Tata Elxsi Limited

Information Technology · IT - Software

NSE: TATAELXSI BSE: 500408

₹3105.00

Oct. 5, 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.

Download CSV

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

Basis (nearest contract vs spot) +0.00

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

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	3110.7000	+7.10	2392500	24000	Long Buildup
Nov. 23, 2026	3105.9000	+8.10	150750	5625	Long Buildup
Dec. 29, 2026	3105.0000	+3.40	4125	250	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	3116.0000	3145.0000	3084.8000	3105.0000	4125	250
Oct. 5, 2026	Nov. 23, 2026	3113.5000	3149.5000	3080.9000	3105.9000	150750	5625
Oct. 5, 2026	Oct. 27, 2026	3118.6000	3165.6000	3080.8000	3110.7000	2392500	24000
Oct. 1, 2026	Dec. 29, 2026	3118.0000	3145.0000	3049.0000	3101.6000	3875	1250
Oct. 1, 2026	Nov. 23, 2026	3106.7000	3154.0000	3041.1000	3097.8000	145125	-125
Oct. 1, 2026	Oct. 27, 2026	3115.6000	3166.7000	3048.0000	3103.6000	2368500	27625
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

Options Chain

As of Oct. 1, 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) 0.747

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
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	1031.3500	250.76	0.728	2600.0000	-0.052	43.72	8.3500	1500	3750
0	0	939.2500	234.62	0.707	2700.0000	-0.086	41.39	14.2000	250	15375
0	0	950.4000	246.42	0.699	2750.0000	-0.053	30.11	5.8000	0	0
250	0	380.0000	56.41	0.787	2800.0000	-0.141	39.71	24.8500	-1000	31750
0	0	856.0000	229.22	0.675	2850.0000	-0.181	39.57	33.9000	0	2125
0	0	763.7500	205.88	0.658	2900.0000	-0.224	38.85	43.8000	3750	53750
2125	125	199.0500	27.96	0.785	2950.0000	-0.274	38.41	56.7000	10000	12750
7250	2625	181.5000	34.38	0.683	3000.0000	-0.332	38.5	73.8500	24625	146875
0	0	675.6000	198.06	0.621	3050.0000	-0.391	38.04	92.3500	-1000	13000
83375	40250	122.6000	34.03	0.547	3100.0000	-0.454	38.82	117.9000	5875	103125
69875	-58750	100.2000	34.41	0.477	3150.0000	-0.515	38.95	144.5000	-750	37875
187500	-17125	81.3500	34.85	0.411	3200.0000	-0.574	39.49	175.4500	1375	155750
37750	-3250	64.6500	35.0	0.349	3250.0000	-0.714	25.37	165.0000	0	16625
147625	20625	53.7500	36.18	0.298	3300.0000	-0.655	45.49	260.0000	-375	41000
21125	625	42.4500	36.43	0.248	3350.0000	-0.787	31.76	259.0000	0	5625
145625	92000	34.9000	37.37	0.209	3400.0000	-0.728	48.0	340.4500	-250	15125
8625	2500	28.1000	38.0	0.174	3450.0000	-0.850	34.68	349.2000	0	3000
141500	2000	22.1500	38.36	0.142	3500.0000	-0.739	59.78	450.0000	-375	16500
2500	875	17.6500	38.89	0.117	3550.0000		—	386.0000	0	375
43500	-750	14.2500	39.55	0.097	3600.0000	-0.980	25.72	478.6500	250	7125
1250	500	11.0000	39.76	0.077	3650.0000		—	475.0000	0	125
25875	5250	10.0000	41.45	0.069	3700.0000		—	516.3500	0	2625
250	0	60.0000	72.43	0.197	3750.0000		—	539.0000	0	125
16500	-1375	7.1000	43.24	0.050	3800.0000	-0.968	38.81	680.0000	500	9500
1250	0	8.0000	46.55	0.052	3850.0000		—	625.0000	0	125
750	0	2.9000	40.98	0.024	3900.0000		—	749.1000	0	1000
20000	1125	4.0000	47.09	0.028	4000.0000	-0.928	60.21	890.0000	250	7875
1750	0	33.1000	78.18	0.114	4100.0000		—	905.0000	0	1375
3250	0	1.5000	47.63	0.011	4200.0000		—	1042.0000	0	2500
13750	0	1.6000	51.25	0.011	4300.0000	-0.870	95.74	1220.0000	-3000	27500