TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
12 Dec 2025 04:12 PM IST
| TATAELXSI 30-DEC-2025 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.71
Theta: -1.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5030.50 | 11.1 | -1.55 | 26.84 | 274 | -2 | 1,218 | |||||||||
| 11 Dec | 5016.50 | 11.6 | 3.8 | 27.31 | 911 | -52 | 1,231 | |||||||||
| 10 Dec | 4863.00 | 8 | -4.25 | 30.78 | 688 | 175 | 1,334 | |||||||||
| 9 Dec | 4979.50 | 12.2 | 0 | 27.87 | 693 | 14 | 1,158 | |||||||||
| 8 Dec | 5034.50 | 12.7 | -20.35 | 25.05 | 1,211 | 260 | 1,142 | |||||||||
| 5 Dec | 5217.50 | 30.4 | -8.35 | 20.32 | 727 | -64 | 881 | |||||||||
| 4 Dec | 5216.50 | 37.8 | 2.95 | 21.74 | 1,022 | 15 | 939 | |||||||||
| 3 Dec | 5174.50 | 34.55 | 5.5 | 22.76 | 2,270 | 98 | 928 | |||||||||
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| 2 Dec | 5127.00 | 27.65 | -2.55 | 22.56 | 384 | 9 | 828 | |||||||||
| 1 Dec | 5123.00 | 30.15 | -7.3 | 23.00 | 657 | -55 | 822 | |||||||||
| 28 Nov | 5158.50 | 38 | -17.95 | 22.16 | 988 | 176 | 864 | |||||||||
| 27 Nov | 5197.00 | 54.1 | -20 | 23.43 | 731 | 14 | 688 | |||||||||
| 26 Nov | 5229.50 | 73.8 | 13.35 | 24.57 | 949 | 15 | 676 | |||||||||
| 25 Nov | 5164.00 | 58.45 | -27.35 | 24.78 | 845 | 178 | 658 | |||||||||
| 24 Nov | 5231.00 | 73 | -25.55 | 27.19 | 1,232 | 275 | 462 | |||||||||
| 21 Nov | 5320.50 | 95 | -20.8 | 20.21 | 194 | 56 | 187 | |||||||||
| 20 Nov | 5366.50 | 118 | -0.05 | 20.76 | 203 | 57 | 131 | |||||||||
| 19 Nov | 5347.50 | 122 | -251.05 | 21.30 | 94 | 72 | 72 | |||||||||
| 18 Nov | 5277.00 | 373.05 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
| 17 Nov | 5303.00 | 373.05 | 0 | 2.08 | 0 | 0 | 0 | |||||||||
| 14 Nov | 5266.50 | 373.05 | 0 | 2.38 | 0 | 0 | 0 | |||||||||
| 13 Nov | 5307.50 | 373.05 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
| 12 Nov | 5388.00 | 373.05 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
| 11 Nov | 5283.50 | 373.05 | 0 | 1.77 | 0 | 0 | 0 | |||||||||
| 10 Nov | 5207.00 | 373.05 | 0 | 2.93 | 0 | 0 | 0 | |||||||||
| 7 Nov | 5180.00 | 373.05 | 0 | 2.96 | 0 | 0 | 0 | |||||||||
| 6 Nov | 5242.50 | 373.05 | 0 | 2.51 | 0 | 0 | 0 | |||||||||
| 4 Nov | 5381.00 | 373.05 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 3 Nov | 5434.00 | 373.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 5454.50 | 373.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5500 expiring on 30DEC2025
Delta for 5500 CE is 0.08
Historical price for 5500 CE is as follows
On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 11.1, which was -1.55 lower than the previous day. The implied volatity was 26.84, the open interest changed by -2 which decreased total open position to 1218
On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 11.6, which was 3.8 higher than the previous day. The implied volatity was 27.31, the open interest changed by -52 which decreased total open position to 1231
On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 8, which was -4.25 lower than the previous day. The implied volatity was 30.78, the open interest changed by 175 which increased total open position to 1334
On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 12.2, which was 0 lower than the previous day. The implied volatity was 27.87, the open interest changed by 14 which increased total open position to 1158
On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 12.7, which was -20.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by 260 which increased total open position to 1142
On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 30.4, which was -8.35 lower than the previous day. The implied volatity was 20.32, the open interest changed by -64 which decreased total open position to 881
On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 37.8, which was 2.95 higher than the previous day. The implied volatity was 21.74, the open interest changed by 15 which increased total open position to 939
On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 34.55, which was 5.5 higher than the previous day. The implied volatity was 22.76, the open interest changed by 98 which increased total open position to 928
On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 27.65, which was -2.55 lower than the previous day. The implied volatity was 22.56, the open interest changed by 9 which increased total open position to 828
On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 30.15, which was -7.3 lower than the previous day. The implied volatity was 23.00, the open interest changed by -55 which decreased total open position to 822
On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 38, which was -17.95 lower than the previous day. The implied volatity was 22.16, the open interest changed by 176 which increased total open position to 864
On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 54.1, which was -20 lower than the previous day. The implied volatity was 23.43, the open interest changed by 14 which increased total open position to 688
