[--[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 5600 CE
Delta: 0.06
Vega: 1.26
Theta: -1.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 7.35 -1.35 28.39 318 -32 710
11 Dec 5016.50 8.8 2.55 29.55 270 45 742
10 Dec 4863.00 5.95 -2.4 32.63 293 -14 697
9 Dec 4979.50 8.15 0.3 29.09 456 -55 710
8 Dec 5034.50 8.25 -11.2 26.27 878 -107 764
5 Dec 5217.50 18.2 -5.2 21.12 815 192 875
4 Dec 5216.50 23.85 1.9 22.52 382 -22 684
3 Dec 5174.50 21.65 3.6 23.31 1,400 203 707
2 Dec 5127.00 17.2 -1.6 23.16 186 29 504
1 Dec 5123.00 19.25 -4.95 23.62 484 -96 477
28 Nov 5158.50 26.1 -11.8 23.13 430 72 573
27 Nov 5197.00 36.45 -14.55 23.87 641 34 502
26 Nov 5229.50 51.1 8.35 24.83 828 24 470
25 Nov 5164.00 42.35 -18 25.57 554 90 446
24 Nov 5231.00 54 -15.2 27.76 783 160 361
21 Nov 5320.50 67.85 -15.95 20.95 104 30 200
20 Nov 5366.50 88.2 0.4 21.75 141 46 170
19 Nov 5347.50 88.9 26.1 21.78 128 30 122
18 Nov 5277.00 63.4 -13.8 22.62 59 22 92
17 Nov 5303.00 77.2 -2.8 22.87 19 3 70
14 Nov 5266.50 80 -10.3 23.87 47 11 57
13 Nov 5307.50 90.6 -27.4 23.32 13 -1 47
12 Nov 5388.00 117.8 28.85 22.01 55 -2 47
11 Nov 5283.50 91.05 20.05 23.19 51 4 44
10 Nov 5207.00 66.9 -1.15 23.21 67 5 39
7 Nov 5180.00 68.05 -11.15 23.80 17 7 32
6 Nov 5242.50 78.4 -39.6 22.96 34 19 24
4 Nov 5381.00 118 -18 21.08 2 1 5
3 Nov 5434.00 136 -27.05 19.18 3 2 3
31 Oct 5454.50 165 -91 - 6 1 1
20 Oct 5397.50 256 0 1.05 0 0 0
17 Oct 5369.50 256 0 1.32 0 0 0
15 Oct 5367.50 256 0 - 0 0 0
9 Oct 5573.00 256 0 - 0 0 0
8 Oct 5460.00 256 0 0.16 0 0 0
7 Oct 5389.50 256 0 - 0 0 0
6 Oct 5394.00 0 0 - 0 0 0
3 Oct 5355.50 0 0 1.28 0 0 0


For Tata Elxsi Limited - strike price 5600 expiring on 30DEC2025

Delta for 5600 CE is 0.06

Historical price for 5600 CE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 7.35, which was -1.35 lower than the previous day. The implied volatity was 28.39, the open interest changed by -32 which decreased total open position to 710


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 8.8, which was 2.55 higher than the previous day. The implied volatity was 29.55, the open interest changed by 45 which increased total open position to 742


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 5.95, which was -2.4 lower than the previous day. The implied volatity was 32.63, the open interest changed by -14 which decreased total open position to 697


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 8.15, which was 0.3 higher than the previous day. The implied volatity was 29.09, the open interest changed by -55 which decreased total open position to 710


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 8.25, which was -11.2 lower than the previous day. The implied volatity was 26.27, the open interest changed by -107 which decreased total open position to 764


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 18.2, which was -5.2 lower than the previous day. The implied volatity was 21.12, the open interest changed by 192 which increased total open position to 875


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 23.85, which was 1.9 higher than the previous day. The implied volatity was 22.52, the open interest changed by -22 which decreased total open position to 684


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 21.65, which was 3.6 higher than the previous day. The implied volatity was 23.31, the open interest changed by 203 which increased total open position to 707


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 17.2, which was -1.6 lower than the previous day. The implied volatity was 23.16, the open interest changed by 29 which increased total open position to 504


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 19.25, which was -4.95 lower than the previous day. The implied volatity was 23.62, the open interest changed by -96 which decreased total open position to 477


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 26.1, which was -11.8 lower than the previous day. The implied volatity was 23.13, the open interest changed by 72 which increased total open position to 573


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 36.45, which was -14.55 lower than the previous day. The implied volatity was 23.87, the open interest changed by 34 which increased total open position to 502


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 51.1, which was 8.35 higher than the previous day. The implied volatity was 24.83, the open interest changed by 24 which increased total open position to 470


