BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
14 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.98
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1307.35 | 25.35 | -4.75 | 18.42 | 158 | 13 | 193 | |||
| 13 Nov | 1317.95 | 30.1 | -5.75 | 13.81 | 161 | 27 | 181 | |||
| 12 Nov | 1334.90 | 35.85 | -4.15 | - | 56 | 5 | 154 | |||
| 11 Nov | 1330.90 | 40 | -8.60 | 12.24 | 32 | -7 | 148 | |||
| 8 Nov | 1336.30 | 48.6 | -1.05 | 18.81 | 50 | -10 | 159 | |||
| 7 Nov | 1340.05 | 49.65 | -19.75 | 16.77 | 68 | 6 | 169 | |||
| 6 Nov | 1358.40 | 69.4 | 0.70 | 18.76 | 61 | -3 | 164 | |||
| 5 Nov | 1356.10 | 68.7 | 13.45 | 18.27 | 2,420 | -34 | 171 | |||
| 4 Nov | 1336.40 | 55.25 | -14.75 | 23.59 | 399 | 171 | 207 | |||
| 1 Nov | 1356.75 | 70 | 1.05 | 15.39 | 7 | 0 | 35 | |||
| 31 Oct | 1355.65 | 68.95 | -8.45 | - | 35 | 7 | 37 | |||
| 30 Oct | 1363.85 | 77.4 | 5.40 | - | 42 | -11 | 31 | |||
| 29 Oct | 1360.25 | 72 | -38.00 | - | 54 | 40 | 42 | |||
| 28 Oct | 1372.95 | 110 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 110 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 110 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 110 | 0.00 | - | 0 | 0 | 2 | |||
| 22 Oct | 1395.95 | 110 | -43.00 | - | 2 | 1 | 1 | |||
| 18 Oct | 1464.95 | 153 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 1401.25 | 153 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 153 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1300 expiring on 28NOV2024
Delta for 1300 CE is 0.61
Historical price for 1300 CE is as follows
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 25.35, which was -4.75 lower than the previous day. The implied volatity was 18.42, the open interest changed by 13 which increased total open position to 193
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 30.1, which was -5.75 lower than the previous day. The implied volatity was 13.81, the open interest changed by 27 which increased total open position to 181
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 35.85, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 154
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 40, which was -8.60 lower than the previous day. The implied volatity was 12.24, the open interest changed by -7 which decreased total open position to 148
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 48.6, which was -1.05 lower than the previous day. The implied volatity was 18.81, the open interest changed by -10 which decreased total open position to 159
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 49.65, which was -19.75 lower than the previous day. The implied volatity was 16.77, the open interest changed by 6 which increased total open position to 169
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 69.4, which was 0.70 higher than the previous day. The implied volatity was 18.76, the open interest changed by -3 which decreased total open position to 164
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 68.7, which was 13.45 higher than the previous day. The implied volatity was 18.27, the open interest changed by -34 which decreased total open position to 171
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 55.25, which was -14.75 lower than the previous day. The implied volatity was 23.59, the open interest changed by 171 which increased total open position to 207
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 70, which was 1.05 higher than the previous day. The implied volatity was 15.39, the open interest changed by 0 which decreased total open position to 35
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 68.95, which was -8.45 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 77.4, which was 5.40 higher 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 72, which was -38.00 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 110, 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 110, 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 110, 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 110, 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 22 Oct BATAINDIA was trading at 1395.95. The strike last trading price was 110, which was -43.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BATAINDIA was trading at 1464.95. The strike last trading price was 153, 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 153, 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 153, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 1.00
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1307.35 | 17.95 | 1.80 | 23.10 | 726 | -43 | 873 |
| 13 Nov | 1317.95 | 16.15 | 1.85 | 25.24 | 929 | -140 | 915 |
| 12 Nov | 1334.90 | 14.3 | 2.35 | 28.52 | 1,454 | -162 | 1,059 |
| 11 Nov | 1330.90 | 11.95 | 0.15 | 23.55 | 867 | -211 | 1,221 |
| 8 Nov | 1336.30 | 11.8 | -1.05 | 22.32 | 1,009 | 37 | 1,441 |
| 7 Nov | 1340.05 | 12.85 | 4.20 | 23.61 | 1,463 | -285 | 1,407 |
| 6 Nov | 1358.40 | 8.65 | -2.55 | 23.77 | 1,766 | 212 | 1,690 |
| 5 Nov | 1356.10 | 11.2 | -27.35 | 25.73 | 7,444 | 542 | 1,483 |
| 4 Nov | 1336.40 | 38.55 | 1.55 | 41.85 | 2,693 | 583 | 965 |
| 1 Nov | 1356.75 | 37 | -0.35 | 45.46 | 76 | 31 | 381 |
| 31 Oct | 1355.65 | 37.35 | 8.40 | - | 285 | 80 | 350 |
| 30 Oct | 1363.85 | 28.95 | -1.05 | - | 263 | 20 | 270 |
| 29 Oct | 1360.25 | 30 | 9.20 | - | 160 | 65 | 248 |
| 28 Oct | 1372.95 | 20.8 | -0.80 | - | 90 | 50 | 185 |
| 25 Oct | 1364.75 | 21.6 | 0.10 | - | 70 | 48 | 135 |
| 24 Oct | 1384.65 | 21.5 | 1.00 | - | 40 | 27 | 87 |
| 23 Oct | 1395.20 | 20.5 | 3.40 | - | 34 | 9 | 59 |
| 22 Oct | 1395.95 | 17.1 | 10.75 | - | 69 | 49 | 50 |
| 18 Oct | 1464.95 | 6.35 | -4.40 | - | 3 | 0 | 1 |
| 9 Oct | 1401.25 | 10.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 10.75 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1300 expiring on 28NOV2024
Delta for 1300 PE is -0.41
Historical price for 1300 PE is as follows
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 17.95, which was 1.80 higher than the previous day. The implied volatity was 23.10, the open interest changed by -43 which decreased total open position to 873
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 16.15, which was 1.85 higher than the previous day. The implied volatity was 25.24, the open interest changed by -140 which decreased total open position to 915
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 14.3, which was 2.35 higher than the previous day. The implied volatity was 28.52, the open interest changed by -162 which decreased total open position to 1059
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 11.95, which was 0.15 higher than the previous day. The implied volatity was 23.55, the open interest changed by -211 which decreased total open position to 1221
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 11.8, which was -1.05 lower than the previous day. The implied volatity was 22.32, the open interest changed by 37 which increased total open position to 1441
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 12.85, which was 4.20 higher than the previous day. The implied volatity was 23.61, the open interest changed by -285 which decreased total open position to 1407
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 8.65, which was -2.55 lower than the previous day. The implied volatity was 23.77, the open interest changed by 212 which increased total open position to 1690
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 11.2, which was -27.35 lower than the previous day. The implied volatity was 25.73, the open interest changed by 542 which increased total open position to 1483
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 38.55, which was 1.55 higher than the previous day. The implied volatity was 41.85, the open interest changed by 583 which increased total open position to 965
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 37, which was -0.35 lower than the previous day. The implied volatity was 45.46, the open interest changed by 31 which increased total open position to 381
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 37.35, which was 8.40 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 28.95, which was -1.05 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 30, which was 9.20 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 20.8, which was -0.80 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 21.6, which was 0.10 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 21.5, which was 1.00 higher 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 20.5, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BATAINDIA was trading at 1395.95. The strike last trading price was 17.1, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BATAINDIA was trading at 1464.95. The strike last trading price was 6.35, which was -4.40 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 10.75, 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 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
