TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
12 Dec 2025 04:12 PM IST
| TATAELXSI 30-DEC-2025 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.02
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5030.50 | 5.85 | -0.85 | 30.81 | 150 | 33 | 284 | |||||||||
| 11 Dec | 5016.50 | 6.7 | 2.05 | 31.57 | 117 | 45 | 251 | |||||||||
| 10 Dec | 4863.00 | 4.8 | -1.25 | 34.70 | 286 | -144 | 206 | |||||||||
| 9 Dec | 4979.50 | 6.15 | 0.9 | 30.64 | 333 | -107 | 357 | |||||||||
| 8 Dec | 5034.50 | 5.65 | -5.85 | 27.66 | 342 | -85 | 465 | |||||||||
| 5 Dec | 5217.50 | 11.15 | -3.1 | 22.07 | 178 | 14 | 550 | |||||||||
| 4 Dec | 5216.50 | 14.4 | 1 | 23.06 | 106 | 7 | 535 | |||||||||
| 3 Dec | 5174.50 | 13.9 | 2.85 | 24.01 | 587 | 18 | 531 | |||||||||
| 2 Dec | 5127.00 | 11.05 | -0.75 | 23.98 | 39 | 4 | 513 | |||||||||
| 1 Dec | 5123.00 | 12.05 | -2.5 | 24.16 | 186 | 24 | 507 | |||||||||
| 28 Nov | 5158.50 | 15.4 | -9.85 | 23.11 | 608 | 356 | 483 | |||||||||
| 27 Nov | 5197.00 | 24.8 | -10.05 | 24.49 | 107 | 14 | 125 | |||||||||
| 26 Nov | 5229.50 | 36.05 | 6.4 | 25.43 | 153 | 45 | 111 | |||||||||
| 25 Nov | 5164.00 | 29.9 | -249.5 | 26.14 | 98 | 66 | 66 | |||||||||
| 24 Nov | 5231.00 | 279.4 | 0 | 7.03 | 0 | 0 | 0 | |||||||||
| 21 Nov | 5320.50 | 279.4 | 0 | 4.33 | 0 | 0 | 0 | |||||||||
| 20 Nov | 5366.50 | 279.4 | 0 | 3.55 | 0 | 0 | 0 | |||||||||
| 19 Nov | 5347.50 | 279.4 | 0 | 3.55 | 0 | 0 | 0 | |||||||||
| 18 Nov | 5277.00 | 279.4 | 0 | 4.82 | 0 | 0 | 0 | |||||||||
| 17 Nov | 5303.00 | 279.4 | 0 | 4.45 | 0 | 0 | 0 | |||||||||
| 14 Nov | 5266.50 | 279.4 | 0 | 4.56 | 0 | 0 | 0 | |||||||||
| 13 Nov | 5307.50 | 279.4 | 0 | 4.00 | 0 | 0 | 0 | |||||||||
| 12 Nov | 5388.00 | 279.4 | 0 | 2.97 | 0 | 0 | 0 | |||||||||
| 11 Nov | 5283.50 | 279.4 | 0 | 4.01 | 0 | 0 | 0 | |||||||||
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| 4 Nov | 5381.00 | 279.4 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
| 3 Nov | 5434.00 | 279.4 | 0 | 1.96 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5700 expiring on 30DEC2025
Delta for 5700 CE is 0.04
Historical price for 5700 CE is as follows
On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 5.85, which was -0.85 lower than the previous day. The implied volatity was 30.81, the open interest changed by 33 which increased total open position to 284
On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 6.7, which was 2.05 higher than the previous day. The implied volatity was 31.57, the open interest changed by 45 which increased total open position to 251
On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 4.8, which was -1.25 lower than the previous day. The implied volatity was 34.70, the open interest changed by -144 which decreased total open position to 206
On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 6.15, which was 0.9 higher than the previous day. The implied volatity was 30.64, the open interest changed by -107 which decreased total open position to 357
On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 5.65, which was -5.85 lower than the previous day. The implied volatity was 27.66, the open interest changed by -85 which decreased total open position to 465
On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 11.15, which was -3.1 lower than the previous day. The implied volatity was 22.07, the open interest changed by 14 which increased total open position to 550
On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 14.4, which was 1 higher than the previous day. The implied volatity was 23.06, the open interest changed by 7 which increased total open position to 535
On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 13.9, which was 2.85 higher than the previous day. The implied volatity was 24.01, the open interest changed by 18 which increased total open position to 531
On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 11.05, which was -0.75 lower than the previous day. The implied volatity was 23.98, the open interest changed by 4 which increased total open position to 513
On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 12.05, which was -2.5 lower than the previous day. The implied volatity was 24.16, the open interest changed by 24 which increased total open position to 507
On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 15.4, which was -9.85 lower than the previous day. The implied volatity was 23.11, the open interest changed by 356 which increased total open position to 483
On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 24.8, which was -10.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 14 which increased total open position to 125
On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 36.05, which was 6.4 higher than the previous day. The implied volatity was 25.43, the open interest changed by 45 which increased total open position to 111
On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 29.9, which was -249.5 lower than the previous day. The implied volatity was 26.14, the open interest changed by 66 which increased total open position to 66
