BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.70
Theta: -1.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1281.55 | 14.8 | -4.85 | 19.13 | 569 | 51 | 147 | |||
| 20 Nov | 1282.65 | 19.65 | 0.00 | 22.38 | 559 | 36 | 97 | |||
| 19 Nov | 1282.65 | 19.65 | -3.25 | 22.38 | 559 | 37 | 97 | |||
| 18 Nov | 1289.30 | 22.9 | -12.85 | 20.25 | 273 | -7 | 59 | |||
| 14 Nov | 1307.35 | 35.75 | -17.25 | 14.39 | 2 | -1 | 67 | |||
| 13 Nov | 1317.95 | 53 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1334.90 | 53 | -15.90 | - | 2 | 0 | 68 | |||
| 11 Nov | 1330.90 | 68.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 1336.30 | 68.9 | 4.90 | 24.29 | 1 | 0 | 68 | |||
| 7 Nov | 1340.05 | 64 | -22.15 | 11.48 | 1 | 0 | 68 | |||
| 6 Nov | 1358.40 | 86.15 | 0.00 | 0.00 | 0 | -54 | 0 | |||
| 5 Nov | 1356.10 | 86.15 | 16.65 | 18.02 | 260 | -55 | 67 | |||
| 4 Nov | 1336.40 | 69.5 | -134.75 | 23.46 | 134 | 120 | 120 | |||
| 1 Nov | 1356.75 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1355.65 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1363.85 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1360.25 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1401.25 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 204.25 | 204.25 | - | 0 | 0 | 0 | |||
| 23 Sept | 1428.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 1426.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 1426.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1437.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1428.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1417.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1431.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1428.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1406.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1436.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1446.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1467.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1460.80 | 0 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1280 expiring on 28NOV2024
Delta for 1280 CE is 0.53
Historical price for 1280 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 14.8, which was -4.85 lower than the previous day. The implied volatity was 19.13, the open interest changed by 51 which increased total open position to 147
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 19.65, which was 0.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 36 which increased total open position to 97
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 19.65, which was -3.25 lower than the previous day. The implied volatity was 22.38, the open interest changed by 37 which increased total open position to 97
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 22.9, which was -12.85 lower than the previous day. The implied volatity was 20.25, the open interest changed by -7 which decreased total open position to 59
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 35.75, which was -17.25 lower than the previous day. The implied volatity was 14.39, the open interest changed by -1 which decreased total open position to 67
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 53, 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 53, which was -15.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 68.9, 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 68.9, which was 4.90 higher than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 68
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 64, which was -22.15 lower than the previous day. The implied volatity was 11.48, the open interest changed by 0 which decreased total open position to 68
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 86.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -54 which decreased total open position to 0
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 86.15, which was 16.65 higher than the previous day. The implied volatity was 18.02, the open interest changed by -55 which decreased total open position to 67
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 69.5, which was -134.75 lower than the previous day. The implied volatity was 23.46, the open interest changed by 120 which increased total open position to 120
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 204.25, 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 204.25, 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 204.25, 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 204.25, 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 204.25, 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 204.25, 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 204.25, 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 204.25, 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 204.25, 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 204.25, which was 204.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BATAINDIA was trading at 1428.80. The strike last trading price was 0, 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 20 Sept BATAINDIA was trading at 1426.10. The strike last trading price was 0, 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 19 Sept BATAINDIA was trading at 1426.35. The strike last trading price was 0, 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 13 Sept BATAINDIA was trading at 1437.95. The strike last trading price was 0, 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 12 Sept BATAINDIA was trading at 1428.80. The strike last trading price was 0, 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 11 Sept BATAINDIA was trading at 1417.20. The strike last trading price was 0, 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 10 Sept BATAINDIA was trading at 1431.25. The strike last trading price was 0, 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 Sept BATAINDIA was trading at 1428.65. The strike last trading price was 0, 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 6 Sept BATAINDIA was trading at 1406.25. The strike last trading price was 0, 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 5 Sept BATAINDIA was trading at 1436.80. The strike last trading price was 0, 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 4 Sept BATAINDIA was trading at 1446.85. The strike last trading price was 0, 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 3 Sept BATAINDIA was trading at 1467.85. The strike last trading price was 0, 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 2 Sept BATAINDIA was trading at 1460.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 0.71
Theta: -0.99
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 15.1 | -0.35 | 23.10 | 655 | 1 | 173 |
| 20 Nov | 1282.65 | 15.45 | 0.00 | 21.32 | 478 | -29 | 176 |
| 19 Nov | 1282.65 | 15.45 | -0.30 | 21.32 | 478 | -25 | 176 |
| 18 Nov | 1289.30 | 15.75 | 4.95 | 24.31 | 638 | 10 | 199 |
| 14 Nov | 1307.35 | 10.8 | 0.90 | 23.19 | 561 | 20 | 185 |
| 13 Nov | 1317.95 | 9.9 | 1.05 | 25.18 | 536 | -176 | 164 |
