[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
4979.5 -55.00 (-1.09%)
L: 4948 H: 5035

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Historical option data for TATAELXSI

09 Dec 2025 04:12 PM IST
TATAELXSI 30-DEC-2025 5200 CE
Delta: 0.26
Vega: 3.90
Theta: -2.62
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4979.50 45.4 -10.35 24.50 1,870 311 1,532
8 Dec 5034.50 55 -82.85 22.48 2,814 365 1,222
5 Dec 5217.50 137.7 -9.2 20.20 1,640 -139 856
4 Dec 5216.50 148.7 18.6 20.93 2,633 -143 996
3 Dec 5174.50 132.75 22.95 22.75 8,652 115 1,145
2 Dec 5127.00 108.95 -4.2 21.89 1,562 118 1,028
1 Dec 5123.00 115.4 -14.4 22.89 1,382 37 911
28 Nov 5158.50 131.5 -32.25 21.48 1,382 360 881
27 Nov 5197.00 160.95 -36.15 22.82 1,157 135 566
26 Nov 5229.50 198.35 36.05 24.61 1,266 97 431
25 Nov 5164.00 158.9 -31.05 23.86 676 127 331
24 Nov 5231.00 182.95 -55.15 21.24 221 176 203
21 Nov 5320.50 236 -16.65 17.14 18 5 27
20 Nov 5366.50 266 8.05 16.54 32 -2 22
19 Nov 5347.50 261.05 54.55 15.93 55 -7 26
18 Nov 5277.00 207 -24.3 19.49 16 2 32
17 Nov 5303.00 230 0.3 18.93 29 20 29
14 Nov 5266.50 234.35 -15.65 21.78 14 4 8
13 Nov 5307.50 250 -61.9 19.92 3 0 3
12 Nov 5388.00 311.9 71.9 18.21 4 0 2
11 Nov 5283.50 240 -184.3 18.63 2 1 1
10 Nov 5207.00 424.3 0 - 0 0 0
7 Nov 5180.00 424.3 0 - 0 0 0
6 Nov 5242.50 424.3 0 - 0 0 0
4 Nov 5381.00 424.3 0 - 0 0 0
3 Nov 5434.00 424.3 0 - 0 0 0
31 Oct 5454.50 424.3 0 - 0 0 0
20 Oct 5397.50 424.3 0 - 0 0 0
17 Oct 5369.50 424.3 0 - 0 0 0
15 Oct 5367.50 424.3 0 - 0 0 0
9 Oct 5573.00 424.3 0 - 0 0 0
8 Oct 5460.00 424.3 0 - 0 0 0
7 Oct 5389.50 424.3 0 - 0 0 0
6 Oct 5394.00 0 0 - 0 0 0
3 Oct 5355.50 0 0 - 0 0 0


For Tata Elxsi Limited - strike price 5200 expiring on 30DEC2025

Delta for 5200 CE is 0.26

Historical price for 5200 CE is as follows

On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 45.4, which was -10.35 lower than the previous day. The implied volatity was 24.50, the open interest changed by 311 which increased total open position to 1532


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 55, which was -82.85 lower than the previous day. The implied volatity was 22.48, the open interest changed by 365 which increased total open position to 1222


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 137.7, which was -9.2 lower than the previous day. The implied volatity was 20.20, the open interest changed by -139 which decreased total open position to 856


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 148.7, which was 18.6 higher than the previous day. The implied volatity was 20.93, the open interest changed by -143 which decreased total open position to 996


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 132.75, which was 22.95 higher than the previous day. The implied volatity was 22.75, the open interest changed by 115 which increased total open position to 1145


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 108.95, which was -4.2 lower than the previous day. The implied volatity was 21.89, the open interest changed by 118 which increased total open position to 1028


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 115.4, which was -14.4 lower than the previous day. The implied volatity was 22.89, the open interest changed by 37 which increased total open position to 911


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 131.5, which was -32.25 lower than the previous day. The implied volatity was 21.48, the open interest changed by 360 which increased total open position to 881


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 160.95, which was -36.15 lower than the previous day. The implied volatity was 22.82, the open interest changed by 135 which increased total open position to 566


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 198.35, which was 36.05 higher than the previous day. The implied volatity was 24.61, the open interest changed by 97 which increased total open position to 431


