TATAELXSI

Tata Elxsi Limited

5375 -133.00 (-2.41%)

L: 5310 H: 5420

Back to Option Chain

Historical option data for TATAELXSI
04 Feb 2026 11:07 AM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TATAELXSI 24-FEB-2026 5450 CE
Delta: 0.45 Vega: 5 Theta: -3.97 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	5370.50	112.55 ₹ 11,255	-84.5 -8450.00	26.89	58 5,800	2 200	212 21,200
3 Feb	5508.00	192.5 ₹ 19,250	44.65 4465.00	28.28	256 25,600	-36 -3,600	211 21,100
2 Feb	5440.00	156.35 ₹ 15,635	-2.2 -220.00	26.71	538 53,800	95 9,500	249 24,900
1 Feb	5421.00	153.15 ₹ 15,315	34.4 3440.00	28.51	632 63,200	46 4,600	154 15,400
30 Jan	5323.50	121.8 ₹ 12,180	-10.95 -1095.00	28.89	217 21,700	12 1,200	108 10,800
29 Jan	5332.00	134.15 ₹ 13,415	-30.35 -3035.00	30.67	134 13,400	20 2,000	96 9,600
28 Jan	5391.00	161.65 ₹ 16,165	-21.25 -2125.00	29.51	170 17,000	44 4,400	77 7,700
27 Jan	5415.00	181.1 ₹ 18,110	-31.4 -3140.00	27.55	86 8,600	31 3,100	32 3,200
23 Jan	5409.50	212.5 ₹ 21,250	15.6 1560.00	33.51	1 100	0 0	0 0
22 Jan	5464.00	196.9 ₹ 19,690	0 0.00	0.11	0 0	0 0	0 0
21 Jan	5347.50	196.9 ₹ 19,690	0 0.00	0.69	0 0	0 0	0 0
20 Jan	5387.00	196.9 ₹ 19,690	0 0.00	0.06	0 0	0 0	0 0
19 Jan	5563.00	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
16 Jan	5605.50	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
14 Jan	5505.00	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
13 Jan	5793.00	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
12 Jan	5693.50	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
9 Jan	5691.00	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
8 Jan	5716.50	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
7 Jan	5853.00	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
6 Jan	5345.00	196.9 ₹ 19,690	0 0.00	0.5	0 0	0 0	0 0
5 Jan	5363.50	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0

2 Jan	5337.50	196.9 ₹ 19,690	0 0.00	-	0 0	0 0	0 0
1 Jan	5211.50	196.9 ₹ 19,690	0 0.00	2.02	0 0	0 0	0 0
31 Dec	5240.50	196.9 ₹ 19,690	- NaN	-	0 0	0 0	0 0

For Tata Elxsi Limited - strike price 5450 expiring on 24FEB2026

Delta for 5450 CE is 0.45

Historical price for 5450 CE is as follows

On 4 Feb TATAELXSI was trading at 5370.50. The strike last trading price was 112.55, which was -84.5 lower than the previous day. The implied volatity was 26.89, the open interest changed by 2 which increased total open position to 212

On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 192.5, which was 44.65 higher than the previous day. The implied volatity was 28.28, the open interest changed by -36 which decreased total open position to 211

On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 156.35, which was -2.2 lower than the previous day. The implied volatity was 26.71, the open interest changed by 95 which increased total open position to 249

On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 153.15, which was 34.4 higher than the previous day. The implied volatity was 28.51, the open interest changed by 46 which increased total open position to 154

On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 121.8, which was -10.95 lower than the previous day. The implied volatity was 28.89, the open interest changed by 12 which increased total open position to 108

On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 134.15, which was -30.35 lower than the previous day. The implied volatity was 30.67, the open interest changed by 20 which increased total open position to 96

On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 161.65, which was -21.25 lower than the previous day. The implied volatity was 29.51, the open interest changed by 44 which increased total open position to 77

On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 181.1, which was -31.4 lower than the previous day. The implied volatity was 27.55, the open interest changed by 31 which increased total open position to 32

On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 212.5, which was 15.6 higher than the previous day. The implied volatity was 33.51, the open interest changed by 0 which decreased total open position to 0

On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 196.9, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0

On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 196.9, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0

On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 196.9, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0

On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 196.9, 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 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 196.9, 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 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 196.9, 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 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 196.9, 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 Jan TATAELXSI was trading at 5693.50. The strike last trading price was 196.9, 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 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 196.9, 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 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 196.9, 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 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 196.9, 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 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 196.9, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0

On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 196.9, 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 196.9, 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 196.9, which was 0 lower than the previous day. The implied volatity was 2.02, 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 196.9, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

