TATAELXSI

Tata Elxsi Limited

5691 -25.50 (-0.45%)

L: 5646 H: 5836.5

Back to Option Chain

Historical option data for TATAELXSI
09 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TATAELXSI 27-JAN-2026 5300 CE
Delta: 0.89 Vega: 2.44 Theta: -3.19 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	5691.00	426.65 ₹ 42,665	-28.35 -2835.00	28.50	41 4,100	-3 -300	602 60,200
8 Jan	5716.50	455 ₹ 45,500	-145.55 -14555.00	31.37	38 3,800	-3 -300	605 60,500
7 Jan	5853.00	601.9 ₹ 60,190	411.9 41190.00	35.03	808 80,800	-166 -16,600	607 60,700
6 Jan	5345.00	190 ₹ 19,000	-13.7 -1370.00	29.64	399 39,900	14 1,400	777 77,700
5 Jan	5363.50	200 ₹ 20,000	-0.2 -20.00	28.75	998 99,800	17 1,700	763 76,300
2 Jan	5337.50	218.25 ₹ 21,825	90.75 9075.00	28.17	3,409 3,40,900	-4 -400	749 74,900
1 Jan	5211.50	128.5 ₹ 12,850	-14.15 -1415.00	27.08	624 62,400	72 7,200	752 75,200
31 Dec	5240.50	137 ₹ 13,700	7.95 795.00	28.38	1,311 1,31,100	55 5,500	680 68,000
30 Dec	5193.00	138 ₹ 13,800	-58.55 -5855.00	27.90	1,337 1,33,700	418 41,800	632 63,200
29 Dec	5315.50	198 ₹ 19,800	-17.95 -1795.00	27.78	231 23,100	86 8,600	210 21,000
26 Dec	5348.00	210.5 ₹ 21,050	-27.4 -2740.00	26.18	51 5,100	25 2,500	122 12,200
24 Dec	5387.50	242 ₹ 24,200	-26.05 -2605.00	24.86	63 6,300	5 500	96 9,600
23 Dec	5429.00	269.05 ₹ 26,905	-30.95 -3095.00	25.86	35 3,500	-20 -2,000	91 9,100
22 Dec	5458.50	298.55 ₹ 29,855	18.9 1890.00	27.29	81 8,100	14 1,400	111 11,100
19 Dec	5413.50	277.05 ₹ 27,705	79.05 7905.00	26.20	319 31,900	90 9,000	93 9,300
18 Dec	5013.50	195 ₹ 19,500	15 1500.00	-	0 0	0 0	3 300
17 Dec	4968.50	195 ₹ 19,500	15 1500.00	-	0 0	0 0	3 300
16 Dec	4998.00	195 ₹ 19,500	15 1500.00	-	0 0	0 0	3 300
15 Dec	5048.50	195 ₹ 19,500	15 1500.00	-	0 0	0 0	0 0
12 Dec	5030.50	195 ₹ 19,500	15 1500.00	-	0 0	0 0	3 300
11 Dec	5016.50	195 ₹ 19,500	15 1500.00	-	0 0	0 0	3 300
10 Dec	4863.00	195 ₹ 19,500	15 1500.00	-	0 0	0 0	3 300

9 Dec	4979.50	195 ₹ 19,500	15 1500.00	-	0 0	0 0	0 0
8 Dec	5034.50	195 ₹ 19,500	15 1500.00	-	0 0	0 0	3 300
5 Dec	5217.50	195 ₹ 19,500	15 1500.00	24.99	6 600	1 100	3 300
4 Dec	5216.50	180 ₹ 18,000	-19 -1900.00	22.87	4 400	2 200	3 300
3 Dec	5174.50	199 ₹ 19,900	-57.05 -5705.00	-	0 0	0 0	0 0
2 Dec	5127.00	199 ₹ 19,900	-57.05 -5705.00	-	0 0	0 0	0 0
1 Dec	5123.00	199 ₹ 19,900	-57.05 -5705.00	-	0 0	0 0	0 0
28 Nov	5158.50	199 ₹ 19,900	-57.05 -5705.00	-	0 0	1 100	0 0
27 Nov	5197.00	199 ₹ 19,900	-57.05 -5705.00	24.73	1 100	0 0	0 0

For Tata Elxsi Limited - strike price 5300 expiring on 27JAN2026

Delta for 5300 CE is 0.89

Historical price for 5300 CE is as follows

On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 426.65, which was -28.35 lower than the previous day. The implied volatity was 28.50, the open interest changed by -3 which decreased total open position to 602

