[--[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 5500 CE
Delta: 0.08
Vega: 1.71
Theta: -1.39
Gamma: 0.00
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
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: -
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