TATAELXSI 24FEB2026 5450 PE
Delta: -0.53 Vega: 5.02 Theta: -3.44 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	5370.50	200 ₹ 20,000	86.1 8610.00	34.37	19 1,900	-4 -400	140 14,000
3 Feb	5508.00	111.15 ₹ 11,115	-40.3 -4030.00	28.46	85 8,500	8 800	146 14,600
2 Feb	5440.00	149.3 ₹ 14,930	-32.85 -3285.00	30.61	48 4,800	-8 -800	137 13,700
1 Feb	5421.00	188.55 ₹ 18,855	-34.55 -3455.00	34.53	90 9,000	21 2,100	147 14,700
30 Jan	5323.50	227.35 ₹ 22,735	-2.65 -265.00	32.13	4 400	0 0	126 12,600
29 Jan	5332.00	230 ₹ 23,000	41.55 4155.00	31.84	24 2,400	-1 -100	127 12,700
28 Jan	5391.00	189.5 ₹ 18,950	1.45 145.00	30.37	29 2,900	-3 -300	129 12,900
27 Jan	5415.00	185.9 ₹ 18,590	-12.55 -1255.00	33.57	176 17,600	101 10,100	132 13,200
23 Jan	5409.50	198.45 ₹ 19,845	17.5 1750.00	30.92	43 4,300	24 2,400	33 3,300
22 Jan	5464.00	184.9 ₹ 18,490	-218.65 -21865.00	32.12	23 2,300	9 900	9 900
21 Jan	5347.50	403.55 ₹ 40,355	0 0.00	0.08	0 0	0 0	0 0
20 Jan	5387.00	403.55 ₹ 40,355	0 0.00	0.11	0 0	0 0	0 0
19 Jan	5563.00	403.55 ₹ 40,355	0 0.00	2.44	0 0	0 0	0 0
16 Jan	5605.50	403.55 ₹ 40,355	0 0.00	3	0 0	0 0	0 0
14 Jan	5505.00	403.55 ₹ 40,355	0 0.00	1.26	0 0	0 0	0 0
13 Jan	5793.00	403.55 ₹ 40,355	0 0.00	5.16	0 0	0 0	0 0
12 Jan	5693.50	403.55 ₹ 40,355	0 0.00	3.73	0 0	0 0	0 0
9 Jan	5691.00	403.55 ₹ 40,355	0 0.00	3.79	0 0	0 0	0 0
8 Jan	5716.50	403.55 ₹ 40,355	0 0.00	3.98	0 0	0 0	0 0
7 Jan	5853.00	403.55 ₹ 40,355	0 0.00	5.64	0 0	0 0	0 0
6 Jan	5345.00	403.55 ₹ 40,355	0 0.00	-	0 0	0 0	0 0
5 Jan	5363.50	403.55 ₹ 40,355	0 0.00	-	0 0	0 0	0 0
2 Jan	5337.50	403.55 ₹ 40,355	0 0.00	0.05	0 0	0 0	0 0
1 Jan	5211.50	403.55 ₹ 40,355	0 0.00	-	0 0	0 0	0 0
31 Dec	5240.50	403.55 ₹ 40,355	- NaN	-	0 0	0 0	0 0

For Tata Elxsi Limited - strike price 5450 expiring on 24FEB2026

Delta for 5450 PE is -0.53

Historical price for 5450 PE is as follows

On 4 Feb TATAELXSI was trading at 5370.50. The strike last trading price was 200, which was 86.1 higher than the previous day. The implied volatity was 34.37, the open interest changed by -4 which decreased total open position to 140

On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 111.15, which was -40.3 lower than the previous day. The implied volatity was 28.46, the open interest changed by 8 which increased total open position to 146

On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 149.3, which was -32.85 lower than the previous day. The implied volatity was 30.61, the open interest changed by -8 which decreased total open position to 137

On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 188.55, which was -34.55 lower than the previous day. The implied volatity was 34.53, the open interest changed by 21 which increased total open position to 147

On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 227.35, which was -2.65 lower than the previous day. The implied volatity was 32.13, the open interest changed by 0 which decreased total open position to 126

On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 230, which was 41.55 higher than the previous day. The implied volatity was 31.84, the open interest changed by -1 which decreased total open position to 127

On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 189.5, which was 1.45 higher than the previous day. The implied volatity was 30.37, the open interest changed by -3 which decreased total open position to 129

On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 185.9, which was -12.55 lower than the previous day. The implied volatity was 33.57, the open interest changed by 101 which increased total open position to 132

On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 198.45, which was 17.5 higher than the previous day. The implied volatity was 30.92, the open interest changed by 24 which increased total open position to 33

On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 184.9, which was -218.65 lower than the previous day. The implied volatity was 32.12, the open interest changed by 9 which increased total open position to 9

On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 403.55, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0

On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 403.55, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0

On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 403.55, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0

On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 403.55, which was 0 lower than the previous day. The implied volatity was 3, the open interest changed by 0 which decreased total open position to 0

On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 403.55, 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 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 403.55, which was 0 lower than the previous day. The implied volatity was 5.16, 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 403.55, 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 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 403.55, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0

On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 403.55, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0

On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 403.55, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0

On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 403.55, 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 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 403.55, 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 403.55, 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 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 403.55, 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 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 403.55, which was - 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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