[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
5030.5 +14.00 (0.28%)
L: 4988.5 H: 5040

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Historical option data for TATAELXSI

12 Dec 2025 04:12 PM IST
TATAELXSI 30-DEC-2025 5400 CE
Delta: 0.12
Vega: 2.25
Theta: -1.72
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 16.25 -2.05 24.85 663 160 1,786
11 Dec 5016.50 17 6.8 25.52 958 -39 1,626
10 Dec 4863.00 10.45 -8 28.62 982 52 1,665
9 Dec 4979.50 18.2 -1.1 26.49 569 107 1,613
8 Dec 5034.50 20.1 -35 23.91 2,271 302 1,506
5 Dec 5217.50 54.2 -8.45 20.37 1,376 98 1,174
4 Dec 5216.50 62.75 7.1 21.67 1,260 35 1,077
3 Dec 5174.50 55.8 9.35 22.51 3,312 116 1,059
2 Dec 5127.00 44.3 -3.7 22.08 518 29 936
1 Dec 5123.00 47.85 -9.65 22.65 429 18 909
28 Nov 5158.50 58.95 -23 21.79 592 66 891
27 Nov 5197.00 79.2 -25 23.06 704 4 826
26 Nov 5229.50 105.2 19.55 24.47 1,029 -24 823
25 Nov 5164.00 88.35 -26.25 25.32 948 114 847
24 Nov 5231.00 97.5 -34.45 26.54 2,004 387 735
21 Nov 5320.50 135 -18.3 19.94 291 81 350
20 Nov 5366.50 160.95 4.8 20.27 278 29 267
19 Nov 5347.50 160 41.6 20.16 330 91 238
18 Nov 5277.00 115.65 -22.35 20.95 172 58 147
17 Nov 5303.00 137.85 -6.1 21.43 78 46 87
14 Nov 5266.50 143.05 -12.15 23.22 24 11 40
13 Nov 5307.50 155 -44.4 22.03 27 17 22
12 Nov 5388.00 199.4 -132.75 20.84 6 4 4
11 Nov 5283.50 332.15 0 0.47 0 0 0
10 Nov 5207.00 332.15 0 1.63 0 0 0
7 Nov 5180.00 332.15 0 1.93 0 0 0
6 Nov 5242.50 332.15 0 1.26 0 0 0
4 Nov 5381.00 332.15 0 - 0 0 0
3 Nov 5434.00 332.15 0 - 0 0 0
31 Oct 5454.50 332.15 0 - 0 0 0
20 Oct 5397.50 332.15 0 - 0 0 0
17 Oct 5369.50 332.15 0 - 0 0 0
15 Oct 5367.50 332.15 0 - 0 0 0
9 Oct 5573.00 332.15 0 - 0 0 0
8 Oct 5460.00 332.15 0 - 0 0 0
7 Oct 5389.50 332.15 0 - 0 0 0
6 Oct 5394.00 0 0 - 0 0 0
3 Oct 5355.50 0 0 - 0 0 0


For Tata Elxsi Limited - strike price 5400 expiring on 30DEC2025

Delta for 5400 CE is 0.12

Historical price for 5400 CE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 16.25, which was -2.05 lower than the previous day. The implied volatity was 24.85, the open interest changed by 160 which increased total open position to 1786


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 17, which was 6.8 higher than the previous day. The implied volatity was 25.52, the open interest changed by -39 which decreased total open position to 1626


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 10.45, which was -8 lower than the previous day. The implied volatity was 28.62, the open interest changed by 52 which increased total open position to 1665


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 18.2, which was -1.1 lower than the previous day. The implied volatity was 26.49, the open interest changed by 107 which increased total open position to 1613


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 20.1, which was -35 lower than the previous day. The implied volatity was 23.91, the open interest changed by 302 which increased total open position to 1506


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 54.2, which was -8.45 lower than the previous day. The implied volatity was 20.37, the open interest changed by 98 which increased total open position to 1174


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 62.75, which was 7.1 higher than the previous day. The implied volatity was 21.67, the open interest changed by 35 which increased total open position to 1077


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 55.8, which was 9.35 higher than the previous day. The implied volatity was 22.51, the open interest changed by 116 which increased total open position to 1059


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 44.3, which was -3.7 lower than the previous day. The implied volatity was 22.08, the open interest changed by 29 which increased total open position to 936


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 47.85, which was -9.65 lower than the previous day. The implied volatity was 22.65, the open interest changed by 18 which increased total open position to 909


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 58.95, which was -23 lower than the previous day. The implied volatity was 21.79, the open interest changed by 66 which increased total open position to 891


