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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 1310 CE
Delta: 0.52
Vega: 1.02
Theta: -0.87
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1307.35 20.35 -11.55 18.92 17 9 38
13 Nov 1317.95 31.9 2.40 22.48 1 0 30
12 Nov 1334.90 29.5 -3.40 - 15 3 30
11 Nov 1330.90 32.9 -16.70 13.50 12 3 26
8 Nov 1336.30 49.6 8.80 26.14 3 0 24
7 Nov 1340.05 40.8 -20.80 15.50 13 6 26
6 Nov 1358.40 61.6 1.60 19.28 20 -9 27
5 Nov 1356.10 60 -84.85 17.75 157 36 36
4 Nov 1336.40 144.85 0.00 - 0 0 0
1 Nov 1356.75 144.85 0.00 - 0 0 0
31 Oct 1355.65 144.85 0.00 - 0 0 0
30 Oct 1363.85 144.85 0.00 - 0 0 0
29 Oct 1360.25 144.85 0.00 - 0 0 0
28 Oct 1372.95 144.85 0.00 - 0 0 0
25 Oct 1364.75 144.85 0.00 - 0 0 0
24 Oct 1384.65 144.85 0.00 - 0 0 0
23 Oct 1395.20 144.85 0.00 - 0 0 0
22 Oct 1395.95 144.85 0.00 - 0 0 0
18 Oct 1464.95 144.85 0.00 - 0 0 0
9 Oct 1401.25 144.85 0.00 - 0 0 0
8 Oct 1391.15 144.85 - 0 0 0


For Bata India Ltd - strike price 1310 expiring on 28NOV2024

Delta for 1310 CE is 0.52

Historical price for 1310 CE is as follows

On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 20.35, which was -11.55 lower than the previous day. The implied volatity was 18.92, the open interest changed by 9 which increased total open position to 38


On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 31.9, which was 2.40 higher than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 30


On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 29.5, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 30


On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 32.9, which was -16.70 lower than the previous day. The implied volatity was 13.50, the open interest changed by 3 which increased total open position to 26


On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 49.6, which was 8.80 higher than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 24


On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 40.8, which was -20.80 lower than the previous day. The implied volatity was 15.50, the open interest changed by 6 which increased total open position to 26


On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 61.6, which was 1.60 higher than the previous day. The implied volatity was 19.28, the open interest changed by -9 which decreased total open position to 27


On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 60, which was -84.85 lower than the previous day. The implied volatity was 17.75, the open interest changed by 36 which increased total open position to 36


On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 144.85, 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 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 144.85, 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 144.85, 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 30 Oct BATAINDIA was trading at 1363.85. The strike last trading price was 144.85, 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 29 Oct BATAINDIA was trading at 1360.25. The strike last trading price was 144.85, 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 28 Oct BATAINDIA was trading at 1372.95. The strike last trading price was 144.85, 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 25 Oct BATAINDIA was trading at 1364.75. The strike last trading price was 144.85, 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 24 Oct BATAINDIA was trading at 1384.65. The strike last trading price was 144.85, 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 144.85, 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 22 Oct BATAINDIA was trading at 1395.95. The strike last trading price was 144.85, 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 18 Oct BATAINDIA was trading at 1464.95. The strike last trading price was 144.85, 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 144.85, 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 144.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BATAINDIA 28NOV2024 1310 PE
Delta: -0.48
Vega: 1.02
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1307.35 21.6 1.50 22.17 136 16 95
13 Nov 1317.95 20.1 2.20 25.26 281 -19 77
12 Nov 1334.90 17.9 1.95 28.90 362 -8 94
11 Nov 1330.90 15.95 1.25 24.31 221 -50 103
8 Nov 1336.30 14.7 -1.05 22.13 238 15 153
7 Nov 1340.05 15.75 5.65 23.43 319 -18 138
6 Nov 1358.40 10.1 -2.90 22.95 336 41 153
5 Nov 1356.10 13 -12.00 25.05 720 111 112
4 Nov 1336.40 25 0.00 0.00 0 0 0
1 Nov 1356.75 25 0.00 0.00 0 1 0
31 Oct 1355.65 25 12.55 - 1 0 0
30 Oct 1363.85 12.45 0.00 - 0 0 0
29 Oct 1360.25 12.45 0.00 - 0 0 0
28 Oct 1372.95 12.45 0.00 - 0 0 0
25 Oct 1364.75 12.45 0.00 - 0 0 0
24 Oct 1384.65 12.45 0.00 - 0 0 0
23 Oct 1395.20 12.45 0.00 - 0 0 0
22 Oct 1395.95 12.45 0.00 - 0 0 0
18 Oct 1464.95 12.45 0.00 - 0 0 0
9 Oct 1401.25 12.45 0.00 - 0 0 0
8 Oct 1391.15 12.45 - 0 0 0


For Bata India Ltd - strike price 1310 expiring on 28NOV2024

Delta for 1310 PE is -0.48

Historical price for 1310 PE is as follows

On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 21.6, which was 1.50 higher than the previous day. The implied volatity was 22.17, the open interest changed by 16 which increased total open position to 95


On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 20.1, which was 2.20 higher than the previous day. The implied volatity was 25.26, the open interest changed by -19 which decreased total open position to 77


On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 17.9, which was 1.95 higher than the previous day. The implied volatity was 28.90, the open interest changed by -8 which decreased total open position to 94


On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 15.95, which was 1.25 higher than the previous day. The implied volatity was 24.31, the open interest changed by -50 which decreased total open position to 103


On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 14.7, which was -1.05 lower than the previous day. The implied volatity was 22.13, the open interest changed by 15 which increased total open position to 153


On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 15.75, which was 5.65 higher than the previous day. The implied volatity was 23.43, the open interest changed by -18 which decreased total open position to 138


On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 10.1, which was -2.90 lower than the previous day. The implied volatity was 22.95, the open interest changed by 41 which increased total open position to 153


On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 13, which was -12.00 lower than the previous day. The implied volatity was 25.05, the open interest changed by 111 which increased total open position to 112


On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 25, 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 25, 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 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 25, which was 12.55 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 12.45, 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 12.45, 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 12.45, 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 12.45, 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 12.45, 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 12.45, 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 12.45, 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 18 Oct BATAINDIA was trading at 1464.95. The strike last trading price was 12.45, 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 12.45, 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 12.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to