TATAELXSI

Tata Elxsi Limited

5387.5 -41.50 (-0.76%)

L: 5363 H: 5435

Back to Option Chain

Historical option data for TATAELXSI
24 Dec 2025 04:12 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: 0.65 Vega: 6.09 Theta: -3.12 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 0.65

Historical price for 5300 CE is as follows

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: -0.36 Vega: 6.14 Theta: -1.85 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 -0.36

Historical price for 5300 PE is as follows

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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