0 0 0
1 Feb 5421.00 129.45 0 9.38 0 0 0
30 Jan 5323.50 129.45 0 8.62 0 0 0
29 Jan 5332.00 - - - 0 0 0
28 Jan 5391.00 - - - 0 0 0
27 Jan 5415.00 - - - 0 0 0
23 Jan 5409.50 - - - 0 0 0
22 Jan 5464.00 - - - 0 0 0
21 Jan 5347.50 - - - 0 0 0
20 Jan 5387.00 - - - 0 0 0
19 Jan 5563.00 - - - 0 0 0
16 Jan 5605.50 - - - 0 0 0
14 Jan 5505.00 - - - 0 0 0
13 Jan 5793.00 - - - 0 0 0
12 Jan 5693.50 - - - 0 0 0
5 Jan 5363.50 - - - 0 0 0
2 Jan 5337.50 129.45 - - 0 0 0
1 Jan 5211.50 129.45 - - 0 0 0
31 Dec 5240.50 0 - - 0 0 0


For Tata Elxsi Limited - strike price 4700 expiring on 30MAR2026

Delta for 4700 PE is -0.71

Historical price for 4700 PE is as follows

On 4 Mar TATAELXSI was trading at 4353.80. The strike last trading price was 402, which was 47.05 higher than the previous day. The implied volatity was 42.87, the open interest changed by -1 which decreased total open position to 419


On 2 Mar TATAELXSI was trading at 4449.30. The strike last trading price was 354.9, which was 47.65 higher than the previous day. The implied volatity was 47.48, the open interest changed by -28 which decreased total open position to 419


On 27 Feb TATAELXSI was trading at 4513.00. The strike last trading price was 318.85, which was 18.3 higher than the previous day. The implied volatity was 43.66, the open interest changed by -10 which decreased total open position to 446


On 26 Feb TATAELXSI was trading at 4507.50. The strike last trading price was 303.8, which was 46.6 higher than the previous day. The implied volatity was 40.96, the open interest changed by 106 which increased total open position to 490


On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 256.65, which was -52.1 lower than the previous day. The implied volatity was 38.98, the open interest changed by 110 which increased total open position to 385


On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 307.2, which was 89.2 higher than the previous day. The implied volatity was 41.47, the open interest changed by -21 which decreased total open position to 276


On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 222.75, which was 72.45 higher than the previous day. The implied volatity was 42.35, the open interest changed by 204 which increased total open position to 312


On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 156.95, which was -7.25 lower than the previous day. The implied volatity was 39.13, the open interest changed by 72 which increased total open position to 109


On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 172.75, which was 30.75 higher than the previous day. The implied volatity was 40.78, the open interest changed by 34 which increased total open position to 37


On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 142, which was 12.55 higher than the previous day. The implied volatity was 38.08, the open interest changed by 2 which increased total open position to 2


On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was 4.17, 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 129.45, which was 0 lower than the previous day. The implied volatity was 2.77, 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 129.45, which was 0 lower than the previous day. The implied volatity was 2.75, 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 129.45, which was 0 lower than the previous day. The implied volatity was 4.93, 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 129.45, which was 0 lower than the previous day. The implied volatity was 8.21, 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 129.45, which was 0 lower than the previous day. The implied volatity was 9.71, 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 129.45, which was 0 lower than the previous day. The implied volatity was 8.04, 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 129.45, which was 0 lower than the previous day. The implied volatity was 7.65, the open interest changed by 0 which decreased total open position to 0


On 5 Feb TATAELXSI was trading at 5406.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was 9.53, the open interest changed by 0 which decreased total open position to 0


On 4 Feb TATAELXSI was trading at 5510.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was 10.53, the open interest changed by 0 which decreased total open position to 0


On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was 10.57, the open interest changed by 0 which decreased total open position to 0


On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was 9.93, the open interest changed by 0 which decreased total open position to 0


On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was 9.38, the open interest changed by 0 which decreased total open position to 0


On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 0


On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan TATAELXSI was trading at 5693.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 129.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 129.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0