[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
5332 -59.00 (-1.09%)
L: 5263 H: 5405.5

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Historical option data for TATAELXSI

29 Jan 2026 04:13 PM IST
TATAELXSI 24-FEB-2026 5400 CE
Delta: 0.48
Vega: 5.66
Theta: -3.97
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 5332.00 153.95 -35.15 30.44 1,164 140 521
28 Jan 5391.00 188.1 -18.15 29.92 584 120 383
27 Jan 5415.00 213 4.95 28.43 467 126 269
23 Jan 5409.50 216.25 -31.4 30.2 66 41 140
22 Jan 5464.00 245.1 82.1 29.52 184 -2 101
21 Jan 5347.50 163 -48.9 25.02 140 70 102
20 Jan 5387.00 208 -121.15 27.71 39 25 31
19 Jan 5563.00 329.15 -154.95 30.6 8 1 7
16 Jan 5605.50 484.1 196.55 - 0 0 6
14 Jan 5505.00 484.1 196.55 - 0 0 6
13 Jan 5793.00 484.1 196.55 - 0 0 0
12 Jan 5693.50 484.1 196.55 - 0 0 6
9 Jan 5691.00 484.1 196.55 35.45 1 0 5
8 Jan 5716.50 287.55 67.35 - 0 0 5
7 Jan 5853.00 287.55 67.35 - 1 0 6
6 Jan 5345.00 220.2 -64.2 27.27 6 5 5
5 Jan 5363.50 284.4 0 - 0 0 0
2 Jan 5337.50 284.4 0 - 0 0 0
1 Jan 5211.50 284.4 0 1.39 0 0 0
31 Dec 5240.50 284.4 - - 0 0 0
30 Dec 5193.00 284.4 0 1.39 0 0 0
29 Dec 5315.50 284.4 0 - 0 0 0
26 Dec 5348.00 284.4 0 - 0 0 0
24 Dec 5387.50 284.4 0 - 0 0 0
23 Dec 5429.00 284.4 0 - 0 0 0
22 Dec 5458.50 284.4 0 - 0 0 0
19 Dec 5413.50 284.4 0 - 0 0 0
18 Dec 5013.50 284.4 0 2.88 0 0 0
17 Dec 4968.50 284.4 0 3.73 0 0 0
16 Dec 4998.00 284.4 0 - 0 0 0
15 Dec 5048.50 284.4 0 2.73 0 0 0
12 Dec 5030.50 284.4 0 2.79 0 0 0
11 Dec 5016.50 284.4 0 2.94 0 0 0
10 Dec 4863.00 284.4 0 4.46 0 0 0
9 Dec 4979.50 284.4 - - 0 0 0
8 Dec 5034.50 284.4 - - 0 0 0
5 Dec 5217.50 284.4 0 - 0 0 0
4 Dec 5216.50 284.4 0 - 0 0 0
3 Dec 5174.50 284.4 0 - 0 0 0
2 Dec 5127.00 284.4 0 1.54 0 0 0
1 Dec 5123.00 - - - 0 0 0
28 Nov 5158.50 284.4 0 1.26 0 0 0
27 Nov 5197.00 284.4 0 0.82 0 0 0


For Tata Elxsi Limited - strike price 5400 expiring on 24FEB2026

Delta for 5400 CE is 0.48

Historical price for 5400 CE is as follows

On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 153.95, which was -35.15 lower than the previous day. The implied volatity was 30.44, the open interest changed by 140 which increased total open position to 521


On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 188.1, which was -18.15 lower than the previous day. The implied volatity was 29.92, the open interest changed by 120 which increased total open position to 383


On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 213, which was 4.95 higher than the previous day. The implied volatity was 28.43, the open interest changed by 126 which increased total open position to 269


On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 216.25, which was -31.4 lower than the previous day. The implied volatity was 30.2, the open interest changed by 41 which increased total open position to 140


