[--[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 5700 CE
Delta: 0.04
Vega: 1.02
Theta: -0.93
Gamma: 0.00
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
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: -
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