On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 279.4, which was 0 lower than the previous day. The implied volatity was 7.03, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 279.4, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 279.4, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 279.4, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 279.4, which was 0 lower than the previous day. The implied volatity was 4.82, 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 279.4, which was 0 lower than the previous day. The implied volatity was 4.45, 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 279.4, which was 0 lower than the previous day. The implied volatity was 4.56, 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 279.4, which was 0 lower than the previous day. The implied volatity was 4.00, 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 279.4, which was 0 lower than the previous day. The implied volatity was 2.97, 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 279.4, which was 0 lower than the previous day. The implied volatity was 4.01, 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 279.4, which was 0 lower than the previous day. The implied volatity was 2.74, 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 279.4, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30DEC2025 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5030.50 | 797.55 | 356.45 | - | 0 | 0 | 23 |
| 11 Dec | 5016.50 | 797.55 | 356.45 | - | 0 | 0 | 23 |
| 10 Dec | 4863.00 | 797.55 | 356.45 | - | 12 | 0 | 22 |
| 9 Dec | 4979.50 | 441.1 | -109.1 | - | 0 | 0 | 0 |
| 8 Dec | 5034.50 | 441.1 | -109.1 | - | 0 | 0 | 22 |
| 5 Dec | 5217.50 | 441.1 | -109.1 | - | 0 | -4 | 0 |
| 4 Dec | 5216.50 | 441.1 | -109.1 | - | 6 | -3 | 23 |
| 3 Dec | 5174.50 | 550.2 | 87.85 | - | 0 | 0 | 0 |
| 2 Dec | 5127.00 | 550.2 | 87.85 | - | 0 | 1 | 0 |
| 1 Dec | 5123.00 | 550.2 | 87.85 | 27.01 | 6 | 0 | 25 |
| 28 Nov | 5158.50 | 462.35 | -39.95 | - | 0 | 0 | 0 |
| 27 Nov | 5197.00 | 462.35 | -39.95 | - | 0 | 2 | 0 |
| 26 Nov | 5229.50 | 462.35 | -39.95 | 27.82 | 4 | 1 | 24 |
| 25 Nov | 5164.00 | 548.15 | 165.15 | - | 0 | 4 | 0 |
| 24 Nov | 5231.00 | 548.15 | 165.15 | 34.24 | 6 | 4 | 23 |
| 21 Nov | 5320.50 | 383 | -32.3 | - | 0 | 3 | 0 |
| 20 Nov | 5366.50 | 383 | -32.3 | 31.35 | 7 | 2 | 18 |
| 19 Nov | 5347.50 | 416.4 | -68.6 | 35.63 | 11 | 2 | 16 |
| 18 Nov | 5277.00 | 485 | -24.7 | 35.40 | 1 | 0 | 13 |
| 17 Nov | 5303.00 | 509.7 | 88.7 | 41.25 | 1 | 0 | 12 |
| 14 Nov | 5266.50 | 421 | -14 | - | 0 | 2 | 0 |
| 13 Nov | 5307.50 | 421 | -14 | 28.77 | 2 | 0 | 10 |
| 12 Nov | 5388.00 | 435 | 110 | - | 0 | 0 | 0 |
| 11 Nov | 5283.50 | 435 | 110 | - | 0 | 0 | 0 |
| 4 Nov | 5381.00 | 435 | 110 | - | 0 | 4 | 0 |
| 3 Nov | 5434.00 | 435 | 110 | 40.04 | 5 | 4 | 10 |
For Tata Elxsi Limited - strike price 5700 expiring on 30DEC2025
Delta for 5700 PE is -
Historical price for 5700 PE is as follows
On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 797.55, which was 356.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 797.55, which was 356.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 797.55, which was 356.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 441.1, which was -109.1 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 441.1, which was -109.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 441.1, which was -109.1 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 441.1, which was -109.1 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 23
On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 550.2, which was 87.85 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 550.2, which was 87.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 550.2, which was 87.85 higher than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 25
On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 462.35, which was -39.95 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 462.35, which was -39.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 462.35, which was -39.95 lower than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 24
On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 548.15, which was 165.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 548.15, which was 165.15 higher than the previous day. The implied volatity was 34.24, the open interest changed by 4 which increased total open position to 23
On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 383, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 383, which was -32.3 lower than the previous day. The implied volatity was 31.35, the open interest changed by 2 which increased total open position to 18
On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 416.4, which was -68.6 lower than the previous day. The implied volatity was 35.63, the open interest changed by 2 which increased total open position to 16
On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 485, which was -24.7 lower than the previous day. The implied volatity was 35.40, the open interest changed by 0 which decreased total open position to 13
On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 509.7, which was 88.7 higher than the previous day. The implied volatity was 41.25, the open interest changed by 0 which decreased total open position to 12
On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 421, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 421, which was -14 lower than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 10
On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 435, which was 110 higher than the previous day. The implied volatity was -, 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 435, which was 110 higher than the previous day. The implied volatity was -, 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 435, which was 110 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 3 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 435, which was 110 higher than the previous day. The implied volatity was 40.04, the open interest changed by 4 which increased total open position to 10































































































































































































































