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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 5100 CE
Delta: 0.43
Vega: 4.39
Theta: -3.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 69.6 -4.95 19.98 876 8 1,459
11 Dec 5016.50 71.55 37.2 21.82 1,731 -85 1,451
10 Dec 4863.00 34.15 -38.6 23.42 1,784 172 1,541
9 Dec 4979.50 71.25 -20.2 23.62 1,235 294 1,368
8 Dec 5034.50 89.3 -108.55 22.17 2,156 949 1,073
5 Dec 5217.50 200.7 -9.65 20.18 102 -14 124
4 Dec 5216.50 211.25 20.85 21.95 166 -1 137
3 Dec 5174.50 190.85 29.25 23.18 1,401 -30 138
2 Dec 5127.00 160.55 -4.4 22.07 437 9 164
1 Dec 5123.00 166 -17.9 22.99 214 56 151
28 Nov 5158.50 182.35 -39.65 20.85 156 53 97
27 Nov 5197.00 223 -33.45 23.55 43 11 43
26 Nov 5229.50 262.45 45.05 25.17 107 12 33
25 Nov 5164.00 217.85 -38.4 24.58 28 12 19
24 Nov 5231.00 248.85 -70.25 29.32 4 3 6
21 Nov 5320.50 319.1 -300 20.83 4 2 2
20 Nov 5366.50 619.1 0 - 0 0 0
19 Nov 5347.50 619.1 0 - 0 0 0
18 Nov 5277.00 619.1 0 - 0 0 0
17 Nov 5303.00 619.1 0 - 0 0 0
14 Nov 5266.50 619.1 0 - 0 0 0
13 Nov 5307.50 619.1 0 - 0 0 0
12 Nov 5388.00 619.1 0 - 0 0 0
11 Nov 5283.50 619.1 0 - 0 0 0
10 Nov 5207.00 619.1 0 - 0 0 0
7 Nov 5180.00 619.1 0 - 0 0 0
6 Nov 5242.50 619.1 0 - 0 0 0
4 Nov 5381.00 619.1 0 - 0 0 0
3 Nov 5434.00 619.1 0 - 0 0 0
31 Oct 5454.50 619.1 0 - 0 0 0


For Tata Elxsi Limited - strike price 5100 expiring on 30DEC2025

Delta for 5100 CE is 0.43

Historical price for 5100 CE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 69.6, which was -4.95 lower than the previous day. The implied volatity was 19.98, the open interest changed by 8 which increased total open position to 1459


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 71.55, which was 37.2 higher than the previous day. The implied volatity was 21.82, the open interest changed by -85 which decreased total open position to 1451


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 34.15, which was -38.6 lower than the previous day. The implied volatity was 23.42, the open interest changed by 172 which increased total open position to 1541


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 71.25, which was -20.2 lower than the previous day. The implied volatity was 23.62, the open interest changed by 294 which increased total open position to 1368


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 89.3, which was -108.55 lower than the previous day. The implied volatity was 22.17, the open interest changed by 949 which increased total open position to 1073


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 200.7, which was -9.65 lower than the previous day. The implied volatity was 20.18, the open interest changed by -14 which decreased total open position to 124


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 211.25, which was 20.85 higher than the previous day. The implied volatity was 21.95, the open interest changed by -1 which decreased total open position to 137


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 190.85, which was 29.25 higher than the previous day. The implied volatity was 23.18, the open interest changed by -30 which decreased total open position to 138


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 160.55, which was -4.4 lower than the previous day. The implied volatity was 22.07, the open interest changed by 9 which increased total open position to 164


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 166, which was -17.9 lower than the previous day. The implied volatity was 22.99, the open interest changed by 56 which increased total open position to 151


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 182.35, which was -39.65 lower than the previous day. The implied volatity was 20.85, the open interest changed by 53 which increased total open position to 97


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 223, which was -33.45 lower than the previous day. The implied volatity was 23.55, the open interest changed by 11 which increased total open position to 43


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 262.45, which was 45.05 higher than the previous day. The implied volatity was 25.17, the open interest changed by 12 which increased total open position to 33


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 217.85, which was -38.4 lower than the previous day. The implied volatity was 24.58, the open interest changed by 12 which increased total open position to 19