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 79.2, which was -25 lower than the previous day. The implied volatity was 23.06, the open interest changed by 4 which increased total open position to 826


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 105.2, which was 19.55 higher than the previous day. The implied volatity was 24.47, the open interest changed by -24 which decreased total open position to 823


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 88.35, which was -26.25 lower than the previous day. The implied volatity was 25.32, the open interest changed by 114 which increased total open position to 847


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 97.5, which was -34.45 lower than the previous day. The implied volatity was 26.54, the open interest changed by 387 which increased total open position to 735


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 135, which was -18.3 lower than the previous day. The implied volatity was 19.94, the open interest changed by 81 which increased total open position to 350


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 160.95, which was 4.8 higher than the previous day. The implied volatity was 20.27, the open interest changed by 29 which increased total open position to 267


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 160, which was 41.6 higher than the previous day. The implied volatity was 20.16, the open interest changed by 91 which increased total open position to 238


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 115.65, which was -22.35 lower than the previous day. The implied volatity was 20.95, the open interest changed by 58 which increased total open position to 147


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 137.85, which was -6.1 lower than the previous day. The implied volatity was 21.43, the open interest changed by 46 which increased total open position to 87


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 143.05, which was -12.15 lower than the previous day. The implied volatity was 23.22, the open interest changed by 11 which increased total open position to 40


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 155, which was -44.4 lower than the previous day. The implied volatity was 22.03, the open interest changed by 17 which increased total open position to 22


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 199.4, which was -132.75 lower than the previous day. The implied volatity was 20.84, the open interest changed by 4 which increased total open position to 4


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 332.15, which was 0 lower than the previous day. The implied volatity was 0.47, 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 332.15, which was 0 lower than the previous day. The implied volatity was 1.63, 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 332.15, which was 0 lower than the previous day. The implied volatity was 1.93, 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 332.15, which was 0 lower than the previous day. The implied volatity was 1.26, 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 332.15, 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 332.15, 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 332.15, 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 20 Oct TATAELXSI was trading at 5397.50. The strike last trading price was 332.15, 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 17 Oct TATAELXSI was trading at 5369.50. The strike last trading price was 332.15, 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 15 Oct TATAELXSI was trading at 5367.50. The strike last trading price was 332.15, 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 9 Oct TATAELXSI was trading at 5573.00. The strike last trading price was 332.15, 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 8 Oct TATAELXSI was trading at 5460.00. The strike last trading price was 332.15, 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 Oct TATAELXSI was trading at 5389.50. The strike last trading price was 332.15, 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 Oct TATAELXSI was trading at 5394.00. The strike last trading price was 0, 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 Oct TATAELXSI was trading at 5355.50. The strike last trading price was 0, 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 5400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 375.45 -156.45 - 0 0 338
11 Dec 5016.50 375.45 -156.45 23.92 38 -12 338
10 Dec 4863.00 531.9 154.7 34.88 32 -8 350
9 Dec 4979.50 377.2 18.05 - 4 -1 359
8 Dec 5034.50 359.35 153.35 23.04 42 -2 361
5 Dec 5217.50 205.55 -4.3 21.44 54 17 363
4 Dec 5216.50 209.8 -25.15 21.94 110 0 344
3 Dec 5174.50 234.95 -60.15 20.60 51 12 344
2 Dec 5127.00 295.1 6.45 26.39 16 7 330
1 Dec 5123.00 288.65 25.25 22.87 19 0 323
28 Nov 5158.50 257.9 6.6 22.05 24 11 324
27 Nov 5197.00 247 13.65 24.25 40 10 312
26 Nov 5229.50 232 -57 25.75 17 5 299
25 Nov 5164.00 290 24.95 28.22 53 -2 292
24 Nov 5231.00 293.6 83.4 28.37 409 173 294
21 Nov 5320.50 211.75 19.1 29.88 172 45 118
20 Nov 5366.50 194.3 -15.75 29.80 99 4 73
19 Nov 5347.50 214.05 -35.95 31.98 83 46 65
18 Nov 5277.00 250 -3.2 29.32 8 1 19
17 Nov 5303.00 253.2 -18.8 32.13 17 14 17
14 Nov 5266.50 272 -151.4 31.64 4 2 2
13 Nov 5307.50 423.4 0 - 0 0 0
12 Nov 5388.00 423.4 0 0.97 0 0 0
11 Nov 5283.50 423.4 0 - 0 0 0
10 Nov 5207.00 423.4 0 - 0 0 0
7 Nov 5180.00 423.4 0 - 0 0 0
6 Nov 5242.50 423.4 0 - 0 0 0
4 Nov 5381.00 423.4 0 0.73 0 0 0
3 Nov 5434.00 423.4 0 1.67 0 0 0
31 Oct 5454.50 423.4 0 - 0 0 0
20 Oct 5397.50 423.4 0 1.09 0 0 0
17 Oct 5369.50 423.4 0 - 0 0 0
15 Oct 5367.50 423.4 0 - 0 0 0
9 Oct 5573.00 423.4 0 2.76 0 0 0
8 Oct 5460.00 423.4 0 1.93 0 0 0
7 Oct 5389.50 423.4 0 1.28 0 0 0
6 Oct 5394.00 0 0 - 0 0 0
3 Oct 5355.50 0 0 0.70 0 0 0


