[--[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 4900 CE
Delta: 0.76
Vega: 3.48
Theta: -3.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 190 1.2 20.86 93 -1 156
11 Dec 5016.50 179 82.8 21.46 1,475 -367 160
10 Dec 4863.00 94.35 -74.65 22.08 1,362 510 527
9 Dec 4979.50 166.6 -193.35 23.07 26 14 14
8 Dec 5034.50 359.95 -409.5 - 0 0 0
5 Dec 5217.50 359.95 -409.5 - 0 0 0
4 Dec 5216.50 359.95 -409.5 - 0 0 0
3 Dec 5174.50 359.95 -409.5 - 0 0 0
2 Dec 5127.00 359.95 -409.5 - 0 0 0
1 Dec 5123.00 359.95 -409.5 - 0 0 0
28 Nov 5158.50 359.95 -409.5 - 0 0 0
27 Nov 5197.00 359.95 -409.5 - 0 0 0
26 Nov 5229.50 359.95 -409.5 - 0 0 0
25 Nov 5164.00 359.95 -409.5 26.30 6 3 3
24 Nov 5231.00 769.45 0 - 0 0 0
21 Nov 5320.50 769.45 0 - 0 0 0
20 Nov 5366.50 769.45 0 - 0 0 0
19 Nov 5347.50 769.45 0 - 0 0 0
18 Nov 5277.00 769.45 0 - 0 0 0
17 Nov 5303.00 769.45 0 - 0 0 0
14 Nov 5266.50 769.45 0 - 0 0 0
13 Nov 5307.50 769.45 0 - 0 0 0
12 Nov 5388.00 769.45 0 - 0 0 0
11 Nov 5283.50 769.45 0 - 0 0 0
10 Nov 5207.00 769.45 0 - 0 0 0
7 Nov 5180.00 769.45 0 - 0 0 0
6 Nov 5242.50 769.45 0 - 0 0 0
4 Nov 5381.00 769.45 0 - 0 0 0
3 Nov 5434.00 769.45 0 - 0 0 0
31 Oct 5454.50 769.45 0 - 0 0 0


For Tata Elxsi Limited - strike price 4900 expiring on 30DEC2025

Delta for 4900 CE is 0.76

Historical price for 4900 CE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 190, which was 1.2 higher than the previous day. The implied volatity was 20.86, the open interest changed by -1 which decreased total open position to 156


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 179, which was 82.8 higher than the previous day. The implied volatity was 21.46, the open interest changed by -367 which decreased total open position to 160


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 94.35, which was -74.65 lower than the previous day. The implied volatity was 22.08, the open interest changed by 510 which increased total open position to 527


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 166.6, which was -193.35 lower than the previous day. The implied volatity was 23.07, the open interest changed by 14 which increased total open position to 14


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 359.95, which was -409.5 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 359.95, which was -409.5 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 359.95, which was -409.5 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 359.95, which was -409.5 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 359.95, which was -409.5 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 359.95, which was -409.5 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 359.95, which was -409.5 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 359.95, which was -409.5 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 359.95, which was -409.5 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 359.95, which was -409.5 lower than the previous day. The implied volatity was 26.30, 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 769.45, 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 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 769.45, 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 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 769.45, 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 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 769.45, 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 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 769.45, 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 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 769.45, 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 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 769.45, 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 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 769.45, 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 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 769.45, 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 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 769.45, 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 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 769.45, 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 7 Nov TATAELXSI was trading at 5180.00. The strike last trading price was 769.45, 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 Nov TATAELXSI was trading at 5242.50. The strike last trading price was 769.45, 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 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 769.45, 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 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 769.45, 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 31 Oct TATAELXSI was trading at 5454.50. The strike last trading price was 769.45, 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


