TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
25 Feb 2026 04:02 PM IST
| TATAELXSI 30-MAR-2026 4750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 5.38
Theta: -3.38
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 4577.00 | 140.65 | 13.6 | 35.49 | 386 | 54 | 123 | |||||||||
| 24 Feb | 4498.00 | 130.85 | -66.95 | 37.72 | 98 | 24 | 69 | |||||||||
| 23 Feb | 4714.00 | 185 | -133.95 | 32.26 | 152 | 39 | 44 | |||||||||
| 20 Feb | 4859.00 | 318.95 | -75.05 | - | 0 | 0 | 5 | |||||||||
| 19 Feb | 4839.50 | 318.95 | -75.05 | - | 0 | 0 | 5 | |||||||||
| 18 Feb | 4885.00 | 318.95 | -75.05 | 34.5 | 1 | 0 | 5 | |||||||||
| 17 Feb | 4919.00 | 394 | 109 | 44.14 | 6 | 1 | 4 | |||||||||
| 16 Feb | 4821.00 | 285 | -502.65 | 34.62 | 6 | 3 | 3 | |||||||||
| 13 Feb | 4824.00 | 787.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4976.00 | 787.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 5250.50 | 787.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5381.00 | 787.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 5233.00 | 787.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 5198.50 | 787.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 5406.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 5510.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 5508.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 5440.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 5421.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Jan | 5323.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4750 expiring on 30MAR2026
Delta for 4750 CE is 0.42
Historical price for 4750 CE is as follows
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 140.65, which was 13.6 higher than the previous day. The implied volatity was 35.49, the open interest changed by 54 which increased total open position to 123
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 130.85, which was -66.95 lower than the previous day. The implied volatity was 37.72, the open interest changed by 24 which increased total open position to 69
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 185, which was -133.95 lower than the previous day. The implied volatity was 32.26, the open interest changed by 39 which increased total open position to 44
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 318.95, which was -75.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 318.95, which was -75.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 318.95, which was -75.05 lower than the previous day. The implied volatity was 34.5, the open interest changed by 0 which decreased total open position to 5
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 394, which was 109 higher than the previous day. The implied volatity was 44.14, the open interest changed by 1 which increased total open position to 4
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 285, which was -502.65 lower than the previous day. The implied volatity was 34.62, the open interest changed by 3 which increased total open position to 3
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 787.65, 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
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 787.65, 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
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 787.65, 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
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 787.65, 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
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 787.65, 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
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 787.65, 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
On 5 Feb TATAELXSI was trading at 5406.00. 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
On 4 Feb TATAELXSI was trading at 5510.00. 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
On 3 Feb TATAELXSI was trading at 5508.00. 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
On 2 Feb TATAELXSI was trading at 5440.00. 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
On 1 Feb TATAELXSI was trading at 5421.00. 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
On 30 Jan TATAELXSI was trading at 5323.50. 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 4750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 5.42
Theta: -2.45
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 4577.00 | 289.2 | -91.8 | 39.53 | 145 | 33 | 92 |
| 24 Feb | 4498.00 | 381 | 133.45 | 49.37 | 15 | 2 | 60 |
| 23 Feb | 4714.00 | 246.55 | 88.6 | 42.07 | 34 | 17 | 55 |
| 20 Feb | 4859.00 | 157.95 | -13.5 | 35.82 | 37 | 33 | 37 |
| 19 Feb | 4839.50 | 171.45 | -8.55 | 36.95 | 1 | 0 | 3 |
| 18 Feb | 4885.00 | 180 | 128 | - | 0 | 0 | 3 |
| 17 Feb | 4919.00 | 180 | 128 | 41.95 | 1 | 0 | 2 |
| 16 Feb | 4821.00 | 52 | 5.05 | - | 0 | 0 | 2 |
| 13 Feb | 4824.00 | 52 | 5.05 | - | 0 | 0 | 2 |
| 12 Feb | 4976.00 | 52 | 5.05 | - | 0 | 0 | 2 |
| 11 Feb | 5250.50 | 52 | 5.05 | 31.96 | 1 | 0 | 2 |
| 10 Feb | 5381.00 | 46.95 | -26.05 | 35.12 | 2 | 0 | 0 |
| 9 Feb | 5233.00 | 73 | 0 | 7.43 | 0 | 0 | 0 |
| 6 Feb | 5198.50 | 73 | 0 | 7.02 | 0 | 0 | 0 |
| 5 Feb | 5406.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 5510.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 5508.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 5440.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 5421.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 5323.50 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4750 expiring on 30MAR2026
Delta for 4750 PE is -0.57
Historical price for 4750 PE is as follows
On 25 Feb TATAELXSI was trading at 4577.00. The strike last trading price was 289.2, which was -91.8 lower than the previous day. The implied volatity was 39.53, the open interest changed by 33 which increased total open position to 92
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 381, which was 133.45 higher than the previous day. The implied volatity was 49.37, the open interest changed by 2 which increased total open position to 60
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 246.55, which was 88.6 higher than the previous day. The implied volatity was 42.07, the open interest changed by 17 which increased total open position to 55
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 157.95, which was -13.5 lower than the previous day. The implied volatity was 35.82, the open interest changed by 33 which increased total open position to 37
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 171.45, which was -8.55 lower than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 3
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 180, which was 128 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 180, which was 128 higher than the previous day. The implied volatity was 41.95, the open interest changed by 0 which decreased total open position to 2
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 52, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 52, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 52, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 52, which was 5.05 higher than the previous day. The implied volatity was 31.96, 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 46.95, which was -26.05 lower than the previous day. The implied volatity was 35.12, 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 73, which was 0 lower than the previous day. The implied volatity was 7.43, 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 73, which was 0 lower than the previous day. The implied volatity was 7.02, 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 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
On 4 Feb TATAELXSI was trading at 5510.00. 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
On 3 Feb TATAELXSI was trading at 5508.00. 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
On 2 Feb TATAELXSI was trading at 5440.00. 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
On 1 Feb TATAELXSI was trading at 5421.00. 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
On 30 Jan TATAELXSI was trading at 5323.50. 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
