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ClearStrike

TATAELXSI options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where TATAELXSI can go (next trading day)

For the next trading day, options point to about 2.4% either way: TATAELXSI between 3,054 and 3,206 (from 3,130).

2026-07-16 O 3,520 H 3,594 L 3,510 C 3,5382026-07-17 O 3,538 H 3,580 L 3,481 C 3,5032026-07-20 O 3,505 H 3,566 L 3,486 C 3,5372026-07-21 O 3,537 H 3,545 L 3,454 C 3,4622026-07-22 O 3,456 H 3,457 L 3,400 C 3,4072026-07-23 O 3,411 H 3,430 L 3,378 C 3,3882026-07-24 O 3,359 H 3,557 L 3,354 C 3,5382026-07-27 O 3,556 H 3,583 L 3,521 C 3,5542026-07-28 O 3,561 H 3,630 L 3,561 C 3,5822026-07-29 O 3,610 H 3,725 L 3,603 C 3,6732026-07-30 O 3,670 H 3,721 L 3,641 C 3,6582026-07-31 O 3,638 H 3,687 L 3,567 C 3,6732026-08-03 O 3,705 H 3,765 L 3,678 C 3,7622026-08-04 O 3,779 H 3,789 L 3,733 C 3,7372026-08-05 O 3,758 H 3,789 L 3,738 C 3,7502026-08-06 O 3,750 H 3,801 L 3,715 C 3,7152026-08-07 O 3,716 H 3,834 L 3,716 C 3,7812026-08-10 O 3,807 H 3,857 L 3,777 C 3,8082026-08-11 O 3,810 H 3,838 L 3,775 C 3,7952026-08-12 O 3,800 H 3,800 L 3,685 C 3,7122026-08-13 O 3,720 H 3,781 L 3,702 C 3,7782026-08-14 O 3,778 H 3,810 L 3,752 C 3,7732026-08-17 O 3,773 H 3,775 L 3,700 C 3,7602026-08-18 O 3,759 H 3,759 L 3,656 C 3,6622026-08-19 O 3,650 H 3,675 L 3,635 C 3,6602026-08-20 O 3,682 H 3,778 L 3,660 C 3,6602026-08-21 O 3,665 H 3,734 L 3,637 C 3,7082026-08-24 O 3,710 H 3,770 L 3,664 C 3,6742026-08-25 O 3,674 H 3,701 L 3,612 C 3,6662026-08-26 O 3,679 H 3,695 L 3,628 C 3,6502026-08-27 O 3,650 H 3,665 L 3,623 C 3,6332026-08-28 O 3,645 H 3,708 L 3,645 C 3,6852026-08-31 O 3,685 H 3,685 L 3,579 C 3,5792026-09-01 O 3,583 H 3,672 L 3,567 C 3,6382026-09-02 O 3,608 H 3,627 L 3,535 C 3,6092026-09-03 O 3,630 H 3,637 L 3,580 C 3,5802026-09-04 O 3,625 H 3,660 L 3,525 C 3,5582026-09-07 O 3,548 H 3,548 L 3,475 C 3,4972026-09-08 O 3,505 H 3,505 L 3,462 C 3,4922026-09-09 O 3,453 H 3,460 L 3,380 C 3,3832026-09-10 O 3,384 H 3,457 L 3,370 C 3,4092026-09-11 O 3,400 H 3,411 L 3,374 C 3,3832026-09-15 O 3,450 H 3,532 L 3,418 C 3,4402026-09-16 O 3,434 H 3,442 L 3,355 C 3,3732026-09-17 O 3,373 H 3,405 L 3,344 C 3,3822026-09-18 O 3,399 H 3,399 L 3,267 C 3,2672026-09-21 O 3,307 H 3,318 L 3,267 C 3,2872026-09-22 O 3,295 H 3,295 L 3,200 C 3,2202026-09-23 O 3,220 H 3,253 L 3,210 C 3,2122026-09-24 O 3,212 H 3,235 L 3,169 C 3,1842026-09-25 O 3,190 H 3,201 L 3,144 C 3,1872026-09-28 O 3,190 H 3,213 L 3,162 C 3,1912026-09-29 O 3,190 H 3,212 L 3,106 C 3,2122026-09-30 O 3,150 H 3,203 L 3,085 C 3,0892026-10-01 O 3,100 H 3,164 L 3,046 C 3,0932026-10-05 O 3,131 H 3,148 L 3,070 C 3,1052026-10-06 O 3,110 H 3,120 L 3,078 C 3,0932026-10-07 O 3,100 H 3,134 L 3,077 C 3,0832026-10-08 O 3,090 H 3,141 L 2,996 C 2,9962026-10-09 O 3,015 H 3,165 L 3,011 C 3,130Upper end 3,206Lower end 3,054Now 3,13016 Jul9 Oct
Lower end 3,054Now 3,130Upper end 3,206

Where TATAELXSI can go in the next 3 days

Options imply about 4.2% either way over 3 days (about 2.4% in a day). That puts TATAELXSI between 2,998 and 3,262 in 3 days (now 3,130).

