BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.48
Theta: -1.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1281.55 | 36.45 | -19.55 | 21.41 | 8 | 2 | 12 | |||
| 20 Nov | 1282.65 | 56 | 0.00 | 45.11 | 7 | -2 | 11 | |||
| 19 Nov | 1282.65 | 56 | 12.05 | 45.11 | 7 | -1 | 11 | |||
| 18 Nov | 1289.30 | 43.95 | -28.40 | 19.60 | 34 | 8 | 11 | |||
| 14 Nov | 1307.35 | 72.35 | -1.10 | 32.60 | 3 | -2 | 2 | |||
| 13 Nov | 1317.95 | 73.45 | -34.00 | - | 2 | 0 | 4 | |||
| 12 Nov | 1334.90 | 107.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1330.90 | 107.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1336.30 | 107.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1340.05 | 107.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 107.45 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 1356.10 | 107.45 | 13.05 | - | 4 | 2 | 4 | |||
| 4 Nov | 1336.40 | 94.4 | -102.00 | 24.09 | 2 | 0 | 0 | |||
| 1 Nov | 1356.75 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1355.65 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1363.85 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1360.25 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 1364.75 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1401.25 | 196.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 196.4 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1250 expiring on 28NOV2024
Delta for 1250 CE is 0.81
Historical price for 1250 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 36.45, which was -19.55 lower than the previous day. The implied volatity was 21.41, the open interest changed by 2 which increased total open position to 12
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 56, which was 0.00 lower than the previous day. The implied volatity was 45.11, the open interest changed by -2 which decreased total open position to 11
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 56, which was 12.05 higher than the previous day. The implied volatity was 45.11, the open interest changed by -1 which decreased total open position to 11
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 43.95, which was -28.40 lower than the previous day. The implied volatity was 19.60, the open interest changed by 8 which increased total open position to 11
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 72.35, which was -1.10 lower than the previous day. The implied volatity was 32.60, the open interest changed by -2 which decreased total open position to 2
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 73.45, which was -34.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 107.45, 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 107.45, 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 107.45, 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 107.45, 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 107.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 107.45, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 94.4, which was -102.00 lower than the previous day. The implied volatity was 24.09, 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 196.4, 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 196.4, 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 196.4, 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 196.4, 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 196.4, 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 196.4, 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 196.4, 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 196.4, 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 Oct BATAINDIA was trading at 1401.25. The strike last trading price was 196.4, 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 8 Oct BATAINDIA was trading at 1391.15. The strike last trading price was 196.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.53
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 5.7 | -0.55 | 24.77 | 441 | -36 | 216 |
| 20 Nov | 1282.65 | 6.25 | 0.00 | 23.08 | 833 | -14 | 250 |
| 19 Nov | 1282.65 | 6.25 | -1.10 | 23.08 | 833 | -16 | 250 |
| 18 Nov | 1289.30 | 7.35 | 2.05 | 26.15 | 440 | 12 | 268 |
| 14 Nov | 1307.35 | 5.3 | 0.05 | 24.99 | 294 | 9 | 256 |
| 13 Nov | 1317.95 | 5.25 | 1.00 | 27.09 | 441 | 33 | 246 |
| 12 Nov | 1334.90 | 4.25 | 0.50 | 28.55 | 273 | -9 | 215 |
| 11 Nov | 1330.90 | 3.75 | -0.55 | 25.57 | 206 | -34 | 228 |
| 8 Nov | 1336.30 | 4.3 | -0.40 | 25.05 | 142 | 8 | 262 |
| 7 Nov | 1340.05 | 4.7 | 1.05 | 25.70 | 106 | 22 | 255 |
| 6 Nov | 1358.40 | 3.65 | -1.10 | 26.97 | 212 | -4 | 232 |
| 5 Nov | 1356.10 | 4.75 | -16.40 | 27.63 | 1,672 | 11 | 237 |
| 4 Nov | 1336.40 | 21.15 | 1.00 | 41.47 | 618 | 108 | 234 |
| 1 Nov | 1356.75 | 20.15 | -1.25 | 43.95 | 2 | 0 | 125 |
| 31 Oct | 1355.65 | 21.4 | 5.70 | - | 95 | 27 | 124 |
| 30 Oct | 1363.85 | 15.7 | -0.30 | - | 100 | 43 | 97 |
| 29 Oct | 1360.25 | 16 | 6.00 | - | 69 | 47 | 54 |
| 28 Oct | 1372.95 | 10 | -2.95 | - | 2 | 2 | 5 |
| 25 Oct | 1364.75 | 12.95 | 2.95 | - | 6 | 2 | 3 |
| 24 Oct | 1384.65 | 10 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 10 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 10 | 0.00 | - | 0 | 0 | 1 |
| 8 Oct | 1391.15 | 10 | - | 0 | 0 | 1 | |
For Bata India Ltd - strike price 1250 expiring on 28NOV2024
Delta for 1250 PE is -0.22
Historical price for 1250 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 5.7, which was -0.55 lower than the previous day. The implied volatity was 24.77, the open interest changed by -36 which decreased total open position to 216
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 23.08, the open interest changed by -14 which decreased total open position to 250
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 6.25, which was -1.10 lower than the previous day. The implied volatity was 23.08, the open interest changed by -16 which decreased total open position to 250
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 7.35, which was 2.05 higher than the previous day. The implied volatity was 26.15, the open interest changed by 12 which increased total open position to 268
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 5.3, which was 0.05 higher than the previous day. The implied volatity was 24.99, the open interest changed by 9 which increased total open position to 256
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 5.25, which was 1.00 higher than the previous day. The implied volatity was 27.09, the open interest changed by 33 which increased total open position to 246
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 4.25, which was 0.50 higher than the previous day. The implied volatity was 28.55, the open interest changed by -9 which decreased total open position to 215
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 3.75, which was -0.55 lower than the previous day. The implied volatity was 25.57, the open interest changed by -34 which decreased total open position to 228
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 4.3, which was -0.40 lower than the previous day. The implied volatity was 25.05, the open interest changed by 8 which increased total open position to 262
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 4.7, which was 1.05 higher than the previous day. The implied volatity was 25.70, the open interest changed by 22 which increased total open position to 255
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 3.65, which was -1.10 lower than the previous day. The implied volatity was 26.97, the open interest changed by -4 which decreased total open position to 232
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 4.75, which was -16.40 lower than the previous day. The implied volatity was 27.63, the open interest changed by 11 which increased total open position to 237
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 21.15, which was 1.00 higher than the previous day. The implied volatity was 41.47, the open interest changed by 108 which increased total open position to 234
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 20.15, which was -1.25 lower than the previous day. The implied volatity was 43.95, the open interest changed by 0 which decreased total open position to 125
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 21.4, which was 5.70 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 15.7, which was -0.30 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 16, which was 6.00 higher 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 10, which was -2.95 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 12.95, which was 2.95 higher 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 10, 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 10, 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 Oct BATAINDIA was trading at 1401.25. The strike last trading price was 10, 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 8 Oct BATAINDIA was trading at 1391.15. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
