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 5400 CE
Delta: 0.56 Vega: 6.50 Theta: -3.05 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	5387.50	178.4 ₹ 17,840	-34.5 -3450.00	23.85	141 14,100	14 1,400	142 14,200
23 Dec	5429.00	212.9 ₹ 21,290	-23.2 -2320.00	26.29	138 13,800	-6 -600	127 12,700
22 Dec	5458.50	230 ₹ 23,000	7.35 735.00	26.05	202 20,200	-15 -1,500	132 13,200
19 Dec	5413.50	213.1 ₹ 21,310	159.8 15980.00	25.31	532 53,200	141 14,100	149 14,900
18 Dec	5013.50	53.3 ₹ 5,330	-36.7 -3670.00	23.22	4 400	0 0	8 800
17 Dec	4968.50	90 ₹ 9,000	38 3800.00	-	0 0	0 0	8 800
16 Dec	4998.00	90 ₹ 9,000	38 3800.00	-	0 0	0 0	8 800
15 Dec	5048.50	90 ₹ 9,000	38 3800.00	28.82	1 100	0 0	8 800
12 Dec	5030.50	52 ₹ 5,200	-33.7 -3370.00	-	0 0	0 0	8 800

11 Dec	5016.50	52 ₹ 5,200	-33.7 -3370.00	-	0 0	0 0	8 800
10 Dec	4863.00	52 ₹ 5,200	-33.7 -3370.00	28.17	1 100	0 0	8 800
9 Dec	4979.50	85.7 ₹ 8,570	-0.25 -25.00	28.81	2 200	1 100	9 900
8 Dec	5034.50	85.95 ₹ 8,595	-69.05 -6905.00	26.39	13 1,300	-8 -800	7 700
5 Dec	5217.50	155 ₹ 15,500	-3.7 -370.00	25.38	8 800	6 600	15 1,500
4 Dec	5216.50	158.7 ₹ 15,870	8.7 870.00	25.15	5 500	3 300	8 800
3 Dec	5174.50	150 ₹ 15,000	-10 -1000.00	26.59	7 700	2 200	4 400
2 Dec	5127.00	160 ₹ 16,000	-343 -34300.00	-	0 0	0 0	0 0
1 Dec	5123.00	160 ₹ 16,000	-343 -34300.00	-	0 0	2 200	0 0
28 Nov	5158.50	160 ₹ 16,000	-343 -34300.00	27.19	2 200	0 0	0 0
27 Nov	5197.00	503 ₹ 50,300	0 0.00	1.47	0 0	0 0	0 0
25 Nov	5164.00	503 ₹ 50,300	0 0.00	-	0 0	0 0	0 0
24 Nov	5231.00	503 ₹ 50,300	0 0.00	1.79	0 0	0 0	0 0
18 Nov	5277.00	503 ₹ 50,300	0 0.00	-	0 0	0 0	0 0
17 Nov	5303.00	503 ₹ 50,300	0 0.00	-	0 0	0 0	0 0
14 Nov	5266.50	503 ₹ 50,300	0 0.00	0.38	0 0	0 0	0 0
4 Nov	5381.00	503 ₹ 50,300	0 0.00	-	0 0	0 0	0 0
3 Nov	5434.00	503 ₹ 50,300	0 0.00	-	0 0	0 0	0 0
31 Oct	5454.50	503 ₹ 50,300	0 0.00	-	0 0	0 0	0 0
30 Oct	5539.50	503 ₹ 50,300	0 0.00	-	0 0	0 0	0 0

For Tata Elxsi Limited - strike price 5400 expiring on 27JAN2026

Delta for 5400 CE is 0.56

Historical price for 5400 CE is as follows

On 24 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 178.4, which was -34.5 lower than the previous day. The implied volatity was 23.85, the open interest changed by 14 which increased total open position to 142

On 23 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 212.9, which was -23.2 lower than the previous day. The implied volatity was 26.29, the open interest changed by -6 which decreased total open position to 127

On 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 230, which was 7.35 higher than the previous day. The implied volatity was 26.05, the open interest changed by -15 which decreased total open position to 132

On 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 213.1, which was 159.8 higher than the previous day. The implied volatity was 25.31, the open interest changed by 141 which increased total open position to 149

On 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 53.3, which was -36.7 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 8

On 17 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 90, which was 38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 90, which was 38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 90, which was 38 higher than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 8

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 52, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 52, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 52, which was -33.7 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 8

On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 85.7, which was -0.25 lower than the previous day. The implied volatity was 28.81, the open interest changed by 1 which increased total open position to 9

On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 85.95, which was -69.05 lower than the previous day. The implied volatity was 26.39, the open interest changed by -8 which decreased total open position to 7

On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 155, which was -3.7 lower than the previous day. The implied volatity was 25.38, the open interest changed by 6 which increased total open position to 15