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 158.9, which was -31.05 lower than the previous day. The implied volatity was 23.86, the open interest changed by 127 which increased total open position to 331


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 182.95, which was -55.15 lower than the previous day. The implied volatity was 21.24, the open interest changed by 176 which increased total open position to 203


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 236, which was -16.65 lower than the previous day. The implied volatity was 17.14, the open interest changed by 5 which increased total open position to 27


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 266, which was 8.05 higher than the previous day. The implied volatity was 16.54, the open interest changed by -2 which decreased total open position to 22


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 261.05, which was 54.55 higher than the previous day. The implied volatity was 15.93, the open interest changed by -7 which decreased total open position to 26


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 207, which was -24.3 lower than the previous day. The implied volatity was 19.49, the open interest changed by 2 which increased total open position to 32


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 230, which was 0.3 higher than the previous day. The implied volatity was 18.93, the open interest changed by 20 which increased total open position to 29


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 234.35, which was -15.65 lower than the previous day. The implied volatity was 21.78, the open interest changed by 4 which increased total open position to 8


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 250, which was -61.9 lower than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 3


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 311.9, which was 71.9 higher than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 2


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 240, which was -184.3 lower than the previous day. The implied volatity was 18.63, the open interest changed by 1 which increased total open position to 1


On 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 424.3, 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 424.3, 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 424.3, 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 424.3, 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 424.3, 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 424.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct TATAELXSI was trading at 5397.50. The strike last trading price was 424.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct TATAELXSI was trading at 5369.50. The strike last trading price was 424.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct TATAELXSI was trading at 5367.50. The strike last trading price was 424.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct TATAELXSI was trading at 5573.00. The strike last trading price was 424.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Oct TATAELXSI was trading at 5460.00. The strike last trading price was 424.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Oct TATAELXSI was trading at 5389.50. The strike last trading price was 424.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Oct TATAELXSI was trading at 5394.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Oct TATAELXSI was trading at 5355.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 30DEC2025 5200 PE
Delta: -0.76
Vega: 3.72
Theta: -0.88
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 4979.50 234.15 42.25 22.29 92 -16 409
8 Dec 5034.50 192.1 104 21.19 498 -62 425
5 Dec 5217.50 89.3 -4.2 20.97 761 -15 489
4 Dec 5216.50 94.45 -23.55 21.55 679 92 509
3 Dec 5174.50 115.85 -27.85 21.58 1,208 75 424
2 Dec 5127.00 142.65 -10.1 19.91 239 -47 341
1 Dec 5123.00 153.75 20.5 23.41 290 14 389
28 Nov 5158.50 146 14.95 24.09 943 9 373
27 Nov 5197.00 130.1 3.4 23.86 594 -30 399
26 Nov 5229.50 121.65 -42.65 25.02 658 136 431
25 Nov 5164.00 164.45 11.5 26.88 1,150 130 291
24 Nov 5231.00 182 71.2 29.18 211 26 160
21 Nov 5320.50 107.95 4.9 27.52 37 13 135
20 Nov 5366.50 99.7 -11.7 27.93 98 36 123
19 Nov 5347.50 109.8 -39.2 29.03 108 0 87
18 Nov 5277.00 149 8 29.05 36 24 86
17 Nov 5303.00 141 -7.9 29.60 36 22 62
14 Nov 5266.50 148.9 8.9 28.24 30 17 39
13 Nov 5307.50 140 37 28.79 11 5 20
12 Nov 5388.00 103 -87 27.63 17 4 14
11 Nov 5283.50 190 10 34.73 3 -1 10
10 Nov 5207.00 180 -35 28.35 1 0 10
7 Nov 5180.00 215 5.1 30.56 5 0 9
6 Nov 5242.50 212.7 44.85 32.93 8 4 8
4 Nov 5381.00 167.85 40.85 33.75 3 2 3
3 Nov 5434.00 127 -191.55 31.17 1 0 0
31 Oct 5454.50 318.55 0 - 0 0 0
20 Oct 5397.50 318.55 0 3.12 0 0 0
17 Oct 5369.50 318.55 0 - 0 0 0
15 Oct 5367.50 318.55 0 - 0 0 0
9 Oct 5573.00 318.55 0 4.64 0 0 0
8 Oct 5460.00 318.55 0 3.69 0 0 0
7 Oct 5389.50 318.55 0 3.13 0 0 0
6 Oct 5394.00 318.55 0 - 0 0 0
3 Oct 5355.50 318.55 0 2.56 0 0 0


