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Historical option data for TATAELXSI

12 Jun 2026 04:10 PM IST
TATAELXSI 30-Jun-2026 (16d) 4300 CE
Delta: 0.25
Vega: 0.03
Theta: -2.74
Gamma: 0.00109
Date Close Ltp Change IV Volume OI Chg OI
12 Jun 4064.90 42.35 7.4 (21.17%) 32.11 1,039 72 960
11 Jun 4009.10 37 -18.55 (-33.39%) 34.63 786 38 890
10 Jun 4092.20 54.75 -33.55 (-38.00%) 33.25 884 87 851
9 Jun 4257.20 89.15 -2.6 (-2.83%) 24.63 964 16 762
8 Jun 4255.40 88 -31.45 (-26.33%) 26.27 792 21 740
5 Jun 4301.10 119 -13.65 (-10.29%) 25.36 915 45 725
4 Jun 4295.20 136.6 -20.2 (-12.88%) 27.91 1,413 78 680
3 Jun 4347.00 154 -119.35 (-43.66%) 25.64 1,784 15 603
2 Jun 4530.30 278.8 145.85 (109.70%) 23.08 1,840 38 582
1 Jun 4302.90 128.3 -3.8 (-2.88%) 24.56 1,171 -140 544
29 May 4285.40 143 0.65 (0.46%) 25.98 787 61 684
27 May 4331.20 143.3 5.55 (4.03%) 22.24 746 19 623
26 May 4335.60 143 14.5 (11.28%) 20.45 552 21 604
25 May 4327.20 128 -9.5 (-6.91%) 18.28 1,772 213 583
22 May 4311.10 143.05 42.4 (42.13%) 21.67 1,283 73 365
21 May 4217.70 99 -7.35 (-6.91%) 22.63 227 81 290
20 May 4175.10 101.35 -13.45 (-11.72%) 23.33 329 131 209
19 May 4186.10 113.35 3.95 (3.61%) 26.33 218 3 81
18 May 4154.60 110 14.35 (15.00%) 27.81 120 28 78
15 May 4125.60 91.3 19.4 (26.98%) 25.62 29 19 50
14 May 4025.60 74.05 -0.95 (-1.27%) 28.01 27 13 29
13 May 4034.20 75 -30 (-28.57%) 0 15 8 16
12 May 4082.20 105 -49.35 (-31.97%) 0 11 6 8
11 May 4245.10 154.35 0 (0.00%) 0 0 0 2
8 May 4319.60 154.35 0 (0.00%) - 0 0 2
7 May 4297.40 154.35 0 (0.00%) - 0 0 2
6 May 4281.30 154.35 0 (0.00%) - 0 0 2
5 May 4219.40 154.35 0 (0.00%) 28.48 0 0 2
4 May 4178.70 154.35 -49.8 (-24.39%) 28.48 2 0 0
30 Apr 4129.90 0 0 - 0 0 0
29 Apr 4148.40 0 0 - 0 0 0
28 Apr 4131.60 0 0 - 0 0 0
27 Apr 4188.70 0 0 - 0 0 0
17 Apr 4592.50 - - - 0 0 0
10 Apr 4407.00 0 0 (0.00%) - 0 0 0
9 Apr 4452.00 0 0 (0.00%) - 0 0 0
8 Apr 4434.40 0 0 (0.00%) - 0 0 0
7 Apr 4357.60 0 0 (0.00%) - 0 0 0
6 Apr 4272.30 0 0 (0.00%) - 0 0 0
2 Apr 4241.30 0 0 (0.00%) 0.56 0 0 0


For Tata Elxsi Limited - strike price 4300 expiring on 30JUN2026

Delta for 4300 CE is 0.25

Historical price for 4300 CE is as follows

On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 42.35, which was 7.4 higher than the previous day. The implied volatity was 32.11, the open interest changed by 72 which increased total open position to 960


On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 37, which was -18.55 lower than the previous day. The implied volatity was 34.63, the open interest changed by 38 which increased total open position to 890


On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 54.75, which was -33.55 lower than the previous day. The implied volatity was 33.25, the open interest changed by 87 which increased total open position to 851


On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 89.15, which was -2.6 lower than the previous day. The implied volatity was 24.63, the open interest changed by 16 which increased total open position to 762


