TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
12 Dec 2025 04:12 PM IST
| TATAELXSI 30-DEC-2025 5100 CE | ||||||||||||||||
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Delta: 0.43
Vega: 4.39
Theta: -3.02
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 4.41
Theta: -1.82
Gamma: 0.00
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| 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































































































































































































































