TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
12 Dec 2025 04:12 PM IST
| TATAELXSI 30-DEC-2025 4900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 3.48
Theta: -3.01
Gamma: 0.00
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| 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 | |||||||||
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| 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
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| 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































































































































































































