On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 88, which was -31.45 lower than the previous day. The implied volatity was 26.27, the open interest changed by 21 which increased total open position to 740


On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 119, which was -13.65 lower than the previous day. The implied volatity was 25.36, the open interest changed by 45 which increased total open position to 725


On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 136.6, which was -20.2 lower than the previous day. The implied volatity was 27.91, the open interest changed by 78 which increased total open position to 680


On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 154, which was -119.35 lower than the previous day. The implied volatity was 25.64, the open interest changed by 15 which increased total open position to 603


On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 278.8, which was 145.85 higher than the previous day. The implied volatity was 23.08, the open interest changed by 38 which increased total open position to 582


On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 128.3, which was -3.8 lower than the previous day. The implied volatity was 24.56, the open interest changed by -140 which decreased total open position to 544


On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 143, which was 0.65 higher than the previous day. The implied volatity was 25.98, the open interest changed by 61 which increased total open position to 684


On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 143.3, which was 5.55 higher than the previous day. The implied volatity was 22.24, the open interest changed by 19 which increased total open position to 623


On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 143, which was 14.5 higher than the previous day. The implied volatity was 20.45, the open interest changed by 21 which increased total open position to 604


On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 128, which was -9.5 lower than the previous day. The implied volatity was 18.28, the open interest changed by 213 which increased total open position to 583


On 22 May TATAELXSI was trading at 4311.10. The strike last trading price was 143.05, which was 42.4 higher than the previous day. The implied volatity was 21.67, the open interest changed by 73 which increased total open position to 365


On 21 May TATAELXSI was trading at 4217.70. The strike last trading price was 99, which was -7.35 lower than the previous day. The implied volatity was 22.63, the open interest changed by 81 which increased total open position to 290


On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 101.35, which was -13.45 lower than the previous day. The implied volatity was 23.33, the open interest changed by 131 which increased total open position to 209


On 19 May TATAELXSI was trading at 4186.10. The strike last trading price was 113.35, which was 3.95 higher than the previous day. The implied volatity was 26.33, the open interest changed by 3 which increased total open position to 81


On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 110, which was 14.35 higher than the previous day. The implied volatity was 27.81, the open interest changed by 28 which increased total open position to 78


On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 91.3, which was 19.4 higher than the previous day. The implied volatity was 25.62, the open interest changed by 19 which increased total open position to 50


On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 74.05, which was -0.95 lower than the previous day. The implied volatity was 28.01, the open interest changed by 13 which increased total open position to 29


On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 75, which was -30 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 16


On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 105, which was -49.35 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 8


On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 154.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 8 May TATAELXSI was trading at 4319.60. The strike last trading price was 154.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 154.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 May TATAELXSI was trading at 4281.30. The strike last trading price was 154.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 May TATAELXSI was trading at 4219.40. The strike last trading price was 154.35, which was 0 lower than the previous day. The implied volatity was 28.48, the open interest changed by 0 which decreased total open position to 2


On 4 May TATAELXSI was trading at 4178.70. The strike last trading price was 154.35, which was -49.8 lower than the previous day. The implied volatity was 28.48, 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


On 28 Apr TATAELXSI was trading at 4131.60. 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 27 Apr TATAELXSI was trading at 4188.70. 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 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr TATAELXSI was trading at 4407.00. 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 9 Apr TATAELXSI was trading at 4452.00. 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 Apr TATAELXSI was trading at 4434.40. 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 7 Apr TATAELXSI was trading at 4357.60. 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 6 Apr TATAELXSI was trading at 4272.30. 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 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0


