TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
20 Feb 2026 04:13 PM IST
| TATAELXSI 24-FEB-2026 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 1.37
Theta: -6.01
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 4859.00 | 17.4 | -9.65 | 33.75 | 4,060 | -406 | 928 | |||||||||
| 19 Feb | 4839.50 | 24.7 | -23.3 | 35.86 | 11,606 | 202 | 1,334 | |||||||||
| 18 Feb | 4885.00 | 44 | -40.05 | 35.09 | 3,409 | -111 | 1,123 | |||||||||
| 17 Feb | 4919.00 | 78 | 20.2 | 42.5 | 11,628 | 53 | 1,238 | |||||||||
| 16 Feb | 4821.00 | 56.2 | -13.95 | 43.44 | 2,127 | 250 | 1,183 | |||||||||
| 13 Feb | 4824.00 | 66.25 | -62.5 | 39.7 | 3,823 | 104 | 930 | |||||||||
| 12 Feb | 4976.00 | 127.6 | -160.4 | 37.65 | 2,595 | 659 | 715 | |||||||||
| 11 Feb | 5250.50 | 288 | -120.2 | 31.64 | 1 | 0 | 57 | |||||||||
| 10 Feb | 5381.00 | 408.2 | 104.4 | 26.83 | 20 | -3 | 58 | |||||||||
| 9 Feb | 5233.00 | 300.4 | 17.7 | 37.62 | 23 | 5 | 61 | |||||||||
| 6 Feb | 5198.50 | 284 | -158.8 | 31.03 | 147 | 12 | 57 | |||||||||
| 5 Feb | 5406.00 | 442.8 | -97.85 | 32.35 | 16 | 0 | 46 | |||||||||
| 4 Feb | 5510.00 | 540.65 | 0 | 30.5 | 1 | 0 | 45 | |||||||||
| 3 Feb | 5508.00 | 540.65 | 105.55 | 27.34 | 1 | 0 | 45 | |||||||||
| 2 Feb | 5440.00 | 435.1 | -66 | 14.28 | 2 | 0 | 46 | |||||||||
| 1 Feb | 5421.00 | 501.1 | 111.1 | 39.94 | 4 | 0 | 46 | |||||||||
| 30 Jan | 5323.50 | 390 | -19 | 26.98 | 5 | 2 | 46 | |||||||||
| 29 Jan | 5332.00 | 409 | -61 | 32.02 | 5 | -1 | 43 | |||||||||
| 28 Jan | 5391.00 | 470 | -2.75 | 31.32 | 14 | 1 | 44 | |||||||||
| 27 Jan | 5415.00 | 472 | -70 | 18.15 | 40 | 0 | 5 | |||||||||
| 23 Jan | 5409.50 | 542 | 0 | 42.69 | 1 | 0 | 5 | |||||||||
| 22 Jan | 5464.00 | 542 | -59 | 32.95 | 3 | 0 | 4 | |||||||||
| 21 Jan | 5347.50 | 601 | -240.9 | - | 0 | 0 | 4 | |||||||||
| 20 Jan | 5387.00 | 601 | -240.9 | - | 0 | 0 | 4 | |||||||||
| 19 Jan | 5563.00 | 601 | -240.9 | - | 0 | 0 | 4 | |||||||||
| 16 Jan | 5605.50 | 601 | -240.9 | - | 0 | 0 | 4 | |||||||||
| 14 Jan | 5505.00 | 601 | -240.9 | 36.12 | 7 | -3 | 3 | |||||||||
| 13 Jan | 5793.00 | 745.55 | -131.1 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 5693.50 | 745.55 | -131.1 | 25.17 | 3 | 0 | 6 | |||||||||
| 9 Jan | 5691.00 | 876.65 | 400.8 | - | 0 | 0 | 6 | |||||||||
| 8 Jan | 5716.50 | 876.65 | 400.8 | - | 0 | 0 | 6 | |||||||||
| 7 Jan | 5853.00 | 876.65 | 400.8 | - | 6 | 3 | 3 | |||||||||
| 6 Jan | 5345.00 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 5363.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 5337.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 5211.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 5240.50 | 475.85 | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 5193.00 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 5315.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 5348.00 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 5387.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 5429.00 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 5458.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 5413.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 5013.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 4968.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 4998.00 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 5048.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5030.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 5016.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 4863.00 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 4979.50 | 475.85 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 5034.50 | 475.85 | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 5217.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 5216.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 5174.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 5127.00 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 5123.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 5158.50 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 5197.00 | 475.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5000 expiring on 24FEB2026
Delta for 5000 CE is 0.19
Historical price for 5000 CE is as follows
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 17.4, which was -9.65 lower than the previous day. The implied volatity was 33.75, the open interest changed by -406 which decreased total open position to 928
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 24.7, which was -23.3 lower than the previous day. The implied volatity was 35.86, the open interest changed by 202 which increased total open position to 1334
