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

1307.35 -10.60 (-0.80%)

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Historical option data for BATAINDIA

14 Nov 2024 04:11 PM IST
BATAINDIA 28NOV2024 1140 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1307.35 200.55 0.00 0.00 0 0 0
13 Nov 1317.95 200.55 0.00 0.00 0 0 0
12 Nov 1334.90 200.55 0.00 0.00 0 0 0
11 Nov 1330.90 200.55 0.00 0.00 0 0 0
8 Nov 1336.30 200.55 0.00 0.00 0 0 0
7 Nov 1340.05 200.55 0.00 0.00 0 0 0
6 Nov 1358.40 200.55 0.00 0.00 0 0 0
5 Nov 1356.10 200.55 0.00 0.00 0 0 0
4 Nov 1336.40 200.55 0.00 0.00 0 0 0
1 Nov 1356.75 200.55 0.00 0.00 0 0 0
31 Oct 1355.65 200.55 - 0 1 0


For Bata India Ltd - strike price 1140 expiring on 28NOV2024

Delta for 1140 CE is 0.00

Historical price for 1140 CE is as follows

On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 200.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 200.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BATAINDIA 28NOV2024 1140 PE
Delta: -0.03
Vega: 0.17
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1307.35 1.1 -0.15 38.42 64 -2 143
13 Nov 1317.95 1.25 0.25 40.05 17 -6 146
12 Nov 1334.90 1 0.00 40.21 19 -5 184
11 Nov 1330.90 1 -0.05 38.15 76 14 189
8 Nov 1336.30 1.05 -0.55 35.84 185 -41 202
7 Nov 1340.05 1.6 0.10 38.08 173 -20 244
6 Nov 1358.40 1.5 0.20 39.63 93 -33 239
5 Nov 1356.10 1.3 -4.65 37.30 1,388 -257 273
4 Nov 1336.40 5.95 -0.40 46.55 1,431 518 531
1 Nov 1356.75 6.35 1.35 48.80 15 10 13
31 Oct 1355.65 5 - 2 1 2


For Bata India Ltd - strike price 1140 expiring on 28NOV2024

Delta for 1140 PE is -0.03

Historical price for 1140 PE is as follows

On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 38.42, the open interest changed by -2 which decreased total open position to 143


On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 40.05, the open interest changed by -6 which decreased total open position to 146


On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 40.21, the open interest changed by -5 which decreased total open position to 184


On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 38.15, the open interest changed by 14 which increased total open position to 189


On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 35.84, the open interest changed by -41 which decreased total open position to 202


On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 38.08, the open interest changed by -20 which decreased total open position to 244


On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 39.63, the open interest changed by -33 which decreased total open position to 239


On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 1.3, which was -4.65 lower than the previous day. The implied volatity was 37.30, the open interest changed by -257 which decreased total open position to 273


On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 5.95, which was -0.40 lower than the previous day. The implied volatity was 46.55, the open interest changed by 518 which increased total open position to 531


On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 6.35, which was 1.35 higher than the previous day. The implied volatity was 48.80, the open interest changed by 10 which increased total open position to 13


On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to