BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.69
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1281.55 | 9.85 | -5.80 | 18.69 | 1,110 | 86 | 143 | |||
| 20 Nov | 1282.65 | 15.65 | 0.00 | 23.35 | 188 | 10 | 58 | |||
| 19 Nov | 1282.65 | 15.65 | -1.65 | 23.35 | 188 | 11 | 58 | |||
| 18 Nov | 1289.30 | 17.3 | -30.05 | 20.05 | 202 | 33 | 47 | |||
| 14 Nov | 1307.35 | 47.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1317.95 | 47.35 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 12 Nov | 1334.90 | 47.35 | -20.55 | - | 18 | -2 | 16 | |||
| 11 Nov | 1330.90 | 67.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1336.30 | 67.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1340.05 | 67.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 67.9 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 5 Nov | 1356.10 | 67.9 | -6.65 | - | 6 | 3 | 17 | |||
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| 4 Nov | 1336.40 | 74.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1356.75 | 74.55 | 0.00 | 0.00 | 0 | 0 | 14 | |||
| 31 Oct | 1355.65 | 74.55 | -86.80 | - | 14 | 12 | 12 | |||
| 30 Oct | 1363.85 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1360.25 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1401.25 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 161.35 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1290 expiring on 28NOV2024
Delta for 1290 CE is 0.42
Historical price for 1290 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 9.85, which was -5.80 lower than the previous day. The implied volatity was 18.69, the open interest changed by 86 which increased total open position to 143
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 15.65, which was 0.00 lower than the previous day. The implied volatity was 23.35, the open interest changed by 10 which increased total open position to 58
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 15.65, which was -1.65 lower than the previous day. The implied volatity was 23.35, the open interest changed by 11 which increased total open position to 58
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 17.3, which was -30.05 lower than the previous day. The implied volatity was 20.05, the open interest changed by 33 which increased total open position to 47
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 47.35, 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 47.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 47.35, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 16
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 67.9, 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 67.9, 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 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 67.9, 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 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 67.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 67.9, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 17
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 74.55, 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 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 74.55, 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 14
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 74.55, which was -86.80 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 161.35, 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 161.35, 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 161.35, 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 161.35, 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 161.35, 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 161.35, 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 161.35, 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 161.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.70
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 20.05 | 0.05 | 22.61 | 375 | 13 | 112 |
| 20 Nov | 1282.65 | 20 | 0.00 | 23.62 | 318 | -23 | 98 |
| 19 Nov | 1282.65 | 20 | 0.60 | 23.62 | 318 | -24 | 98 |
| 18 Nov | 1289.30 | 19.4 | 5.85 | 23.14 | 579 | 20 | 103 |
| 14 Nov | 1307.35 | 13.55 | 0.20 | 22.60 | 349 | -3 | 82 |
| 13 Nov | 1317.95 | 13.35 | 2.30 | 25.86 | 473 | -158 | 83 |
| 12 Nov | 1334.90 | 11.05 | 1.60 | 27.97 | 269 | 55 | 247 |
| 11 Nov | 1330.90 | 9.45 | 0.30 | 23.77 | 114 | 1 | 194 |
| 8 Nov | 1336.30 | 9.15 | -1.20 | 22.28 | 121 | 31 | 193 |
| 7 Nov | 1340.05 | 10.35 | 3.15 | 23.76 | 261 | 24 | 164 |
| 6 Nov | 1358.40 | 7.2 | -1.85 | 24.31 | 346 | 12 | 139 |
| 5 Nov | 1356.10 | 9.05 | -0.15 | 25.75 | 412 | 127 | 127 |
| 4 Nov | 1336.40 | 9.2 | 0.00 | 4.26 | 0 | 0 | 0 |
| 1 Nov | 1356.75 | 9.2 | 0.00 | 5.86 | 0 | 0 | 0 |
| 31 Oct | 1355.65 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1363.85 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1360.25 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1372.95 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1364.75 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1384.65 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 9.2 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1290 expiring on 28NOV2024
Delta for 1290 PE is -0.57
Historical price for 1290 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 20.05, which was 0.05 higher than the previous day. The implied volatity was 22.61, the open interest changed by 13 which increased total open position to 112
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 23.62, the open interest changed by -23 which decreased total open position to 98
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 20, which was 0.60 higher than the previous day. The implied volatity was 23.62, the open interest changed by -24 which decreased total open position to 98
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 19.4, which was 5.85 higher than the previous day. The implied volatity was 23.14, the open interest changed by 20 which increased total open position to 103
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 13.55, which was 0.20 higher than the previous day. The implied volatity was 22.60, the open interest changed by -3 which decreased total open position to 82
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 13.35, which was 2.30 higher than the previous day. The implied volatity was 25.86, the open interest changed by -158 which decreased total open position to 83
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 11.05, which was 1.60 higher than the previous day. The implied volatity was 27.97, the open interest changed by 55 which increased total open position to 247
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 9.45, which was 0.30 higher than the previous day. The implied volatity was 23.77, the open interest changed by 1 which increased total open position to 194
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 9.15, which was -1.20 lower than the previous day. The implied volatity was 22.28, the open interest changed by 31 which increased total open position to 193
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 10.35, which was 3.15 higher than the previous day. The implied volatity was 23.76, the open interest changed by 24 which increased total open position to 164
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 7.2, which was -1.85 lower than the previous day. The implied volatity was 24.31, the open interest changed by 12 which increased total open position to 139
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 9.05, which was -0.15 lower than the previous day. The implied volatity was 25.75, the open interest changed by 127 which increased total open position to 127
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 4.26, 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 9.2, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, 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 9.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
