[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
5030.5 +14.00 (0.28%)
L: 4988.5 H: 5040

Back to Option Chain


Historical option data for TATAELXSI

12 Dec 2025 04:12 PM IST
TATAELXSI 30-DEC-2025 5800 CE
Delta: 0.03
Vega: 0.69
Theta: -0.64
Gamma: 0.00
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
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: -
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