TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
25 Feb 2026 02:27 PM IST
| TATAELXSI 30-MAR-2026 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 5.18
Theta: -3.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 4562.50 | 118.4 | 8.35 | 35.88 | 1,374 | 51 | 419 | |||||||||
| 24 Feb | 4498.00 | 114.25 | -56.3 | 37.61 | 965 | 153 | 365 | |||||||||
| 23 Feb | 4714.00 | 165 | -69.3 | 32.7 | 362 | 162 | 211 | |||||||||
| 20 Feb | 4859.00 | 232.75 | 1.8 | 30.09 | 53 | 31 | 49 | |||||||||
| 19 Feb | 4839.50 | 229.8 | -39.25 | 30.06 | 15 | 5 | 17 | |||||||||
| 18 Feb | 4885.00 | 272 | -351.2 | 31.2 | 20 | 12 | 12 | |||||||||
| 17 Feb | 4919.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4821.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4824.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4976.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 5250.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5381.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 5233.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 5198.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 5406.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 5510.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 5508.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 5440.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 5421.00 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 5323.50 | 623.2 | 0 | - | 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 | |||||||||
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| 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 | |||||||||
| 9 Jan | 5691.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 5716.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 5853.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 5345.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 5363.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 5337.50 | 623.2 | - | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 5211.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 5240.50 | 623.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 4800 expiring on 30MAR2026
Delta for 4800 CE is 0.37
Historical price for 4800 CE is as follows
On 25 Feb TATAELXSI was trading at 4562.50. The strike last trading price was 118.4, which was 8.35 higher than the previous day. The implied volatity was 35.88, the open interest changed by 51 which increased total open position to 419
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 114.25, which was -56.3 lower than the previous day. The implied volatity was 37.61, the open interest changed by 153 which increased total open position to 365
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 165, which was -69.3 lower than the previous day. The implied volatity was 32.7, the open interest changed by 162 which increased total open position to 211
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 232.75, which was 1.8 higher than the previous day. The implied volatity was 30.09, the open interest changed by 31 which increased total open position to 49
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 229.8, which was -39.25 lower than the previous day. The implied volatity was 30.06, the open interest changed by 5 which increased total open position to 17
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 272, which was -351.2 lower than the previous day. The implied volatity was 31.2, the open interest changed by 12 which increased total open position to 12
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 623.2, 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 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 9 Jan TATAELXSI was trading at 5691.00. 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 8 Jan TATAELXSI was trading at 5716.50. 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 7 Jan TATAELXSI was trading at 5853.00. 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 6 Jan TATAELXSI was trading at 5345.00. 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 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 623.2, 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 623.2, 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 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 623.2, 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 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 5.25
Theta: -2.22
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 4562.50 | 325.85 | -48.1 | 38.74 | 174 | 43 | 279 |
| 24 Feb | 4498.00 | 370 | 98.85 | 41.16 | 147 | 23 | 236 |
| 23 Feb | 4714.00 | 278.5 | 86.8 | 42.92 | 287 | 30 | 213 |
| 20 Feb | 4859.00 | 206.65 | -2.4 | 40.22 | 234 | 80 | 183 |
| 19 Feb | 4839.50 | 218 | 32.55 | 40.96 | 167 | 23 | 103 |
| 18 Feb | 4885.00 | 186.7 | 1.55 | 38.98 | 73 | 35 | 79 |
| 17 Feb | 4919.00 | 193.55 | -48.75 | 41.1 | 58 | 9 | 45 |
| 16 Feb | 4821.00 | 234 | -23.35 | 41.12 | 17 | 7 | 36 |
| 13 Feb | 4824.00 | 257.35 | 87.35 | 43.85 | 28 | 17 | 28 |
| 12 Feb | 4976.00 | 170 | 106.5 | 39.11 | 9 | 6 | 10 |
| 11 Feb | 5250.50 | 63.5 | -3.7 | - | 0 | 0 | 4 |
| 10 Feb | 5381.00 | 63.5 | -3.7 | 36.99 | 1 | 0 | 4 |
| 9 Feb | 5233.00 | 67.2 | -23.8 | 31.98 | 2 | 1 | 3 |
