BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1330 CE | ||||||||||
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Delta: 0.58
Vega: 0.67
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 43.8 | -34.05 | 53.13 | 4 | 0 | 5 | |||
| 19 Dec | 1368.30 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1380.05 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1412.55 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1435.35 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1432.45 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1429.80 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1447.50 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1435.25 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1448.25 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1447.00 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Dec | 1439.75 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1443.85 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1425.90 | 77.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1433.45 | 77.85 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 29 Nov | 1410.85 | 77.85 | 17.85 | - | 5 | -1 | 5 | |||
| 28 Nov | 1362.25 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1370.30 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1365.95 | 60 | 32.40 | 19.07 | 51 | 0 | 6 | |||
| 25 Nov | 1321.50 | 27.6 | -24.30 | 17.58 | 9 | 4 | 5 | |||
| 22 Nov | 1301.45 | 51.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 51.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 51.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 51.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1289.30 | 51.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1307.35 | 51.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1317.95 | 51.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1334.90 | 51.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 51.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 1356.10 | 51.9 | 11.70 | 1 | 0 | 0 | ||||
For Bata India Ltd - strike price 1330 expiring on 26DEC2024
Delta for 1330 CE is 0.58
Historical price for 1330 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 43.8, which was -34.05 lower than the previous day. The implied volatity was 53.13, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 77.85, 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 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 77.85, 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 77.85, which was 17.85 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 60, 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 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 60, 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 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 60, which was 32.40 higher than the previous day. The implied volatity was 19.07, the open interest changed by 0 which decreased total open position to 6
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 27.6, which was -24.30 lower than the previous day. The implied volatity was 17.58, the open interest changed by 4 which increased total open position to 5
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 51.9, 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 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 51.9, 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 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 51.9, 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 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 51.9, 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 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 51.9, 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 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 51.9, 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 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 51.9, 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 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 51.9, 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 51.9, 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 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 51.9, which was lower than the previous day. The implied volatity was 11.70, the open interest changed by 0 which decreased total open position to 0
| BATAINDIA 26DEC2024 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.62
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 7.25 | 3.30 | 19.25 | 578 | 24 | 90 |
| 19 Dec | 1368.30 | 3.95 | 0.50 | 22.27 | 221 | 4 | 71 |
| 18 Dec | 1380.05 | 3.45 | 1.75 | 24.35 | 76 | 6 | 67 |
| 17 Dec | 1412.55 | 1.7 | 0.25 | 27.03 | 9 | -2 | 61 |
| 16 Dec | 1435.35 | 1.45 | -0.15 | 29.69 | 51 | -8 | 63 |
| 13 Dec | 1432.45 | 1.6 | -0.55 | 26.33 | 60 | -13 | 72 |
| 12 Dec | 1429.80 | 2.15 | 0.35 | 26.63 | 70 | 18 | 82 |
| 11 Dec | 1447.50 | 1.8 | -0.65 | 27.75 | 47 | -14 | 64 |
| 10 Dec | 1435.25 | 2.45 | -0.05 | 26.33 | 18 | 10 | 76 |
| 9 Dec | 1448.25 | 2.5 | -0.20 | 27.42 | 26 | 5 | 66 |
| 6 Dec | 1447.00 | 2.7 | -0.60 | 25.29 | 69 | 1 | 61 |
| 5 Dec | 1439.75 | 3.3 | -0.55 | 26.20 | 64 | -6 | 60 |
| 4 Dec | 1443.85 | 3.85 | -0.80 | 27.07 | 75 | 1 | 66 |
| 3 Dec | 1425.90 | 4.65 | -0.10 | 24.73 | 47 | 6 | 65 |
| 2 Dec | 1433.45 | 4.75 | -5.90 | 25.60 | 154 | 51 | 59 |
| 29 Nov | 1410.85 | 10.65 | -23.90 | 27.49 | 9 | 7 | 7 |
| 28 Nov | 1362.25 | 34.55 | 0.00 | 2.91 | 0 | 0 | 0 |
| 27 Nov | 1370.30 | 34.55 | 0.00 | 3.73 | 0 | 0 | 0 |
| 26 Nov | 1365.95 | 34.55 | 0.00 | 3.55 | 0 | 0 | 0 |
| 25 Nov | 1321.50 | 34.55 | 0.00 | 0.13 | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 34.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 34.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 34.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 34.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1289.30 | 34.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1307.35 | 34.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1317.95 | 34.55 | 0.00 | 0.37 | 0 | 0 | 0 |
| 12 Nov | 1334.90 | 34.55 | 0.00 | 1.47 | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 34.55 | 0.00 | 2.59 | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 34.55 | 2.50 | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1330 expiring on 26DEC2024
Delta for 1330 PE is -0.33
Historical price for 1330 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 7.25, which was 3.30 higher than the previous day. The implied volatity was 19.25, the open interest changed by 24 which increased total open position to 90
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 3.95, which was 0.50 higher than the previous day. The implied volatity was 22.27, the open interest changed by 4 which increased total open position to 71
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 3.45, which was 1.75 higher than the previous day. The implied volatity was 24.35, the open interest changed by 6 which increased total open position to 67
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 27.03, the open interest changed by -2 which decreased total open position to 61
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 29.69, the open interest changed by -8 which decreased total open position to 63
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 26.33, the open interest changed by -13 which decreased total open position to 72
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 26.63, the open interest changed by 18 which increased total open position to 82
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 27.75, the open interest changed by -14 which decreased total open position to 64
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 26.33, the open interest changed by 10 which increased total open position to 76
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 27.42, the open interest changed by 5 which increased total open position to 66
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 2.7, which was -0.60 lower than the previous day. The implied volatity was 25.29, the open interest changed by 1 which increased total open position to 61
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 3.3, which was -0.55 lower than the previous day. The implied volatity was 26.20, the open interest changed by -6 which decreased total open position to 60
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was 27.07, the open interest changed by 1 which increased total open position to 66
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 4.65, which was -0.10 lower than the previous day. The implied volatity was 24.73, the open interest changed by 6 which increased total open position to 65
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 4.75, which was -5.90 lower than the previous day. The implied volatity was 25.60, the open interest changed by 51 which increased total open position to 59
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 10.65, which was -23.90 lower than the previous day. The implied volatity was 27.49, the open interest changed by 7 which increased total open position to 7
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 34.55, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 34.55, which was 0.00 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 34.55, which was 0.00 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 34.55, which was 0.00 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 34.55, 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 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 34.55, 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 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 34.55, 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 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 34.55, 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 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 -, 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 -, 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 0.37, 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 0.00 lower than the previous day. The implied volatity was 1.47, 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 34.55, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 34.55, which was lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
