[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
5691 -25.50 (-0.45%)
L: 5646 H: 5836.5

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Historical option data for TATAELXSI

09 Jan 2026 04:13 PM IST
TATAELXSI 27-JAN-2026 5600 CE
Delta: 0.62
Vega: 4.80
Theta: -5.18
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 5691.00 219 -25.75 32.01 647 -10 535
8 Jan 5716.50 245 -115.2 33.25 861 -45 558
7 Jan 5853.00 356.35 283.65 34.13 12,781 -91 603
6 Jan 5345.00 73.2 -8.6 30.91 602 125 694
5 Jan 5363.50 79.25 -3.1 30.28 1,366 71 568
2 Jan 5337.50 88.75 43.65 29.02 1,698 157 496
1 Jan 5211.50 45.25 -7.4 28.41 228 -13 338
31 Dec 5240.50 52.15 5.1 29.73 513 60 344
30 Dec 5193.00 48.3 -30.65 29.03 688 -11 289
29 Dec 5315.50 78 -6.1 27.90 199 33 299
26 Dec 5348.00 81.85 -15.4 25.90 195 45 281
24 Dec 5387.50 97.55 -24.3 24.56 284 51 235
23 Dec 5429.00 121.35 -19.55 26.21 209 5 182
22 Dec 5458.50 142.25 7 27.26 166 2 177
19 Dec 5413.50 132.55 93 26.72 323 147 174
18 Dec 5013.50 39.55 3.55 - 0 0 27
17 Dec 4968.50 39.55 3.55 - 0 0 27
16 Dec 4998.00 39.55 3.55 - 0 0 27
15 Dec 5048.50 39.55 3.55 - 0 0 0
12 Dec 5030.50 39.55 3.55 - 0 0 27
11 Dec 5016.50 39.55 3.55 26.51 1 0 27
10 Dec 4863.00 36 -10 30.84 3 1 27
9 Dec 4979.50 46 -41.95 28.51 6 0 26
8 Dec 5034.50 87.95 0 - 0 0 26
5 Dec 5217.50 87.95 0 25.81 4 0 26
4 Dec 5216.50 87.95 -15.8 24.81 2 0 26
3 Dec 5174.50 103.75 26.75 28.71 2 0 25
2 Dec 5127.00 77 -3.3 26.23 19 17 25
1 Dec 5123.00 80.3 -9.7 26.63 6 0 7
28 Nov 5158.50 90 -25 - 0 1 0
27 Nov 5197.00 90 -25 24.23 3 1 7
25 Nov 5164.00 115 -24.4 - 0 0 0
24 Nov 5231.00 115 -24.4 - 0 0 0
17 Nov 5303.00 115 -24.4 20.72 3 0 3
14 Nov 5266.50 139.4 -261.45 24.46 3 2 2
4 Nov 5381.00 400.85 0 1.00 0 0 0
3 Nov 5434.00 400.85 0 0.22 0 0 0
31 Oct 5454.50 400.85 0 - 0 0 0
30 Oct 5539.50 400.85 0 - 0 0 0


For Tata Elxsi Limited - strike price 5600 expiring on 27JAN2026

Delta for 5600 CE is 0.62

Historical price for 5600 CE is as follows

On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 219, which was -25.75 lower than the previous day. The implied volatity was 32.01, the open interest changed by -10 which decreased total open position to 535


On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 245, which was -115.2 lower than the previous day. The implied volatity was 33.25, the open interest changed by -45 which decreased total open position to 558


On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 356.35, which was 283.65 higher than the previous day. The implied volatity was 34.13, the open interest changed by -91 which decreased total open position to 603


On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 73.2, which was -8.6 lower than the previous day. The implied volatity was 30.91, the open interest changed by 125 which increased total open position to 694


On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 79.25, which was -3.1 lower than the previous day. The implied volatity was 30.28, the open interest changed by 71 which increased total open position to 568


On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 88.75, which was 43.65 higher than the previous day. The implied volatity was 29.02, the open interest changed by 157 which increased total open position to 496


On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 45.25, which was -7.4 lower than the previous day. The implied volatity was 28.41, the open interest changed by -13 which decreased total open position to 338


On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 52.15, which was 5.1 higher than the previous day. The implied volatity was 29.73, the open interest changed by 60 which increased total open position to 344


