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Historical option data for TATAELXSI

24 Jun 2026 11:04 AM IST
TATAELXSI 30-Jun-2026 (6d) 4150 CE
Delta: 0.3
Vega: 0.02
Theta: -4.09
Gamma: 0.00236
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 4062.20 26.9 -8.1 (-23.14%) 26.93 726 -130 357
23 Jun 4076.10 36.5 -18.5 (-33.64%) 28.79 945 -30 489
22 Jun 4115.30 50.65 2.65 (5.52%) 26.44 1,483 39 519
19 Jun 4065.50 49.5 -38.5 (-43.75%) 28.12 1,477 11 481
18 Jun 4116.00 88 7 (8.64%) 34.19 1,664 -20 470
17 Jun 4094.60 76.5 -19.5 (-20.31%) 31.96 1,781 211 488
16 Jun 4119.00 98.85 16.85 (20.55%) 32.96 799 36 287
15 Jun 4068.20 80.2 -4.2 (-4.98%) 33.85 472 88 251
12 Jun 4064.90 85.95 14.4 (20.13%) 32.26 133 -4 163
11 Jun 4009.10 72.2 -29.1 (-28.73%) 33.27 233 18 167
10 Jun 4092.20 100.2 -58.2 (-36.74%) 31.3 400 95 150
9 Jun 4257.20 154.1 -5.7 (-3.57%) 19.75 47 18 54
8 Jun 4255.40 149.65 -31.65 (-17.46%) 22.09 70 22 37
5 Jun 4301.10 181.3 -28.85 (-13.73%) 21.59 6 0 15
4 Jun 4295.20 211.8 -25.95 (-10.91%) 25.01 13 -2 13
3 Jun 4347.00 236.85 9.1 (4.00%) 19.59 29 8 14
2 Jun 4530.30 227.75 0 (0.00%) - 8 0 6
1 Jun 4302.90 227.75 0 (0.00%) 17.74 8 0 6
29 May 4285.40 227.75 77.5 (51.58%) 17.74 8 -1 4
27 May 4331.20 150.25 0 (0.00%) - 5 0 5
26 May 4335.60 150.25 0 (0.00%) - 5 0 5
25 May 4327.20 150.25 0 (0.00%) 19.94 5 0 5
22 May 4311.10 150.25 -4.8 (-3.10%) 19.94 5 3 5
21 May 4217.70 155.05 0 (0.00%) 19.31 3 0 2
20 May 4175.10 155.05 -122.5 (-44.14%) 19.31 3 1 1
18 May 4154.60 0 -277.55 (-100.00%) - 0 0 0
15 May 4125.60 0 -277.55 (-100.00%) - 0 0 0
14 May 4025.60 0 -277.55 (-100.00%) 0 0 0 0
13 May 4034.20 0 -277.55 (-100.00%) 0 0 0 0
12 May 4082.20 0 -277.55 (-100.00%) 0 0 0 0
11 May 4245.10 0 -277.55 (-100.00%) 0 0 0 0
8 May 4319.60 0 0 - 0 0 0
7 May 4297.40 0 0 - 0 0 0
6 May 4281.30 0 0 - 0 0 0
5 May 4219.40 0 0 - 0 0 0
4 May 4178.70 0 0 - 0 0 0
30 Apr 4129.90 0 0 - 0 0 0
29 Apr 4148.40 0 0 - 0 0 0


For Tata Elxsi Limited - strike price 4150 expiring on 30JUN2026

Delta for 4150 CE is 0.3

Historical price for 4150 CE is as follows

On 24 Jun TATAELXSI was trading at 4062.20. The strike last trading price was 26.9, which was -8.1 lower than the previous day. The implied volatity was 26.93, the open interest changed by -130 which decreased total open position to 357


On 23 Jun TATAELXSI was trading at 4076.10. The strike last trading price was 36.5, which was -18.5 lower than the previous day. The implied volatity was 28.79, the open interest changed by -30 which decreased total open position to 489


