BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1320 CE | ||||||||||
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Delta: 0.74
Vega: 0.56
Theta: -1.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 30.65 | -77.60 | 23.07 | 2 | 0 | 5 | |||
| 19 Dec | 1368.30 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1380.05 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1412.55 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1435.35 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1432.45 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1429.80 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1447.50 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 1435.25 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1448.25 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1447.00 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1439.75 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1443.85 | 108.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1425.90 | 108.25 | 21.85 | - | 1 | 0 | 5 | |||
| 2 Dec | 1433.45 | 86.4 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 29 Nov | 1410.85 | 86.4 | 20.80 | - | 2 | -1 | 5 | |||
| 28 Nov | 1362.25 | 65.6 | 2.65 | 24.84 | 2 | 0 | 6 | |||
| 27 Nov | 1370.30 | 62.95 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 26 Nov | 1365.95 | 62.95 | 33.45 | 14.49 | 18 | -2 | 6 | |||
| 25 Nov | 1321.50 | 29.5 | -120.90 | 15.38 | 19 | 8 | 8 | |||
| 22 Nov | 1301.45 | 150.4 | 0.00 | 0.66 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 150.4 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 150.4 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 150.4 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 18 Nov | 1289.30 | 150.4 | 0.00 | 1.35 | 0 | 0 | 0 | |||
| 14 Nov | 1307.35 | 150.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1317.95 | 150.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1334.90 | 150.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 150.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 150.4 | 150.40 | - | 0 | 0 | 0 | |||
| 4 Oct | 1364.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1374.70 | 0 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1320 expiring on 26DEC2024
Delta for 1320 CE is 0.74
Historical price for 1320 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 30.65, which was -77.60 lower than the previous day. The implied volatity was 23.07, the open interest changed by 0 which decreased total open position to 5
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 108.25, 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 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 108.25, 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 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 108.25, 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 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 108.25, 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 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 108.25, 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 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 108.25, 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 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 108.25, 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 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 108.25, 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 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 108.25, 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 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 108.25, 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 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 108.25, 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 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 108.25, 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 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 108.25, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 86.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 86.4, which was 20.80 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 65.6, which was 2.65 higher than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 6
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 62.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 62.95, which was 33.45 higher than the previous day. The implied volatity was 14.49, the open interest changed by -2 which decreased total open position to 6
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 29.5, which was -120.90 lower than the previous day. The implied volatity was 15.38, the open interest changed by 8 which increased total open position to 8
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 150.4, which was 0.00 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 150.4, which was 0.00 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 150.4, which was 0.00 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 150.4, which was 0.00 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 150.4, which was 0.00 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 150.4, 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 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 150.4, 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 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 150.4, 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 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 150.4, 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 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 150.4, which was 150.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Oct BATAINDIA was trading at 1364.55. 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 Oct BATAINDIA was trading at 1374.70. 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 26DEC2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.53
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 4.85 | 1.65 | 20.09 | 423 | 46 | 124 |
| 19 Dec | 1368.30 | 3.2 | 0.50 | 24.19 | 145 | 3 | 78 |
| 18 Dec | 1380.05 | 2.7 | 1.25 | 25.63 | 83 | -4 | 73 |
| 17 Dec | 1412.55 | 1.45 | -0.20 | 27.88 | 8 | 1 | 78 |
| 16 Dec | 1435.35 | 1.65 | 0.25 | 32.77 | 3 | 0 | 77 |
| 13 Dec | 1432.45 | 1.4 | -0.60 | 27.28 | 77 | -14 | 77 |
| 12 Dec | 1429.80 | 2 | 0.40 | 28.18 | 62 | 24 | 91 |