| 12 Nov | 1334.90 | 8.85 | 1.40 | 28.12 | 415 | 34 | 342 |
| 11 Nov | 1330.90 | 7.45 | -0.10 | 24.07 | 320 | -39 | 310 |
| 8 Nov | 1336.30 | 7.55 | -1.00 | 22.94 | 154 | 25 | 348 |
| 7 Nov | 1340.05 | 8.55 | 2.65 | 24.26 | 182 | 12 | 323 |
| 6 Nov | 1358.40 | 5.9 | -1.80 | 24.74 | 227 | 31 | 311 |
| 5 Nov | 1356.10 | 7.7 | -25.80 | 26.35 | 1,938 | 94 | 281 |
| 4 Nov | 1336.40 | 33.5 | 8.10 | 43.94 | 507 | 173 | 185 |
| 1 Nov | 1356.75 | 25.4 | 0.75 | 41.48 | 1 | 0 | 11 |
| 31 Oct | 1355.65 | 24.65 | 0.65 | - | 6 | 2 | 10 |
| 30 Oct | 1363.85 | 24 | 0.00 | - | 0 | 7 | 0 |
| 29 Oct | 1360.25 | 24 | 4.20 | - | 12 | 6 | 7 |
| 28 Oct | 1372.95 | 19.8 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 1364.75 | 19.8 | 8.95 | - | 1 | 0 | 0 |
| 24 Oct | 1384.65 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 10.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 10.85 | 10.85 | - | 0 | 0 | 0 |
| 23 Sept | 1428.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 1426.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 1426.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1437.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1428.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1417.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1431.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1428.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1406.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1436.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1446.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1467.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1460.80 | 0 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1280 expiring on 28NOV2024
Delta for 1280 PE is -0.47
Historical price for 1280 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 15.1, which was -0.35 lower than the previous day. The implied volatity was 23.10, the open interest changed by 1 which increased total open position to 173
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 15.45, which was 0.00 lower than the previous day. The implied volatity was 21.32, the open interest changed by -29 which decreased total open position to 176
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 15.45, which was -0.30 lower than the previous day. The implied volatity was 21.32, the open interest changed by -25 which decreased total open position to 176
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 15.75, which was 4.95 higher than the previous day. The implied volatity was 24.31, the open interest changed by 10 which increased total open position to 199
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 10.8, which was 0.90 higher than the previous day. The implied volatity was 23.19, the open interest changed by 20 which increased total open position to 185
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 9.9, which was 1.05 higher than the previous day. The implied volatity was 25.18, the open interest changed by -176 which decreased total open position to 164
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 8.85, which was 1.40 higher than the previous day. The implied volatity was 28.12, the open interest changed by 34 which increased total open position to 342
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 7.45, which was -0.10 lower than the previous day. The implied volatity was 24.07, the open interest changed by -39 which decreased total open position to 310
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 7.55, which was -1.00 lower than the previous day. The implied volatity was 22.94, the open interest changed by 25 which increased total open position to 348
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 8.55, which was 2.65 higher than the previous day. The implied volatity was 24.26, the open interest changed by 12 which increased total open position to 323
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 5.9, which was -1.80 lower than the previous day. The implied volatity was 24.74, the open interest changed by 31 which increased total open position to 311
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 7.7, which was -25.80 lower than the previous day. The implied volatity was 26.35, the open interest changed by 94 which increased total open position to 281
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 33.5, which was 8.10 higher than the previous day. The implied volatity was 43.94, the open interest changed by 173 which increased total open position to 185
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 25.4, which was 0.75 higher than the previous day. The implied volatity was 41.48, the open interest changed by 0 which decreased total open position to 11
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 24.65, which was 0.65 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 24, 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 24, which was 4.20 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 19.8, 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 19.8, which was 8.95 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 10.85, 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 10.85, 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 10.85, 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 10.85, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BATAINDIA was trading at 1428.80. The strike last trading price was 0, 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 20 Sept BATAINDIA was trading at 1426.10. The strike last trading price was 0, 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 19 Sept BATAINDIA was trading at 1426.35. The strike last trading price was 0, 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 13 Sept BATAINDIA was trading at 1437.95. The strike last trading price was 0, 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 12 Sept BATAINDIA was trading at 1428.80. The strike last trading price was 0, 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 11 Sept BATAINDIA was trading at 1417.20. The strike last trading price was 0, 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 10 Sept BATAINDIA was trading at 1431.25. The strike last trading price was 0, 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 Sept BATAINDIA was trading at 1428.65. The strike last trading price was 0, 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 6 Sept BATAINDIA was trading at 1406.25. The strike last trading price was 0, 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 5 Sept BATAINDIA was trading at 1436.80. The strike last trading price was 0, 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 4 Sept BATAINDIA was trading at 1446.85. The strike last trading price was 0, 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 3 Sept BATAINDIA was trading at 1467.85. The strike last trading price was 0, 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 2 Sept BATAINDIA was trading at 1460.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
