[--[65.84.65.76]--]

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 4800 CE
Delta: 0.85
Vega: 2.55
Theta: -2.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 275 11.3 22.74 45 -13 30
11 Dec 5016.50 256.8 106.95 21.89 129 2 43
10 Dec 4863.00 146.6 -300.85 21.52 74 33 41
9 Dec 4979.50 447.45 66.55 - 0 0 0
8 Dec 5034.50 447.45 66.55 - 0 0 8
5 Dec 5217.50 447.45 66.55 - 3 0 8
4 Dec 5216.50 380.9 -59.2 - 0 0 0
3 Dec 5174.50 380.9 -59.2 - 0 0 0
2 Dec 5127.00 380.9 -59.2 - 0 3 0
1 Dec 5123.00 380.9 -59.2 22.54 13 4 9
28 Nov 5158.50 440.1 -207.6 - 0 0 0
27 Nov 5197.00 440.1 -207.6 - 0 0 0
26 Nov 5229.50 440.1 -207.6 - 0 3 0
25 Nov 5164.00 440.1 -207.6 25.65 7 4 6
24 Nov 5231.00 647.7 9.9 - 0 0 0
21 Nov 5320.50 647.7 9.9 - 0 0 0
20 Nov 5366.50 647.7 9.9 - 0 0 0
19 Nov 5347.50 647.7 9.9 - 0 0 0
18 Nov 5277.00 647.7 9.9 - 0 0 0
17 Nov 5303.00 647.7 9.9 - 0 0 0
14 Nov 5266.50 647.7 9.9 - 0 0 0
13 Nov 5307.50 647.7 9.9 - 0 -1 0
12 Nov 5388.00 647.7 9.9 - 15 -3 0
11 Nov 5283.50 637.8 -21.3 - 0 0 0
10 Nov 5207.00 637.8 -21.3 - 0 0 0
7 Nov 5180.00 637.8 -21.3 - 0 0 0
6 Nov 5242.50 637.8 -21.3 - 0 0 0
4 Nov 5381.00 637.8 -21.3 - 0 3 0
3 Nov 5434.00 637.8 -21.3 - 3 0 0
31 Oct 5454.50 659.1 0 - 0 0 0
28 Oct 5545.00 0 0 - 0 0 0
24 Oct 5544.00 0 0 - 0 0 0
23 Oct 5471.00 0 0 - 0 0 0
20 Oct 5397.50 0 0 - 0 0 0
17 Oct 5369.50 0 0 - 0 0 0
16 Oct 5403.50 0 0 - 0 0 0
15 Oct 5367.50 0 0 - 0 0 0
14 Oct 5335.00 0 0 - 0 0 0
13 Oct 5352.00 0 0 - 0 0 0
10 Oct 5407.50 0 0 - 0 0 0
9 Oct 5573.00 0 0 - 0 0 0
8 Oct 5460.00 0 0 - 0 0 0
7 Oct 5389.50 0 0 - 0 0 0
6 Oct 5394.00 0 0 - 0 0 0
3 Oct 5355.50 0 0 - 0 0 0


For Tata Elxsi Limited - strike price 4800 expiring on 30DEC2025

Delta for 4800 CE is 0.85

Historical price for 4800 CE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 275, which was 11.3 higher than the previous day. The implied volatity was 22.74, the open interest changed by -13 which decreased total open position to 30


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 256.8, which was 106.95 higher than the previous day. The implied volatity was 21.89, the open interest changed by 2 which increased total open position to 43


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 146.6, which was -300.85 lower than the previous day. The implied volatity was 21.52, the open interest changed by 33 which increased total open position to 41


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 447.45, which was 66.55 higher 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 447.45, which was 66.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 447.45, which was 66.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 380.9, which was -59.2 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 380.9, which was -59.2 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 380.9, which was -59.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 380.9, which was -59.2 lower than the previous day. The implied volatity was 22.54, the open interest changed by 4 which increased total open position to 9


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 440.1, which was -207.6 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 440.1, which was -207.6 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 440.1, which was -207.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 440.1, which was -207.6 lower than the previous day. The implied volatity was 25.65, the open interest changed by 4 which increased total open position to 6


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 647.7, which was 9.9 higher 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 647.7, which was 9.9 higher 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 647.7, which was 9.9 higher 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 647.7, which was 9.9 higher 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 647.7, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 647.7, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 647.7, which was 9.9 higher 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 647.7, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 647.7, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 637.8, which was -21.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 637.8, which was -21.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov TATAELXSI was trading at 5180.00. The strike last trading price was 637.8, which was -21.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov TATAELXSI was trading at 5242.50. The strike last trading price was 637.8, which was -21.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 637.8, which was -21.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 637.8, which was -21.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATAELXSI was trading at 5454.50. The strike last trading price was 659.1, 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 28 Oct TATAELXSI was trading at 5545.00. 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 24 Oct TATAELXSI was trading at 5544.00. 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 23 Oct TATAELXSI was trading at 5471.00. 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 20 Oct TATAELXSI was trading at 5397.50. 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


On 17 Oct TATAELXSI was trading at 5369.50. 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