On 22 Jun TATAELXSI was trading at 4115.30. The strike last trading price was 50.65, which was 2.65 higher than the previous day. The implied volatity was 26.44, the open interest changed by 39 which increased total open position to 519


On 19 Jun TATAELXSI was trading at 4065.50. The strike last trading price was 49.5, which was -38.5 lower than the previous day. The implied volatity was 28.12, the open interest changed by 11 which increased total open position to 481


On 18 Jun TATAELXSI was trading at 4116.00. The strike last trading price was 88, which was 7 higher than the previous day. The implied volatity was 34.19, the open interest changed by -20 which decreased total open position to 470


On 17 Jun TATAELXSI was trading at 4094.60. The strike last trading price was 76.5, which was -19.5 lower than the previous day. The implied volatity was 31.96, the open interest changed by 211 which increased total open position to 488


On 16 Jun TATAELXSI was trading at 4119.00. The strike last trading price was 98.85, which was 16.85 higher than the previous day. The implied volatity was 32.96, the open interest changed by 36 which increased total open position to 287


On 15 Jun TATAELXSI was trading at 4068.20. The strike last trading price was 80.2, which was -4.2 lower than the previous day. The implied volatity was 33.85, the open interest changed by 88 which increased total open position to 251


On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 85.95, which was 14.4 higher than the previous day. The implied volatity was 32.26, the open interest changed by -4 which decreased total open position to 163


On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 72.2, which was -29.1 lower than the previous day. The implied volatity was 33.27, the open interest changed by 18 which increased total open position to 167


On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 100.2, which was -58.2 lower than the previous day. The implied volatity was 31.3, the open interest changed by 95 which increased total open position to 150


On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 154.1, which was -5.7 lower than the previous day. The implied volatity was 19.75, the open interest changed by 18 which increased total open position to 54


On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 149.65, which was -31.65 lower than the previous day. The implied volatity was 22.09, the open interest changed by 22 which increased total open position to 37


On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 181.3, which was -28.85 lower than the previous day. The implied volatity was 21.59, the open interest changed by 0 which decreased total open position to 15


On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 211.8, which was -25.95 lower than the previous day. The implied volatity was 25.01, the open interest changed by -2 which decreased total open position to 13


On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 236.85, which was 9.1 higher than the previous day. The implied volatity was 19.59, the open interest changed by 8 which increased total open position to 14


On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 227.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 227.75, which was 0 lower than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 6


On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 227.75, which was 77.5 higher than the previous day. The implied volatity was 17.74, the open interest changed by -1 which decreased total open position to 4


On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 150.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 150.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 150.25, which was 0 lower than the previous day. The implied volatity was 19.94, the open interest changed by 0 which decreased total open position to 5


On 22 May TATAELXSI was trading at 4311.10. The strike last trading price was 150.25, which was -4.8 lower than the previous day. The implied volatity was 19.94, the open interest changed by 3 which increased total open position to 5


On 21 May TATAELXSI was trading at 4217.70. The strike last trading price was 155.05, which was 0 lower than the previous day. The implied volatity was 19.31, the open interest changed by 0 which decreased total open position to 2


On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 155.05, which was -122.5 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1 which increased total open position to 1


On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 0, which was -277.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 0, which was -277.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 0, which was -277.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 0, which was -277.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 0, which was -277.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 0, which was -277.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May TATAELXSI was trading at 4319.60. 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 May TATAELXSI was trading at 4297.40. 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 May TATAELXSI was trading at 4281.30. 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 5 May TATAELXSI was trading at 4219.40. 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 4 May TATAELXSI was trading at 4178.70. 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 30 Apr TATAELXSI was trading at 4129.90. 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 29 Apr TATAELXSI was trading at 4148.40. 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