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 42.35, which was -18 lower than the previous day. The implied volatity was 25.57, the open interest changed by 90 which increased total open position to 446


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 54, which was -15.2 lower than the previous day. The implied volatity was 27.76, the open interest changed by 160 which increased total open position to 361


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 67.85, which was -15.95 lower than the previous day. The implied volatity was 20.95, the open interest changed by 30 which increased total open position to 200


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 88.2, which was 0.4 higher than the previous day. The implied volatity was 21.75, the open interest changed by 46 which increased total open position to 170


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 88.9, which was 26.1 higher than the previous day. The implied volatity was 21.78, the open interest changed by 30 which increased total open position to 122


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 63.4, which was -13.8 lower than the previous day. The implied volatity was 22.62, the open interest changed by 22 which increased total open position to 92


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 77.2, which was -2.8 lower than the previous day. The implied volatity was 22.87, the open interest changed by 3 which increased total open position to 70


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 80, which was -10.3 lower than the previous day. The implied volatity was 23.87, the open interest changed by 11 which increased total open position to 57


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 90.6, which was -27.4 lower than the previous day. The implied volatity was 23.32, the open interest changed by -1 which decreased total open position to 47


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 117.8, which was 28.85 higher than the previous day. The implied volatity was 22.01, the open interest changed by -2 which decreased total open position to 47


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 91.05, which was 20.05 higher than the previous day. The implied volatity was 23.19, the open interest changed by 4 which increased total open position to 44


On 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 66.9, which was -1.15 lower than the previous day. The implied volatity was 23.21, the open interest changed by 5 which increased total open position to 39


On 7 Nov TATAELXSI was trading at 5180.00. The strike last trading price was 68.05, which was -11.15 lower than the previous day. The implied volatity was 23.80, the open interest changed by 7 which increased total open position to 32


On 6 Nov TATAELXSI was trading at 5242.50. The strike last trading price was 78.4, which was -39.6 lower than the previous day. The implied volatity was 22.96, the open interest changed by 19 which increased total open position to 24


On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 118, which was -18 lower than the previous day. The implied volatity was 21.08, the open interest changed by 1 which increased total open position to 5


On 3 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 136, which was -27.05 lower than the previous day. The implied volatity was 19.18, the open interest changed by 2 which increased total open position to 3


On 31 Oct TATAELXSI was trading at 5454.50. The strike last trading price was 165, which was -91 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 20 Oct TATAELXSI was trading at 5397.50. The strike last trading price was 256, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 17 Oct TATAELXSI was trading at 5369.50. The strike last trading price was 256, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 15 Oct TATAELXSI was trading at 5367.50. The strike last trading price was 256, 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 Oct TATAELXSI was trading at 5573.00. The strike last trading price was 256, 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 Oct TATAELXSI was trading at 5460.00. The strike last trading price was 256, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 7 Oct TATAELXSI was trading at 5389.50. The strike last trading price was 256, 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 Oct TATAELXSI was trading at 5394.00. The strike last trading price was 0, 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 Oct TATAELXSI was trading at 5355.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 30DEC2025 5600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 570.65 8.65 - 0 0 64
11 Dec 5016.50 570.65 8.65 30.20 14 -3 63
10 Dec 4863.00 562 183.6 - 0 0 66
9 Dec 4979.50 562 183.6 - 0 -3 0
8 Dec 5034.50 562 183.6 33.19 6 -2 67
5 Dec 5217.50 378.4 -51.9 25.86 8 4 69
4 Dec 5216.50 430.3 66.05 - 0 0 0
3 Dec 5174.50 430.3 66.05 - 0 0 0
2 Dec 5127.00 430.3 66.05 - 0 0 0
1 Dec 5123.00 430.3 66.05 - 0 0 0
28 Nov 5158.50 430.3 66.05 - 0 0 0
27 Nov 5197.00 430.3 66.05 31.38 2 -1 64
26 Nov 5229.50 365.9 -70.8 24.35 2 1 65
25 Nov 5164.00 437.55 14.3 28.34 7 3 64
24 Nov 5231.00 463 129 32.91 14 9 59
21 Nov 5320.50 334 14.3 30.46 6 0 44
20 Nov 5366.50 319.4 -20.2 31.67 56 22 45
19 Nov 5347.50 338.75 -46.25 33.76 30 11 24
18 Nov 5277.00 385 -54.65 30.46 2 1 12
17 Nov 5303.00 439.65 23.4 41.53 1 0 11
14 Nov 5266.50 416.25 81.25 34.51 9 6 10
13 Nov 5307.50 335 15.3 26.35 1 0 4
12 Nov 5388.00 319.7 -221.8 31.07 5 -1 4
11 Nov 5283.50 541.5 66.25 - 0 0 0
10 Nov 5207.00 541.5 66.25 - 0 -2 0
7 Nov 5180.00 541.5 66.25 42.32 4 -1 6
6 Nov 5242.50 475.25 75.6 37.48 4 2 6
4 Nov 5381.00 399.65 46.6 38.24 1 0 3
3 Nov 5434.00 353.05 -191.15 37.11 3 0 0
31 Oct 5454.50 544.2 0 - 0 0 0
20 Oct 5397.50 544.2 0 - 0 0 0
17 Oct 5369.50 544.2 0 - 0 0 0
15 Oct 5367.50 544.2 0 - 0 0 0
9 Oct 5573.00 544.2 0 0.95 0 0 0
8 Oct 5460.00 544.2 0 - 0 0 0
7 Oct 5389.50 544.2 0 - 0 0 0
6 Oct 5394.00 0 0 - 0 0 0
3 Oct 5355.50 0 0 - 0 0 0