| 11 Dec | 1447.50 | 1.6 | -0.65 | 28.90 | 40 | -16 | 66 |
| 10 Dec | 1435.25 | 2.25 | 0.10 | 27.70 | 80 | -7 | 81 |
| 9 Dec | 1448.25 | 2.15 | -0.10 | 28.29 | 79 | 33 | 89 |
| 6 Dec | 1447.00 | 2.25 | -0.45 | 25.91 | 114 | -2 | 56 |
| 5 Dec | 1439.75 | 2.7 | -0.55 | 26.63 | 126 | -7 | 56 |
| 4 Dec | 1443.85 | 3.25 | -0.65 | 27.62 | 127 | 9 | 63 |
| 3 Dec | 1425.90 | 3.9 | -0.25 | 25.27 | 107 | -5 | 54 |
| 2 Dec | 1433.45 | 4.15 | -5.60 | 26.36 | 118 | 5 | 60 |
| 29 Nov | 1410.85 | 9.75 | -8.85 | 28.51 | 145 | 26 | 58 |
| 28 Nov | 1362.25 | 18.6 | -0.80 | 25.72 | 22 | 0 | 30 |
| 27 Nov | 1370.30 | 19.4 | 0.00 | 0.00 | 0 | 19 | 0 |
| 26 Nov | 1365.95 | 19.4 | -15.60 | 27.76 | 61 | 19 | 30 |
| 25 Nov | 1321.50 | 35 | -15.00 | 26.40 | 15 | 5 | 8 |
| 22 Nov | 1301.45 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 50 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Nov | 1282.65 | 50 | 0.00 | 22.12 | 2 | 2 | 2 |
| 19 Nov | 1282.65 | 50 | 15.45 | 22.12 | 2 | 1 | 2 |
| 18 Nov | 1289.30 | 34.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1307.35 | 34.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1317.95 | 34.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1334.90 | 34.55 | 13.95 | 27.08 | 1 | 0 | 1 |
| 6 Nov | 1358.40 | 20.6 | 0.00 | 3.15 | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 20.6 | 0.00 | 2.98 | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 20.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 20.6 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1320 expiring on 26DEC2024
Delta for 1320 PE is -0.24
Historical price for 1320 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 4.85, which was 1.65 higher than the previous day. The implied volatity was 20.09, the open interest changed by 46 which increased total open position to 124
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 3.2, which was 0.50 higher than the previous day. The implied volatity was 24.19, the open interest changed by 3 which increased total open position to 78
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 2.7, which was 1.25 higher than the previous day. The implied volatity was 25.63, the open interest changed by -4 which decreased total open position to 73
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 27.88, the open interest changed by 1 which increased total open position to 78
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 32.77, the open interest changed by 0 which decreased total open position to 77
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 27.28, the open interest changed by -14 which decreased total open position to 77
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 2, which was 0.40 higher than the previous day. The implied volatity was 28.18, the open interest changed by 24 which increased total open position to 91
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 28.90, the open interest changed by -16 which decreased total open position to 66
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 2.25, which was 0.10 higher than the previous day. The implied volatity was 27.70, the open interest changed by -7 which decreased total open position to 81
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 28.29, the open interest changed by 33 which increased total open position to 89
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 25.91, the open interest changed by -2 which decreased total open position to 56
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 26.63, the open interest changed by -7 which decreased total open position to 56
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 3.25, which was -0.65 lower than the previous day. The implied volatity was 27.62, the open interest changed by 9 which increased total open position to 63
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 25.27, the open interest changed by -5 which decreased total open position to 54
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 4.15, which was -5.60 lower than the previous day. The implied volatity was 26.36, the open interest changed by 5 which increased total open position to 60
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 9.75, which was -8.85 lower than the previous day. The implied volatity was 28.51, the open interest changed by 26 which increased total open position to 58
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 18.6, which was -0.80 lower than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 30
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 19.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 19.4, which was -15.60 lower than the previous day. The implied volatity was 27.76, the open interest changed by 19 which increased total open position to 30
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 35, which was -15.00 lower than the previous day. The implied volatity was 26.40, the open interest changed by 5 which increased total open position to 8
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 50, 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 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 22.12, the open interest changed by 2 which increased total open position to 2
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 50, which was 15.45 higher than the previous day. The implied volatity was 22.12, the open interest changed by 1 which increased total open position to 2
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 34.55, 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 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 34.55, 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 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 34.55, 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 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 34.55, which was 13.95 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 1
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 20.6, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 20.6, which was 0.00 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0
On 4 Oct BATAINDIA was trading at 1364.55. The strike last trading price was 20.6, 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 Oct BATAINDIA was trading at 1374.70. The strike last trading price was 20.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