On 30 Dec TATAELXSI was trading at 5193.00. The strike last trading price was 48.3, which was -30.65 lower than the previous day. The implied volatity was 29.03, the open interest changed by -11 which decreased total open position to 289


On 29 Dec TATAELXSI was trading at 5315.50. The strike last trading price was 78, which was -6.1 lower than the previous day. The implied volatity was 27.90, the open interest changed by 33 which increased total open position to 299


On 26 Dec TATAELXSI was trading at 5348.00. The strike last trading price was 81.85, which was -15.4 lower than the previous day. The implied volatity was 25.90, the open interest changed by 45 which increased total open position to 281


On 24 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 97.55, which was -24.3 lower than the previous day. The implied volatity was 24.56, the open interest changed by 51 which increased total open position to 235


On 23 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 121.35, which was -19.55 lower than the previous day. The implied volatity was 26.21, the open interest changed by 5 which increased total open position to 182


On 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 142.25, which was 7 higher than the previous day. The implied volatity was 27.26, the open interest changed by 2 which increased total open position to 177


On 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 132.55, which was 93 higher than the previous day. The implied volatity was 26.72, the open interest changed by 147 which increased total open position to 174


On 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 39.55, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 17 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 39.55, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 39.55, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 39.55, which was 3.55 higher 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 39.55, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 39.55, which was 3.55 higher than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 27


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 36, which was -10 lower than the previous day. The implied volatity was 30.84, the open interest changed by 1 which increased total open position to 27


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 46, which was -41.95 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 26


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 87.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 87.95, which was 0 lower than the previous day. The implied volatity was 25.81, the open interest changed by 0 which decreased total open position to 26


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 87.95, which was -15.8 lower than the previous day. The implied volatity was 24.81, the open interest changed by 0 which decreased total open position to 26


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 103.75, which was 26.75 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 25


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 77, which was -3.3 lower than the previous day. The implied volatity was 26.23, the open interest changed by 17 which increased total open position to 25


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 80.3, which was -9.7 lower than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 7


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 90, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 90, which was -25 lower than the previous day. The implied volatity was 24.23, the open interest changed by 1 which increased total open position to 7


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 115, which was -24.4 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 115, which was -24.4 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 115, which was -24.4 lower than the previous day. The implied volatity was 20.72, the open interest changed by 0 which decreased total open position to 3


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 139.4, which was -261.45 lower than the previous day. The implied volatity was 24.46, the open interest changed by 2 which increased total open position to 2


On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 400.85, which was 0 lower than the previous day. The implied volatity was 1.00, 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 400.85, which was 0 lower than the previous day. The implied volatity was 0.22, 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 400.85, 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 400.85, 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 5600 PE
Delta: -0.39
Vega: 4.83
Theta: -3.98
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 5691.00 123 7.75 34.40 1,607 55 686
8 Jan 5716.50 114.05 32.25 33.59 6,242 -110 631
7 Jan 5853.00 81.7 -230.05 35.70 5,006 715 744
6 Jan 5345.00 311.75 -79.95 33.93 2 0 28
5 Jan 5363.50 391.7 26.8 - 0 0 28
2 Jan 5337.50 391.7 26.8 - 0 0 28
1 Jan 5211.50 391.7 26.8 28.71 1 0 28
31 Dec 5240.50 364.9 1.5 19.81 11 4 27
30 Dec 5193.00 363.4 40.55 9.34 22 6 22
29 Dec 5315.50 322.85 28.7 29.64 8 7 16
26 Dec 5348.00 294.15 30.95 25.99 3 1 10
24 Dec 5387.50 263.2 9.25 25.60 1 0 8
23 Dec 5429.00 258.2 -21.8 27.79 9 2 7
22 Dec 5458.50 280 -119 - 0 0 5
19 Dec 5413.50 280 -119 29.18 1 0 5
18 Dec 5013.50 399 -35.25 - 0 0 5
17 Dec 4968.50 399 -35.25 - 0 0 5
16 Dec 4998.00 399 -35.25 - 0 0 5
15 Dec 5048.50 399 -35.25 - 0 0 0
12 Dec 5030.50 399 -35.25 - 0 0 5
11 Dec 5016.50 399 -35.25 - 0 0 5
10 Dec 4863.00 399 -35.25 - 0 0 5
9 Dec 4979.50 399 -35.25 - 0 0 0
8 Dec 5034.50 399 -35.25 - 0 0 5
5 Dec 5217.50 399 -35.25 - 0 0 0
4 Dec 5216.50 399 -35.25 26.21 2 1 6
3 Dec 5174.50 434.25 -37.2 - 0 0 0
2 Dec 5127.00 434.25 -37.2 - 0 0 0
1 Dec 5123.00 434.25 -37.2 - 0 0 0
28 Nov 5158.50 434.25 -37.2 - 0 0 0
27 Nov 5197.00 434.25 -37.2 - 0 0 0
25 Nov 5164.00 434.25 -37.2 - 0 0 5
24 Nov 5231.00 434.25 -37.2 - 1 0 4
17 Nov 5303.00 471.45 71.45 - 0 3 0
14 Nov 5266.50 471.45 71.45 35.87 3 2 3
4 Nov 5381.00 400 28.8 - 0 0 0
3 Nov 5434.00 400 28.8 - 0 1 0
31 Oct 5454.50 400 28.8 - 1 0 0
30 Oct 5539.50 371.2 0 0.76 0 0 0