On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 245.1, which was 82.1 higher than the previous day. The implied volatity was 29.52, the open interest changed by -2 which decreased total open position to 101


On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 163, which was -48.9 lower than the previous day. The implied volatity was 25.02, the open interest changed by 70 which increased total open position to 102


On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 208, which was -121.15 lower than the previous day. The implied volatity was 27.71, the open interest changed by 25 which increased total open position to 31


On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 329.15, which was -154.95 lower than the previous day. The implied volatity was 30.6, the open interest changed by 1 which increased total open position to 7


On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 484.1, which was 196.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 484.1, which was 196.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 484.1, which was 196.55 higher 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 484.1, which was 196.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 484.1, which was 196.55 higher than the previous day. The implied volatity was 35.45, the open interest changed by 0 which decreased total open position to 5


On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 287.55, which was 67.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 287.55, which was 67.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 220.2, which was -64.2 lower than the previous day. The implied volatity was 27.27, the open interest changed by 5 which increased total open position to 5


On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 284.4, 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 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 284.4, 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 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 1.39, 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 284.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec TATAELXSI was trading at 5193.00. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


On 29 Dec TATAELXSI was trading at 5315.50. The strike last trading price was 284.4, 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 26 Dec TATAELXSI was trading at 5348.00. The strike last trading price was 284.4, 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 24 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 284.4, 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 23 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 284.4, 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 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 284.4, 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 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 284.4, 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 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0


On 17 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 284.4, 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 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 284.4, 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 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 284.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 284.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 284.4, 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 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 284.4, 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 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 284.4, 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 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 1.54, 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 -, which was - 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 284.4, 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 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 284.4, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 24FEB2026 5400 PE
Delta: -0.52
Vega: 5.66
Theta: -2.76
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 5332.00 206.95 42.65 32.79 494 9 355
28 Jan 5391.00 162.4 -1.65 30.1 547 90 347
27 Jan 5415.00 160 -22.95 33.16 1,830 113 262
23 Jan 5409.50 178.2 21.5 31.64 149 35 148
22 Jan 5464.00 164.35 -44.4 32.49 437 22 116
21 Jan 5347.50 201.85 16.95 31 124 3 95
20 Jan 5387.00 179.4 54.7 30.42 164 36 93
19 Jan 5563.00 124.7 3.7 31.16 24 -4 56
16 Jan 5605.50 121 -19.2 31.41 34 2 65
14 Jan 5505.00 140.2 42.75 27.76 29 -7 65
13 Jan 5793.00 92 -18 34.31 21 8 72
12 Jan 5693.50 110 3.85 32.32 1 0 65
9 Jan 5691.00 106.15 2.2 30.95 14 9 64
8 Jan 5716.50 103.95 19.05 31.14 19 9 55
7 Jan 5853.00 86.6 -142.65 33.59 62 38 45
6 Jan 5345.00 229.05 -20.95 30.34 5 0 7
5 Jan 5363.50 250 60 - 0 0 7
2 Jan 5337.50 250 60 33.92 3 0 4
1 Jan 5211.50 190 0 - 0 0 4
31 Dec 5240.50 190 - - 0 0 0
30 Dec 5193.00 190 0 - 0 0 4
29 Dec 5315.50 190 0 - 0 0 4
26 Dec 5348.00 190 0 - 0 0 4
24 Dec 5387.50 190 0 - 0 0 4
23 Dec 5429.00 190 0 27.24 1 0 4
22 Dec 5458.50 190 -35 28.96 1 0 3
19 Dec 5413.50 225 -214.05 30.14 4 2 2
18 Dec 5013.50 439.05 0 - 0 0 0
17 Dec 4968.50 439.05 0 - 0 0 0
16 Dec 4998.00 439.05 0 - 0 0 0
15 Dec 5048.50 439.05 0 - 0 0 0
12 Dec 5030.50 439.05 0 - 0 0 0
11 Dec 5016.50 439.05 0 - 0 0 0
10 Dec 4863.00 439.05 0 - 0 0 0
9 Dec 4979.50 439.05 - - 0 0 0
8 Dec 5034.50 439.05 - - 0 0 0
5 Dec 5217.50 439.05 0 - 0 0 0
4 Dec 5216.50 439.05 0 - 0 0 0
3 Dec 5174.50 439.05 0 - 0 0 0
2 Dec 5127.00 439.05 0 - 0 0 0
1 Dec 5123.00 - - - 0 0 0
28 Nov 5158.50 439.05 0 - 0 0 0
27 Nov 5197.00 439.05 0 - 0 0 0


