TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
12 Dec 2025 04:12 PM IST
| TATAELXSI 30-DEC-2025 5800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.69
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5030.50 | 3.5 | -1.85 | 31.48 | 87 | 14 | 1,039 | |||||||||
| 11 Dec | 5016.50 | 5.2 | 1 | 33.50 | 394 | -62 | 1,024 | |||||||||
| 10 Dec | 4863.00 | 4.2 | -0.85 | 37.00 | 290 | 36 | 1,086 | |||||||||
| 9 Dec | 4979.50 | 4.65 | 0.2 | 32.54 | 284 | -24 | 1,051 | |||||||||
| 8 Dec | 5034.50 | 4.65 | -2.75 | 29.81 | 468 | 99 | 1,074 | |||||||||
| 5 Dec | 5217.50 | 7.05 | -2.2 | 23.12 | 351 | 50 | 967 | |||||||||
| 4 Dec | 5216.50 | 9.2 | 0.3 | 23.97 | 474 | 109 | 918 | |||||||||
| 3 Dec | 5174.50 | 8.5 | 0.9 | 24.64 | 1,160 | 3 | 811 | |||||||||
| 2 Dec | 5127.00 | 7.75 | 0.3 | 25.21 | 277 | 50 | 807 | |||||||||
| 1 Dec | 5123.00 | 7.45 | -2.5 | 24.68 | 250 | 37 | 759 | |||||||||
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| 28 Nov | 5158.50 | 10.8 | -6.45 | 24.18 | 439 | 25 | 754 | |||||||||
| 27 Nov | 5197.00 | 16.7 | -7.6 | 25.06 | 324 | -17 | 730 | |||||||||
| 26 Nov | 5229.50 | 24.8 | 4 | 25.87 | 423 | 98 | 750 | |||||||||
| 25 Nov | 5164.00 | 21 | -10.05 | 26.71 | 566 | 24 | 654 | |||||||||
| 24 Nov | 5231.00 | 24.5 | -12.75 | 27.49 | 965 | 210 | 613 | |||||||||
| 21 Nov | 5320.50 | 37.75 | -8.05 | 23.23 | 153 | 36 | 402 | |||||||||
| 20 Nov | 5366.50 | 45.9 | -2.7 | 22.98 | 152 | 44 | 364 | |||||||||
| 19 Nov | 5347.50 | 51.15 | 18.9 | 23.85 | 296 | 108 | 320 | |||||||||
| 18 Nov | 5277.00 | 32.05 | -9 | 23.61 | 60 | 32 | 206 | |||||||||
| 17 Nov | 5303.00 | 40.05 | -3.35 | 23.75 | 170 | 97 | 174 | |||||||||
| 14 Nov | 5266.50 | 44 | -6.25 | 24.82 | 62 | 36 | 78 | |||||||||
| 13 Nov | 5307.50 | 50.6 | -18.3 | 24.33 | 33 | 4 | 39 | |||||||||
| 12 Nov | 5388.00 | 66.7 | 19.6 | 23.46 | 55 | 29 | 35 | |||||||||
| 11 Nov | 5283.50 | 47.1 | -87 | 23.44 | 8 | 4 | 5 | |||||||||
| 4 Nov | 5381.00 | 134.1 | -60.25 | - | 0 | 1 | 0 | |||||||||
| 20 Oct | 5397.50 | 194.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 5369.50 | 194.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 5367.50 | 194.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 5573.00 | 194.35 | 0 | 1.03 | 0 | 0 | 0 | |||||||||
| 8 Oct | 5460.00 | 194.35 | 0 | 1.96 | 0 | 0 | 0 | |||||||||
| 7 Oct | 5389.50 | 194.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 5394.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 5355.50 | 0 | 0 | 2.95 | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5800 expiring on 30DEC2025
Delta for 5800 CE is 0.03
Historical price for 5800 CE is as follows
On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 3.5, which was -1.85 lower than the previous day. The implied volatity was 31.48, the open interest changed by 14 which increased total open position to 1039
On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 5.2, which was 1 higher than the previous day. The implied volatity was 33.50, the open interest changed by -62 which decreased total open position to 1024
On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 4.2, which was -0.85 lower than the previous day. The implied volatity was 37.00, the open interest changed by 36 which increased total open position to 1086
On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 4.65, which was 0.2 higher than the previous day. The implied volatity was 32.54, the open interest changed by -24 which decreased total open position to 1051
On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 4.65, which was -2.75 lower than the previous day. The implied volatity was 29.81, the open interest changed by 99 which increased total open position to 1074
On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 7.05, which was -2.2 lower than the previous day. The implied volatity was 23.12, the open interest changed by 50 which increased total open position to 967
On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 9.2, which was 0.3 higher than the previous day. The implied volatity was 23.97, the open interest changed by 109 which increased total open position to 918
On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 8.5, which was 0.9 higher than the previous day. The implied volatity was 24.64, the open interest changed by 3 which increased total open position to 811
On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 7.75, which was 0.3 higher than the previous day. The implied volatity was 25.21, the open interest changed by 50 which increased total open position to 807
On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 7.45, which was -2.5 lower than the previous day. The implied volatity was 24.68, the open interest changed by 37 which increased total open position to 759