| 6 Feb | 5198.50 | 91 | -68.1 | 34.96 | 2 | 0 | 0 |
| 5 Feb | 5406.00 | 159.1 | 0 | 8.35 | 0 | 0 | 0 |
| 4 Feb | 5510.00 | 159.1 | 0 | 9.54 | 0 | 0 | 0 |
| 3 Feb | 5508.00 | 159.1 | 0 | 9.5 | 0 | 0 | 0 |
| 2 Feb | 5440.00 | 159.1 | 0 | 8.8 | 0 | 0 | 0 |
| 1 Feb | 5421.00 | 159.1 | 0 | 8.24 | 0 | 0 | 0 |
| 30 Jan | 5323.50 | 159.1 | 0 | 7.47 | 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 |
| 9 Jan | 5691.00 | - | - | - | 0 | 0 | 0 |
| 8 Jan | 5716.50 | - | - | - | 0 | 0 | 0 |
| 7 Jan | 5853.00 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 5345.00 | - | - | - | 0 | 0 | 0 |
| 5 Jan | 5363.50 | - | - | - | 0 | 0 | 0 |
| 2 Jan | 5337.50 | 159.1 | - | - | 0 | 0 | 0 |
| 1 Jan | 5211.50 | 159.1 | 0 | 5.28 | 0 | 0 | 0 |
| 31 Dec | 5240.50 | 159.1 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 4800 expiring on 30MAR2026
Delta for 4800 PE is -0.62
Historical price for 4800 PE is as follows
On 25 Feb TATAELXSI was trading at 4562.50. The strike last trading price was 325.85, which was -48.1 lower than the previous day. The implied volatity was 38.74, the open interest changed by 43 which increased total open position to 279
On 24 Feb TATAELXSI was trading at 4498.00. The strike last trading price was 370, which was 98.85 higher than the previous day. The implied volatity was 41.16, the open interest changed by 23 which increased total open position to 236
On 23 Feb TATAELXSI was trading at 4714.00. The strike last trading price was 278.5, which was 86.8 higher than the previous day. The implied volatity was 42.92, the open interest changed by 30 which increased total open position to 213
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 206.65, which was -2.4 lower than the previous day. The implied volatity was 40.22, the open interest changed by 80 which increased total open position to 183
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 218, which was 32.55 higher than the previous day. The implied volatity was 40.96, the open interest changed by 23 which increased total open position to 103
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 186.7, which was 1.55 higher than the previous day. The implied volatity was 38.98, the open interest changed by 35 which increased total open position to 79
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 193.55, which was -48.75 lower than the previous day. The implied volatity was 41.1, the open interest changed by 9 which increased total open position to 45
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 234, which was -23.35 lower than the previous day. The implied volatity was 41.12, the open interest changed by 7 which increased total open position to 36
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 257.35, which was 87.35 higher than the previous day. The implied volatity was 43.85, the open interest changed by 17 which increased total open position to 28
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 170, which was 106.5 higher than the previous day. The implied volatity was 39.11, the open interest changed by 6 which increased total open position to 10
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 63.5, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 63.5, which was -3.7 lower than the previous day. The implied volatity was 36.99, the open interest changed by 0 which decreased total open position to 4
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 67.2, which was -23.8 lower than the previous day. The implied volatity was 31.98, the open interest changed by 1 which increased total open position to 3
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 91, which was -68.1 lower than the previous day. The implied volatity was 34.96, 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 159.1, which was 0 lower than the previous day. The implied volatity was 8.35, 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 159.1, which was 0 lower than the previous day. The implied volatity was 9.54, 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 159.1, which was 0 lower than the previous day. The implied volatity was 9.5, 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 159.1, which was 0 lower than the previous day. The implied volatity was 8.8, 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 159.1, which was 0 lower than the previous day. The implied volatity was 8.24, 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 159.1, which was 0 lower than the previous day. The implied volatity was 7.47, 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 9 Jan TATAELXSI was trading at 5691.00. 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 8 Jan TATAELXSI was trading at 5716.50. 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 7 Jan TATAELXSI was trading at 5853.00. 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 6 Jan TATAELXSI was trading at 5345.00. 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 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 159.1, 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 159.1, which was 0 lower than the previous day. The implied volatity was 5.28, 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 159.1, 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