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 44, which was -40.05 lower than the previous day. The implied volatity was 35.09, the open interest changed by -111 which decreased total open position to 1123
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 78, which was 20.2 higher than the previous day. The implied volatity was 42.5, the open interest changed by 53 which increased total open position to 1238
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 56.2, which was -13.95 lower than the previous day. The implied volatity was 43.44, the open interest changed by 250 which increased total open position to 1183
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 66.25, which was -62.5 lower than the previous day. The implied volatity was 39.7, the open interest changed by 104 which increased total open position to 930
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 127.6, which was -160.4 lower than the previous day. The implied volatity was 37.65, the open interest changed by 659 which increased total open position to 715
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 288, which was -120.2 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 57
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 408.2, which was 104.4 higher than the previous day. The implied volatity was 26.83, the open interest changed by -3 which decreased total open position to 58
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 300.4, which was 17.7 higher than the previous day. The implied volatity was 37.62, the open interest changed by 5 which increased total open position to 61
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 284, which was -158.8 lower than the previous day. The implied volatity was 31.03, the open interest changed by 12 which increased total open position to 57
On 5 Feb TATAELXSI was trading at 5406.00. The strike last trading price was 442.8, which was -97.85 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 46
On 4 Feb TATAELXSI was trading at 5510.00. The strike last trading price was 540.65, which was 0 lower than the previous day. The implied volatity was 30.5, the open interest changed by 0 which decreased total open position to 45
On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 540.65, which was 105.55 higher than the previous day. The implied volatity was 27.34, the open interest changed by 0 which decreased total open position to 45
On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 435.1, which was -66 lower than the previous day. The implied volatity was 14.28, the open interest changed by 0 which decreased total open position to 46
On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 501.1, which was 111.1 higher than the previous day. The implied volatity was 39.94, the open interest changed by 0 which decreased total open position to 46
On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 390, which was -19 lower than the previous day. The implied volatity was 26.98, the open interest changed by 2 which increased total open position to 46
On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 409, which was -61 lower than the previous day. The implied volatity was 32.02, the open interest changed by -1 which decreased total open position to 43
On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 470, which was -2.75 lower than the previous day. The implied volatity was 31.32, the open interest changed by 1 which increased total open position to 44
On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 472, which was -70 lower than the previous day. The implied volatity was 18.15, the open interest changed by 0 which decreased total open position to 5
On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 542, which was 0 lower than the previous day. The implied volatity was 42.69, the open interest changed by 0 which decreased total open position to 5
On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 542, which was -59 lower than the previous day. The implied volatity was 32.95, the open interest changed by 0 which decreased total open position to 4
On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 601, which was -240.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 601, which was -240.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 601, which was -240.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 601, which was -240.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 601, which was -240.9 lower than the previous day. The implied volatity was 36.12, the open interest changed by -3 which decreased total open position to 3