On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 10.8, which was -6.45 lower than the previous day. The implied volatity was 24.18, the open interest changed by 25 which increased total open position to 754
On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 16.7, which was -7.6 lower than the previous day. The implied volatity was 25.06, the open interest changed by -17 which decreased total open position to 730
On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 24.8, which was 4 higher than the previous day. The implied volatity was 25.87, the open interest changed by 98 which increased total open position to 750
On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 21, which was -10.05 lower than the previous day. The implied volatity was 26.71, the open interest changed by 24 which increased total open position to 654
On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 24.5, which was -12.75 lower than the previous day. The implied volatity was 27.49, the open interest changed by 210 which increased total open position to 613
On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 37.75, which was -8.05 lower than the previous day. The implied volatity was 23.23, the open interest changed by 36 which increased total open position to 402
On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 45.9, which was -2.7 lower than the previous day. The implied volatity was 22.98, the open interest changed by 44 which increased total open position to 364
On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 51.15, which was 18.9 higher than the previous day. The implied volatity was 23.85, the open interest changed by 108 which increased total open position to 320
On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 32.05, which was -9 lower than the previous day. The implied volatity was 23.61, the open interest changed by 32 which increased total open position to 206
On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 40.05, which was -3.35 lower than the previous day. The implied volatity was 23.75, the open interest changed by 97 which increased total open position to 174
On 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 44, which was -6.25 lower than the previous day. The implied volatity was 24.82, the open interest changed by 36 which increased total open position to 78
On 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 50.6, which was -18.3 lower than the previous day. The implied volatity was 24.33, the open interest changed by 4 which increased total open position to 39
On 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 66.7, which was 19.6 higher than the previous day. The implied volatity was 23.46, the open interest changed by 29 which increased total open position to 35
On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 47.1, which was -87 lower than the previous day. The implied volatity was 23.44, the open interest changed by 4 which increased total open position to 5
On 4 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 134.1, which was -60.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Oct TATAELXSI was trading at 5397.50. The strike last trading price was 194.35, 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
On 17 Oct TATAELXSI was trading at 5369.50. The strike last trading price was 194.35, 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
On 15 Oct TATAELXSI was trading at 5367.50. The strike last trading price was 194.35, 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
On 9 Oct TATAELXSI was trading at 5573.00. The strike last trading price was 194.35, which was 0 lower than the previous day. The implied volatity was 1.03, 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 194.35, 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
On 7 Oct TATAELXSI was trading at 5389.50. The strike last trading price was 194.35, 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
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 2.95, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 30DEC2025 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5030.50 | 757 | 218.95 | - | 0 | 0 | 16 |
| 11 Dec | 5016.50 | 757 | 218.95 | - | 0 | 0 | 16 |
| 10 Dec | 4863.00 | 757 | 218.95 | - | 0 | 0 | 16 |
| 9 Dec | 4979.50 | 757 | 218.95 | - | 0 | 1 | 0 |
| 8 Dec | 5034.50 | 757 | 218.95 | 39.16 | 2 | 0 | 15 |
| 5 Dec | 5217.50 | 538.05 | -106.95 | - | 0 | -1 | 0 |
| 4 Dec | 5216.50 | 538.05 | -106.95 | 19.33 | 8 | -1 | 15 |
| 3 Dec | 5174.50 | 645 | 50.7 | - | 0 | 0 | 0 |
| 2 Dec | 5127.00 | 645 | 50.7 | - | 0 | 2 | 0 |
| 1 Dec | 5123.00 | 645 | 50.7 | 28.47 | 2 | 0 | 14 |
| 28 Nov | 5158.50 | 594.3 | 114.3 | - | 0 | 0 | 0 |
| 27 Nov | 5197.00 | 594.3 | 114.3 | - | 0 | 0 | 0 |
| 26 Nov | 5229.50 | 594.3 | 114.3 | - | 0 | 2 | 0 |
| 25 Nov | 5164.00 | 594.3 | 114.3 | 23.95 | 2 | 1 | 13 |
| 24 Nov | 5231.00 | 480 | -21.75 | - | 3 | 1 | 10 |
