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[--[65.84.65.76]--]
BATAINDIA
Bata India Ltd

1307.35 -10.60 (-0.80%)

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Historical option data for BATAINDIA

14 Nov 2024 04:11 PM IST
BATAINDIA 28NOV2024 1260 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.00

Historical price for 1260 CE is as follows

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
Delta: -0.19
Vega: 0.70
Theta: -0.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.19

Historical price for 1260 PE is as follows

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