TATAELXSI 30DEC2025 4900 PE
Delta: -0.25
Vega: 3.56
Theta: -1.81
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 37.75 -9.35 21.96 431 50 397
11 Dec 5016.50 48 -64.4 22.61 1,290 5 349
10 Dec 4863.00 117.15 49.35 24.41 1,935 199 362
9 Dec 4979.50 68.4 20.65 23.73 890 -4 161
8 Dec 5034.50 51.5 35.05 23.23 632 -73 165
5 Dec 5217.50 16.2 -3.6 22.07 307 102 237
4 Dec 5216.50 20.7 -6.65 23.31 143 3 135
3 Dec 5174.50 26.95 -8.85 22.95 201 -2 130
2 Dec 5127.00 35.9 -8.9 22.98 61 -21 130
1 Dec 5123.00 44.75 8.5 24.60 104 28 151
28 Nov 5158.50 40.2 1.6 24.05 100 35 123
27 Nov 5197.00 38.6 -1.1 24.94 82 19 88
26 Nov 5229.50 37.7 -19.65 26.13 128 40 68
25 Nov 5164.00 55 11.05 26.87 54 25 27
24 Nov 5231.00 49.55 -23.5 25.31 5 3 3
21 Nov 5320.50 73.05 0 7.31 0 0 0
20 Nov 5366.50 73.05 0 7.72 0 0 0
19 Nov 5347.50 73.05 0 7.62 0 0 0
18 Nov 5277.00 73.05 0 6.16 0 0 0
17 Nov 5303.00 73.05 0 6.61 0 0 0
14 Nov 5266.50 73.05 0 5.72 0 0 0
13 Nov 5307.50 73.05 0 6.50 0 0 0
12 Nov 5388.00 73.05 0 7.45 0 0 0
11 Nov 5283.50 73.05 0 5.95 0 0 0
10 Nov 5207.00 73.05 0 4.86 0 0 0
7 Nov 5180.00 73.05 0 4.46 0 0 0
6 Nov 5242.50 73.05 0 4.97 0 0 0
4 Nov 5381.00 73.05 0 6.62 0 0 0
3 Nov 5434.00 73.05 0 7.66 0 0 0
31 Oct 5454.50 73.05 0 - 0 0 0


For Tata Elxsi Limited - strike price 4900 expiring on 30DEC2025

Delta for 4900 PE is -0.25

Historical price for 4900 PE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 37.75, which was -9.35 lower than the previous day. The implied volatity was 21.96, the open interest changed by 50 which increased total open position to 397


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 48, which was -64.4 lower than the previous day. The implied volatity was 22.61, the open interest changed by 5 which increased total open position to 349


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 117.15, which was 49.35 higher than the previous day. The implied volatity was 24.41, the open interest changed by 199 which increased total open position to 362


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 68.4, which was 20.65 higher than the previous day. The implied volatity was 23.73, the open interest changed by -4 which decreased total open position to 161


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 51.5, which was 35.05 higher than the previous day. The implied volatity was 23.23, the open interest changed by -73 which decreased total open position to 165


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 16.2, which was -3.6 lower than the previous day. The implied volatity was 22.07, the open interest changed by 102 which increased total open position to 237


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 20.7, which was -6.65 lower than the previous day. The implied volatity was 23.31, the open interest changed by 3 which increased total open position to 135


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 26.95, which was -8.85 lower than the previous day. The implied volatity was 22.95, the open interest changed by -2 which decreased total open position to 130


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 35.9, which was -8.9 lower than the previous day. The implied volatity was 22.98, the open interest changed by -21 which decreased total open position to 130


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 44.75, which was 8.5 higher than the previous day. The implied volatity was 24.60, the open interest changed by 28 which increased total open position to 151


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 40.2, which was 1.6 higher than the previous day. The implied volatity was 24.05, the open interest changed by 35 which increased total open position to 123


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 38.6, which was -1.1 lower than the previous day. The implied volatity was 24.94, the open interest changed by 19 which increased total open position to 88


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 37.7, which was -19.65 lower than the previous day. The implied volatity was 26.13, the open interest changed by 40 which increased total open position to 68


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 55, which was 11.05 higher than the previous day. The implied volatity was 26.87, the open interest changed by 25 which increased total open position to 27


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 49.55, which was -23.5 lower than the previous day. The implied volatity was 25.31, the open interest changed by 3 which increased total open position to 3


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 73.05, which was 0 lower than the previous day. The implied volatity was 7.31, 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 73.05, which was 0 lower than the previous day. The implied volatity was 7.72, 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 73.05, which was 0 lower than the previous day. The implied volatity was 7.62, 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 73.05, which was 0 lower than the previous day. The implied volatity was 6.16, 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 73.05, which was 0 lower than the previous day. The implied volatity was 6.61, 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 73.05, which was 0 lower than the previous day. The implied volatity was 5.72, 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 73.05, which was 0 lower than the previous day. The implied volatity was 6.50, 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 73.05, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 73.05, which was 0 lower than the previous day. The implied volatity was 5.95, 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 73.05, which was 0 lower than the previous day. The implied volatity was 4.86, 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 73.05, which was 0 lower than the previous day. The implied volatity was 4.46, 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 73.05, which was 0 lower than the previous day. The implied volatity was 4.97, 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 73.05, which was 0 lower than the previous day. The implied volatity was 6.62, the open interest changed by 0 which decreased total open position to 0


On 3 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 73.05, which was 0 lower than the previous day. The implied volatity was 7.66, 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 73.05, 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