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Tata Elxsi Limited

Information Technology · IT - Software

NSE: TATAELXSI BSE: 500408
₹3088.90
Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) -5.70

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

ExpiryClosePrice ChgOIChg OIBuildup
Oct. 27, 2026 3089.3000 -44.20 2340875 106750 Short Buildup
Nov. 23, 2026 3084.5000 -50.10 145250 14000 Short Buildup
DateExpiryOpenHighLowCloseOIChange in OI
Sept. 30, 2026 Dec. 29, 2026 3177.1000 3177.1000 3082.0000 3083.2000 2625 2625
Sept. 30, 2026 Nov. 23, 2026 3134.0000 3204.3000 3081.5000 3084.5000 145250 14000
Sept. 30, 2026 Oct. 27, 2026 3136.1000 3203.0000 3085.0000 3089.3000 2340875 106750
Sept. 29, 2026 Nov. 23, 2026 3177.0000 3177.0000 3120.0000 3134.6000 131250 32500
Sept. 29, 2026 Oct. 27, 2026 3165.0000 3184.9000 3112.1000 3133.5000 2234125 144875
Sept. 29, 2026 Sept. 29, 2026 3177.1000 3206.9000 3091.4000 3127.4000 220750 -294500
Sept. 28, 2026 Nov. 23, 2026 3196.3000 3210.0000 3169.0000 3176.9000 98750 19250
Sept. 28, 2026 Oct. 27, 2026 3189.9000 3205.4000 3156.3000 3169.4000 2089250 408250
Sept. 28, 2026 Sept. 29, 2026 3213.0000 3216.3000 3162.5000 3177.1000 515250 -392500
Sept. 25, 2026 Nov. 23, 2026 3164.3000 3208.6000 3156.1000 3196.3000 79500 16000

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026
PCR (OI) 0.773
Max Pain 3200.0000

Open Interest by Strike (Max Pain: 3200.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS Strike PUTS
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
0 0 1031.3500 250.17 0.726 2600.0000 -0.051 41.21 7.6500 875 2250
0 0 939.2500 234.06 0.705 2700.0000 -0.087 39.35 13.8500 14000 15125
250 0 380.0000 60.13 0.762 2800.0000 -0.145 37.75 24.7500 7625 32750
0 0 856.0000 228.44 0.673 2850.0000 -0.187 37.56 33.9000 875 2125
0 0 763.7500 205.37 0.656 2900.0000 -0.232 36.87 44.1500 21000 50000
2000 0 220.0000 39.35 0.703 2950.0000 -0.286 36.62 58.0000 2250 2750
4625 750 166.2000 32.16 0.669 3000.0000 -0.346 36.55 75.3000 24750 122250
0 0 675.6000 197.39 0.619 3050.0000 -0.410 36.83 96.9000 11375 14000
43125 17250 111.6000 32.6 0.525 3100.0000 -0.474 36.74 120.5500 7625 97250
128625 115875 90.3000 32.98 0.454 3150.0000 -0.537 36.97 148.4500 22375 38625
204625 71500 72.5000 33.39 0.387 3200.0000 -0.597 37.37 179.9500 30750 154375
41000 15125 57.8000 33.82 0.326 3250.0000 -0.785 20.58 165.0000 0 16625
127000 23875 45.3000 34.09 0.271 3300.0000 -0.703 38.3 251.3500 1000 41375
20500 9250 35.6500 34.54 0.223 3350.0000 -0.857 25.39 259.0000 375 5625
53625 6000 28.3500 35.18 0.184 3400.0000 — 275.2500 -1500 15375
6125 2875 22.6000 35.85 0.151 3450.0000 -0.934 25.13 349.2000 0 3000
139500 24875 17.9000 36.44 0.123 3500.0000 — 376.1500 125 16875
1625 125 16.0000 38.22 0.108 3550.0000 — 386.0000 0 375
44250 9625 11.3000 37.65 0.082 3600.0000 — 478.0000 0 6875
750 250 12.6000 41.29 0.083 3650.0000 — 475.0000 0 125
20625 -875 7.5500 39.24 0.056 3700.0000 — 516.3500 0 2625
250 0 60.0000 72.38 0.195 3750.0000 — 539.0000 0 125
17875 875 5.4500 41.24 0.040 3800.0000 — 625.0000 2500 9000
1250 0 8.0000 46.58 0.051 3850.0000 — 625.0000 0 125
750 0 2.9000 40.99 0.023 3900.0000 — 749.1000 0 1000
0 0 7.0000 49.65 0.043 3950.0000 — 379.7000 0 0
18875 3250 3.3000 45.63 0.024 4000.0000 — 853.8000 0 7625
0 0 108.4000 110.32 0.231 4050.0000 — 450.3000 0 0
1750 0 33.1000 77.81 0.114 4100.0000 — 905.0000 0 1375
3250 0 1.6500 48.02 0.012 4200.0000 — 1042.0000 0 2500
13750 -1000 1.1500 48.98 0.009 4300.0000 — 1140.0000 0 30500