TATAELXSI 30-Jun-2026 (6d) 4150 PE
Delta: -0.66
Vega: 0.02
Theta: -4.66
Gamma: 0.00202
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 4062.20 120.2 -3.6 (-2.91%) 33.28 10 0 129
23 Jun 4076.10 127.25 27.15 (27.12%) 36.84 280 -19 130
22 Jun 4115.30 104.6 -43.05 (-29.16%) 35.5 320 -17 149
19 Jun 4065.50 145.55 43.1 (42.07%) 36.2 156 -14 166
18 Jun 4116.00 108.6 -17.45 (-13.84%) 29.95 579 14 181
17 Jun 4094.60 130.5 8.85 (7.27%) 32.46 323 16 171
16 Jun 4119.00 120.95 -35.15 (-22.52%) 34.31 80 44 153
15 Jun 4068.20 156.9 4.35 (2.85%) 34.04 72 4 109
12 Jun 4064.90 152.25 -62 (-28.94%) 31.56 28 -6 96
11 Jun 4009.10 218.8 55.95 (34.36%) 36.99 19 -5 103
10 Jun 4092.20 166 57.2 (52.57%) 36.21 247 6 108
9 Jun 4257.20 111.6 -9.8 (-8.07%) 40.55 57 -2 102
8 Jun 4255.40 131.35 29.1 (28.46%) 42.96 35 16 104
5 Jun 4301.10 102.25 -3.45 (-3.26%) 38.3 58 8 88
4 Jun 4295.20 100.95 -9.7 (-8.77%) 38.2 46 -2 77
3 Jun 4347.00 111.85 72.9 (187.16%) 43.13 429 16 81
2 Jun 4530.30 38.9 -53.4 (-57.85%) 35.29 188 21 66
1 Jun 4302.90 95.6 0 (0.00%) 34.83 61 13 43
29 May 4285.40 93.55 -5.3 (-5.36%) 31.03 25 17 29
27 May 4331.20 98.85 -16.65 (-14.42%) 34.87 5 3 11
26 May 4335.60 115.5 -20.1 (-14.82%) 38.75 2 1 7
25 May 4327.20 137.5 137.5 (-1.38%) 42.17 46 0 5
22 May 4311.10 135.1 -119.5 (-46.94%) 39.26 46 6 6
21 May 4217.70 0 0 - 0 0 0
20 May 4175.10 0 0 - 0 0 0
18 May 4154.60 0 -254.6 (-100.00%) - 0 0 0
15 May 4125.60 0 -254.6 (-100.00%) - 0 0 0
14 May 4025.60 0 -254.6 (-100.00%) 0 0 0 0
13 May 4034.20 0 -254.6 (-100.00%) 0 0 0 0
12 May 4082.20 0 -254.6 (-100.00%) 0 0 0 0
11 May 4245.10 0 -254.6 (-100.00%) 0 0 0 0
8 May 4319.60 0 0 - 0 0 0
7 May 4297.40 0 0 - 0 0 0
6 May 4281.30 0 0 - 0 0 0
5 May 4219.40 0 0 - 0 0 0
4 May 4178.70 0 0 - 0 0 0
30 Apr 4129.90 0 0 - 0 0 0
29 Apr 4148.40 0 0 - 0 0 0


For Tata Elxsi Limited - strike price 4150 expiring on 30JUN2026

Delta for 4150 PE is -0.66

Historical price for 4150 PE is as follows

On 24 Jun TATAELXSI was trading at 4062.20. The strike last trading price was 120.2, which was -3.6 lower than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 129


On 23 Jun TATAELXSI was trading at 4076.10. The strike last trading price was 127.25, which was 27.15 higher than the previous day. The implied volatity was 36.84, the open interest changed by -19 which decreased total open position to 130


On 22 Jun TATAELXSI was trading at 4115.30. The strike last trading price was 104.6, which was -43.05 lower than the previous day. The implied volatity was 35.5, the open interest changed by -17 which decreased total open position to 149


