BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.66
Theta: -1.13
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 1281.55 | 20.8 | -9.35 | 19.41 | 55 | 22 | 29 | |||
| 20 Nov | 1282.65 | 30.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 30.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 1289.30 | 30.15 | -23.10 | 21.47 | 12 | 1 | 7 | |||
| 14 Nov | 1307.35 | 53.25 | -6.10 | 27.21 | 1 | 0 | 5 | |||
| 13 Nov | 1317.95 | 59.35 | -4.05 | 21.28 | 2 | 1 | 6 | |||
| 12 Nov | 1334.90 | 63.4 | -14.55 | - | 2 | 0 | 5 | |||
| 11 Nov | 1330.90 | 77.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 8 Nov | 1336.30 | 77.95 | 9.80 | 25.64 | 2 | -1 | 5 | |||
| 7 Nov | 1340.05 | 68.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 68.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 1356.10 | 68.15 | -8.50 | - | 14 | 1 | 6 | |||
| 4 Nov | 1336.40 | 76.65 | -101.95 | 22.71 | 6 | 3 | 3 | |||
| 1 Nov | 1356.75 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1355.65 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1363.85 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1360.25 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1401.25 | 178.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 178.6 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1270 expiring on 28NOV2024
Delta for 1270 CE is 0.65
Historical price for 1270 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 20.8, which was -9.35 lower than the previous day. The implied volatity was 19.41, the open interest changed by 22 which increased total open position to 29
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 30.15, 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 30.15, 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 30.15, which was -23.10 lower than the previous day. The implied volatity was 21.47, the open interest changed by 1 which increased total open position to 7
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 53.25, which was -6.10 lower than the previous day. The implied volatity was 27.21, the open interest changed by 0 which decreased total open position to 5
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 59.35, which was -4.05 lower than the previous day. The implied volatity was 21.28, the open interest changed by 1 which increased total open position to 6
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 63.4, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 77.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 77.95, which was 9.80 higher than the previous day. The implied volatity was 25.64, the open interest changed by -1 which decreased total open position to 5
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 68.15, 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 68.15, 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 68.15, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 76.65, which was -101.95 lower than the previous day. The implied volatity was 22.71, the open interest changed by 3 which increased total open position to 3
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 178.6, 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 178.6, 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 178.6, 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 178.6, 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 178.6, 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 178.6, 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 178.6, 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 178.6, 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 178.6, 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 178.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.67
Theta: -1.02
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 11.45 | -0.15 | 24.11 | 322 | 4 | 89 |
| 20 Nov | 1282.65 | 11.6 | 0.00 | 22.79 | 355 | 17 | 86 |
| 19 Nov | 1282.65 | 11.6 | -0.50 | 22.79 | 355 | 18 | 86 |
| 18 Nov | 1289.30 | 12.1 | 3.60 | 24.61 | 380 | -13 | 69 |
| 14 Nov | 1307.35 | 8.5 | 0.05 | 23.71 | 548 | -62 | 84 |
| 13 Nov | 1317.95 | 8.45 | 1.95 | 26.36 | 215 | 71 | 146 |
| 12 Nov | 1334.90 | 6.5 | 0.75 | 27.51 | 279 | -2 | 71 |
| 11 Nov | 1330.90 | 5.75 | -0.35 | 24.27 | 137 | -20 | 75 |
| 8 Nov | 1336.30 | 6.1 | -0.90 | 23.44 | 135 | -6 | 96 |
| 7 Nov | 1340.05 | 7 | 2.00 | 24.70 | 127 | 7 | 108 |
| 6 Nov | 1358.40 | 5 | -1.25 | 25.46 | 286 | -64 | 91 |
| 5 Nov | 1356.10 | 6.25 | -20.75 | 25.94 | 649 | 144 | 156 |
| 4 Nov | 1336.40 | 27 | 3.85 | 41.38 | 31 | 6 | 11 |
| 1 Nov | 1356.75 | 23.15 | 0.00 | 41.99 | 1 | 0 | 4 |
| 31 Oct | 1355.65 | 23.15 | 1.15 | - | 5 | 2 | 3 |
| 30 Oct | 1363.85 | 22 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1360.25 | 22 | 3.95 | - | 1 | 0 | 1 |
| 28 Oct | 1372.95 | 18.05 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 1364.75 | 18.05 | 11.35 | - | 2 | 0 | 0 |
| 24 Oct | 1384.65 | 6.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 6.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 6.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 6.7 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1270 expiring on 28NOV2024
Delta for 1270 PE is -0.38
Historical price for 1270 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 11.45, which was -0.15 lower than the previous day. The implied volatity was 24.11, the open interest changed by 4 which increased total open position to 89
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 11.6, which was 0.00 lower than the previous day. The implied volatity was 22.79, the open interest changed by 17 which increased total open position to 86
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 11.6, which was -0.50 lower than the previous day. The implied volatity was 22.79, the open interest changed by 18 which increased total open position to 86
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 12.1, which was 3.60 higher than the previous day. The implied volatity was 24.61, the open interest changed by -13 which decreased total open position to 69
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 8.5, which was 0.05 higher than the previous day. The implied volatity was 23.71, the open interest changed by -62 which decreased total open position to 84
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 8.45, which was 1.95 higher than the previous day. The implied volatity was 26.36, the open interest changed by 71 which increased total open position to 146
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 6.5, which was 0.75 higher than the previous day. The implied volatity was 27.51, the open interest changed by -2 which decreased total open position to 71
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 5.75, which was -0.35 lower than the previous day. The implied volatity was 24.27, the open interest changed by -20 which decreased total open position to 75
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 6.1, which was -0.90 lower than the previous day. The implied volatity was 23.44, the open interest changed by -6 which decreased total open position to 96
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 7, which was 2.00 higher than the previous day. The implied volatity was 24.70, the open interest changed by 7 which increased total open position to 108
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 5, which was -1.25 lower than the previous day. The implied volatity was 25.46, the open interest changed by -64 which decreased total open position to 91
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 6.25, which was -20.75 lower than the previous day. The implied volatity was 25.94, the open interest changed by 144 which increased total open position to 156
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 27, which was 3.85 higher than the previous day. The implied volatity was 41.38, the open interest changed by 6 which increased total open position to 11
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 23.15, which was 0.00 lower than the previous day. The implied volatity was 41.99, the open interest changed by 0 which decreased total open position to 4
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 23.15, which was 1.15 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 22, 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 22, which was 3.95 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 18.05, 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 18.05, which was 11.35 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 6.7, 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 6.7, 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 6.7, 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 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