2026-07-16 O 3,520 H 3,594 L 3,510 C 3,5382026-07-17 O 3,538 H 3,580 L 3,481 C 3,5032026-07-20 O 3,505 H 3,566 L 3,486 C 3,5372026-07-21 O 3,537 H 3,545 L 3,454 C 3,4622026-07-22 O 3,456 H 3,457 L 3,400 C 3,4072026-07-23 O 3,411 H 3,430 L 3,378 C 3,3882026-07-24 O 3,359 H 3,557 L 3,354 C 3,5382026-07-27 O 3,556 H 3,583 L 3,521 C 3,5542026-07-28 O 3,561 H 3,630 L 3,561 C 3,5822026-07-29 O 3,610 H 3,725 L 3,603 C 3,6732026-07-30 O 3,670 H 3,721 L 3,641 C 3,6582026-07-31 O 3,638 H 3,687 L 3,567 C 3,6732026-08-03 O 3,705 H 3,765 L 3,678 C 3,7622026-08-04 O 3,779 H 3,789 L 3,733 C 3,7372026-08-05 O 3,758 H 3,789 L 3,738 C 3,7502026-08-06 O 3,750 H 3,801 L 3,715 C 3,7152026-08-07 O 3,716 H 3,834 L 3,716 C 3,7812026-08-10 O 3,807 H 3,857 L 3,777 C 3,8082026-08-11 O 3,810 H 3,838 L 3,775 C 3,7952026-08-12 O 3,800 H 3,800 L 3,685 C 3,7122026-08-13 O 3,720 H 3,781 L 3,702 C 3,7782026-08-14 O 3,778 H 3,810 L 3,752 C 3,7732026-08-17 O 3,773 H 3,775 L 3,700 C 3,7602026-08-18 O 3,759 H 3,759 L 3,656 C 3,6622026-08-19 O 3,650 H 3,675 L 3,635 C 3,6602026-08-20 O 3,682 H 3,778 L 3,660 C 3,6602026-08-21 O 3,665 H 3,734 L 3,637 C 3,7082026-08-24 O 3,710 H 3,770 L 3,664 C 3,6742026-08-25 O 3,674 H 3,701 L 3,612 C 3,6662026-08-26 O 3,679 H 3,695 L 3,628 C 3,6502026-08-27 O 3,650 H 3,665 L 3,623 C 3,6332026-08-28 O 3,645 H 3,708 L 3,645 C 3,6852026-08-31 O 3,685 H 3,685 L 3,579 C 3,5792026-09-01 O 3,583 H 3,672 L 3,567 C 3,6382026-09-02 O 3,608 H 3,627 L 3,535 C 3,6092026-09-03 O 3,630 H 3,637 L 3,580 C 3,5802026-09-04 O 3,625 H 3,660 L 3,525 C 3,5582026-09-07 O 3,548 H 3,548 L 3,475 C 3,4972026-09-08 O 3,505 H 3,505 L 3,462 C 3,4922026-09-09 O 3,453 H 3,460 L 3,380 C 3,3832026-09-10 O 3,384 H 3,457 L 3,370 C 3,4092026-09-11 O 3,400 H 3,411 L 3,374 C 3,3832026-09-15 O 3,450 H 3,532 L 3,418 C 3,4402026-09-16 O 3,434 H 3,442 L 3,355 C 3,3732026-09-17 O 3,373 H 3,405 L 3,344 C 3,3822026-09-18 O 3,399 H 3,399 L 3,267 C 3,2672026-09-21 O 3,307 H 3,318 L 3,267 C 3,2872026-09-22 O 3,295 H 3,295 L 3,200 C 3,2202026-09-23 O 3,220 H 3,253 L 3,210 C 3,2122026-09-24 O 3,212 H 3,235 L 3,169 C 3,1842026-09-25 O 3,190 H 3,201 L 3,144 C 3,1872026-09-28 O 3,190 H 3,213 L 3,162 C 3,1912026-09-29 O 3,190 H 3,212 L 3,106 C 3,2122026-09-30 O 3,150 H 3,203 L 3,085 C 3,0892026-10-01 O 3,100 H 3,164 L 3,046 C 3,0932026-10-05 O 3,131 H 3,148 L 3,070 C 3,1052026-10-06 O 3,110 H 3,120 L 3,078 C 3,0932026-10-07 O 3,100 H 3,134 L 3,077 C 3,0832026-10-08 O 3,090 H 3,141 L 2,996 C 2,9962026-10-09 O 3,015 H 3,165 L 3,011 C 3,130Upper end 3,262Lower end 2,998Now 3,13016 Jul9 Oct
Lower end 2,998Now 3,130Upper end 3,262

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

Event: Results 2026-10-13

TATAELXSI (Information Technology): ATM IV is 38.6%, higher than 81% of days over the last year in the same expiry-cycle phase. Options imply about ±2.43% in a day and ±4.21% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
38.6%
IV percentile
81%
Expected move 1d
±2.43%
Expected move 3d
±4.21%
IV / realised
1.48
Gamma flip
-4.5%
from spot
Max pain
+2.2%
from spot
Lot size
125
Confirm lot size with your broker.
Event
Results 2026-10-13

ATM IV, last 60 days

39.7%21.2%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Information Technology

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.