TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
05 Dec 2025 02:47 PM IST
| TATAELXSI 30-DEC-2025 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 5.32
Theta: -2.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 5199.00 | 81.2 | -16.05 | 20.24 | 3,063 | 127 | 2,445 | |||||||||
| 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 | |||||||||
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| 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 0.42
Historical price for 5300 CE is as follows
On 5 Dec TATAELXSI was trading at 5199.00. The strike last trading price was 81.2, which was -16.05 lower than the previous day. The implied volatity was 20.24, the open interest changed by 127 which increased total open position to 2445
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: -0.58
Vega: 5.32
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 5199.00 | 147.95 | 3.85 | 20.61 | 330 | 22 | 826 |
| 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 -0.58
Historical price for 5300 PE is as follows
On 5 Dec TATAELXSI was trading at 5199.00. The strike last trading price was 147.95, which was 3.85 higher than the previous day. The implied volatity was 20.61, the open interest changed by 22 which increased total open position to 826
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































































































































































































