On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 745.55, which was -131.1 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 745.55, which was -131.1 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 6
On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 876.65, which was 400.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 876.65, which was 400.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 876.65, which was 400.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 475.85, 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 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 475.85, 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 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 475.85, 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 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 475.85, 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 475.85, 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 30 Dec TATAELXSI was trading at 5193.00. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5315.50. The strike last trading price was 475.85, 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 26 Dec TATAELXSI was trading at 5348.00. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 475.85, 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 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 475.85, 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 Dec TATAELXSI was trading at 5123.00. 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 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 475.85, 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 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 475.85, 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 24FEB2026 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 1.54
Theta: -6.63
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 4859.00 | 183.1 | 2.95 | 40.04 | 131 | -48 | 251 |
| 19 Feb | 4839.50 | 206.1 | 46.9 | 45.01 | 635 | -8 | 303 |
| 18 Feb | 4885.00 | 171.9 | 23.2 | 42.6 | 345 | -85 | 314 |
| 17 Feb | 4919.00 | 164.1 | -72.2 | 42.37 | 2,010 | 9 | 400 |
| 16 Feb | 4821.00 | 240.05 | -11.15 | 45.77 | 191 | -5 | 392 |
| 13 Feb | 4824.00 | 269.75 | 108.9 | 50.47 | 1,190 | -214 | 400 |
| 12 Feb | 4976.00 | 165.45 | 110.65 | 43.71 | 3,995 | 70 | 594 |
| 11 Feb | 5250.50 | 59.8 | 28.5 | 40.19 | 714 | 114 | 524 |
| 10 Feb | 5381.00 | 32.45 | -30.75 | 39.07 | 1,175 | -194 | 412 |
| 9 Feb | 5233.00 | 64.2 | -23.1 | 37.42 | 592 | -38 | 608 |
| 6 Feb | 5198.50 | 85 | 47.6 | 39.21 | 4,185 | 37 | 648 |
| 5 Feb | 5406.00 | 38.55 | 7 | 36.55 | 691 | -21 | 630 |
| 4 Feb | 5510.00 | 32.55 | 11.15 | 39.03 | 1,401 | 330 | 645 |
| 3 Feb | 5508.00 | 22.1 | -10.6 | 34.15 | 360 | -59 | 315 |
| 2 Feb | 5440.00 | 30 | -12.4 | 33.94 | 314 | -38 | 374 |
| 1 Feb | 5421.00 | 45.65 | -7.4 | 36.78 | 553 | 147 | 411 |
| 30 Jan | 5323.50 | 53.4 | -4 | 33.22 | 186 | -16 | 265 |
| 29 Jan | 5332.00 | 60 | 14.15 | 34.14 | 505 | -12 | 279 |
| 28 Jan | 5391.00 | 45.85 | -3.5 | 33.47 | 283 | 138 | 296 |
| 27 Jan | 5415.00 | 47 | -5.85 | 35.21 | 259 | 49 | 155 |
| 23 Jan | 5409.50 | 53.1 | 4.35 | 33.06 | 60 | 23 | 106 |
| 22 Jan | 5464.00 | 51 | -16.85 | 34.21 | 98 | 18 | 82 |
| 21 Jan | 5347.50 | 67.2 | 10.05 | 33.19 | 52 | 4 | 64 |
| 20 Jan | 5387.00 | 59.9 | 16.2 | 33.13 | 46 | 14 | 60 |
| 19 Jan | 5563.00 | 43.4 | 4.5 | 34.89 | 32 | 10 | 46 |
| 16 Jan | 5605.50 | 43.45 | -12.4 | 34.94 | 181 | -90 | 36 |
| 14 Jan | 5505.00 | 59.95 | 28.85 | 33.98 | 289 | 107 | 124 |
| 13 Jan | 5793.00 | 31.1 | -16.1 | - | 0 | 0 | 0 |
| 12 Jan | 5693.50 | 31.1 | -16.1 | 32.79 | 7 | -1 | 17 |
| 9 Jan | 5691.00 | 47.2 | 6.55 | 36.12 | 5 | -1 | 15 |
| 8 Jan | 5716.50 | 40.65 | 10.65 | 35.03 | 19 | -6 | 16 |
| 7 Jan | 5853.00 | 30 | -206.55 | 35.62 | 36 | 21 | 21 |
| 6 Jan | 5345.00 | 236.55 | 0 | 5.25 | 0 | 0 | 0 |
| 5 Jan | 5363.50 | 236.55 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 5337.50 | 236.55 | 0 | 5.48 | 0 | 0 | 0 |
| 1 Jan | 5211.50 | 236.55 | 0 | 3.63 | 0 | 0 | 0 |
| 31 Dec | 5240.50 | 236.55 | - | - | 0 | 0 | 0 |
| 30 Dec | 5193.00 | 236.55 | 0 | 3.55 | 0 | 0 | 0 |
| 29 Dec | 5315.50 | 236.55 | 0 | 4.71 | 0 | 0 | 0 |
| 26 Dec | 5348.00 | 236.55 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 5387.50 | 236.55 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 5429.00 | 236.55 | 0 | 5.67 | 0 | 0 | 0 |
| 22 Dec | 5458.50 | 236.55 | 0 | 5.99 | 0 | 0 | 0 |
