BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 04:01 PM IST
| BATAINDIA 28NOV2024 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.27
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1281.55 | 1.5 | -0.95 | 22.61 | 254 | 13 | 255 | |||
| 20 Nov | 1282.65 | 2.45 | 0.00 | 21.89 | 622 | -132 | 259 | |||
| 19 Nov | 1282.65 | 2.45 | -0.75 | 21.89 | 622 | -115 | 259 | |||
| 18 Nov | 1289.30 | 3.2 | -5.20 | 20.92 | 732 | 107 | 386 | |||
| 14 Nov | 1307.35 | 8.4 | -3.05 | 18.59 | 618 | 15 | 279 | |||
| 13 Nov | 1317.95 | 11.45 | -4.00 | 16.81 | 818 | 35 | 269 | |||
| 12 Nov | 1334.90 | 15.45 | -2.70 | 12.16 | 980 | 12 | 271 | |||
| 11 Nov | 1330.90 | 18.15 | -2.80 | 16.79 | 560 | 38 | 262 | |||
| 8 Nov | 1336.30 | 20.95 | -3.50 | 16.62 | 516 | -20 | 228 | |||
| 7 Nov | 1340.05 | 24.45 | -14.50 | 17.63 | 432 | 106 | 247 | |||
| 6 Nov | 1358.40 | 38.95 | -1.35 | 18.48 | 195 | -7 | 143 | |||
| 5 Nov | 1356.10 | 40.3 | 4.10 | 19.55 | 3,291 | -254 | 152 | |||
| 4 Nov | 1336.40 | 36.2 | -15.05 | 26.67 | 838 | 402 | 415 | |||
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| 1 Nov | 1356.75 | 51.25 | 0.00 | 0.00 | 0 | 0 | 13 | |||
| 31 Oct | 1355.65 | 51.25 | -3.20 | - | 3 | 2 | 13 | |||
| 30 Oct | 1363.85 | 54.45 | 3.55 | - | 31 | 1 | 2 | |||
| 29 Oct | 1360.25 | 50.9 | -70.60 | - | 1 | 0 | 0 | |||
| 28 Oct | 1372.95 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1395.95 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1430.80 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1464.95 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1435.00 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1424.70 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1450.65 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1415.70 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1406.10 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1394.65 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1401.25 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1354.70 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1364.55 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1374.70 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1427.35 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1439.70 | 121.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1449.55 | 121.5 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1340 expiring on 28NOV2024
Delta for 1340 CE is 0.08
Historical price for 1340 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 1.5, which was -0.95 lower than the previous day. The implied volatity was 22.61, the open interest changed by 13 which increased total open position to 255
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 21.89, the open interest changed by -132 which decreased total open position to 259
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 2.45, which was -0.75 lower than the previous day. The implied volatity was 21.89, the open interest changed by -115 which decreased total open position to 259
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 3.2, which was -5.20 lower than the previous day. The implied volatity was 20.92, the open interest changed by 107 which increased total open position to 386
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 8.4, which was -3.05 lower than the previous day. The implied volatity was 18.59, the open interest changed by 15 which increased total open position to 279
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 11.45, which was -4.00 lower than the previous day. The implied volatity was 16.81, the open interest changed by 35 which increased total open position to 269
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 15.45, which was -2.70 lower than the previous day. The implied volatity was 12.16, the open interest changed by 12 which increased total open position to 271
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 18.15, which was -2.80 lower than the previous day. The implied volatity was 16.79, the open interest changed by 38 which increased total open position to 262
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 20.95, which was -3.50 lower than the previous day. The implied volatity was 16.62, the open interest changed by -20 which decreased total open position to 228
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 24.45, which was -14.50 lower than the previous day. The implied volatity was 17.63, the open interest changed by 106 which increased total open position to 247
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 38.95, which was -1.35 lower than the previous day. The implied volatity was 18.48, the open interest changed by -7 which decreased total open position to 143
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 40.3, which was 4.10 higher than the previous day. The implied volatity was 19.55, the open interest changed by -254 which decreased total open position to 152
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 36.2, which was -15.05 lower than the previous day. The implied volatity was 26.67, the open interest changed by 402 which increased total open position to 415
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 51.25, 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 13
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 51.25, which was -3.20 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 54.45, which was 3.55 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 50.9, which was -70.60 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, 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 121.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.45
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 62.7 | 6.70 | 32.87 | 13 | 0 | 123 |
| 20 Nov | 1282.65 | 56 | 0.00 | 18.72 | 32 | -9 | 123 |
| 19 Nov | 1282.65 | 56 | -0.55 | 18.72 | 32 | -9 | 123 |
| 18 Nov | 1289.30 | 56.55 | 14.25 | 28.10 | 71 | -13 | 133 |
| 14 Nov | 1307.35 | 42.3 | 5.40 | 25.26 | 97 | -4 | 147 |
| 13 Nov | 1317.95 | 36.9 | 2.95 | 26.71 | 148 | -20 | 152 |
| 12 Nov | 1334.90 | 33.95 | 4.45 | 32.02 | 679 | -35 | 171 |
| 11 Nov | 1330.90 | 29.5 | 2.30 | 24.71 | 138 | -25 | 205 |
| 8 Nov | 1336.30 | 27.2 | -1.00 | 22.06 | 211 | -4 | 231 |
| 7 Nov | 1340.05 | 28.2 | 10.30 | 23.55 | 557 | -71 | 235 |
| 6 Nov | 1358.40 | 17.9 | -4.55 | 21.83 | 612 | 3 | 306 |
| 5 Nov | 1356.10 | 22.45 | -36.55 | 24.71 | 2,267 | -62 | 310 |
| 4 Nov | 1336.40 | 59 | 6.00 | 43.27 | 971 | 359 | 372 |
| 1 Nov | 1356.75 | 53 | 14.40 | 45.24 | 6 | 3 | 13 |
| 31 Oct | 1355.65 | 38.6 | -1.75 | - | 8 | 7 | 9 |
| 30 Oct | 1363.85 | 40.35 | 21.60 | - | 2 | 1 | 1 |