On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 73.8, which was 13.35 higher than the previous day. The implied volatity was 24.57, the open interest changed by 15 which increased total open position to 676
On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 58.45, which was -27.35 lower than the previous day. The implied volatity was 24.78, the open interest changed by 178 which increased total open position to 658
On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 73, which was -25.55 lower than the previous day. The implied volatity was 27.19, the open interest changed by 275 which increased total open position to 462
On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 95, which was -20.8 lower than the previous day. The implied volatity was 20.21, the open interest changed by 56 which increased total open position to 187
On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 118, which was -0.05 lower than the previous day. The implied volatity was 20.76, the open interest changed by 57 which increased total open position to 131
On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 122, which was -251.05 lower than the previous day. The implied volatity was 21.30, the open interest changed by 72 which increased total open position to 72
On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 373.05, which was 0 lower than the previous day. The implied volatity was 2.57, 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 373.05, which was 0 lower than the previous day. The implied volatity was 2.08, 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 373.05, which was 0 lower than the previous day. The implied volatity was 2.38, 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 373.05, which was 0 lower than the previous day. The implied volatity was 1.71, 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 373.05, which was 0 lower than the previous day. The implied volatity was 0.41, 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 373.05, which was 0 lower than the previous day. The implied volatity was 1.77, 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 373.05, which was 0 lower than the previous day. The implied volatity was 2.93, 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 373.05, which was 0 lower than the previous day. The implied volatity was 2.96, 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 373.05, which was 0 lower than the previous day. The implied volatity was 2.51, 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 373.05, which was 0 lower than the previous day. The implied volatity was 0.56, 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 373.05, 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 31 Oct TATAELXSI was trading at 5454.50. The strike last trading price was 373.05, 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
| TATAELXSI 30DEC2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5030.50 | 472.95 | -151.35 | - | 0 | 0 | 85 |
| 11 Dec | 5016.50 | 472.95 | -151.35 | 27.26 | 37 | -2 | 86 |
| 10 Dec | 4863.00 | 624.3 | 167.3 | 35.69 | 14 | 5 | 89 |
| 9 Dec | 4979.50 | 457 | 20.1 | - | 2 | -1 | 84 |
| 8 Dec | 5034.50 | 436.9 | 153.4 | - | 30 | -4 | 85 |
| 5 Dec | 5217.50 | 286.7 | 20.2 | 23.02 | 8 | 4 | 88 |
| 4 Dec | 5216.50 | 266.5 | -33.5 | 17.52 | 12 | -1 | 79 |
| 3 Dec | 5174.50 | 300 | -75.7 | 16.08 | 8 | 0 | 80 |
| 2 Dec | 5127.00 | 375.7 | 37.5 | - | 0 | 0 | 0 |
| 1 Dec | 5123.00 | 375.7 | 37.5 | 26.20 | 11 | 1 | 81 |
| 28 Nov | 5158.50 | 338.2 | 38.1 | 23.07 | 6 | 5 | 79 |
| 27 Nov | 5197.00 | 300.1 | -58.8 | - | 0 | 6 | 0 |
| 26 Nov | 5229.50 | 300.1 | -58.8 | 26.04 | 18 | 5 | 73 |
| 25 Nov | 5164.00 | 365 | 51.7 | 29.10 | 49 | 0 | 67 |
| 24 Nov | 5231.00 | 374.65 | 109.75 | 30.36 | 67 | 42 | 66 |
| 21 Nov | 5320.50 | 264.9 | 13.7 | 29.51 | 5 | 0 | 23 |
| 20 Nov | 5366.50 | 251.2 | -19.2 | 30.42 | 44 | 5 | 23 |
| 19 Nov | 5347.50 | 268.4 | -23.6 | 32.19 | 27 | 5 | 18 |
| 18 Nov | 5277.00 | 292 | -22 | 26.38 | 1 | 0 | 12 |
| 17 Nov | 5303.00 | 314 | -21 | 32.61 | 2 | 0 | 14 |
| 14 Nov | 5266.50 | 335 | 19 | 31.69 | 5 | 2 | 14 |
| 13 Nov | 5307.50 | 316 | 58.95 | 32.46 | 1 | 0 | 12 |
| 12 Nov | 5388.00 | 257.05 | -60.35 | 31.00 | 19 | 7 | 11 |
| 11 Nov | 5283.50 | 317.45 | 9.35 | 31.49 | 2 | 0 | 2 |
| 10 Nov | 5207.00 | 308.1 | 8.1 | - | 0 | 0 | 0 |
| 7 Nov | 5180.00 | 308.1 | 8.1 | - | 0 | 0 | 0 |
| 6 Nov | 5242.50 | 308.1 | 8.1 | - | 0 | 1 | 0 |
| 4 Nov | 5381.00 | 308.1 | 8.1 | 34.06 | 1 | 0 | 1 |
| 3 Nov | 5434.00 | 300 | 29.65 | 37.14 | 1 | 0 | 0 |
| 31 Oct | 5454.50 | 270.35 | 0 | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 5500 expiring on 30DEC2025
Delta for 5500 PE is -
Historical price for 5500 PE is as follows
On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 472.95, which was -151.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85