For Tata Elxsi Limited - strike price 5200 expiring on 30DEC2025

Delta for 5200 PE is -0.76

Historical price for 5200 PE is as follows

On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 234.15, which was 42.25 higher than the previous day. The implied volatity was 22.29, the open interest changed by -16 which decreased total open position to 409


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 192.1, which was 104 higher than the previous day. The implied volatity was 21.19, the open interest changed by -62 which decreased total open position to 425


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 89.3, which was -4.2 lower than the previous day. The implied volatity was 20.97, the open interest changed by -15 which decreased total open position to 489


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 94.45, which was -23.55 lower than the previous day. The implied volatity was 21.55, the open interest changed by 92 which increased total open position to 509


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 115.85, which was -27.85 lower than the previous day. The implied volatity was 21.58, the open interest changed by 75 which increased total open position to 424


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 142.65, which was -10.1 lower than the previous day. The implied volatity was 19.91, the open interest changed by -47 which decreased total open position to 341


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 153.75, which was 20.5 higher than the previous day. The implied volatity was 23.41, the open interest changed by 14 which increased total open position to 389


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 146, which was 14.95 higher than the previous day. The implied volatity was 24.09, the open interest changed by 9 which increased total open position to 373


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 130.1, which was 3.4 higher than the previous day. The implied volatity was 23.86, the open interest changed by -30 which decreased total open position to 399


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 121.65, which was -42.65 lower than the previous day. The implied volatity was 25.02, the open interest changed by 136 which increased total open position to 431


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 164.45, which was 11.5 higher than the previous day. The implied volatity was 26.88, the open interest changed by 130 which increased total open position to 291


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 182, which was 71.2 higher than the previous day. The implied volatity was 29.18, the open interest changed by 26 which increased total open position to 160


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 107.95, which was 4.9 higher than the previous day. The implied volatity was 27.52, the open interest changed by 13 which increased total open position to 135


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 99.7, which was -11.7 lower than the previous day. The implied volatity was 27.93, the open interest changed by 36 which increased total open position to 123


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 109.8, which was -39.2 lower than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 87


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 149, which was 8 higher than the previous day. The implied volatity was 29.05, the open interest changed by 24 which increased total open position to 86


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 141, which was -7.9 lower than the previous day. The implied volatity was 29.60, the open interest changed by 22 which increased total open position to 62


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 148.9, which was 8.9 higher than the previous day. The implied volatity was 28.24, the open interest changed by 17 which increased total open position to 39


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 140, which was 37 higher than the previous day. The implied volatity was 28.79, the open interest changed by 5 which increased total open position to 20


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 103, which was -87 lower than the previous day. The implied volatity was 27.63, the open interest changed by 4 which increased total open position to 14


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 190, which was 10 higher than the previous day. The implied volatity was 34.73, the open interest changed by -1 which decreased total open position to 10


On 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 180, which was -35 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 10


On 7 Nov TATAELXSI was trading at 5180.00. The strike last trading price was 215, which was 5.1 higher than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 9


On 6 Nov TATAELXSI was trading at 5242.50. The strike last trading price was 212.7, which was 44.85 higher than the previous day. The implied volatity was 32.93, the open interest changed by 4 which increased total open position to 8


On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 167.85, which was 40.85 higher than the previous day. The implied volatity was 33.75, the open interest changed by 2 which increased total open position to 3


On 3 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 127, which was -191.55 lower than the previous day. The implied volatity was 31.17, 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 318.55, 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 20 Oct TATAELXSI was trading at 5397.50. The strike last trading price was 318.55, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0


On 17 Oct TATAELXSI was trading at 5369.50. The strike last trading price was 318.55, 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 15 Oct TATAELXSI was trading at 5367.50. The strike last trading price was 318.55, 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 Oct TATAELXSI was trading at 5573.00. The strike last trading price was 318.55, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0


On 8 Oct TATAELXSI was trading at 5460.00. The strike last trading price was 318.55, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0


On 7 Oct TATAELXSI was trading at 5389.50. The strike last trading price was 318.55, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 6 Oct TATAELXSI was trading at 5394.00. The strike last trading price was 318.55, 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 Oct TATAELXSI was trading at 5355.50. The strike last trading price was 318.55, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0