For Tata Elxsi Limited - strike price 5600 expiring on 27JAN2026

Delta for 5600 PE is -0.39

Historical price for 5600 PE is as follows

On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 123, which was 7.75 higher than the previous day. The implied volatity was 34.40, the open interest changed by 55 which increased total open position to 686


On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 114.05, which was 32.25 higher than the previous day. The implied volatity was 33.59, the open interest changed by -110 which decreased total open position to 631


On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 81.7, which was -230.05 lower than the previous day. The implied volatity was 35.70, the open interest changed by 715 which increased total open position to 744


On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 311.75, which was -79.95 lower than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 28


On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 391.7, which was 26.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 391.7, which was 26.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 391.7, which was 26.8 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 28


On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 364.9, which was 1.5 higher than the previous day. The implied volatity was 19.81, the open interest changed by 4 which increased total open position to 27


On 30 Dec TATAELXSI was trading at 5193.00. The strike last trading price was 363.4, which was 40.55 higher than the previous day. The implied volatity was 9.34, the open interest changed by 6 which increased total open position to 22


On 29 Dec TATAELXSI was trading at 5315.50. The strike last trading price was 322.85, which was 28.7 higher than the previous day. The implied volatity was 29.64, the open interest changed by 7 which increased total open position to 16


On 26 Dec TATAELXSI was trading at 5348.00. The strike last trading price was 294.15, which was 30.95 higher than the previous day. The implied volatity was 25.99, the open interest changed by 1 which increased total open position to 10


On 24 Dec TATAELXSI was trading at 5387.50. The strike last trading price was 263.2, which was 9.25 higher than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 8


On 23 Dec TATAELXSI was trading at 5429.00. The strike last trading price was 258.2, which was -21.8 lower than the previous day. The implied volatity was 27.79, the open interest changed by 2 which increased total open position to 7


On 22 Dec TATAELXSI was trading at 5458.50. The strike last trading price was 280, which was -119 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 19 Dec TATAELXSI was trading at 5413.50. The strike last trading price was 280, which was -119 lower than the previous day. The implied volatity was 29.18, the open interest changed by 0 which decreased total open position to 5


On 18 Dec TATAELXSI was trading at 5013.50. The strike last trading price was 399, which was -35.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 17 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 399, which was -35.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 399, which was -35.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 399, which was -35.25 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 399, which was -35.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 399, which was -35.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 399, which was -35.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 399, which was -35.25 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 399, which was -35.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 399, which was -35.25 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 399, which was -35.25 lower than the previous day. The implied volatity was 26.21, the open interest changed by 1 which increased total open position to 6


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 434.25, which was -37.2 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 434.25, which was -37.2 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 434.25, which was -37.2 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 434.25, which was -37.2 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 434.25, which was -37.2 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 434.25, which was -37.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 434.25, which was -37.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 471.45, which was 71.45 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 471.45, which was 71.45 higher than the previous day. The implied volatity was 35.87, the open interest changed by 2 which increased total open position to 3


On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 400, which was 28.8 higher 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 400, which was 28.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct TATAELXSI was trading at 5454.50. The strike last trading price was 400, which was 28.8 higher 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 371.2, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0