TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
09 Dec 2025 04:12 PM IST
| TATAELXSI 30-DEC-2025 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 3.90
Theta: -2.62
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 3.72
Theta: -0.88
Gamma: 0.00
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| 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































































































































































































































