BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
14 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.96
Theta: -0.76
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1307.35 | 11.5 | -3.50 | 18.59 | 573 | -2 | 211 | |||
| 13 Nov | 1317.95 | 15 | -4.50 | 16.37 | 710 | 55 | 224 | |||
| 12 Nov | 1334.90 | 19.5 | -2.80 | 10.31 | 701 | 41 | 194 | |||
| 11 Nov | 1330.90 | 22.3 | -3.60 | 15.93 | 297 | 12 | 152 | |||
| 8 Nov | 1336.30 | 25.9 | -3.75 | 16.32 | 118 | 8 | 140 | |||
| 7 Nov | 1340.05 | 29.65 | -13.00 | 17.38 | 154 | 20 | 133 | |||
| 6 Nov | 1358.40 | 42.65 | -4.55 | 15.63 | 35 | -2 | 113 | |||
| 5 Nov | 1356.10 | 47.2 | 7.00 | 19.82 | 1,352 | 68 | 115 | |||
| 4 Nov | 1336.40 | 40.2 | -12.60 | 25.90 | 123 | 37 | 46 | |||
| 1 Nov | 1356.75 | 52.8 | -6.45 | 21.18 | 5 | 2 | 9 | |||
| 31 Oct | 1355.65 | 59.25 | 0.75 | - | 3 | 0 | 5 | |||
| 30 Oct | 1363.85 | 58.5 | -70.55 | - | 5 | 2 | 2 | |||
| 29 Oct | 1360.25 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1395.95 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1430.80 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1464.95 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1435.00 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1424.70 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1450.65 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1415.70 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1406.10 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1394.65 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1401.25 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1354.70 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1364.55 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 3 Oct | 1374.70 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1427.35 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1439.70 | 129.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1449.55 | 129.05 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1330 expiring on 28NOV2024
Delta for 1330 CE is 0.36
Historical price for 1330 CE is as follows
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 11.5, which was -3.50 lower than the previous day. The implied volatity was 18.59, the open interest changed by -2 which decreased total open position to 211
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 15, which was -4.50 lower than the previous day. The implied volatity was 16.37, the open interest changed by 55 which increased total open position to 224
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 19.5, which was -2.80 lower than the previous day. The implied volatity was 10.31, the open interest changed by 41 which increased total open position to 194
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 22.3, which was -3.60 lower than the previous day. The implied volatity was 15.93, the open interest changed by 12 which increased total open position to 152
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 25.9, which was -3.75 lower than the previous day. The implied volatity was 16.32, the open interest changed by 8 which increased total open position to 140
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 29.65, which was -13.00 lower than the previous day. The implied volatity was 17.38, the open interest changed by 20 which increased total open position to 133
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 42.65, which was -4.55 lower than the previous day. The implied volatity was 15.63, the open interest changed by -2 which decreased total open position to 113
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 47.2, which was 7.00 higher than the previous day. The implied volatity was 19.82, the open interest changed by 68 which increased total open position to 115
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 40.2, which was -12.60 lower than the previous day. The implied volatity was 25.90, the open interest changed by 37 which increased total open position to 46
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 52.8, which was -6.45 lower than the previous day. The implied volatity was 21.18, the open interest changed by 2 which increased total open position to 9
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 59.25, which was 0.75 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 58.5, which was -70.55 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 129.05, 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 129.05, 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 129.05, 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 129.05, 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 129.05, 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 129.05, 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 21 Oct BATAINDIA was trading at 1430.80. The strike last trading price was 129.05, 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 129.05, 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 17 Oct BATAINDIA was trading at 1435.00. The strike last trading price was 129.05, 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 16 Oct BATAINDIA was trading at 1424.70. The strike last trading price was 129.05, 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 15 Oct BATAINDIA was trading at 1450.65. The strike last trading price was 129.05, 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 14 Oct BATAINDIA was trading at 1415.70. The strike last trading price was 129.05, 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 11 Oct BATAINDIA was trading at 1406.10. The strike last trading price was 129.05, 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 10 Oct BATAINDIA was trading at 1394.65. The strike last trading price was 129.05, 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 129.05, 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 129.05, 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 7 Oct BATAINDIA was trading at 1354.70. The strike last trading price was 129.05, 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 4 Oct BATAINDIA was trading at 1364.55. The strike last trading price was 129.05, 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 129.05, 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 1 Oct BATAINDIA was trading at 1427.35. The strike last trading price was 129.05, 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 Sept BATAINDIA was trading at 1439.70. The strike last trading price was 129.05, 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 27 Sept BATAINDIA was trading at 1449.55. The strike last trading price was 129.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.98
