TATAELXSI
Tata Elxsi Limited
Historical option data for TATAELXSI
06 Feb 2026 04:13 PM IST
| TATAELXSI 24-FEB-2026 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 4.56
Theta: -4.72
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 5198.50 | 118.85 | -97 | 32.5 | 3,056 | 510 | 716 | |||||||||
| 5 Feb | 5406.00 | 215 | -73.4 | 30.7 | 51 | 17 | 198 | |||||||||
| 4 Feb | 5510.00 | 287.1 | -12.9 | 28.78 | 818 | 38 | 180 | |||||||||
| 3 Feb | 5508.00 | 300 | 62.1 | 30.69 | 135 | 17 | 143 | |||||||||
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| 2 Feb | 5440.00 | 240.75 | -2.95 | 25.59 | 123 | -3 | 127 | |||||||||
| 1 Feb | 5421.00 | 233 | 46.45 | 27.78 | 401 | -11 | 131 | |||||||||
| 30 Jan | 5323.50 | 189 | -14.95 | 28.32 | 600 | 46 | 142 | |||||||||
| 29 Jan | 5332.00 | 202 | -42.1 | 30.27 | 195 | 22 | 97 | |||||||||
| 28 Jan | 5391.00 | 244 | -20.45 | 30.09 | 25 | 2 | 75 | |||||||||
| 27 Jan | 5415.00 | 265.2 | 5.8 | 26.96 | 78 | 55 | 74 | |||||||||
| 23 Jan | 5409.50 | 256.75 | -13.25 | 27.65 | 6 | 3 | 19 | |||||||||
| 22 Jan | 5464.00 | 270 | 39 | 23.41 | 22 | 0 | 17 | |||||||||
| 21 Jan | 5347.50 | 231 | 56.15 | 27.44 | 27 | 15 | 16 | |||||||||
| 20 Jan | 5387.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 19 Jan | 5563.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 16 Jan | 5605.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 14 Jan | 5505.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 13 Jan | 5793.00 | 174.85 | -81.55 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 5693.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 9 Jan | 5691.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 8 Jan | 5716.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 7 Jan | 5853.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 6 Jan | 5345.00 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 5 Jan | 5363.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 2 Jan | 5337.50 | 174.85 | -81.55 | - | 0 | 0 | 1 | |||||||||
| 1 Jan | 5211.50 | 174.85 | -81.55 | 22.7 | 1 | 0 | 0 | |||||||||
| 31 Dec | 5240.50 | 256.4 | - | - | 0 | 0 | 0 | |||||||||
For Tata Elxsi Limited - strike price 5300 expiring on 24FEB2026
Delta for 5300 CE is 0.44
Historical price for 5300 CE is as follows
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 118.85, which was -97 lower than the previous day. The implied volatity was 32.5, the open interest changed by 510 which increased total open position to 716
On 5 Feb TATAELXSI was trading at 5406.00. The strike last trading price was 215, which was -73.4 lower than the previous day. The implied volatity was 30.7, the open interest changed by 17 which increased total open position to 198
On 4 Feb TATAELXSI was trading at 5510.00. The strike last trading price was 287.1, which was -12.9 lower than the previous day. The implied volatity was 28.78, the open interest changed by 38 which increased total open position to 180
On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 300, which was 62.1 higher than the previous day. The implied volatity was 30.69, the open interest changed by 17 which increased total open position to 143
On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 240.75, which was -2.95 lower than the previous day. The implied volatity was 25.59, the open interest changed by -3 which decreased total open position to 127
On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 233, which was 46.45 higher than the previous day. The implied volatity was 27.78, the open interest changed by -11 which decreased total open position to 131
On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 189, which was -14.95 lower than the previous day. The implied volatity was 28.32, the open interest changed by 46 which increased total open position to 142
On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 202, which was -42.1 lower than the previous day. The implied volatity was 30.27, the open interest changed by 22 which increased total open position to 97
On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 244, which was -20.45 lower than the previous day. The implied volatity was 30.09, the open interest changed by 2 which increased total open position to 75