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 248.85, which was -70.25 lower than the previous day. The implied volatity was 29.32, the open interest changed by 3 which increased total open position to 6


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 319.1, which was -300 lower than the previous day. The implied volatity was 20.83, the open interest changed by 2 which increased total open position to 2


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 619.1, 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 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 619.1, 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 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 619.1, 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 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 619.1, 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 14 Nov TATAELXSI was trading at 5266.50. The strike last trading price was 619.1, 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 13 Nov TATAELXSI was trading at 5307.50. The strike last trading price was 619.1, 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 12 Nov TATAELXSI was trading at 5388.00. The strike last trading price was 619.1, 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 11 Nov TATAELXSI was trading at 5283.50. The strike last trading price was 619.1, 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 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 619.1, 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 Nov TATAELXSI was trading at 5180.00. The strike last trading price was 619.1, 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 Nov TATAELXSI was trading at 5242.50. The strike last trading price was 619.1, 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 Nov TATAELXSI was trading at 5381.00. The strike last trading price was 619.1, 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 Nov TATAELXSI was trading at 5434.00. The strike last trading price was 619.1, 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 31 Oct TATAELXSI was trading at 5454.50. The strike last trading price was 619.1, 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 30DEC2025 5100 PE
Delta: -0.56
Vega: 4.41
Theta: -1.82
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5030.50 119 -14 21.45 117 -1 332
11 Dec 5016.50 137.75 -114.7 22.42 151 -23 334
10 Dec 4863.00 255.7 86.6 26.36 100 5 360
9 Dec 4979.50 170.95 42.7 24.93 124 -24 358
8 Dec 5034.50 132.95 80.95 22.24 1,108 -20 382
5 Dec 5217.50 54.35 -4.5 21.36 349 8 401
4 Dec 5216.50 58 -17.5 21.74 464 19 393
3 Dec 5174.50 74.2 -21.25 21.83 1,205 8 370
2 Dec 5127.00 96.85 -7.2 20.93 323 13 357
1 Dec 5123.00 105 15.45 23.50 412 25 343
28 Nov 5158.50 93.25 2.7 22.84 410 78 319
27 Nov 5197.00 90.9 2.3 24.30 202 38 238
26 Nov 5229.50 86 -32.4 25.49 195 57 201
25 Nov 5164.00 120 18.9 27.02 298 56 146
24 Nov 5231.00 136 60.85 29.20 85 41 87
21 Nov 5320.50 75.15 -1.8 27.33 16 7 44
20 Nov 5366.50 76.95 -1.3 29.14 32 17 38
19 Nov 5347.50 77.1 -26 28.66 27 8 18
18 Nov 5277.00 102 -18.6 27.54 10 8 8
17 Nov 5303.00 120.6 0 3.80 0 0 0
14 Nov 5266.50 120.6 0 3.29 0 0 0
13 Nov 5307.50 120.6 0 3.59 0 0 0
12 Nov 5388.00 120.6 0 4.71 0 0 0
11 Nov 5283.50 120.6 0 3.43 0 0 0
10 Nov 5207.00 120.6 0 2.45 0 0 0
7 Nov 5180.00 120.6 0 2.03 0 0 0
6 Nov 5242.50 120.6 0 2.67 0 0 0
4 Nov 5381.00 120.6 0 4.32 0 0 0
3 Nov 5434.00 120.6 0 5.03 0 0 0
31 Oct 5454.50 120.6 0 - 0 0 0


For Tata Elxsi Limited - strike price 5100 expiring on 30DEC2025

Delta for 5100 PE is -0.56

Historical price for 5100 PE is as follows

On 12 Dec TATAELXSI was trading at 5030.50. The strike last trading price was 119, which was -14 lower than the previous day. The implied volatity was 21.45, the open interest changed by -1 which decreased total open position to 332


On 11 Dec TATAELXSI was trading at 5016.50. The strike last trading price was 137.75, which was -114.7 lower than the previous day. The implied volatity was 22.42, the open interest changed by -23 which decreased total open position to 334


On 10 Dec TATAELXSI was trading at 4863.00. The strike last trading price was 255.7, which was 86.6 higher than the previous day. The implied volatity was 26.36, the open interest changed by 5 which increased total open position to 360