On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 158.7, which was 8.7 higher than the previous day. The implied volatity was 25.15, the open interest changed by 3 which increased total open position to 8

On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 150, which was -10 lower than the previous day. The implied volatity was 26.59, the open interest changed by 2 which increased total open position to 4

On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 160, which was -343 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 160, which was -343 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 160, which was -343 lower than the previous day. The implied volatity was 27.19, 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 503, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0

On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 503, 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 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 503, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0

On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 503, 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 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 503, 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 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 503, which was 0 lower than the previous day. The implied volatity was 0.38, 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 503, 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 503, 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 503, 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 30 Oct TATAELXSI was trading at 5539.50. The strike last trading price was 503, 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 27JAN2026 5400 PE
Delta: -0.45 Vega: 6.50 Theta: -1.93 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	5387.50	159.1 ₹ 15,910	10.05 1005.00	27.50	239 23,900	-16 -1,600	123 12,300
23 Dec	5429.00	151 ₹ 15,100	3.85 385.00	27.76	95 9,500	1 100	138 13,800
22 Dec	5458.50	151.2 ₹ 15,120	-24.85 -2485.00	29.11	196 19,600	17 1,700	136 13,600
19 Dec	5413.50	172.65 ₹ 17,265	-231.3 -23130.00	29.19	188 18,800	81 8,100	84 8,400
18 Dec	5013.50	403.95 ₹ 40,395	73.5 7350.00	-	0 0	0 0	3 300
17 Dec	4968.50	403.95 ₹ 40,395	73.5 7350.00	-	0 0	0 0	3 300
16 Dec	4998.00	403.95 ₹ 40,395	73.5 7350.00	24.92	1 100	0 0	2 200
15 Dec	5048.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
12 Dec	5030.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	2 200
11 Dec	5016.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	2 200
10 Dec	4863.00	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	2 200
9 Dec	4979.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
8 Dec	5034.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	2 200
5 Dec	5217.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
4 Dec	5216.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
3 Dec	5174.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
2 Dec	5127.00	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
1 Dec	5123.00	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
28 Nov	5158.50	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
27 Nov	5197.00	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
25 Nov	5164.00	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
24 Nov	5231.00	330.45 ₹ 33,045	-69.55 -6955.00	-	0 0	0 0	0 0
18 Nov	5277.00	330.45 ₹ 33,045	-69.55 -6955.00	33.82	1 100	0 0	1 100
17 Nov	5303.00	400 ₹ 40,000	123.65 12365.00	-	0 0	0 0	0 0
14 Nov	5266.50	400 ₹ 40,000	123.65 12365.00	-	0 0	0 0	0 0
4 Nov	5381.00	276.35 ₹ 27,635	0 0.00	1.02	0 0	0 0	0 0
3 Nov	5434.00	276.35 ₹ 27,635	0 0.00	1.80	0 0	0 0	0 0
31 Oct	5454.50	276.35 ₹ 27,635	0 0.00	-	0 0	0 0	0 0
30 Oct	5539.50	276.35 ₹ 27,635	0 0.00	-	0 0	0 0	0 0

For Tata Elxsi Limited - strike price 5400 expiring on 27JAN2026

Delta for 5400 PE is -0.45

Historical price for 5400 PE is as follows

On 24 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 159.1, which was 10.05 higher than the previous day. The implied volatity was 27.50, the open interest changed by -16 which decreased total open position to 123

On 23 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 151, which was 3.85 higher than the previous day. The implied volatity was 27.76, the open interest changed by 1 which increased total open position to 138

On 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 151.2, which was -24.85 lower than the previous day. The implied volatity was 29.11, the open interest changed by 17 which increased total open position to 136

On 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 172.65, which was -231.3 lower than the previous day. The implied volatity was 29.19, the open interest changed by 81 which increased total open position to 84

On 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 403.95, which was 73.5 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 403.95, which was 73.5 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 403.95, which was 73.5 higher than the previous day. The implied volatity was 24.92, the open interest changed by 0 which decreased total open position to 2

On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 330.45, which was -69.55 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 330.45, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 330.45, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 330.45, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 330.45, which was -69.55 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 330.45, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 330.45, which was -69.55 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 330.45, which was -69.55 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 330.45, which was -69.55 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 330.45, which was -69.55 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 330.45, which was -69.55 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 330.45, which was -69.55 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 330.45, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 330.45, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 330.45, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 330.45, which was -69.55 lower than the previous day. The implied volatity was 33.82, the open interest changed by 0 which decreased total open position to 1

On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 400, which was 123.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 400, which was 123.65 higher 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 276.35, which was 0 lower than the previous day. The implied volatity was 1.02, 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 276.35, which was 0 lower than the previous day. The implied volatity was 1.80, 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 276.35, 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 30 Oct TATAELXSI was trading at 5539.50. The strike last trading price was 276.35, 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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