On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 472.95, which was -151.35 lower than the previous day. The implied volatity was 27.26, the open interest changed by -2 which decreased total open position to 86
On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 624.3, which was 167.3 higher than the previous day. The implied volatity was 35.69, the open interest changed by 5 which increased total open position to 89
On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 457, which was 20.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 84
On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 436.9, which was 153.4 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 85
On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 286.7, which was 20.2 higher than the previous day. The implied volatity was 23.02, the open interest changed by 4 which increased total open position to 88
On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 266.5, which was -33.5 lower than the previous day. The implied volatity was 17.52, the open interest changed by -1 which decreased total open position to 79
On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 300, which was -75.7 lower than the previous day. The implied volatity was 16.08, the open interest changed by 0 which decreased total open position to 80
On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 375.7, which was 37.5 higher 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 375.7, which was 37.5 higher than the previous day. The implied volatity was 26.20, the open interest changed by 1 which increased total open position to 81
On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 338.2, which was 38.1 higher than the previous day. The implied volatity was 23.07, the open interest changed by 5 which increased total open position to 79
On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 300.1, which was -58.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 300.1, which was -58.8 lower than the previous day. The implied volatity was 26.04, the open interest changed by 5 which increased total open position to 73
On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 365, which was 51.7 higher than the previous day. The implied volatity was 29.10, the open interest changed by 0 which decreased total open position to 67
On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 374.65, which was 109.75 higher than the previous day. The implied volatity was 30.36, the open interest changed by 42 which increased total open position to 66
On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 264.9, which was 13.7 higher than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 23
On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 251.2, which was -19.2 lower than the previous day. The implied volatity was 30.42, the open interest changed by 5 which increased total open position to 23
On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 268.4, which was -23.6 lower than the previous day. The implied volatity was 32.19, the open interest changed by 5 which increased total open position to 18
On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 292, which was -22 lower than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 12
On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 314, which was -21 lower than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 14
On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 335, which was 19 higher than the previous day. The implied volatity was 31.69, the open interest changed by 2 which increased total open position to 14
On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 316, which was 58.95 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 12
On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 257.05, which was -60.35 lower than the previous day. The implied volatity was 31.00, the open interest changed by 7 which increased total open position to 11
On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 317.45, which was 9.35 higher than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 2
On 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 308.1, which was 8.1 higher 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 308.1, which was 8.1 higher 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 308.1, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 308.1, which was 8.1 higher than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 1
On 3 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 300, which was 29.65 higher than the previous day. The implied volatity was 37.14, 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 270.35, 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































































































































































































