On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 455, which was -145.55 lower than the previous day. The implied volatity was 31.37, the open interest changed by -3 which decreased total open position to 605

On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 601.9, which was 411.9 higher than the previous day. The implied volatity was 35.03, the open interest changed by -166 which decreased total open position to 607

On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 190, which was -13.7 lower than the previous day. The implied volatity was 29.64, the open interest changed by 14 which increased total open position to 777

On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 200, which was -0.2 lower than the previous day. The implied volatity was 28.75, the open interest changed by 17 which increased total open position to 763

On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 218.25, which was 90.75 higher than the previous day. The implied volatity was 28.17, the open interest changed by -4 which decreased total open position to 749

On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 128.5, which was -14.15 lower than the previous day. The implied volatity was 27.08, the open interest changed by 72 which increased total open position to 752

On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 137, which was 7.95 higher than the previous day. The implied volatity was 28.38, the open interest changed by 55 which increased total open position to 680

On 30 Dec TATAELXSI was trading at 5193.00. The strike last trading price was 138, which was -58.55 lower than the previous day. The implied volatity was 27.90, the open interest changed by 418 which increased total open position to 632

On 29 Dec TATAELXSI was trading at 5315.50. The strike last trading price was 198, which was -17.95 lower than the previous day. The implied volatity was 27.78, the open interest changed by 86 which increased total open position to 210

On 26 Dec TATAELXSI was trading at 5348.00. The strike last trading price was 210.5, which was -27.4 lower than the previous day. The implied volatity was 26.18, the open interest changed by 25 which increased total open position to 122

On 24 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 242, which was -26.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 5 which increased total open position to 96

On 23 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 269.05, which was -30.95 lower than the previous day. The implied volatity was 25.86, the open interest changed by -20 which decreased total open position to 91

On 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 298.55, which was 18.9 higher than the previous day. The implied volatity was 27.29, the open interest changed by 14 which increased total open position to 111

On 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 277.05, which was 79.05 higher than the previous day. The implied volatity was 26.20, the open interest changed by 90 which increased total open position to 93

On 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 195, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 17 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 195, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 195, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 195, which was 15 higher 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 195, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 195, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 195, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 195, which was 15 higher 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 195, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 195, which was 15 higher than the previous day. The implied volatity was 24.99, the open interest changed by 1 which increased total open position to 3

On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 180, which was -19 lower than the previous day. The implied volatity was 22.87, the open interest changed by 2 which increased total open position to 3

On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 199, which was -57.05 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 199, which was -57.05 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 199, which was -57.05 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 199, which was -57.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 199, which was -57.05 lower than the previous day. The implied volatity was 24.73, the open interest changed by 0 which decreased total open position to 0

TATAELXSI 27JAN2026 5300 PE
Delta: -0.16 Vega: 3.04 Theta: -2.67 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	5691.00	37.45 ₹ 3,745	0.65 65.00	34.62	1,140 1,14,000	-86 -8,600	1,067 1,06,700
8 Jan	5716.50	37.45 ₹ 3,745	11.7 1170.00	34.78	4,034 4,03,400	-68 -6,800	1,149 1,14,900
7 Jan	5853.00	26 ₹ 2,600	-103.5 -10350.00	36.73	6,384 6,38,400	143 14,300	1,219 1,21,900
6 Jan	5345.00	127.5 ₹ 12,750	3.45 345.00	31.83	499 49,900	61 6,100	1,079 1,07,900
5 Jan	5363.50	124.9 ₹ 12,490	-2.3 -230.00	32.37	819 81,900	49 4,900	1,021 1,02,100
2 Jan	5337.50	120 ₹ 12,000	-63.4 -6340.00	30.59	710 71,000	-6 -600	972 97,200
1 Jan	5211.50	185.7 ₹ 18,570	13.2 1320.00	28.85	180 18,000	-3 -300	984 98,400
31 Dec	5240.50	180.75 ₹ 18,075	-16.2 -1620.00	27.11	601 60,100	-48 -4,800	988 98,800
30 Dec	5193.00	198.55 ₹ 19,855	58.1 5810.00	29.91	1,904 1,90,400	730 73,000	1,018 1,01,800
29 Dec	5315.50	138.5 ₹ 13,850	16.25 1625.00	28.20	353 35,300	93 9,300	285 28,500
26 Dec	5348.00	127.3 ₹ 12,730	14.8 1480.00	26.68	224 22,400	-6 -600	190 19,000
24 Dec	5387.50	111.2 ₹ 11,120	4.55 455.00	26.72	223 22,300	38 3,800	196 19,600
23 Dec	5429.00	109 ₹ 10,900	0.3 30.00	27.58	114 11,400	37 3,700	157 15,700
22 Dec	5458.50	107 ₹ 10,700	-24.8 -2480.00	28.34	101 10,100	21 2,100	120 12,000
19 Dec	5413.50	127.8 ₹ 12,780	-74.2 -7420.00	28.81	234 23,400	95 9,500	96 9,600
18 Dec	5013.50	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	1 100
17 Dec	4968.50	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	1 100
16 Dec	4998.00	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	1 100
15 Dec	5048.50	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	0 0
12 Dec	5030.50	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	1 100
11 Dec	5016.50	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	1 100
10 Dec	4863.00	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	1 100
9 Dec	4979.50	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	0 0
8 Dec	5034.50	202 ₹ 20,200	-134.65 -13465.00	-	0 0	0 0	1 100
5 Dec	5217.50	202 ₹ 20,200	-134.65 -13465.00	25.05	1 100	0 0	0 0
4 Dec	5216.50	336.65 ₹ 33,665	0 0.00	-	0 0	0 0	0 0
3 Dec	5174.50	336.65 ₹ 33,665	0 0.00	-	0 0	0 0	0 0
2 Dec	5127.00	336.65 ₹ 33,665	0 0.00	-	0 0	0 0	0 0
1 Dec	5123.00	336.65 ₹ 33,665	0 0.00	-	0 0	0 0	0 0
28 Nov	5158.50	336.65 ₹ 33,665	0 0.00	-	0 0	0 0	0 0
27 Nov	5197.00	336.65 ₹ 33,665	0 0.00	-	0 0	0 0	0 0