TATAELXSI 30-Jun-2026 (16d) 4300 PE
Delta: -0.75
Vega: 0.03
Theta: -2.11
Gamma: 0.00108
Date Close Ltp Change IV Volume OI Chg OI
12 Jun 4064.90 255.9 -54.75 (-17.62%) 32.25 35 -10 473
11 Jun 4009.10 310.65 43.7 (16.37%) 34.63 16 -7 483
10 Jun 4092.20 269.5 79.65 (41.95%) 37.27 69 -21 491
9 Jun 4257.20 195 -8.45 (-4.15%) 44.33 137 -24 512
8 Jun 4255.40 218.45 43.45 (24.83%) 46.01 72 -30 537
5 Jun 4301.10 179 2.7 (1.53%) 40.76 178 -29 567
4 Jun 4295.20 172.15 -7.7 (-4.28%) 39.5 641 -66 598
3 Jun 4347.00 182.85 108.55 (146.10%) 45.02 4,116 -39 678
2 Jun 4530.30 74 -88.7 (-54.52%) 34.82 1,092 150 714
1 Jun 4302.90 170 11.05 (6.95%) 36.98 554 65 565
29 May 4285.40 139.3 -23.45 (-14.41%) 29.36 354 75 504
27 May 4331.20 160.25 -24.8 (-13.40%) 35.33 118 7 429
26 May 4335.60 185.6 -22.2 (-10.68%) 40.17 157 -11 421
25 May 4327.20 210.5 -6.5 (-3.00%) 43.66 528 186 433
22 May 4311.10 215 -74.95 (-25.85%) 41.74 144 7 247
21 May 4217.70 291.15 -18.8 (-6.07%) 46.95 150 27 240
20 May 4175.10 309.85 17.45 (5.97%) 48.25 197 145 214
19 May 4186.10 292.4 -36.6 (-11.12%) 44.14 30 9 70
18 May 4154.60 324.65 -33.65 (-9.39%) 45.34 22 -10 62
15 May 4125.60 358.3 -61.7 (-14.69%) 46.47 35 17 71
14 May 4025.60 420 -10 (-2.33%) 46.96 2 0 53
13 May 4034.20 430 56.2 (15.03%) 0 26 22 51
12 May 4082.20 373.8 132.05 (54.62%) 0 31 25 29
11 May 4245.10 241.75 0 (0.00%) 0 0 0 4
8 May 4319.60 241.75 -18.25 (-7.02%) 40.74 4 0 3
7 May 4297.40 260 0 (0.00%) 41.07 1 0 2
6 May 4281.30 260 -190.5 (-42.29%) 40.94 2 1 1
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
28 Apr 4131.60 0 0 - 0 0 0
27 Apr 4188.70 0 0 - 0 0 0
17 Apr 4592.50 - - - 0 0 0
10 Apr 4407.00 0 0 (0.00%) 2.9 0 0 0
9 Apr 4452.00 0 0 (0.00%) 3.05 0 0 0
8 Apr 4434.40 0 0 (0.00%) 2.72 0 0 0
7 Apr 4357.60 0 0 (0.00%) - 0 0 0
6 Apr 4272.30 0 0 (0.00%) 0.97 0 0 0
2 Apr 4241.30 0 0 (0.00%) 0.6 0 0 0


For Tata Elxsi Limited - strike price 4300 expiring on 30JUN2026

Delta for 4300 PE is -0.75

Historical price for 4300 PE is as follows

On 12 Jun TATAELXSI was trading at 4064.90. The strike last trading price was 255.9, which was -54.75 lower than the previous day. The implied volatity was 32.25, the open interest changed by -10 which decreased total open position to 473


On 11 Jun TATAELXSI was trading at 4009.10. The strike last trading price was 310.65, which was 43.7 higher than the previous day. The implied volatity was 34.63, the open interest changed by -7 which decreased total open position to 483


On 10 Jun TATAELXSI was trading at 4092.20. The strike last trading price was 269.5, which was 79.65 higher than the previous day. The implied volatity was 37.27, the open interest changed by -21 which decreased total open position to 491


On 9 Jun TATAELXSI was trading at 4257.20. The strike last trading price was 195, which was -8.45 lower than the previous day. The implied volatity was 44.33, the open interest changed by -24 which decreased total open position to 512


On 8 Jun TATAELXSI was trading at 4255.40. The strike last trading price was 218.45, which was 43.45 higher than the previous day. The implied volatity was 46.01, the open interest changed by -30 which decreased total open position to 537


On 5 Jun TATAELXSI was trading at 4301.10. The strike last trading price was 179, which was 2.7 higher than the previous day. The implied volatity was 40.76, the open interest changed by -29 which decreased total open position to 567


On 4 Jun TATAELXSI was trading at 4295.20. The strike last trading price was 172.15, which was -7.7 lower than the previous day. The implied volatity was 39.5, the open interest changed by -66 which decreased total open position to 598


On 3 Jun TATAELXSI was trading at 4347.00. The strike last trading price was 182.85, which was 108.55 higher than the previous day. The implied volatity was 45.02, the open interest changed by -39 which decreased total open position to 678