| 29 Oct | 1360.25 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1372.95 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1364.75 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1384.65 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1395.95 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1430.80 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1464.95 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1435.00 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1424.70 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1450.65 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1415.70 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1406.10 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1394.65 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1354.70 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 18.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1449.55 | 18.75 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1340 expiring on 28NOV2024
Delta for 1340 PE is -0.83
Historical price for 1340 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 62.7, which was 6.70 higher than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 123
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 56, which was 0.00 lower than the previous day. The implied volatity was 18.72, the open interest changed by -9 which decreased total open position to 123
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 56, which was -0.55 lower than the previous day. The implied volatity was 18.72, the open interest changed by -9 which decreased total open position to 123
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 56.55, which was 14.25 higher than the previous day. The implied volatity was 28.10, the open interest changed by -13 which decreased total open position to 133
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 42.3, which was 5.40 higher than the previous day. The implied volatity was 25.26, the open interest changed by -4 which decreased total open position to 147
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 36.9, which was 2.95 higher than the previous day. The implied volatity was 26.71, the open interest changed by -20 which decreased total open position to 152
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 33.95, which was 4.45 higher than the previous day. The implied volatity was 32.02, the open interest changed by -35 which decreased total open position to 171
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 29.5, which was 2.30 higher than the previous day. The implied volatity was 24.71, the open interest changed by -25 which decreased total open position to 205
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 27.2, which was -1.00 lower than the previous day. The implied volatity was 22.06, the open interest changed by -4 which decreased total open position to 231
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 28.2, which was 10.30 higher than the previous day. The implied volatity was 23.55, the open interest changed by -71 which decreased total open position to 235
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 17.9, which was -4.55 lower than the previous day. The implied volatity was 21.83, the open interest changed by 3 which increased total open position to 306
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 22.45, which was -36.55 lower than the previous day. The implied volatity was 24.71, the open interest changed by -62 which decreased total open position to 310
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 59, which was 6.00 higher than the previous day. The implied volatity was 43.27, the open interest changed by 359 which increased total open position to 372
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 53, which was 14.40 higher than the previous day. The implied volatity was 45.24, the open interest changed by 3 which increased total open position to 13
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 38.6, which was -1.75 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 40.35, which was 21.60 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 18.75, 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 28 Oct BATAINDIA was trading at 1372.95. The strike last trading price was 18.75, 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 25 Oct BATAINDIA was trading at 1364.75. The strike last trading price was 18.75, 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 24 Oct BATAINDIA was trading at 1384.65. The strike last trading price was 18.75, 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 23 Oct BATAINDIA was trading at 1395.20. The strike last trading price was 18.75, 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 22 Oct BATAINDIA was trading at 1395.95. The strike last trading price was 18.75, 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 21 Oct BATAINDIA was trading at 1430.80. The strike last trading price was 18.75, 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 18 Oct BATAINDIA was trading at 1464.95. The strike last trading price was 18.75, 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 17 Oct BATAINDIA was trading at 1435.00. The strike last trading price was 18.75, 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 16 Oct BATAINDIA was trading at 1424.70. The strike last trading price was 18.75, 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 15 Oct BATAINDIA was trading at 1450.65. The strike last trading price was 18.75, 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 14 Oct BATAINDIA was trading at 1415.70. The strike last trading price was 18.75, 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 11 Oct BATAINDIA was trading at 1406.10. The strike last trading price was 18.75, 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 10 Oct BATAINDIA was trading at 1394.65. The strike last trading price was 18.75, 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 9 Oct BATAINDIA was trading at 1401.25. The strike last trading price was 18.75, 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 18.75, 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 7 Oct BATAINDIA was trading at 1354.70. The strike last trading price was 18.75, 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 4 Oct BATAINDIA was trading at 1364.55. The strike last trading price was 18.75, 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 3 Oct BATAINDIA was trading at 1374.70. The strike last trading price was 18.75, 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 1 Oct BATAINDIA was trading at 1427.35. The strike last trading price was 18.75, 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 30 Sept BATAINDIA was trading at 1439.70. The strike last trading price was 18.75, 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 27 Sept BATAINDIA was trading at 1449.55. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