On 9 Dec TATAELXSI was trading at 4979.50. The strike last trading price was 170.95, which was 42.7 higher than the previous day. The implied volatity was 24.93, the open interest changed by -24 which decreased total open position to 358


On 8 Dec TATAELXSI was trading at 5034.50. The strike last trading price was 132.95, which was 80.95 higher than the previous day. The implied volatity was 22.24, the open interest changed by -20 which decreased total open position to 382


On 5 Dec TATAELXSI was trading at 5217.50. The strike last trading price was 54.35, which was -4.5 lower than the previous day. The implied volatity was 21.36, the open interest changed by 8 which increased total open position to 401


On 4 Dec TATAELXSI was trading at 5216.50. The strike last trading price was 58, which was -17.5 lower than the previous day. The implied volatity was 21.74, the open interest changed by 19 which increased total open position to 393


On 3 Dec TATAELXSI was trading at 5174.50. The strike last trading price was 74.2, which was -21.25 lower than the previous day. The implied volatity was 21.83, the open interest changed by 8 which increased total open position to 370


On 2 Dec TATAELXSI was trading at 5127.00. The strike last trading price was 96.85, which was -7.2 lower than the previous day. The implied volatity was 20.93, the open interest changed by 13 which increased total open position to 357


On 1 Dec TATAELXSI was trading at 5123.00. The strike last trading price was 105, which was 15.45 higher than the previous day. The implied volatity was 23.50, the open interest changed by 25 which increased total open position to 343


On 28 Nov TATAELXSI was trading at 5158.50. The strike last trading price was 93.25, which was 2.7 higher than the previous day. The implied volatity was 22.84, the open interest changed by 78 which increased total open position to 319


On 27 Nov TATAELXSI was trading at 5197.00. The strike last trading price was 90.9, which was 2.3 higher than the previous day. The implied volatity was 24.30, the open interest changed by 38 which increased total open position to 238


On 26 Nov TATAELXSI was trading at 5229.50. The strike last trading price was 86, which was -32.4 lower than the previous day. The implied volatity was 25.49, the open interest changed by 57 which increased total open position to 201


On 25 Nov TATAELXSI was trading at 5164.00. The strike last trading price was 120, which was 18.9 higher than the previous day. The implied volatity was 27.02, the open interest changed by 56 which increased total open position to 146


On 24 Nov TATAELXSI was trading at 5231.00. The strike last trading price was 136, which was 60.85 higher than the previous day. The implied volatity was 29.20, the open interest changed by 41 which increased total open position to 87


On 21 Nov TATAELXSI was trading at 5320.50. The strike last trading price was 75.15, which was -1.8 lower than the previous day. The implied volatity was 27.33, the open interest changed by 7 which increased total open position to 44


On 20 Nov TATAELXSI was trading at 5366.50. The strike last trading price was 76.95, which was -1.3 lower than the previous day. The implied volatity was 29.14, the open interest changed by 17 which increased total open position to 38


On 19 Nov TATAELXSI was trading at 5347.50. The strike last trading price was 77.1, which was -26 lower than the previous day. The implied volatity was 28.66, the open interest changed by 8 which increased total open position to 18


On 18 Nov TATAELXSI was trading at 5277.00. The strike last trading price was 102, which was -18.6 lower than the previous day. The implied volatity was 27.54, the open interest changed by 8 which increased total open position to 8


On 17 Nov TATAELXSI was trading at 5303.00. The strike last trading price was 120.6, which was 0 lower than the previous day. The implied volatity was 3.80, 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 120.6, which was 0 lower than the previous day. The implied volatity was 3.29, 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 120.6, which was 0 lower than the previous day. The implied volatity was 3.59, 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 120.6, which was 0 lower than the previous day. The implied volatity was 4.71, 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 120.6, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0


On 10 Nov TATAELXSI was trading at 5207.00. The strike last trading price was 120.6, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0


On 7 Nov TATAELXSI was trading at 5180.00. The strike last trading price was 120.6, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0


On 6 Nov TATAELXSI was trading at 5242.50. The strike last trading price was 120.6, which was 0 lower than the previous day. The implied volatity was 2.67, 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 120.6, which was 0 lower than the previous day. The implied volatity was 4.32, 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 120.6, which was 0 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATAELXSI was trading at 5454.50. The strike last trading price was 120.6, 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