TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
20 Feb 2026 04:13 PM IST
| TATAELXSI 24-FEB-2026 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.4
Theta: -2.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 4859.00 | 3.35 | -2.1 | 47.17 | 2,136 | -231 | 1,222 | |||||||||
| 19 Feb | 4839.50 | 5.5 | -4.45 | 47.07 | 1,457 | -28 | 1,463 | |||||||||
| 18 Feb | 4885.00 | 10 | -12.95 | 44.2 | 2,108 | 141 | 1,492 | |||||||||
| 17 Feb | 4919.00 | 22.65 | 4 | 47.41 | 2,987 | -55 | 1,349 | |||||||||
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| 16 Feb | 4821.00 | 18.8 | -4.8 | 50.75 | 1,016 | 146 | 1,404 | |||||||||
| 13 Feb | 4824.00 | 22 | -21.25 | 44.71 | 2,570 | 60 | 1,274 | |||||||||
| 12 Feb | 4976.00 | 43.2 | -69 | 40.85 | 3,406 | 434 | 1,208 | |||||||||
| 11 Feb | 5250.50 | 109.05 | -83.75 | 33 | 3,027 | 515 | 773 | |||||||||
| 10 Feb | 5381.00 | 182.1 | 61.45 | 30.1 | 2,921 | -329 | 266 | |||||||||
| 9 Feb | 5233.00 | 120.8 | -0.5 | 35.43 | 1,741 | -48 | 653 | |||||||||
| 6 Feb | 5198.50 | 118.85 | -97 | 32.5 | 3,056 | 510 | 716 | |||||||||
| 5 Feb | 5406.00 | 215 | -73.4 | 30.7 | 51 | 17 | 198 | |||||||||
| 4 Feb | 5510.00 | 287.1 | -12.9 | 28.78 | 818 | 38 | 180 | |||||||||
| 3 Feb | 5508.00 | 300 | 62.1 | 30.69 | 135 | 17 | 143 | |||||||||
| 2 Feb | 5440.00 | 240.75 | -2.95 | 25.59 | 123 | -3 | 127 | |||||||||
| 1 Feb | 5421.00 | 233 | 46.45 | 27.78 | 401 | -11 | 131 | |||||||||
| 30 Jan | 5323.50 | 189 | -14.95 | 28.32 | 600 | 46 | 142 | |||||||||
| 29 Jan | 5332.00 | 202 | -42.1 | 30.27 | 195 | 22 | 97 | |||||||||
| 28 Jan | 5391.00 | 244 | -20.45 | 30.09 | 25 | 2 | 75 | |||||||||
| 27 Jan | 5415.00 | 265.2 | 5.8 | 26.96 | 78 | 55 | 74 | |||||||||
| 23 Jan | 5409.50 | 256.75 | -13.25 | 27.65 | 6 | 3 | 19 | |||||||||
| 22 Jan | 5464.00 | 270 | 39 | 23.41 | 22 | 0 | 17 | |||||||||
| 21 Jan | 5347.50 | 231 | 56.15 | 27.44 | 27 | 15 | 16 | |||||||||
| 20 Jan | 5387.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 19 Jan | 5563.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 16 Jan | 5605.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 14 Jan | 5505.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 13 Jan | 5793.00 | 174.85 | -81.55 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 5693.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 9 Jan | 5691.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 8 Jan | 5716.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 7 Jan | 5853.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 6 Jan | 5345.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 5 Jan | 5363.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 2 Jan | 5337.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 1 Jan | 5211.50 | 174.85 | -81.55 | 22.7 | 1 | 0 | 0 | |||||||||
| 31 Dec | 5240.50 | 256.4 | - | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5300 expiring on 24FEB2026
Delta for 5300 CE is 0.04
Historical price for 5300 CE is as follows
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 3.35, which was -2.1 lower than the previous day. The implied volatity was 47.17, the open interest changed by -231 which decreased total open position to 1222
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 5.5, which was -4.45 lower than the previous day. The implied volatity was 47.07, the open interest changed by -28 which decreased total open position to 1463
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 10, which was -12.95 lower than the previous day. The implied volatity was 44.2, the open interest changed by 141 which increased total open position to 1492
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 22.65, which was 4 higher than the previous day. The implied volatity was 47.41, the open interest changed by -55 which decreased total open position to 1349
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 18.8, which was -4.8 lower than the previous day. The implied volatity was 50.75, the open interest changed by 146 which increased total open position to 1404
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 22, which was -21.25 lower than the previous day. The implied volatity was 44.71, the open interest changed by 60 which increased total open position to 1274
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 43.2, which was -69 lower than the previous day. The implied volatity was 40.85, the open interest changed by 434 which increased total open position to 1208
