[--[65.84.65.76]--]

TATAELXSI

Tata Elxsi Limited
4968.5 -29.50 (-0.59%)
L: 4950.5 H: 5052.5

Back to Option Chain


Historical option data for TATAELXSI

17 Dec 2025 04:12 PM IST
TATAELXSI 30-DEC-2025 6000 CE
Delta: 0.01
Vega: 0.28
Theta: -0.47
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 4968.50 1.5 -0.95 42.54 4 -1 254
16 Dec 4998.00 2.45 0.85 42.68 6 -5 256
15 Dec 5048.50 1.6 -0.2 36.68 4 -1 261
12 Dec 5030.50 1.8 -1.25 34.38 8 -1 263
11 Dec 5016.50 3.05 0.55 36.73 22 -7 265
10 Dec 4863.00 2.5 -0.45 39.92 56 -4 274
9 Dec 4979.50 2.95 0.25 35.74 75 -13 281
8 Dec 5034.50 2.55 -0.45 32.60 104 18 293
5 Dec 5217.50 3 -1 25.22 35 -6 273
4 Dec 5216.50 3.95 0 25.83 33 -10 281
3 Dec 5174.50 3.85 0.65 26.56 212 23 291
2 Dec 5127.00 3.2 -0.2 26.59 31 19 269
1 Dec 5123.00 3.4 -0.8 26.47 18 -1 250
28 Nov 5158.50 4.15 -4 24.99 254 93 251
27 Nov 5197.00 8.45 -3.4 26.79 130 43 158
26 Nov 5229.50 13.3 -22.7 27.64 258 106 109
25 Nov 5164.00 36 -34 37.70 2 1 2
24 Nov 5231.00 70 -75.75 46.10 1 0 0
21 Nov 5320.50 145.75 0 8.06 0 0 0
20 Nov 5366.50 145.75 0 7.45 0 0 0
19 Nov 5347.50 145.75 0 7.59 0 0 0
18 Nov 5277.00 145.75 0 8.54 0 0 0
17 Nov 5303.00 145.75 0 8.05 0 0 0
20 Oct 5397.50 145.75 0 4.75 0 0 0
17 Oct 5369.50 145.75 0 4.91 0 0 0
15 Oct 5367.50 145.75 0 - 0 0 0
9 Oct 5573.00 145.75 0 2.73 0 0 0
8 Oct 5460.00 145.75 0 3.67 0 0 0
7 Oct 5389.50 145.75 0 - 0 0 0
6 Oct 5394.00 0 0 - 0 0 0
3 Oct 5355.50 0 0 4.58 0 0 0


For Tata Elxsi Limited - strike price 6000 expiring on 30DEC2025

Delta for 6000 CE is 0.01

Historical price for 6000 CE is as follows

On 17 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 1.5, which was -0.95 lower than the previous day. The implied volatity was 42.54, the open interest changed by -1 which decreased total open position to 254


On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 2.45, which was 0.85 higher than the previous day. The implied volatity was 42.68, the open interest changed by -5 which decreased total open position to 256


On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 36.68, the open interest changed by -1 which decreased total open position to 261


On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 1.8, which was -1.25 lower than the previous day. The implied volatity was 34.38, the open interest changed by -1 which decreased total open position to 263


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 36.73, the open interest changed by -7 which decreased total open position to 265


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 39.92, the open interest changed by -4 which decreased total open position to 274


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 35.74, the open interest changed by -13 which decreased total open position to 281


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 32.60, the open interest changed by 18 which increased total open position to 293


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 25.22, the open interest changed by -6 which decreased total open position to 273


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 25.83, the open interest changed by -10 which decreased total open position to 281


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 3.85, which was 0.65 higher than the previous day. The implied volatity was 26.56, the open interest changed by 23 which increased total open position to 291


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 3.2, which was -0.2 lower than the previous day. The implied volatity was 26.59, the open interest changed by 19 which increased total open position to 269


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 3.4, which was -0.8 lower than the previous day. The implied volatity was 26.47, the open interest changed by -1 which decreased total open position to 250


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 4.15, which was -4 lower than the previous day. The implied volatity was 24.99, the open interest changed by 93 which increased total open position to 251


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 8.45, which was -3.4 lower than the previous day. The implied volatity was 26.79, the open interest changed by 43 which increased total open position to 158


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 13.3, which was -22.7 lower than the previous day. The implied volatity was 27.64, the open interest changed by 106 which increased total open position to 109


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 36, which was -34 lower than the previous day. The implied volatity was 37.70, the open interest changed by 1 which increased total open position to 2