On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 265.2, which was 5.8 higher than the previous day. The implied volatity was 26.96, the open interest changed by 55 which increased total open position to 74
On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 256.75, which was -13.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by 3 which increased total open position to 19
On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 270, which was 39 higher than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 17
On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 231, which was 56.15 higher than the previous day. The implied volatity was 27.44, the open interest changed by 15 which increased total open position to 16
On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan TATAELXSI was trading at 5693.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 174.85, which was -81.55 lower than the previous day. The implied volatity was 22.7, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 256.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAELXSI 24FEB2026 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 4.59
Theta: -4.18
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 5198.50 | 218.95 | 111.1 | 39.37 | 3,247 | -247 | 431 |
| 5 Feb | 5406.00 | 98.55 | 15.35 | 30.93 | 1,142 | -59 | 681 |
| 4 Feb | 5510.00 | 87.5 | 23.8 | 35.65 | 1,793 | 323 | 739 |
| 3 Feb | 5508.00 | 64.75 | -26.6 | 29.8 | 807 | 56 | 417 |
| 2 Feb | 5440.00 | 90.35 | -23.55 | 31.23 | 318 | -11 | 362 |
| 1 Feb | 5421.00 | 120 | -27.35 | 34.41 | 243 | 68 | 373 |
| 30 Jan | 5323.50 | 147.35 | -3.25 | 31.89 | 390 | 59 | 300 |
| 29 Jan | 5332.00 | 156.3 | 35.6 | 32.77 | 540 | 61 | 241 |
| 28 Jan | 5391.00 | 121.9 | -0.25 | 30.8 | 232 | 41 | 180 |
| 27 Jan | 5415.00 | 122.6 | -12.95 | 33.82 | 261 | 29 | 140 |
| 23 Jan | 5409.50 | 135 | 15.25 | 31.75 | 133 | 46 | 110 |
| 22 Jan | 5464.00 | 121.05 | -39.45 | 31.99 | 198 | -9 | 64 |
| 21 Jan | 5347.50 | 152 | 18.95 | 30.63 | 90 | 43 | 71 |
| 20 Jan | 5387.00 | 133.05 | 38.05 | 30.03 | 9 | 3 | 28 |
| 19 Jan | 5563.00 | 95 | -19 | 31.71 | 19 | 7 | 23 |
| 16 Jan | 5605.50 | 114 | 36.4 | - | 0 | 0 | 16 |
| 14 Jan | 5505.00 | 114 | 36.4 | 29.43 | 13 | 9 | 16 |
| 13 Jan | 5793.00 | 100.55 | -17.45 | - | 0 | 0 | 0 |
| 12 Jan | 5693.50 | 100.55 | -17.45 | 35.41 | 5 | 0 | 4 |
| 9 Jan | 5691.00 | 118 | -40.05 | - | 0 | 0 | 4 |
| 8 Jan | 5716.50 | 118 | -40.05 | - | 0 | 0 | 4 |
| 7 Jan | 5853.00 | 118 | -40.05 | 42.8 | 6 | 4 | 5 |
| 6 Jan | 5345.00 | 158.05 | -69.95 | - | 0 | 0 | 1 |
| 5 Jan | 5363.50 | 158.05 | -69.95 | 28.07 | 2 | 0 | 1 |
| 2 Jan | 5337.50 | 228 | -86.45 | - | 0 | 0 | 1 |
| 1 Jan | 5211.50 | 228 | -86.45 | - | 0 | 0 | 1 |
| 31 Dec | 5240.50 | 314.45 | - | - | 0 | 0 | 0 |
For Tata Elxsi Limited - strike price 5300 expiring on 24FEB2026
Delta for 5300 PE is -0.54
Historical price for 5300 PE is as follows
On 6 Feb TATAELXSI was trading at 5198.50. The strike last trading price was 218.95, which was 111.1 higher than the previous day. The implied volatity was 39.37, the open interest changed by -247 which decreased total open position to 431
On 5 Feb TATAELXSI was trading at 5406.00. The strike last trading price was 98.55, which was 15.35 higher than the previous day. The implied volatity was 30.93, the open interest changed by -59 which decreased total open position to 681
On 4 Feb TATAELXSI was trading at 5510.00. The strike last trading price was 87.5, which was 23.8 higher than the previous day. The implied volatity was 35.65, the open interest changed by 323 which increased total open position to 739
On 3 Feb TATAELXSI was trading at 5508.00. The strike last trading price was 64.75, which was -26.6 lower than the previous day. The implied volatity was 29.8, the open interest changed by 56 which increased total open position to 417
On 2 Feb TATAELXSI was trading at 5440.00. The strike last trading price was 90.35, which was -23.55 lower than the previous day. The implied volatity was 31.23, the open interest changed by -11 which decreased total open position to 362
