BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 04:01 PM IST
| BATAINDIA 28NOV2024 1260 CE | ||||||||||
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Delta: 0.75
Vega: 0.57
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1281.55 | 27.85 | -8.65 | 19.70 | 75 | 17 | 20 | |||
| 20 Nov | 1282.65 | 36.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 36.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 1289.30 | 36.5 | -46.05 | 20.42 | 7 | 1 | 3 | |||
| 14 Nov | 1307.35 | 82.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1317.95 | 82.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1334.90 | 82.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1330.90 | 82.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 1336.30 | 82.55 | 5.40 | 19.69 | 1 | 0 | 1 | |||
| 7 Nov | 1340.05 | 77.15 | 22.25 | - | 1 | 0 | 2 | |||
| 6 Nov | 1358.40 | 54.9 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 1356.10 | 54.9 | -132.50 | - | 2 | 1 | 1 | |||
| 4 Nov | 1336.40 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1356.75 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1355.65 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1363.85 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 1360.25 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1401.25 | 187.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 187.4 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1260 expiring on 28NOV2024
Delta for 1260 CE is 0.75
Historical price for 1260 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 27.85, which was -8.65 lower than the previous day. The implied volatity was 19.70, the open interest changed by 17 which increased total open position to 20
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 36.5, 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 36.5, 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 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 36.5, which was -46.05 lower than the previous day. The implied volatity was 20.42, the open interest changed by 1 which increased total open position to 3
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 82.55, 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 82.55, 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 82.55, 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 82.55, 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 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 82.55, which was 5.40 higher than the previous day. The implied volatity was 19.69, the open interest changed by 0 which decreased total open position to 1
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 77.15, which was 22.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 54.9, 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 54.9, which was -132.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 187.4, 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 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 187.4, 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 187.4, 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 187.4, 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 187.4, 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 187.4, 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 187.4, 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 187.4, 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 187.4, 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 187.4, 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 187.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.61
Theta: -0.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 7.9 | -1.10 | 23.96 | 284 | -33 | 212 |
| 20 Nov | 1282.65 | 9 | 0.00 | 23.87 | 291 | 42 | 245 |
| 19 Nov | 1282.65 | 9 | -0.60 | 23.87 | 291 | 42 | 245 |
| 18 Nov | 1289.30 | 9.6 | 2.90 | 25.58 | 631 | -12 | 206 |
| 14 Nov | 1307.35 | 6.7 | 0.65 | 24.31 | 349 | 36 | 222 |
| 13 Nov | 1317.95 | 6.05 | 0.90 | 25.77 | 442 | 49 | 186 |
| 12 Nov | 1334.90 | 5.15 | 0.45 | 27.83 | 306 | -21 | 150 |
| 11 Nov | 1330.90 | 4.7 | -0.20 | 25.01 | 158 | -6 | 169 |
| 8 Nov | 1336.30 | 4.9 | -0.90 | 23.92 | 164 | -36 | 177 |
| 7 Nov | 1340.05 | 5.8 | 1.45 | 25.28 | 141 | 33 | 216 |
| 6 Nov | 1358.40 | 4.35 | -1.15 | 26.35 | 153 | -4 | 184 |
| 5 Nov | 1356.10 | 5.5 | -20.50 | 27.46 | 1,030 | 37 | 187 |
| 4 Nov | 1336.40 | 26 | 3.00 | 43.25 | 532 | 138 | 151 |
| 1 Nov | 1356.75 | 23 | 0.50 | 44.24 | 9 | 6 | 11 |
| 31 Oct | 1355.65 | 22.5 | 16.85 | - | 5 | 4 | 4 |
| 30 Oct | 1363.85 | 5.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1360.25 | 5.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1372.95 | 5.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1364.75 | 5.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1384.65 | 5.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 5.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 5.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 5.65 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1260 expiring on 28NOV2024
Delta for 1260 PE is -0.29
Historical price for 1260 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 7.9, which was -1.10 lower than the previous day. The implied volatity was 23.96, the open interest changed by -33 which decreased total open position to 212
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 23.87, the open interest changed by 42 which increased total open position to 245
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 9, which was -0.60 lower than the previous day. The implied volatity was 23.87, the open interest changed by 42 which increased total open position to 245
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 9.6, which was 2.90 higher than the previous day. The implied volatity was 25.58, the open interest changed by -12 which decreased total open position to 206
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 6.7, which was 0.65 higher than the previous day. The implied volatity was 24.31, the open interest changed by 36 which increased total open position to 222
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 6.05, which was 0.90 higher than the previous day. The implied volatity was 25.77, the open interest changed by 49 which increased total open position to 186
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 5.15, which was 0.45 higher than the previous day. The implied volatity was 27.83, the open interest changed by -21 which decreased total open position to 150
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 4.7, which was -0.20 lower than the previous day. The implied volatity was 25.01, the open interest changed by -6 which decreased total open position to 169
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 4.9, which was -0.90 lower than the previous day. The implied volatity was 23.92, the open interest changed by -36 which decreased total open position to 177
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 5.8, which was 1.45 higher than the previous day. The implied volatity was 25.28, the open interest changed by 33 which increased total open position to 216
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 4.35, which was -1.15 lower than the previous day. The implied volatity was 26.35, the open interest changed by -4 which decreased total open position to 184
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 5.5, which was -20.50 lower than the previous day. The implied volatity was 27.46, the open interest changed by 37 which increased total open position to 187
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 26, which was 3.00 higher than the previous day. The implied volatity was 43.25, the open interest changed by 138 which increased total open position to 151
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 23, which was 0.50 higher than the previous day. The implied volatity was 44.24, the open interest changed by 6 which increased total open position to 11
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 22.5, which was 16.85 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, 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 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
