[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
5217.5 +1.00 (0.02%)
L: 5196 H: 5269

Back to Option Chain


Historical option data for TATAELXSI

05 Dec 2025 04:12 PM IST
TATAELXSI 30-DEC-2025 5300 CE
Delta: 0.44
Vega: 5.39
Theta: -2.76
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 5217.50 87.4 -9.85 19.96 3,728 171 2,489
4 Dec 5216.50 98 12.05 21.47 3,161 -37 2,330
3 Dec 5174.50 87.15 14.7 22.39 5,951 35 2,360
2 Dec 5127.00 70.15 -4.45 23.30 1,006 6 2,327
1 Dec 5123.00 74.7 -12.1 23.00 1,129 68 2,322
28 Nov 5158.50 90.8 -26.4 21.81 2,941 483 2,253
27 Nov 5197.00 111.45 -33.9 22.39 3,588 603 1,778
26 Nov 5229.50 146 26.4 24.41 3,820 742 1,185
25 Nov 5164.00 118.1 -36.2 24.44 727 157 440
24 Nov 5231.00 130.1 -47.95 26.02 723 90 282
21 Nov 5320.50 175.7 -28.1 18.09 127 36 193
20 Nov 5366.50 206.3 4.4 18.43 213 56 158
19 Nov 5347.50 203.8 45.95 18.19 194 31 102
18 Nov 5277.00 155 -26 20.30 40 12 71
17 Nov 5303.00 180 8.9 20.44 69 29 59
14 Nov 5266.50 171.1 -26.9 20.77 18 9 28
13 Nov 5307.50 197 -48 20.94 10 7 19
12 Nov 5388.00 245 56.85 18.85 16 5 11
11 Nov 5283.50 190 -12.35 20.07 9 6 7
10 Nov 5207.00 202.35 -283.9 27.42 1 0 0
7 Nov 5180.00 486.25 0 0.65 0 0 0
6 Nov 5242.50 486.25 0 - 0 0 0
4 Nov 5381.00 486.25 0 - 0 0 0
3 Nov 5434.00 486.25 0 - 0 0 0
31 Oct 5454.50 486.25 0 - 0 0 0


For Tata Elxsi Limited - strike price 5300 expiring on 30DEC2025

Delta for 5300 CE is 0.44

Historical price for 5300 CE is as follows

On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 87.4, which was -9.85 lower than the previous day. The implied volatity was 19.96, the open interest changed by 171 which increased total open position to 2489


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 98, which was 12.05 higher than the previous day. The implied volatity was 21.47, the open interest changed by -37 which decreased total open position to 2330


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 87.15, which was 14.7 higher than the previous day. The implied volatity was 22.39, the open interest changed by 35 which increased total open position to 2360


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 70.15, which was -4.45 lower than the previous day. The implied volatity was 23.30, the open interest changed by 6 which increased total open position to 2327


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 74.7, which was -12.1 lower than the previous day. The implied volatity was 23.00, the open interest changed by 68 which increased total open position to 2322


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 90.8, which was -26.4 lower than the previous day. The implied volatity was 21.81, the open interest changed by 483 which increased total open position to 2253


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 111.45, which was -33.9 lower than the previous day. The implied volatity was 22.39, the open interest changed by 603 which increased total open position to 1778


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 146, which was 26.4 higher than the previous day. The implied volatity was 24.41, the open interest changed by 742 which increased total open position to 1185


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 118.1, which was -36.2 lower than the previous day. The implied volatity was 24.44, the open interest changed by 157 which increased total open position to 440


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 130.1, which was -47.95 lower than the previous day. The implied volatity was 26.02, the open interest changed by 90 which increased total open position to 282


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 175.7, which was -28.1 lower than the previous day. The implied volatity was 18.09, the open interest changed by 36 which increased total open position to 193


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 206.3, which was 4.4 higher than the previous day. The implied volatity was 18.43, the open interest changed by 56 which increased total open position to 158


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 203.8, which was 45.95 higher than the previous day. The implied volatity was 18.19, the open interest changed by 31 which increased total open position to 102


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 155, which was -26 lower than the previous day. The implied volatity was 20.30, the open interest changed by 12 which increased total open position to 71


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 180, which was 8.9 higher than the previous day. The implied volatity was 20.44, the open interest changed by 29 which increased total open position to 59


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 171.1, which was -26.9 lower than the previous day. The implied volatity was 20.77, the open interest changed by 9 which increased total open position to 28


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 197, which was -48 lower than the previous day. The implied volatity was 20.94, the open interest changed by 7 which increased total open position to 19


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 245, which was 56.85 higher than the previous day. The implied volatity was 18.85, the open interest changed by 5 which increased total open position to 11


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 190, which was -12.35 lower than the previous day. The implied volatity was 20.07, the open interest changed by 6 which increased total open position to 7