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 109.05, which was -83.75 lower than the previous day. The implied volatity was 33, the open interest changed by 515 which increased total open position to 773
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 182.1, which was 61.45 higher than the previous day. The implied volatity was 30.1, the open interest changed by -329 which decreased total open position to 266
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 120.8, which was -0.5 lower than the previous day. The implied volatity was 35.43, the open interest changed by -48 which decreased total open position to 653
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 118.85, which was -97 lower than the previous day. The implied volatity was 32.5, the open interest changed by 510 which increased total open position to 716
On 5 Feb TATAELXSI was trading at 5406.00. The strike last trading price was 215, which was -73.4 lower than the previous day. The implied volatity was 30.7, the open interest changed by 17 which increased total open position to 198
On 4 Feb TATAELXSI was trading at 5510.00. The strike last trading price was 287.1, which was -12.9 lower than the previous day. The implied volatity was 28.78, the open interest changed by 38 which increased total open position to 180
On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 300, which was 62.1 higher than the previous day. The implied volatity was 30.69, the open interest changed by 17 which increased total open position to 143
On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 240.75, which was -2.95 lower than the previous day. The implied volatity was 25.59, the open interest changed by -3 which decreased total open position to 127
On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 233, which was 46.45 higher than the previous day. The implied volatity was 27.78, the open interest changed by -11 which decreased total open position to 131
On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 189, which was -14.95 lower than the previous day. The implied volatity was 28.32, the open interest changed by 46 which increased total open position to 142
On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 202, which was -42.1 lower than the previous day. The implied volatity was 30.27, the open interest changed by 22 which increased total open position to 97
On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 244, which was -20.45 lower than the previous day. The implied volatity was 30.09, the open interest changed by 2 which increased total open position to 75
On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 265.2, which was 5.8 higher than the previous day. The implied volatity was 26.96, the open interest changed by 55 which increased total open position to 74
On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 256.75, which was -13.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by 3 which increased total open position to 19
On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 270, which was 39 higher than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 17
On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 231, which was 56.15 higher than the previous day. The implied volatity was 27.44, the open interest changed by 15 which increased total open position to 16
On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 174.85, which was -81.55 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 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was 22.7, 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 256.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 24FEB2026 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.78
Theta: -3.96
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 4859.00 | 420 | -35.35 | 54.33 | 26 | -10 | 261 |
| 19 Feb | 4839.50 | 467.75 | 41.1 | 42.08 | 84 | -31 | 271 |
| 18 Feb | 4885.00 | 432.95 | 50.1 | 55.12 | 35 | -5 | 302 |
| 17 Feb | 4919.00 | 399 | -115.4 | 41.78 | 50 | -1 | 307 |
| 16 Feb | 4821.00 | 514.4 | 9.4 | 62.38 | 11 | -2 | 308 |
| 13 Feb | 4824.00 | 505 | 126.35 | 51.86 | 45 | -11 | 310 |
| 12 Feb | 4976.00 | 383.75 | 209.5 | 49.96 | 483 | -110 | 319 |
| 11 Feb | 5250.50 | 184 | 80.5 | 40.46 | 734 | 13 | 421 |