On 2 Jun TATAELXSI was trading at 4530.30. The strike last trading price was 74, which was -88.7 lower than the previous day. The implied volatity was 34.82, the open interest changed by 150 which increased total open position to 714


On 1 Jun TATAELXSI was trading at 4302.90. The strike last trading price was 170, which was 11.05 higher than the previous day. The implied volatity was 36.98, the open interest changed by 65 which increased total open position to 565


On 29 May TATAELXSI was trading at 4285.40. The strike last trading price was 139.3, which was -23.45 lower than the previous day. The implied volatity was 29.36, the open interest changed by 75 which increased total open position to 504


On 27 May TATAELXSI was trading at 4331.20. The strike last trading price was 160.25, which was -24.8 lower than the previous day. The implied volatity was 35.33, the open interest changed by 7 which increased total open position to 429


On 26 May TATAELXSI was trading at 4335.60. The strike last trading price was 185.6, which was -22.2 lower than the previous day. The implied volatity was 40.17, the open interest changed by -11 which decreased total open position to 421


On 25 May TATAELXSI was trading at 4327.20. The strike last trading price was 210.5, which was -6.5 lower than the previous day. The implied volatity was 43.66, the open interest changed by 186 which increased total open position to 433


On 22 May TATAELXSI was trading at 4311.10. The strike last trading price was 215, which was -74.95 lower than the previous day. The implied volatity was 41.74, the open interest changed by 7 which increased total open position to 247


On 21 May TATAELXSI was trading at 4217.70. The strike last trading price was 291.15, which was -18.8 lower than the previous day. The implied volatity was 46.95, the open interest changed by 27 which increased total open position to 240


On 20 May TATAELXSI was trading at 4175.10. The strike last trading price was 309.85, which was 17.45 higher than the previous day. The implied volatity was 48.25, the open interest changed by 145 which increased total open position to 214


On 19 May TATAELXSI was trading at 4186.10. The strike last trading price was 292.4, which was -36.6 lower than the previous day. The implied volatity was 44.14, the open interest changed by 9 which increased total open position to 70


On 18 May TATAELXSI was trading at 4154.60. The strike last trading price was 324.65, which was -33.65 lower than the previous day. The implied volatity was 45.34, the open interest changed by -10 which decreased total open position to 62


On 15 May TATAELXSI was trading at 4125.60. The strike last trading price was 358.3, which was -61.7 lower than the previous day. The implied volatity was 46.47, the open interest changed by 17 which increased total open position to 71


On 14 May TATAELXSI was trading at 4025.60. The strike last trading price was 420, which was -10 lower than the previous day. The implied volatity was 46.96, the open interest changed by 0 which decreased total open position to 53


On 13 May TATAELXSI was trading at 4034.20. The strike last trading price was 430, which was 56.2 higher than the previous day. The implied volatity was 0, the open interest changed by 22 which increased total open position to 51


On 12 May TATAELXSI was trading at 4082.20. The strike last trading price was 373.8, which was 132.05 higher than the previous day. The implied volatity was 0, the open interest changed by 25 which increased total open position to 29


On 11 May TATAELXSI was trading at 4245.10. The strike last trading price was 241.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4


On 8 May TATAELXSI was trading at 4319.60. The strike last trading price was 241.75, which was -18.25 lower than the previous day. The implied volatity was 40.74, the open interest changed by 0 which decreased total open position to 3


On 7 May TATAELXSI was trading at 4297.40. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was 41.07, the open interest changed by 0 which decreased total open position to 2


On 6 May TATAELXSI was trading at 4281.30. The strike last trading price was 260, which was -190.5 lower than the previous day. The implied volatity was 40.94, the open interest changed by 1 which increased total open position to 1


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


On 28 Apr TATAELXSI was trading at 4131.60. 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 27 Apr TATAELXSI was trading at 4188.70. 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 17 Apr TATAELXSI was trading at 4592.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr TATAELXSI was trading at 4407.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0


On 9 Apr TATAELXSI was trading at 4452.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0


On 8 Apr TATAELXSI was trading at 4434.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0


On 7 Apr TATAELXSI was trading at 4357.60. 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 6 Apr TATAELXSI was trading at 4272.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


On 2 Apr TATAELXSI was trading at 4241.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0