On 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 202.35, which was -283.9 lower than the previous day. The implied volatity was 27.42, 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 486.25, which was 0 lower than the previous day. The implied volatity was 0.65, 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 486.25, 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 486.25, 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 486.25, 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 486.25, 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 5300 PE
Delta: -0.55
Vega: 5.40
Theta: -1.49
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 5217.50 142.25 -1.85 21.45 346 20 824
4 Dec 5216.50 143.55 -30.05 21.32 454 -22 804
3 Dec 5174.50 172 -32.9 21.63 380 92 828
2 Dec 5127.00 203.45 -4.95 19.09 57 -1 736
1 Dec 5123.00 207.85 14.55 21.22 118 56 737
28 Nov 5158.50 205 20.1 24.59 149 42 680
27 Nov 5197.00 183.35 9.1 24.02 649 412 639
26 Nov 5229.50 170.5 -51.25 25.14 143 37 227
25 Nov 5164.00 222.5 47.8 27.45 111 10 189
24 Nov 5231.00 235.9 81 29.12 480 76 179
21 Nov 5320.50 157.2 12.6 28.94 62 15 97
20 Nov 5366.50 143.25 -13.3 28.93 60 14 82
19 Nov 5347.50 154.2 -44.15 29.98 103 26 69
18 Nov 5277.00 196.7 8.75 29.16 14 2 43
17 Nov 5303.00 188.3 -30.7 30.16 53 39 41
14 Nov 5266.50 219 33.35 31.60 2 0 0
13 Nov 5307.50 185.65 0 1.04 0 0 0
12 Nov 5388.00 185.65 0 2.32 0 0 0
11 Nov 5283.50 185.65 0 0.93 0 0 0
10 Nov 5207.00 185.65 0 - 0 0 0
7 Nov 5180.00 185.65 0 - 0 0 0
6 Nov 5242.50 185.65 0 0.05 0 0 0
4 Nov 5381.00 185.65 0 1.99 0 0 0
3 Nov 5434.00 185.65 0 2.73 0 0 0
31 Oct 5454.50 185.65 0 - 0 0 0


For Tata Elxsi Limited - strike price 5300 expiring on 30DEC2025

Delta for 5300 PE is -0.55

Historical price for 5300 PE is as follows

On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 142.25, which was -1.85 lower than the previous day. The implied volatity was 21.45, the open interest changed by 20 which increased total open position to 824


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 143.55, which was -30.05 lower than the previous day. The implied volatity was 21.32, the open interest changed by -22 which decreased total open position to 804


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 172, which was -32.9 lower than the previous day. The implied volatity was 21.63, the open interest changed by 92 which increased total open position to 828


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 203.45, which was -4.95 lower than the previous day. The implied volatity was 19.09, the open interest changed by -1 which decreased total open position to 736


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 207.85, which was 14.55 higher than the previous day. The implied volatity was 21.22, the open interest changed by 56 which increased total open position to 737


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 205, which was 20.1 higher than the previous day. The implied volatity was 24.59, the open interest changed by 42 which increased total open position to 680


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 183.35, which was 9.1 higher than the previous day. The implied volatity was 24.02, the open interest changed by 412 which increased total open position to 639


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 170.5, which was -51.25 lower than the previous day. The implied volatity was 25.14, the open interest changed by 37 which increased total open position to 227


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 222.5, which was 47.8 higher than the previous day. The implied volatity was 27.45, the open interest changed by 10 which increased total open position to 189


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 235.9, which was 81 higher than the previous day. The implied volatity was 29.12, the open interest changed by 76 which increased total open position to 179


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 157.2, which was 12.6 higher than the previous day. The implied volatity was 28.94, the open interest changed by 15 which increased total open position to 97


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 143.25, which was -13.3 lower than the previous day. The implied volatity was 28.93, the open interest changed by 14 which increased total open position to 82


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 154.2, which was -44.15 lower than the previous day. The implied volatity was 29.98, the open interest changed by 26 which increased total open position to 69


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 196.7, which was 8.75 higher than the previous day. The implied volatity was 29.16, the open interest changed by 2 which increased total open position to 43


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 188.3, which was -30.7 lower than the previous day. The implied volatity was 30.16, the open interest changed by 39 which increased total open position to 41


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 219, which was 33.35 higher than the previous day. The implied volatity was 31.60, 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 185.65, 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 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 185.65, which was 0 lower than the previous day. The implied volatity was 2.32, 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 185.65, which was 0 lower than the previous day. The implied volatity was 0.93, 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 185.65, 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 185.65, 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 185.65, which was 0 lower than the previous day. The implied volatity was 0.05, 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 185.65, which was 0 lower than the previous day. The implied volatity was 1.99, 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 185.65, which was 0 lower than the previous day. The implied volatity was 2.73, 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 185.65, 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