| 10 Feb | 5381.00 | 107.15 | -75.3 | 36.57 | 518 | 5 | 412 |
| 9 Feb | 5233.00 | 180.9 | -41.35 | 34.68 | 165 | -30 | 410 |
| 6 Feb | 5198.50 | 218.95 | 111.1 | 39.37 | 3,247 | -247 | 431 |
| 5 Feb | 5406.00 | 98.55 | 15.35 | 30.93 | 1,142 | -59 | 681 |
| 4 Feb | 5510.00 | 87.5 | 23.8 | 35.65 | 1,793 | 323 | 739 |
| 3 Feb | 5508.00 | 64.75 | -26.6 | 29.8 | 807 | 56 | 417 |
| 2 Feb | 5440.00 | 90.35 | -23.55 | 31.23 | 318 | -11 | 362 |
| 1 Feb | 5421.00 | 120 | -27.35 | 34.41 | 243 | 68 | 373 |
| 30 Jan | 5323.50 | 147.35 | -3.25 | 31.89 | 390 | 59 | 300 |
| 29 Jan | 5332.00 | 156.3 | 35.6 | 32.77 | 540 | 61 | 241 |
| 28 Jan | 5391.00 | 121.9 | -0.25 | 30.8 | 232 | 41 | 180 |
| 27 Jan | 5415.00 | 122.6 | -12.95 | 33.82 | 261 | 29 | 140 |
| 23 Jan | 5409.50 | 135 | 15.25 | 31.75 | 133 | 46 | 110 |
| 22 Jan | 5464.00 | 121.05 | -39.45 | 31.99 | 198 | -9 | 64 |
| 21 Jan | 5347.50 | 152 | 18.95 | 30.63 | 90 | 43 | 71 |
| 20 Jan | 5387.00 | 133.05 | 38.05 | 30.03 | 9 | 3 | 28 |
| 19 Jan | 5563.00 | 95 | -19 | 31.71 | 19 | 7 | 23 |
| 16 Jan | 5605.50 | 114 | 36.4 | - | 0 | 0 | 16 |
| 14 Jan | 5505.00 | 114 | 36.4 | 29.43 | 13 | 9 | 16 |
| 13 Jan | 5793.00 | 100.55 | -17.45 | - | 0 | 0 | 0 |
| 12 Jan | 5693.50 | 100.55 | -17.45 | 35.41 | 5 | 0 | 4 |
| 9 Jan | 5691.00 | 118 | -40.05 | - | 0 | 0 | 4 |
| 8 Jan | 5716.50 | 118 | -40.05 | - | 0 | 0 | 4 |
| 7 Jan | 5853.00 | 118 | -40.05 | 42.8 | 6 | 4 | 5 |
| 6 Jan | 5345.00 | 158.05 | -69.95 | - | 0 | 0 | 1 |
| 5 Jan | 5363.50 | 158.05 | -69.95 | 28.07 | 2 | 0 | 1 |
| 2 Jan | 5337.50 | 228 | -86.45 | - | 0 | 0 | 1 |
| 1 Jan | 5211.50 | 228 | -86.45 | - | 0 | 0 | 1 |
| 31 Dec | 5240.50 | 314.45 | - | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 5300 expiring on 24FEB2026
Delta for 5300 PE is -0.92
Historical price for 5300 PE is as follows
On 20 Feb TATAELXSI was trading at 4859.00. The strike last trading price was 420, which was -35.35 lower than the previous day. The implied volatity was 54.33, the open interest changed by -10 which decreased total open position to 261
On 19 Feb TATAELXSI was trading at 4839.50. The strike last trading price was 467.75, which was 41.1 higher than the previous day. The implied volatity was 42.08, the open interest changed by -31 which decreased total open position to 271
On 18 Feb TATAELXSI was trading at 4885.00. The strike last trading price was 432.95, which was 50.1 higher than the previous day. The implied volatity was 55.12, the open interest changed by -5 which decreased total open position to 302
On 17 Feb TATAELXSI was trading at 4919.00. The strike last trading price was 399, which was -115.4 lower than the previous day. The implied volatity was 41.78, the open interest changed by -1 which decreased total open position to 307
On 16 Feb TATAELXSI was trading at 4821.00. The strike last trading price was 514.4, which was 9.4 higher than the previous day. The implied volatity was 62.38, the open interest changed by -2 which decreased total open position to 308
On 13 Feb TATAELXSI was trading at 4824.00. The strike last trading price was 505, which was 126.35 higher than the previous day. The implied volatity was 51.86, the open interest changed by -11 which decreased total open position to 310
On 12 Feb TATAELXSI was trading at 4976.00. The strike last trading price was 383.75, which was 209.5 higher than the previous day. The implied volatity was 49.96, the open interest changed by -110 which decreased total open position to 319
On 11 Feb TATAELXSI was trading at 5250.50. The strike last trading price was 184, which was 80.5 higher than the previous day. The implied volatity was 40.46, the open interest changed by 13 which increased total open position to 421
On 10 Feb TATAELXSI was trading at 5381.00. The strike last trading price was 107.15, which was -75.3 lower than the previous day. The implied volatity was 36.57, the open interest changed by 5 which increased total open position to 412
On 9 Feb TATAELXSI was trading at 5233.00. The strike last trading price was 180.9, which was -41.35 lower than the previous day. The implied volatity was 34.68, the open interest changed by -30 which decreased total open position to 410
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 218.95, which was 111.1 higher than the previous day. The implied volatity was 39.37, the open interest changed by -247 which decreased total open position to 431
