BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 04:01 PM IST
| BATAINDIA 28NOV2024 1230 CE | ||||||||||
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Delta: 0.98
Vega: 0.09
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1281.55 | 52.6 | -31.80 | 14.78 | 2 | 0 | 1 | |||
| 20 Nov | 1282.65 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1289.30 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1307.35 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1317.95 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1334.90 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1330.90 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1336.30 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1340.05 | 84.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 84.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 1356.10 | 84.4 | -130.30 | - | 1 | 0 | 0 | |||
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| 4 Nov | 1336.40 | 214.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1356.75 | 214.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1355.65 | 214.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1363.85 | 214.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1360.25 | 214.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 214.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 214.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 214.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 214.7 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1230 expiring on 28NOV2024
Delta for 1230 CE is 0.98
Historical price for 1230 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 52.6, which was -31.80 lower than the previous day. The implied volatity was 14.78, the open interest changed by 0 which decreased total open position to 1
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 84.4, 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 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 84.4, 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 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 84.4, 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 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 84.4, 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 84.4, 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 84.4, 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 84.4, 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 84.4, 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 84.4, 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 84.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 84.4, which was -130.30 lower than the previous day. The implied volatity was -, 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 214.7, which was 0.00 lower than the previous day. The implied volatity was -, 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 214.7, which was 0.00 lower than the previous day. The implied volatity was -, 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 214.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BATAINDIA was trading at 1363.85. The strike last trading price was 214.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BATAINDIA was trading at 1360.25. The strike last trading price was 214.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BATAINDIA was trading at 1372.95. The strike last trading price was 214.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BATAINDIA was trading at 1364.75. The strike last trading price was 214.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BATAINDIA was trading at 1384.65. The strike last trading price was 214.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BATAINDIA was trading at 1395.20. The strike last trading price was 214.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.38
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 3.35 | -0.80 | 27.66 | 275 | -7 | 43 |
| 20 Nov | 1282.65 | 4.15 | 0.00 | 27.03 | 132 | 9 | 52 |
| 19 Nov | 1282.65 | 4.15 | -0.25 | 27.03 | 132 | 11 | 52 |
| 18 Nov | 1289.30 | 4.4 | 0.75 | 27.75 | 167 | -5 | 41 |
| 14 Nov | 1307.35 | 3.65 | -0.15 | 27.13 | 2 | 0 | 46 |
| 13 Nov | 1317.95 | 3.8 | 1.05 | 29.25 | 6 | -2 | 47 |
| 12 Nov | 1334.90 | 2.75 | 0.45 | 29.61 | 43 | -5 | 51 |
| 11 Nov | 1330.90 | 2.3 | -0.80 | 26.67 | 2 | 0 | 57 |
| 8 Nov | 1336.30 | 3.1 | -0.30 | 26.75 | 67 | -7 | 58 |
| 7 Nov | 1340.05 | 3.4 | 0.60 | 27.28 | 66 | 20 | 65 |
| 6 Nov | 1358.40 | 2.8 | -0.80 | 28.76 | 85 | 29 | 52 |
| 5 Nov | 1356.10 | 3.6 | -12.55 | 29.22 | 287 | -29 | 22 |
| 4 Nov | 1336.40 | 16.15 | -0.80 | 41.44 | 76 | 49 | 51 |
| 1 Nov | 1356.75 | 16.95 | 6.35 | 45.25 | 1 | 0 | 1 |
| 31 Oct | 1355.65 | 10.6 | 7.30 | - | 1 | 0 | 0 |
| 30 Oct | 1363.85 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1360.25 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1372.95 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1364.75 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1384.65 | 3.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 3.3 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1230 expiring on 28NOV2024
Delta for 1230 PE is -0.13
Historical price for 1230 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 3.35, which was -0.80 lower than the previous day. The implied volatity was 27.66, the open interest changed by -7 which decreased total open position to 43
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 27.03, the open interest changed by 9 which increased total open position to 52
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was 27.03, the open interest changed by 11 which increased total open position to 52
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 4.4, which was 0.75 higher than the previous day. The implied volatity was 27.75, the open interest changed by -5 which decreased total open position to 41
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 3.65, which was -0.15 lower than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 46
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 3.8, which was 1.05 higher than the previous day. The implied volatity was 29.25, the open interest changed by -2 which decreased total open position to 47
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 2.75, which was 0.45 higher than the previous day. The implied volatity was 29.61, the open interest changed by -5 which decreased total open position to 51
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 2.3, which was -0.80 lower than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 57
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 3.1, which was -0.30 lower than the previous day. The implied volatity was 26.75, the open interest changed by -7 which decreased total open position to 58
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 3.4, which was 0.60 higher than the previous day. The implied volatity was 27.28, the open interest changed by 20 which increased total open position to 65
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 2.8, which was -0.80 lower than the previous day. The implied volatity was 28.76, the open interest changed by 29 which increased total open position to 52
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 3.6, which was -12.55 lower than the previous day. The implied volatity was 29.22, the open interest changed by -29 which decreased total open position to 22
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 16.15, which was -0.80 lower than the previous day. The implied volatity was 41.44, the open interest changed by 49 which increased total open position to 51
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 16.95, which was 6.35 higher than the previous day. The implied volatity was 45.25, the open interest changed by 0 which decreased total open position to 1
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 10.6, which was 7.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BATAINDIA was trading at 1363.85. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BATAINDIA was trading at 1360.25. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BATAINDIA was trading at 1372.95. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BATAINDIA was trading at 1364.75. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BATAINDIA was trading at 1384.65. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BATAINDIA was trading at 1395.20. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
