BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
03 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 3 Dec | 1425.90 | 215.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1433.45 | 215.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1410.85 | 215.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1362.25 | 215.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1370.30 | 215.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1365.95 | 215.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1321.50 | 215.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1301.45 | 215.8 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1240 expiring on 26DEC2024
Delta for 1240 CE is -
Historical price for 1240 CE is as follows
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 215.8, 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 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 215.8, 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 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 215.8, 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 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 215.8, 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 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 215.8, 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 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 215.8, 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 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 215.8, 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 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 215.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BATAINDIA 26DEC2024 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.25
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1425.90 | 1.4 | -0.20 | 32.01 | 18 | 0 | 98 |
| 2 Dec | 1433.45 | 1.6 | -1.40 | 32.73 | 67 | -12 | 98 |
| 29 Nov | 1410.85 | 3 | -2.70 | 32.17 | 266 | 84 | 120 |
| 28 Nov | 1362.25 | 5.7 | 0.65 | 29.30 | 26 | 13 | 38 |
| 27 Nov | 1370.30 | 5.05 | -0.60 | 29.63 | 29 | 4 | 25 |
| 26 Nov | 1365.95 | 5.65 | -3.45 | 29.80 | 35 | -4 | 21 |
| 25 Nov | 1321.50 | 9.1 | -8.40 | 26.06 | 43 | 24 | 25 |
| 22 Nov | 1301.45 | 17.5 | 28.71 | 10 | 9 | 10 | |
For Bata India Ltd - strike price 1240 expiring on 26DEC2024
Delta for 1240 PE is -0.03
Historical price for 1240 PE is as follows
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 98
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 1.6, which was -1.40 lower than the previous day. The implied volatity was 32.73, the open interest changed by -12 which decreased total open position to 98
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 3, which was -2.70 lower than the previous day. The implied volatity was 32.17, the open interest changed by 84 which increased total open position to 120
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 5.7, which was 0.65 higher than the previous day. The implied volatity was 29.30, the open interest changed by 13 which increased total open position to 38
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 5.05, which was -0.60 lower than the previous day. The implied volatity was 29.63, the open interest changed by 4 which increased total open position to 25
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 5.65, which was -3.45 lower than the previous day. The implied volatity was 29.80, the open interest changed by -4 which decreased total open position to 21
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 9.1, which was -8.40 lower than the previous day. The implied volatity was 26.06, the open interest changed by 24 which increased total open position to 25
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was 28.71, the open interest changed by 9 which increased total open position to 10