On 1 Feb TATAELXSI was trading at 5421.00. The strike last trading price was 120, which was -27.35 lower than the previous day. The implied volatity was 34.41, the open interest changed by 68 which increased total open position to 373
On 30 Jan TATAELXSI was trading at 5323.50. The strike last trading price was 147.35, which was -3.25 lower than the previous day. The implied volatity was 31.89, the open interest changed by 59 which increased total open position to 300
On 29 Jan TATAELXSI was trading at 5332.00. The strike last trading price was 156.3, which was 35.6 higher than the previous day. The implied volatity was 32.77, the open interest changed by 61 which increased total open position to 241
On 28 Jan TATAELXSI was trading at 5391.00. The strike last trading price was 121.9, which was -0.25 lower than the previous day. The implied volatity was 30.8, the open interest changed by 41 which increased total open position to 180
On 27 Jan TATAELXSI was trading at 5415.00. The strike last trading price was 122.6, which was -12.95 lower than the previous day. The implied volatity was 33.82, the open interest changed by 29 which increased total open position to 140
On 23 Jan TATAELXSI was trading at 5409.50. The strike last trading price was 135, which was 15.25 higher than the previous day. The implied volatity was 31.75, the open interest changed by 46 which increased total open position to 110
On 22 Jan TATAELXSI was trading at 5464.00. The strike last trading price was 121.05, which was -39.45 lower than the previous day. The implied volatity was 31.99, the open interest changed by -9 which decreased total open position to 64
On 21 Jan TATAELXSI was trading at 5347.50. The strike last trading price was 152, which was 18.95 higher than the previous day. The implied volatity was 30.63, the open interest changed by 43 which increased total open position to 71
On 20 Jan TATAELXSI was trading at 5387.00. The strike last trading price was 133.05, which was 38.05 higher than the previous day. The implied volatity was 30.03, the open interest changed by 3 which increased total open position to 28
On 19 Jan TATAELXSI was trading at 5563.00. The strike last trading price was 95, which was -19 lower than the previous day. The implied volatity was 31.71, the open interest changed by 7 which increased total open position to 23
On 16 Jan TATAELXSI was trading at 5605.50. The strike last trading price was 114, which was 36.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 14 Jan TATAELXSI was trading at 5505.00. The strike last trading price was 114, which was 36.4 higher than the previous day. The implied volatity was 29.43, the open interest changed by 9 which increased total open position to 16
On 13 Jan TATAELXSI was trading at 5793.00. The strike last trading price was 100.55, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan TATAELXSI was trading at 5693.50. The strike last trading price was 100.55, which was -17.45 lower than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 4
On 9 Jan TATAELXSI was trading at 5691.00. The strike last trading price was 118, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jan TATAELXSI was trading at 5716.50. The strike last trading price was 118, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 Jan TATAELXSI was trading at 5853.00. The strike last trading price was 118, which was -40.05 lower than the previous day. The implied volatity was 42.8, the open interest changed by 4 which increased total open position to 5
On 6 Jan TATAELXSI was trading at 5345.00. The strike last trading price was 158.05, which was -69.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan TATAELXSI was trading at 5363.50. The strike last trading price was 158.05, which was -69.95 lower than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 1
On 2 Jan TATAELXSI was trading at 5337.50. The strike last trading price was 228, which was -86.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan TATAELXSI was trading at 5211.50. The strike last trading price was 228, which was -86.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec TATAELXSI was trading at 5240.50. The strike last trading price was 314.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