| 21 Nov | 5320.50 | 501.75 | 16.75 | 32.81 | 4 | 2 | 9 |
| 20 Nov | 5366.50 | 485 | -5 | 36.27 | 1 | 0 | 6 |
| 19 Nov | 5347.50 | 490 | -78 | 36.25 | 1 | 0 | 5 |
| 18 Nov | 5277.00 | 568 | 99.5 | - | 0 | 2 | 0 |
| 17 Nov | 5303.00 | 568 | 99.5 | 40.25 | 2 | 0 | 3 |
| 14 Nov | 5266.50 | 468.5 | -71.5 | - | 0 | 0 | 0 |
| 13 Nov | 5307.50 | 468.5 | -71.5 | - | 0 | 0 | 0 |
| 12 Nov | 5388.00 | 468.5 | -71.5 | 34.42 | 6 | 3 | 6 |
| 11 Nov | 5283.50 | 540 | -139.5 | - | 0 | 0 | 0 |
| 4 Nov | 5381.00 | 540 | -139.5 | 40.60 | 3 | 0 | 0 |
| 20 Oct | 5397.50 | 679.5 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 5369.50 | 679.5 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 5367.50 | 679.5 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 5573.00 | 679.5 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 5460.00 | 679.5 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 5389.50 | 0 | 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 5800 expiring on 30DEC2025
Delta for 5800 PE is -
Historical price for 5800 PE is as follows
On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 757, which was 218.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 757, which was 218.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 757, which was 218.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 757, which was 218.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 757, which was 218.95 higher than the previous day. The implied volatity was 39.16, the open interest changed by 0 which decreased total open position to 15
On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 538.05, which was -106.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 538.05, which was -106.95 lower than the previous day. The implied volatity was 19.33, the open interest changed by -1 which decreased total open position to 15
On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 645, which was 50.7 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 645, which was 50.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 645, which was 50.7 higher than the previous day. The implied volatity was 28.47, the open interest changed by 0 which decreased total open position to 14
On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 594.3, which was 114.3 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 594.3, which was 114.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 594.3, which was 114.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 594.3, which was 114.3 higher than the previous day. The implied volatity was 23.95, the open interest changed by 1 which increased total open position to 13
On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 480, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 501.75, which was 16.75 higher than the previous day. The implied volatity was 32.81, the open interest changed by 2 which increased total open position to 9
On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 485, which was -5 lower than the previous day. The implied volatity was 36.27, the open interest changed by 0 which decreased total open position to 6
On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 490, which was -78 lower than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 5
On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 568, which was 99.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 568, which was 99.5 higher than the previous day. The implied volatity was 40.25, 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 468.5, which was -71.5 lower than the previous day. The implied volatity was -, 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 468.5, which was -71.5 lower than the previous day. The implied volatity was -, 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 468.5, which was -71.5 lower than the previous day. The implied volatity was 34.42, the open interest changed by 3 which increased total open position to 6
On 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 540, which was -139.5 lower 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 540, which was -139.5 lower than the previous day. The implied volatity was 40.60, 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 679.5, 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 679.5, 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 679.5, 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 679.5, 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 679.5, 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 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 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































































































































































































