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 70, which was -75.75 lower than the previous day. The implied volatity was 46.10, 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 145.75, which was 0 lower than the previous day. The implied volatity was 8.06, 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 145.75, which was 0 lower than the previous day. The implied volatity was 7.45, 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 145.75, which was 0 lower than the previous day. The implied volatity was 7.59, 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 145.75, which was 0 lower than the previous day. The implied volatity was 8.54, 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 145.75, which was 0 lower than the previous day. The implied volatity was 8.05, 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 145.75, which was 0 lower than the previous day. The implied volatity was 4.75, 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 145.75, which was 0 lower than the previous day. The implied volatity was 4.91, 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 145.75, 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 145.75, which was 0 lower than the previous day. The implied volatity was 2.73, 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 145.75, which was 0 lower than the previous day. The implied volatity was 3.67, 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 145.75, 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 4.58, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 30DEC2025 6000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 4968.50 951.55 -5.9 - 0 0 136
16 Dec 4998.00 951.55 -5.9 - 0 0 136
15 Dec 5048.50 951.55 -5.9 59.38 1 0 136
12 Dec 5030.50 957.45 -13.7 - 0 0 136
11 Dec 5016.50 957.45 -13.7 - 3 0 136
10 Dec 4863.00 971.15 -24.8 - 3 0 136
9 Dec 4979.50 995.95 270.45 36.67 21 20 135
8 Dec 5034.50 725.5 -126.5 - 0 0 115
5 Dec 5217.50 725.5 -126.5 - 3 -1 116
4 Dec 5216.50 852 45.1 - 0 0 0
3 Dec 5174.50 852 45.1 - 0 0 0
2 Dec 5127.00 852 45.1 - 0 20 0
1 Dec 5123.00 852 45.1 38.56 24 19 116
28 Nov 5158.50 810 33.8 - 0 0 0
27 Nov 5197.00 810 33.8 - 0 0 0
26 Nov 5229.50 810 33.8 - 0 44 0
25 Nov 5164.00 810 33.8 36.22 44 32 85
24 Nov 5231.00 789.95 91.95 27.73 13 11 51
21 Nov 5320.50 698 78 42.06 26 24 38
20 Nov 5366.50 620 -50 32.84 3 1 12
19 Nov 5347.50 670 -45.15 41.18 7 6 10
18 Nov 5277.00 715.15 6.15 33.65 2 1 5
17 Nov 5303.00 709 -118.9 37.95 4 2 2
20 Oct 5397.50 0 0 - 0 0 0
17 Oct 5369.50 0 0 - 0 0 0
15 Oct 5367.50 0 0 - 0 0 0
9 Oct 5573.00 0 0 - 0 0 0
8 Oct 5460.00 0 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 6000 expiring on 30DEC2025

Delta for 6000 PE is -

Historical price for 6000 PE is as follows

On 17 Dec TATAELXSI was trading at 4968.50. The strike last trading price was 951.55, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136


On 16 Dec TATAELXSI was trading at 4998.00. The strike last trading price was 951.55, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136


On 15 Dec TATAELXSI was trading at 5048.50. The strike last trading price was 951.55, which was -5.9 lower than the previous day. The implied volatity was 59.38, the open interest changed by 0 which decreased total open position to 136


On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 957.45, which was -13.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 957.45, which was -13.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 971.15, which was -24.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 995.95, which was 270.45 higher than the previous day. The implied volatity was 36.67, the open interest changed by 20 which increased total open position to 135


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 725.5, which was -126.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 725.5, which was -126.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 116


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 852, which was 45.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 852, which was 45.1 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 852, which was 45.1 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 852, which was 45.1 higher than the previous day. The implied volatity was 38.56, the open interest changed by 19 which increased total open position to 116


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 810, which was 33.8 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 810, which was 33.8 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 810, which was 33.8 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 0


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 810, which was 33.8 higher than the previous day. The implied volatity was 36.22, the open interest changed by 32 which increased total open position to 85


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 789.95, which was 91.95 higher than the previous day. The implied volatity was 27.73, the open interest changed by 11 which increased total open position to 51


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 698, which was 78 higher than the previous day. The implied volatity was 42.06, the open interest changed by 24 which increased total open position to 38


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 620, which was -50 lower than the previous day. The implied volatity was 32.84, the open interest changed by 1 which increased total open position to 12


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 670, which was -45.15 lower than the previous day. The implied volatity was 41.18, the open interest changed by 6 which increased total open position to 10


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 715.15, which was 6.15 higher than the previous day. The implied volatity was 33.65, the open interest changed by 1 which increased total open position to 5


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 709, which was -118.9 lower than the previous day. The implied volatity was 37.95, the open interest changed by 2 which increased total open position to 2


On 20 Oct TATAELXSI was trading at 5397.50. 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 17 Oct TATAELXSI was trading at 5369.50. 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 15 Oct TATAELXSI was trading at 5367.50. 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 9 Oct TATAELXSI was trading at 5573.00. 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 8 Oct TATAELXSI was trading at 5460.00. 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 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