On 16 Oct TATAELXSI was trading at 5403.50. 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


On 15 Oct TATAELXSI was trading at 5367.50. 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


On 14 Oct TATAELXSI was trading at 5335.00. 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 13 Oct TATAELXSI was trading at 5352.00. 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 10 Oct TATAELXSI was trading at 5407.50. 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


On 9 Oct TATAELXSI was trading at 5573.00. 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 8 Oct TATAELXSI was trading at 5460.00. 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 7 Oct TATAELXSI was trading at 5389.50. 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


On 6 Oct TATAELXSI was trading at 5394.00. 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 Oct TATAELXSI was trading at 5355.50. 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 30DEC2025 4800 PE
Delta: -0.15
Vega: 2.57
Theta: -1.43
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 19.95 -6.75 22.96 353 14 609
11 Dec 5016.50 27.2 -41.8 23.72 940 42 593
10 Dec 4863.00 70.1 31.4 24.22 1,080 125 552
9 Dec 4979.50 39.7 12.5 24.18 862 -59 427
8 Dec 5034.50 28.45 19.05 23.56 882 215 488
5 Dec 5217.50 9.45 -1.75 23.35 158 8 265
4 Dec 5216.50 11.35 -4.7 23.93 143 19 258
3 Dec 5174.50 15.75 -5.8 23.83 612 -86 237
2 Dec 5127.00 22.45 -3.15 24.12 172 24 326
1 Dec 5123.00 26.1 4.55 24.74 139 24 302
28 Nov 5158.50 22.35 -1.9 23.83 174 53 284
27 Nov 5197.00 24.15 -1.95 25.48 152 43 233
26 Nov 5229.50 24.45 -13.55 26.76 488 18 190
25 Nov 5164.00 37.9 -2.05 27.70 107 32 166
24 Nov 5231.00 40.1 16.4 27.85 89 24 136
21 Nov 5320.50 23.7 0.1 28.48 25 3 112
20 Nov 5366.50 21.35 -3.35 28.63 63 10 109
19 Nov 5347.50 24.85 -9.05 29.35 49 14 98
18 Nov 5277.00 33.75 1.75 28.16 30 24 85
17 Nov 5303.00 32.7 -2.7 28.81 16 9 61
14 Nov 5266.50 35.4 6.2 27.62 25 12 51
13 Nov 5307.50 29.2 1.15 26.99 2 0 39
12 Nov 5388.00 28.05 -9.7 29.26 25 -13 39
11 Nov 5283.50 37.75 -7.4 28.45 17 11 53
10 Nov 5207.00 45 -21.05 26.91 10 2 41
7 Nov 5180.00 66.05 1.4 29.33 8 3 38
6 Nov 5242.50 67 22.15 31.12 12 10 36
4 Nov 5381.00 44.85 5.05 31.08 2 1 25
3 Nov 5434.00 39.8 -3.2 31.57 4 3 23
31 Oct 5454.50 43 -10 - 5 0 15
28 Oct 5545.00 53 -3 - 0 0 15
24 Oct 5544.00 53 -3 34.53 2 -1 16
23 Oct 5471.00 56 -11 33.69 3 -2 17
20 Oct 5397.50 67 -13 - 0 0 0
17 Oct 5369.50 67 -13 - 0 2 0
16 Oct 5403.50 67 -13 32.02 2 1 18
15 Oct 5367.50 80 -22 - 0 1 0
14 Oct 5335.00 80 -22 31.81 1 0 16
13 Oct 5352.00 102 29.15 35.77 8 7 15
10 Oct 5407.50 71.95 -87.5 31.99 8 7 7
9 Oct 5573.00 159.45 0 - 0 0 0
8 Oct 5460.00 159.45 0 7.48 0 0 0
7 Oct 5389.50 159.45 0 - 0 0 0
6 Oct 5394.00 159.45 0 - 0 0 0
3 Oct 5355.50 159.45 0 6.12 0 0 0


For Tata Elxsi Limited - strike price 4800 expiring on 30DEC2025

Delta for 4800 PE is -0.15

Historical price for 4800 PE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 19.95, which was -6.75 lower than the previous day. The implied volatity was 22.96, the open interest changed by 14 which increased total open position to 609


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 27.2, which was -41.8 lower than the previous day. The implied volatity was 23.72, the open interest changed by 42 which increased total open position to 593


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 70.1, which was 31.4 higher than the previous day. The implied volatity was 24.22, the open interest changed by 125 which increased total open position to 552


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 39.7, which was 12.5 higher than the previous day. The implied volatity was 24.18, the open interest changed by -59 which decreased total open position to 427


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 28.45, which was 19.05 higher than the previous day. The implied volatity was 23.56, the open interest changed by 215 which increased total open position to 488


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 9.45, which was -1.75 lower than the previous day. The implied volatity was 23.35, the open interest changed by 8 which increased total open position to 265


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 11.35, which was -4.7 lower than the previous day. The implied volatity was 23.93, the open interest changed by 19 which increased total open position to 258


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 15.75, which was -5.8 lower than the previous day. The implied volatity was 23.83, the open interest changed by -86 which decreased total open position to 237