On 5 Feb TATAELXSI was trading at 5406.00. The strike last trading price was 98.55, which was 15.35 higher than the previous day. The implied volatity was 30.93, the open interest changed by -59 which decreased total open position to 681
On 4 Feb TATAELXSI was trading at 5510.00. The strike last trading price was 87.5, which was 23.8 higher than the previous day. The implied volatity was 35.65, the open interest changed by 323 which increased total open position to 739
On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 64.75, which was -26.6 lower than the previous day. The implied volatity was 29.8, the open interest changed by 56 which increased total open position to 417
On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 90.35, which was -23.55 lower than the previous day. The implied volatity was 31.23, the open interest changed by -11 which decreased total open position to 362
On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 120, which was -27.35 lower than the previous day. The implied volatity was 34.41, the open interest changed by 68 which increased total open position to 373
On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 147.35, which was -3.25 lower than the previous day. The implied volatity was 31.89, the open interest changed by 59 which increased total open position to 300
On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 156.3, which was 35.6 higher than the previous day. The implied volatity was 32.77, the open interest changed by 61 which increased total open position to 241
On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 121.9, which was -0.25 lower than the previous day. The implied volatity was 30.8, the open interest changed by 41 which increased total open position to 180
On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 122.6, which was -12.95 lower than the previous day. The implied volatity was 33.82, the open interest changed by 29 which increased total open position to 140
On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 135, which was 15.25 higher than the previous day. The implied volatity was 31.75, the open interest changed by 46 which increased total open position to 110
On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 121.05, which was -39.45 lower than the previous day. The implied volatity was 31.99, the open interest changed by -9 which decreased total open position to 64
On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 152, which was 18.95 higher than the previous day. The implied volatity was 30.63, the open interest changed by 43 which increased total open position to 71
On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 133.05, which was 38.05 higher than the previous day. The implied volatity was 30.03, the open interest changed by 3 which increased total open position to 28
On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 95, which was -19 lower than the previous day. The implied volatity was 31.71, the open interest changed by 7 which increased total open position to 23
On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 114, which was 36.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 114, which was 36.4 higher than the previous day. The implied volatity was 29.43, the open interest changed by 9 which increased total open position to 16
On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 100.55, which was -17.45 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 100.55, which was -17.45 lower than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 4
On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 118, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 118, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 118, which was -40.05 lower than the previous day. The implied volatity was 42.8, the open interest changed by 4 which increased total open position to 5
On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 158.05, which was -69.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 158.05, which was -69.95 lower than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 1
On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 228, which was -86.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 228, which was -86.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 314.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