| 19 Dec | 5413.50 | 236.55 | 0 | 5.46 | 0 | 0 | 0 |
| 18 Dec | 5013.50 | 236.55 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 4968.50 | 236.55 | 0 | 0.7 | 0 | 0 | 0 |
| 16 Dec | 4998.00 | 236.55 | 0 | 1.04 | 0 | 0 | 0 |
| 15 Dec | 5048.50 | 236.55 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 5030.50 | 236.55 | 0 | 1.55 | 0 | 0 | 0 |
| 11 Dec | 5016.50 | 236.55 | 0 | 1.36 | 0 | 0 | 0 |
| 10 Dec | 4863.00 | 236.55 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 4979.50 | 236.55 | - | - | 0 | 0 | 0 |
| 8 Dec | 5034.50 | 236.55 | - | - | 0 | 0 | 0 |
| 5 Dec | 5217.50 | 236.55 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 5216.50 | 236.55 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 5174.50 | 236.55 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 5127.00 | 236.55 | 0 | 2.54 | 0 | 0 | 0 |
| 1 Dec | 5123.00 | - | - | - | 0 | 0 | 0 |
| 28 Nov | 5158.50 | 236.55 | 0 | 2.71 | 0 | 0 | 0 |
| 27 Nov | 5197.00 | 236.55 | 0 | 3.09 | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 5000 expiring on 24FEB2026
Delta for 5000 PE is -0.77
Historical price for 5000 PE is as follows
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 183.1, which was 2.95 higher than the previous day. The implied volatity was 40.04, the open interest changed by -48 which decreased total open position to 251
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 206.1, which was 46.9 higher than the previous day. The implied volatity was 45.01, the open interest changed by -8 which decreased total open position to 303
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 171.9, which was 23.2 higher than the previous day. The implied volatity was 42.6, the open interest changed by -85 which decreased total open position to 314
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 164.1, which was -72.2 lower than the previous day. The implied volatity was 42.37, the open interest changed by 9 which increased total open position to 400
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 240.05, which was -11.15 lower than the previous day. The implied volatity was 45.77, the open interest changed by -5 which decreased total open position to 392
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 269.75, which was 108.9 higher than the previous day. The implied volatity was 50.47, the open interest changed by -214 which decreased total open position to 400
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 165.45, which was 110.65 higher than the previous day. The implied volatity was 43.71, the open interest changed by 70 which increased total open position to 594
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 59.8, which was 28.5 higher than the previous day. The implied volatity was 40.19, the open interest changed by 114 which increased total open position to 524
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 32.45, which was -30.75 lower than the previous day. The implied volatity was 39.07, the open interest changed by -194 which decreased total open position to 412
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 64.2, which was -23.1 lower than the previous day. The implied volatity was 37.42, the open interest changed by -38 which decreased total open position to 608
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 85, which was 47.6 higher than the previous day. The implied volatity was 39.21, the open interest changed by 37 which increased total open position to 648
On 5 Feb TATAELXSI was trading at 5406.00. The strike last trading price was 38.55, which was 7 higher than the previous day. The implied volatity was 36.55, the open interest changed by -21 which decreased total open position to 630
On 4 Feb TATAELXSI was trading at 5510.00. The strike last trading price was 32.55, which was 11.15 higher than the previous day. The implied volatity was 39.03, the open interest changed by 330 which increased total open position to 645
On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 22.1, which was -10.6 lower than the previous day. The implied volatity was 34.15, the open interest changed by -59 which decreased total open position to 315
On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 30, which was -12.4 lower than the previous day. The implied volatity was 33.94, the open interest changed by -38 which decreased total open position to 374
On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 45.65, which was -7.4 lower than the previous day. The implied volatity was 36.78, the open interest changed by 147 which increased total open position to 411
