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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 1290 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 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
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 0.00

Historical price for 1290 CE is as follows

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
Delta: -0.34
Vega: 0.94
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.34

Historical price for 1290 PE is as follows

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