For Tata Elxsi Limited - strike price 5300 expiring on 27JAN2026

Delta for 5300 PE is -0.16

Historical price for 5300 PE is as follows

On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 37.45, which was 0.65 higher than the previous day. The implied volatity was 34.62, the open interest changed by -86 which decreased total open position to 1067

On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 37.45, which was 11.7 higher than the previous day. The implied volatity was 34.78, the open interest changed by -68 which decreased total open position to 1149

On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 26, which was -103.5 lower than the previous day. The implied volatity was 36.73, the open interest changed by 143 which increased total open position to 1219

On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 127.5, which was 3.45 higher than the previous day. The implied volatity was 31.83, the open interest changed by 61 which increased total open position to 1079

On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 124.9, which was -2.3 lower than the previous day. The implied volatity was 32.37, the open interest changed by 49 which increased total open position to 1021

On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 120, which was -63.4 lower than the previous day. The implied volatity was 30.59, the open interest changed by -6 which decreased total open position to 972

On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 185.7, which was 13.2 higher than the previous day. The implied volatity was 28.85, the open interest changed by -3 which decreased total open position to 984

On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 180.75, which was -16.2 lower than the previous day. The implied volatity was 27.11, the open interest changed by -48 which decreased total open position to 988

On 30 Dec TATAELXSI was trading at 5193.00. The strike last trading price was 198.55, which was 58.1 higher than the previous day. The implied volatity was 29.91, the open interest changed by 730 which increased total open position to 1018

On 29 Dec TATAELXSI was trading at 5315.50. The strike last trading price was 138.5, which was 16.25 higher than the previous day. The implied volatity was 28.20, the open interest changed by 93 which increased total open position to 285

On 26 Dec TATAELXSI was trading at 5348.00. The strike last trading price was 127.3, which was 14.8 higher than the previous day. The implied volatity was 26.68, the open interest changed by -6 which decreased total open position to 190

On 24 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 111.2, which was 4.55 higher than the previous day. The implied volatity was 26.72, the open interest changed by 38 which increased total open position to 196

On 23 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 109, which was 0.3 higher than the previous day. The implied volatity was 27.58, the open interest changed by 37 which increased total open position to 157

On 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 107, which was -24.8 lower than the previous day. The implied volatity was 28.34, the open interest changed by 21 which increased total open position to 120

On 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 127.8, which was -74.2 lower than the previous day. The implied volatity was 28.81, the open interest changed by 95 which increased total open position to 96

On 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 202, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 17 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 202, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 202, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 202, which was -134.65 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 202, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 202, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 202, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 202, which was -134.65 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 202, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 202, which was -134.65 lower than the previous day. The implied volatity was 25.05, 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 336.65, 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 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 336.65, 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 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 336.65, 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 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 336.65, 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 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 336.65, 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 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 336.65, 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

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