For Tata Elxsi Limited - strike price 5600 expiring on 30DEC2025

Delta for 5600 PE is -

Historical price for 5600 PE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 570.65, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 570.65, which was 8.65 higher than the previous day. The implied volatity was 30.20, the open interest changed by -3 which decreased total open position to 63


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 562, which was 183.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 562, which was 183.6 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 562, which was 183.6 higher than the previous day. The implied volatity was 33.19, the open interest changed by -2 which decreased total open position to 67


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 378.4, which was -51.9 lower than the previous day. The implied volatity was 25.86, the open interest changed by 4 which increased total open position to 69


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 430.3, which was 66.05 higher 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 430.3, which was 66.05 higher 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 430.3, which was 66.05 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 430.3, which was 66.05 higher 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 430.3, which was 66.05 higher 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 430.3, which was 66.05 higher than the previous day. The implied volatity was 31.38, the open interest changed by -1 which decreased total open position to 64


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 365.9, which was -70.8 lower than the previous day. The implied volatity was 24.35, the open interest changed by 1 which increased total open position to 65


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 437.55, which was 14.3 higher than the previous day. The implied volatity was 28.34, the open interest changed by 3 which increased total open position to 64


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 463, which was 129 higher than the previous day. The implied volatity was 32.91, the open interest changed by 9 which increased total open position to 59


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 334, which was 14.3 higher than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 44


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 319.4, which was -20.2 lower than the previous day. The implied volatity was 31.67, the open interest changed by 22 which increased total open position to 45


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 338.75, which was -46.25 lower than the previous day. The implied volatity was 33.76, the open interest changed by 11 which increased total open position to 24


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 385, which was -54.65 lower than the previous day. The implied volatity was 30.46, the open interest changed by 1 which increased total open position to 12


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 439.65, which was 23.4 higher than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 11


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 416.25, which was 81.25 higher than the previous day. The implied volatity was 34.51, the open interest changed by 6 which increased total open position to 10


On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 335, which was 15.3 higher than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 4


On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 319.7, which was -221.8 lower than the previous day. The implied volatity was 31.07, the open interest changed by -1 which decreased total open position to 4


On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 541.5, which was 66.25 higher than the previous day. The implied volatity was -, 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 541.5, which was 66.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 7 Nov TATAELXSI was trading at 5180.00. The strike last trading price was 541.5, which was 66.25 higher than the previous day. The implied volatity was 42.32, the open interest changed by -1 which decreased total open position to 6


On 6 Nov TATAELXSI was trading at 5242.50. The strike last trading price was 475.25, which was 75.6 higher than the previous day. The implied volatity was 37.48, the open interest changed by 2 which increased total open position to 6


On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 399.65, which was 46.6 higher than the previous day. The implied volatity was 38.24, the open interest changed by 0 which decreased total open position to 3


On 3 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 353.05, which was -191.15 lower than the previous day. The implied volatity was 37.11, 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 544.2, 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 20 Oct TATAELXSI was trading at 5397.50. The strike last trading price was 544.2, 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 Oct TATAELXSI was trading at 5369.50. The strike last trading price was 544.2, 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 Oct TATAELXSI was trading at 5367.50. The strike last trading price was 544.2, 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 Oct TATAELXSI was trading at 5573.00. The strike last trading price was 544.2, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0


On 8 Oct TATAELXSI was trading at 5460.00. The strike last trading price was 544.2, 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 Oct TATAELXSI was trading at 5389.50. The strike last trading price was 544.2, 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 Oct TATAELXSI was trading at 5394.00. The strike last trading price was 0, 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 Oct TATAELXSI was trading at 5355.50. The strike last trading price was 0, 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