For Tata Elxsi Limited - strike price 5400 expiring on 24FEB2026

Delta for 5400 PE is -0.52

Historical price for 5400 PE is as follows

On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 206.95, which was 42.65 higher than the previous day. The implied volatity was 32.79, the open interest changed by 9 which increased total open position to 355


On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 162.4, which was -1.65 lower than the previous day. The implied volatity was 30.1, the open interest changed by 90 which increased total open position to 347


On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 160, which was -22.95 lower than the previous day. The implied volatity was 33.16, the open interest changed by 113 which increased total open position to 262


On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 178.2, which was 21.5 higher than the previous day. The implied volatity was 31.64, the open interest changed by 35 which increased total open position to 148


On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 164.35, which was -44.4 lower than the previous day. The implied volatity was 32.49, the open interest changed by 22 which increased total open position to 116


On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 201.85, which was 16.95 higher than the previous day. The implied volatity was 31, the open interest changed by 3 which increased total open position to 95


On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 179.4, which was 54.7 higher than the previous day. The implied volatity was 30.42, the open interest changed by 36 which increased total open position to 93


On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 124.7, which was 3.7 higher than the previous day. The implied volatity was 31.16, the open interest changed by -4 which decreased total open position to 56


On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 121, which was -19.2 lower than the previous day. The implied volatity was 31.41, the open interest changed by 2 which increased total open position to 65


On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 140.2, which was 42.75 higher than the previous day. The implied volatity was 27.76, the open interest changed by -7 which decreased total open position to 65


On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 92, which was -18 lower than the previous day. The implied volatity was 34.31, the open interest changed by 8 which increased total open position to 72


On 12 Jan TATAELXSI was trading at 5693.50. The strike last trading price was 110, which was 3.85 higher than the previous day. The implied volatity was 32.32, the open interest changed by 0 which decreased total open position to 65


On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 106.15, which was 2.2 higher than the previous day. The implied volatity was 30.95, the open interest changed by 9 which increased total open position to 64


On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 103.95, which was 19.05 higher than the previous day. The implied volatity was 31.14, the open interest changed by 9 which increased total open position to 55


On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 86.6, which was -142.65 lower than the previous day. The implied volatity was 33.59, the open interest changed by 38 which increased total open position to 45


On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 229.05, which was -20.95 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 7


On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 250, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 250, which was 60 higher than the previous day. The implied volatity was 33.92, the open interest changed by 0 which decreased total open position to 4


On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 190, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec TATAELXSI was trading at 5193.00. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 29 Dec TATAELXSI was trading at 5315.50. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 26 Dec TATAELXSI was trading at 5348.00. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 24 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 23 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 4


On 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 190, which was -35 lower than the previous day. The implied volatity was 28.96, the open interest changed by 0 which decreased total open position to 3


On 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 225, which was -214.05 lower than the previous day. The implied volatity was 30.14, the open interest changed by 2 which increased total open position to 2


On 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 439.05, 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 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 439.05, 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 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 439.05, 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 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 439.05, 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 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 439.05, 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 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 439.05, 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 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 439.05, 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 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 439.05, which was - 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 439.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 439.05, 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 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 439.05, 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 439.05, 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 439.05, 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 -, which was - 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 439.05, 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 439.05, 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