On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 53.4, which was -4 lower than the previous day. The implied volatity was 33.22, the open interest changed by -16 which decreased total open position to 265
On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 60, which was 14.15 higher than the previous day. The implied volatity was 34.14, the open interest changed by -12 which decreased total open position to 279
On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 45.85, which was -3.5 lower than the previous day. The implied volatity was 33.47, the open interest changed by 138 which increased total open position to 296
On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 47, which was -5.85 lower than the previous day. The implied volatity was 35.21, the open interest changed by 49 which increased total open position to 155
On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 53.1, which was 4.35 higher than the previous day. The implied volatity was 33.06, the open interest changed by 23 which increased total open position to 106
On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 51, which was -16.85 lower than the previous day. The implied volatity was 34.21, the open interest changed by 18 which increased total open position to 82
On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 67.2, which was 10.05 higher than the previous day. The implied volatity was 33.19, the open interest changed by 4 which increased total open position to 64
On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 59.9, which was 16.2 higher than the previous day. The implied volatity was 33.13, the open interest changed by 14 which increased total open position to 60
On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 43.4, which was 4.5 higher than the previous day. The implied volatity was 34.89, the open interest changed by 10 which increased total open position to 46
On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 43.45, which was -12.4 lower than the previous day. The implied volatity was 34.94, the open interest changed by -90 which decreased total open position to 36
On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 59.95, which was 28.85 higher than the previous day. The implied volatity was 33.98, the open interest changed by 107 which increased total open position to 124
On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 31.1, which was -16.1 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 31.1, which was -16.1 lower than the previous day. The implied volatity was 32.79, the open interest changed by -1 which decreased total open position to 17
On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 47.2, which was 6.55 higher than the previous day. The implied volatity was 36.12, the open interest changed by -1 which decreased total open position to 15
On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 40.65, which was 10.65 higher than the previous day. The implied volatity was 35.03, the open interest changed by -6 which decreased total open position to 16
On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 30, which was -206.55 lower than the previous day. The implied volatity was 35.62, the open interest changed by 21 which increased total open position to 21
On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 5.25, 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 236.55, 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 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 5.48, 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 236.55, which was 0 lower than the previous day. The implied volatity was 3.63, 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 236.55, 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 30 Dec TATAELXSI was trading at 5193.00. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
On 29 Dec TATAELXSI was trading at 5315.50. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 26 Dec TATAELXSI was trading at 5348.00. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 236.55, 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 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 2.54, 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 -, 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 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 236.55, which was 0 lower than the previous day. The implied volatity was 2.71, 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 236.55, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