On 19 Jun TATAELXSI was trading at 4065.50. The strike last trading price was 145.55, which was 43.1 higher than the previous day. The implied volatity was 36.2, the open interest changed by -14 which decreased total open position to 166


On 18 Jun TATAELXSI was trading at 4116.00. The strike last trading price was 108.6, which was -17.45 lower than the previous day. The implied volatity was 29.95, the open interest changed by 14 which increased total open position to 181


On 17 Jun TATAELXSI was trading at 4094.60. The strike last trading price was 130.5, which was 8.85 higher than the previous day. The implied volatity was 32.46, the open interest changed by 16 which increased total open position to 171


On 16 Jun TATAELXSI was trading at 4119.00. The strike last trading price was 120.95, which was -35.15 lower than the previous day. The implied volatity was 34.31, the open interest changed by 44 which increased total open position to 153


On 15 Jun TATAELXSI was trading at 4068.20. The strike last trading price was 156.9, which was 4.35 higher than the previous day. The implied volatity was 34.04, the open interest changed by 4 which increased total open position to 109


On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 152.25, which was -62 lower than the previous day. The implied volatity was 31.56, the open interest changed by -6 which decreased total open position to 96


On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 218.8, which was 55.95 higher than the previous day. The implied volatity was 36.99, the open interest changed by -5 which decreased total open position to 103


On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 166, which was 57.2 higher than the previous day. The implied volatity was 36.21, the open interest changed by 6 which increased total open position to 108


On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 111.6, which was -9.8 lower than the previous day. The implied volatity was 40.55, the open interest changed by -2 which decreased total open position to 102


On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 131.35, which was 29.1 higher than the previous day. The implied volatity was 42.96, the open interest changed by 16 which increased total open position to 104


On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 102.25, which was -3.45 lower than the previous day. The implied volatity was 38.3, the open interest changed by 8 which increased total open position to 88


On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 100.95, which was -9.7 lower than the previous day. The implied volatity was 38.2, the open interest changed by -2 which decreased total open position to 77


On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 111.85, which was 72.9 higher than the previous day. The implied volatity was 43.13, the open interest changed by 16 which increased total open position to 81


On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 38.9, which was -53.4 lower than the previous day. The implied volatity was 35.29, the open interest changed by 21 which increased total open position to 66


On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 95.6, which was 0 lower than the previous day. The implied volatity was 34.83, the open interest changed by 13 which increased total open position to 43


On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 93.55, which was -5.3 lower than the previous day. The implied volatity was 31.03, the open interest changed by 17 which increased total open position to 29


On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 98.85, which was -16.65 lower than the previous day. The implied volatity was 34.87, the open interest changed by 3 which increased total open position to 11


On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 115.5, which was -20.1 lower than the previous day. The implied volatity was 38.75, the open interest changed by 1 which increased total open position to 7


On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 137.5, which was 137.5 higher than the previous day. The implied volatity was 42.17, the open interest changed by 0 which decreased total open position to 5


On 22 May TATAELXSI was trading at 4311.10. The strike last trading price was 135.1, which was -119.5 lower than the previous day. The implied volatity was 39.26, the open interest changed by 6 which increased total open position to 6


On 21 May TATAELXSI was trading at 4217.70. 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 20 May TATAELXSI was trading at 4175.10. 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 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 0, which was -254.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 0, which was -254.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 0, which was -254.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 0, which was -254.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 0, which was -254.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 0, which was -254.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May TATAELXSI was trading at 4319.60. 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 May TATAELXSI was trading at 4297.40. 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 May TATAELXSI was trading at 4281.30. 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 5 May TATAELXSI was trading at 4219.40. 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 4 May TATAELXSI was trading at 4178.70. 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 30 Apr TATAELXSI was trading at 4129.90. 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 29 Apr TATAELXSI was trading at 4148.40. 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