BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1281.55 | 41.45 | -69.60 | - | 5 | 2 | 3 | |||
| 20 Nov | 1282.65 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1289.30 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1307.35 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1317.95 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1334.90 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1330.90 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1336.30 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1340.05 | 111.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 111.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 5 Nov | 1356.10 | 111.05 | -127.90 | - | 1 | 0 | 0 | |||
| 4 Nov | 1336.40 | 238.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1356.75 | 238.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1355.65 | 238.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1363.85 | 238.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1360.25 | 238.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 238.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 238.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 238.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 238.95 | 238.95 | - | 0 | 0 | 0 | |||
| 23 Sept | 1428.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1426.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1426.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1437.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1428.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1417.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1431.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1428.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1406.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1436.80 | 0 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1240 expiring on 28NOV2024
Delta for 1240 CE is -
Historical price for 1240 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 41.45, which was -69.60 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, 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 111.05, which was -127.90 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 238.95, 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 238.95, 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 238.95, 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 238.95, 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 238.95, 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 238.95, 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 238.95, 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 238.95, 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 238.95, which was 238.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BATAINDIA was trading at 1428.80. The strike last trading price was 0, 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 20 Sept BATAINDIA was trading at 1426.10. The strike last trading price was 0, 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 19 Sept BATAINDIA was trading at 1426.35. The strike last trading price was 0, 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 13 Sept BATAINDIA was trading at 1437.95. The strike last trading price was 0, 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 12 Sept BATAINDIA was trading at 1428.80. The strike last trading price was 0, 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 11 Sept BATAINDIA was trading at 1417.20. The strike last trading price was 0, 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 10 Sept BATAINDIA was trading at 1431.25. The strike last trading price was 0, 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 9 Sept BATAINDIA was trading at 1428.65. The strike last trading price was 0, 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 6 Sept BATAINDIA was trading at 1406.25. The strike last trading price was 0, 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 5 Sept BATAINDIA was trading at 1436.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.46
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 4.6 | -0.55 | 26.75 | 358 | 16 | 172 |
| 20 Nov | 1282.65 | 5.15 | 0.00 | 24.93 | 253 | -22 | 157 |
| 19 Nov | 1282.65 | 5.15 | -0.75 | 24.93 | 253 | -21 | 157 |
| 18 Nov | 1289.30 | 5.9 | 1.70 | 27.31 | 793 | -79 | 185 |
| 14 Nov | 1307.35 | 4.2 | 0.45 | 25.71 | 231 | 43 | 264 |
| 13 Nov | 1317.95 | 3.75 | 0.40 | 26.78 | 243 | 14 | 225 |
| 12 Nov | 1334.90 | 3.35 | 0.30 | 28.91 | 171 | -45 | 211 |
| 11 Nov | 1330.90 | 3.05 | -0.45 | 26.27 | 90 | 18 | 257 |
| 8 Nov | 1336.30 | 3.5 | -0.95 | 25.62 | 70 | 0 | 240 |
| 7 Nov | 1340.05 | 4.45 | 1.40 | 27.30 | 283 | -30 | 239 |
| 6 Nov | 1358.40 | 3.05 | -1.15 | 27.56 | 323 | 8 | 270 |
| 5 Nov | 1356.10 | 4.2 | -14.60 | 29.10 | 1,393 | -120 | 263 |
| 4 Nov | 1336.40 | 18.8 | 1.80 | 41.73 | 1,847 | 406 | 407 |
| 1 Nov | 1356.75 | 17 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 1355.65 | 17 | 10.70 | - | 1 | 0 | 0 |
| 30 Oct | 1363.85 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1360.25 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1372.95 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1364.75 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1384.65 | 6.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 6.3 | 6.30 | - | 0 | 0 | 0 |
| 23 Sept | 1428.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1426.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1426.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1437.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1428.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1417.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1431.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1428.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1406.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1436.80 | 0 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1240 expiring on 28NOV2024
Delta for 1240 PE is -0.18
Historical price for 1240 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 4.6, which was -0.55 lower than the previous day. The implied volatity was 26.75, the open interest changed by 16 which increased total open position to 172
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by -22 which decreased total open position to 157
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 5.15, which was -0.75 lower than the previous day. The implied volatity was 24.93, the open interest changed by -21 which decreased total open position to 157
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 5.9, which was 1.70 higher than the previous day. The implied volatity was 27.31, the open interest changed by -79 which decreased total open position to 185
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 4.2, which was 0.45 higher than the previous day. The implied volatity was 25.71, the open interest changed by 43 which increased total open position to 264
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 3.75, which was 0.40 higher than the previous day. The implied volatity was 26.78, the open interest changed by 14 which increased total open position to 225
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 3.35, which was 0.30 higher than the previous day. The implied volatity was 28.91, the open interest changed by -45 which decreased total open position to 211
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 3.05, which was -0.45 lower than the previous day. The implied volatity was 26.27, the open interest changed by 18 which increased total open position to 257
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 3.5, which was -0.95 lower than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 240
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 4.45, which was 1.40 higher than the previous day. The implied volatity was 27.30, the open interest changed by -30 which decreased total open position to 239
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 27.56, the open interest changed by 8 which increased total open position to 270
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 4.2, which was -14.60 lower than the previous day. The implied volatity was 29.10, the open interest changed by -120 which decreased total open position to 263
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 18.8, which was 1.80 higher than the previous day. The implied volatity was 41.73, the open interest changed by 406 which increased total open position to 407
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 17, 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 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 17, which was 10.70 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 6.3, 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 6.3, 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 6.3, 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 6.3, 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 6.3, 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 6.3, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BATAINDIA was trading at 1428.80. The strike last trading price was 0, 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 20 Sept BATAINDIA was trading at 1426.10. The strike last trading price was 0, 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 19 Sept BATAINDIA was trading at 1426.35. The strike last trading price was 0, 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 13 Sept BATAINDIA was trading at 1437.95. The strike last trading price was 0, 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 12 Sept BATAINDIA was trading at 1428.80. The strike last trading price was 0, 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 11 Sept BATAINDIA was trading at 1417.20. The strike last trading price was 0, 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 10 Sept BATAINDIA was trading at 1431.25. The strike last trading price was 0, 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 9 Sept BATAINDIA was trading at 1428.65. The strike last trading price was 0, 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 6 Sept BATAINDIA was trading at 1406.25. The strike last trading price was 0, 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 5 Sept BATAINDIA was trading at 1436.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