For Tata Elxsi Limited - strike price 5400 expiring on 30DEC2025

Delta for 5400 PE is -

Historical price for 5400 PE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 375.45, which was -156.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 338


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 375.45, which was -156.45 lower than the previous day. The implied volatity was 23.92, the open interest changed by -12 which decreased total open position to 338


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 531.9, which was 154.7 higher than the previous day. The implied volatity was 34.88, the open interest changed by -8 which decreased total open position to 350


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 377.2, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 359


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 359.35, which was 153.35 higher than the previous day. The implied volatity was 23.04, the open interest changed by -2 which decreased total open position to 361


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 205.55, which was -4.3 lower than the previous day. The implied volatity was 21.44, the open interest changed by 17 which increased total open position to 363


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 209.8, which was -25.15 lower than the previous day. The implied volatity was 21.94, the open interest changed by 0 which decreased total open position to 344


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 234.95, which was -60.15 lower than the previous day. The implied volatity was 20.60, the open interest changed by 12 which increased total open position to 344


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 295.1, which was 6.45 higher than the previous day. The implied volatity was 26.39, the open interest changed by 7 which increased total open position to 330


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 288.65, which was 25.25 higher than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 323


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 257.9, which was 6.6 higher than the previous day. The implied volatity was 22.05, the open interest changed by 11 which increased total open position to 324


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 247, which was 13.65 higher than the previous day. The implied volatity was 24.25, the open interest changed by 10 which increased total open position to 312


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 232, which was -57 lower than the previous day. The implied volatity was 25.75, the open interest changed by 5 which increased total open position to 299


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 290, which was 24.95 higher than the previous day. The implied volatity was 28.22, the open interest changed by -2 which decreased total open position to 292


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 293.6, which was 83.4 higher than the previous day. The implied volatity was 28.37, the open interest changed by 173 which increased total open position to 294


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 211.75, which was 19.1 higher than the previous day. The implied volatity was 29.88, the open interest changed by 45 which increased total open position to 118


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 194.3, which was -15.75 lower than the previous day. The implied volatity was 29.80, the open interest changed by 4 which increased total open position to 73


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 214.05, which was -35.95 lower than the previous day. The implied volatity was 31.98, the open interest changed by 46 which increased total open position to 65


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 250, which was -3.2 lower than the previous day. The implied volatity was 29.32, the open interest changed by 1 which increased total open position to 19


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 253.2, which was -18.8 lower than the previous day. The implied volatity was 32.13, the open interest changed by 14 which increased total open position to 17


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 272, which was -151.4 lower than the previous day. The implied volatity was 31.64, the open interest changed by 2 which increased total open position to 2


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 423.4, 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 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 423.4, which was 0 lower than the previous day. The implied volatity was 0.97, 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 423.4, 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 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 423.4, 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 423.4, 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 423.4, 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 423.4, which was 0 lower than the previous day. The implied volatity was 0.73, 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 423.4, which was 0 lower than the previous day. The implied volatity was 1.67, 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 423.4, 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 20 Oct TATAELXSI was trading at 5397.50. The strike last trading price was 423.4, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0


On 17 Oct TATAELXSI was trading at 5369.50. The strike last trading price was 423.4, 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 15 Oct TATAELXSI was trading at 5367.50. The strike last trading price was 423.4, 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 9 Oct TATAELXSI was trading at 5573.00. The strike last trading price was 423.4, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 8 Oct TATAELXSI was trading at 5460.00. The strike last trading price was 423.4, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0


On 7 Oct TATAELXSI was trading at 5389.50. The strike last trading price was 423.4, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


On 6 Oct TATAELXSI was trading at 5394.00. The strike last trading price was 0, 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 Oct TATAELXSI was trading at 5355.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0