Theta: -0.56
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1307.35 | 33.05 | -2.15 | 22.40 | 461 | 5 | 173 |
| 13 Nov | 1317.95 | 35.2 | 7.70 | 30.41 | 321 | -20 | 171 |
| 12 Nov | 1334.90 | 27.5 | 3.50 | 30.46 | 550 | -9 | 190 |
| 11 Nov | 1330.90 | 24 | 1.60 | 24.21 | 375 | 8 | 199 |
| 8 Nov | 1336.30 | 22.4 | -0.95 | 22.03 | 376 | 8 | 192 |
| 7 Nov | 1340.05 | 23.35 | 8.35 | 23.36 | 566 | -89 | 184 |
| 6 Nov | 1358.40 | 15 | -3.80 | 22.31 | 421 | 61 | 272 |
| 5 Nov | 1356.10 | 18.8 | -33.45 | 24.76 | 1,340 | 168 | 211 |
| 4 Nov | 1336.40 | 52.25 | 14.95 | 42.02 | 97 | 25 | 44 |
| 1 Nov | 1356.75 | 37.3 | 2.05 | 37.16 | 4 | 3 | 18 |
| 31 Oct | 1355.65 | 35.25 | 20.40 | - | 5 | 3 | 13 |
| 30 Oct | 1363.85 | 14.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1360.25 | 14.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1372.95 | 14.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1364.75 | 14.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1384.65 | 14.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 14.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1395.95 | 14.85 | 0.00 | - | 0 | 6 | 0 |
| 21 Oct | 1430.80 | 14.85 | -1.95 | - | 9 | 2 | 6 |
| 18 Oct | 1464.95 | 16.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1435.00 | 16.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1424.70 | 16.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1450.65 | 16.8 | 0.00 | - | 0 | 0 | 4 |
| 14 Oct | 1415.70 | 16.8 | 0.00 | - | 0 | 0 | 4 |
| 11 Oct | 1406.10 | 16.8 | 0.00 | - | 0 | 0 | 4 |
| 10 Oct | 1394.65 | 16.8 | 0.00 | - | 0 | 0 | 4 |
| 9 Oct | 1401.25 | 16.8 | 0.40 | - | 4 | 0 | 0 |
| 8 Oct | 1391.15 | 16.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1354.70 | 16.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 16.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 16.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 16.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 16.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1449.55 | 16.4 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1330 expiring on 28NOV2024
Delta for 1330 PE is -0.61
Historical price for 1330 PE is as follows
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 33.05, which was -2.15 lower than the previous day. The implied volatity was 22.40, the open interest changed by 5 which increased total open position to 173
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 35.2, which was 7.70 higher than the previous day. The implied volatity was 30.41, the open interest changed by -20 which decreased total open position to 171
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 27.5, which was 3.50 higher than the previous day. The implied volatity was 30.46, the open interest changed by -9 which decreased total open position to 190
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 24, which was 1.60 higher than the previous day. The implied volatity was 24.21, the open interest changed by 8 which increased total open position to 199
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 22.4, which was -0.95 lower than the previous day. The implied volatity was 22.03, the open interest changed by 8 which increased total open position to 192
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 23.35, which was 8.35 higher than the previous day. The implied volatity was 23.36, the open interest changed by -89 which decreased total open position to 184
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 15, which was -3.80 lower than the previous day. The implied volatity was 22.31, the open interest changed by 61 which increased total open position to 272
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 18.8, which was -33.45 lower than the previous day. The implied volatity was 24.76, the open interest changed by 168 which increased total open position to 211
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 52.25, which was 14.95 higher than the previous day. The implied volatity was 42.02, the open interest changed by 25 which increased total open position to 44
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 37.3, which was 2.05 higher than the previous day. The implied volatity was 37.16, the open interest changed by 3 which increased total open position to 18
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 35.25, which was 20.40 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 14.85, 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 21 Oct BATAINDIA was trading at 1430.80. The strike last trading price was 14.85, which was -1.95 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 16.8, 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 17 Oct BATAINDIA was trading at 1435.00. The strike last trading price was 16.8, 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 16 Oct BATAINDIA was trading at 1424.70. The strike last trading price was 16.8, 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 15 Oct BATAINDIA was trading at 1450.65. The strike last trading price was 16.8, 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 14 Oct BATAINDIA was trading at 1415.70. The strike last trading price was 16.8, 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 11 Oct BATAINDIA was trading at 1406.10. The strike last trading price was 16.8, 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 10 Oct BATAINDIA was trading at 1394.65. The strike last trading price was 16.8, 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 16.8, which was 0.40 higher 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 16.4, 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 7 Oct BATAINDIA was trading at 1354.70. The strike last trading price was 16.4, 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 4 Oct BATAINDIA was trading at 1364.55. The strike last trading price was 16.4, 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 16.4, 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 1 Oct BATAINDIA was trading at 1427.35. The strike last trading price was 16.4, 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 Sept BATAINDIA was trading at 1439.70. The strike last trading price was 16.4, 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 27 Sept BATAINDIA was trading at 1449.55. The strike last trading price was 16.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