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 22.45, which was -3.15 lower than the previous day. The implied volatity was 24.12, the open interest changed by 24 which increased total open position to 326


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 26.1, which was 4.55 higher than the previous day. The implied volatity was 24.74, the open interest changed by 24 which increased total open position to 302


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 22.35, which was -1.9 lower than the previous day. The implied volatity was 23.83, the open interest changed by 53 which increased total open position to 284


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 24.15, which was -1.95 lower than the previous day. The implied volatity was 25.48, the open interest changed by 43 which increased total open position to 233


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 24.45, which was -13.55 lower than the previous day. The implied volatity was 26.76, the open interest changed by 18 which increased total open position to 190


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 37.9, which was -2.05 lower than the previous day. The implied volatity was 27.70, the open interest changed by 32 which increased total open position to 166


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 40.1, which was 16.4 higher than the previous day. The implied volatity was 27.85, the open interest changed by 24 which increased total open position to 136


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 23.7, which was 0.1 higher than the previous day. The implied volatity was 28.48, the open interest changed by 3 which increased total open position to 112


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 21.35, which was -3.35 lower than the previous day. The implied volatity was 28.63, the open interest changed by 10 which increased total open position to 109


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 24.85, which was -9.05 lower than the previous day. The implied volatity was 29.35, the open interest changed by 14 which increased total open position to 98


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 33.75, which was 1.75 higher than the previous day. The implied volatity was 28.16, the open interest changed by 24 which increased total open position to 85


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 32.7, which was -2.7 lower than the previous day. The implied volatity was 28.81, the open interest changed by 9 which increased total open position to 61


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 35.4, which was 6.2 higher than the previous day. The implied volatity was 27.62, the open interest changed by 12 which increased total open position to 51


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 29.2, which was 1.15 higher than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 39


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 28.05, which was -9.7 lower than the previous day. The implied volatity was 29.26, the open interest changed by -13 which decreased total open position to 39


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 37.75, which was -7.4 lower than the previous day. The implied volatity was 28.45, the open interest changed by 11 which increased total open position to 53


On 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 45, which was -21.05 lower than the previous day. The implied volatity was 26.91, the open interest changed by 2 which increased total open position to 41


On 7 Nov TATAELXSI was trading at 5180.00. The strike last trading price was 66.05, which was 1.4 higher than the previous day. The implied volatity was 29.33, the open interest changed by 3 which increased total open position to 38


On 6 Nov TATAELXSI was trading at 5242.50. The strike last trading price was 67, which was 22.15 higher than the previous day. The implied volatity was 31.12, the open interest changed by 10 which increased total open position to 36


On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 44.85, which was 5.05 higher than the previous day. The implied volatity was 31.08, the open interest changed by 1 which increased total open position to 25


On 3 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 39.8, which was -3.2 lower than the previous day. The implied volatity was 31.57, the open interest changed by 3 which increased total open position to 23


On 31 Oct TATAELXSI was trading at 5454.50. The strike last trading price was 43, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 28 Oct TATAELXSI was trading at 5545.00. The strike last trading price was 53, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 24 Oct TATAELXSI was trading at 5544.00. The strike last trading price was 53, which was -3 lower than the previous day. The implied volatity was 34.53, the open interest changed by -1 which decreased total open position to 16


On 23 Oct TATAELXSI was trading at 5471.00. The strike last trading price was 56, which was -11 lower than the previous day. The implied volatity was 33.69, the open interest changed by -2 which decreased total open position to 17


On 20 Oct TATAELXSI was trading at 5397.50. The strike last trading price was 67, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct TATAELXSI was trading at 5369.50. The strike last trading price was 67, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 16 Oct TATAELXSI was trading at 5403.50. The strike last trading price was 67, which was -13 lower than the previous day. The implied volatity was 32.02, the open interest changed by 1 which increased total open position to 18


On 15 Oct TATAELXSI was trading at 5367.50. The strike last trading price was 80, which was -22 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Oct TATAELXSI was trading at 5335.00. The strike last trading price was 80, which was -22 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 16


On 13 Oct TATAELXSI was trading at 5352.00. The strike last trading price was 102, which was 29.15 higher than the previous day. The implied volatity was 35.77, the open interest changed by 7 which increased total open position to 15


On 10 Oct TATAELXSI was trading at 5407.50. The strike last trading price was 71.95, which was -87.5 lower than the previous day. The implied volatity was 31.99, the open interest changed by 7 which increased total open position to 7


On 9 Oct TATAELXSI was trading at 5573.00. The strike last trading price was 159.45, 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 8 Oct TATAELXSI was trading at 5460.00. The strike last trading price was 159.45, which was 0 lower than the previous day. The implied volatity was 7.48, the open interest changed by 0 which decreased total open position to 0


On 7 Oct TATAELXSI was trading at 5389.50. The strike last trading price was 159.45, 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 Oct TATAELXSI was trading at 5394.00. The strike last trading price was 159.45, 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 Oct TATAELXSI was trading at 5355.50. The strike last trading price was 159.45, which was 0 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0