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[--[65.84.65.76]--]
BATAINDIA
Bata India Ltd

1342.25 -26.05 (-1.90%)

Option Chain for BATAINDIA

20 Dec 2024 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 375

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 215.80 0.00 1240 -0.45 0.60 33.08 22 3 71 -0.03
- 0 0 0 - 131.40 0.00 1250 0.00 11.90 17.50 0 0 0 -0.00
0.00 0 0 0 0.00 182.00 0.00 1260 0.05 0.80 28.99 39 -8 52 -0.04
- 0 0 0 - 115.75 0.00 1270 0.00 1.35 0.00 0 3 0 0.00
- 0 0 0 - 181.85 0.00 1280 -0.15 1.10 24.73 37 -2 48 -0.06
- 0 0 0 - 101.15 0.00 1290 0.10 1.45 23.06 40 3 18 -0.08
0.84 37 0 17 26.30 47.90 -18.60 1300 0.50 2.25 22.29 383 23 231 -0.12
0.00 0 0 0 0.00 74.20 0.00 1310 0.50 2.75 19.87 277 33 56 -0.15
0.74 5 0 2 23.07 30.65 -77.60 1320 1.65 4.85 20.09 423 46 124 -0.24
0.58 5 0 4 53.13 43.80 -34.05 1330 3.30 7.25 19.25 578 24 90 -0.33
0.55 33 4 89 19.47 15.55 -18.15 1340 5.40 11.40 19.55 416 61 116 -0.45
0.44 79 52 399 21.90 12.35 -13.65 1350 7.35 15.85 18.54 872 12 214 -0.57
0.34 111 73 2,333 21.30 8.15 -10.90 1360 10.45 23.75 21.04 1,813 49 149 -0.66
0.25 84 34 1,020 21.90 5.65 -8.55 1370 11.65 28.40 15.98 560 -7 93 -0.82
0.18 187 62 1,148 22.15 3.70 -6.90 1380 14.65 37.35 16.92 368 -8 113 -0.89
0.13 143 93 757 22.94 2.55 -4.55 1390 8.10 35.10 - 45 14 54 -
0.10 421 39 884 24.89 2.10 -2.55 1400 20.05 56.50 19.78 94 -10 184 -0.94
0.08 149 -6 469 26.55 1.70 -1.55 1410 10.45 57.00 - 26 4 39 -
0.07 181 3 285 28.83 1.55 -0.95 1420 21.10 75.40 - 17 -3 68 -
0.06 93 25 227 31.17 1.45 -0.65 1430 10.15 74.00 - 2 0 87 -
0.05 613 123 507 33.10 1.30 -0.60 1440 20.20 93.55 - 20 -13 151 -
0.05 363 47 411 34.54 1.10 -0.45 1450 10.85 96.85 - 18 -17 138 -
0.04 297 93 312 36.71 1.05 -0.20 1460 -0.30 90.55 - 1 0 39 -
0.03 273 104 297 36.46 0.70 -0.40 1470 0.00 88.55 0.00 0 0 0 0.00
0.03 123 -4 133 38.74 0.70 -0.10 1480 0.00 43.40 0.00 0 0 0 0.00
0.03 87 -13 34 40.48 0.65 -0.15 1490 0.00 79.00 0.00 0 0 0 0.00
0.02 535 -33 202 41.59 0.55 -0.30 1500 14.50 145.50 - 4 -1 104 -
0.03 55 9 53 47.21 0.90 -0.05 1510 0.00 72.30 0.00 0 0 0 0.00
0.02 115 -36 77 44.47 0.45 -0.25 1520 0.00 153.80 0.00 0 -3 0 0.00
0.01 69 7 40 44.24 0.30 -0.40 1530 0.00 166.70 - 0 0 0 -
0.02 77 -2 9 48.45 0.45 -0.35 1540 0.00 243.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.60 0.00 1550 0.00 184.30 - 0 0 0 -
0.02 115 -2 8 53.83 0.55 -0.05 1560 0.00 124.05 0.00 0 0 0 0.00
0.00 0 0 0 30.00 5.45 0.00 1570 0.00 202.40 - 0 0 0 -
0.00 0 -1 0 0.00 0.30 0.00 1580 70.05 211.00 - 1 0 2 -
0.00 0 0 0 0.00 0.00 0.00 1590 0.00 0.00 0.00 0 0 0 0.00
- 40 -8 9 - 0.35 -1.05 1600 0.00 229.00 0.00 0 -1 0 0.00
4,290 2,241
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.