BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1340 CE | ||||||||||
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Delta: 0.55
Vega: 0.68
Theta: -1.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 15.55 | -18.15 | 19.47 | 89 | 4 | 33 | |||
| 19 Dec | 1368.30 | 33.7 | -62.30 | 20.52 | 18 | 4 | 31 | |||
| 18 Dec | 1380.05 | 96 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 17 Dec | 1412.55 | 96 | 6.00 | 58.46 | 2 | 0 | 28 | |||
| 16 Dec | 1435.35 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Dec | 1432.45 | 90 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 12 Dec | 1429.80 | 90 | -10.00 | - | 2 | 0 | 30 | |||
| 11 Dec | 1447.50 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1435.25 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1448.25 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1447.00 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1439.75 | 100 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 1443.85 | 100 | 16.70 | - | 1 | 0 | 31 | |||
| 3 Dec | 1425.90 | 83.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1433.45 | 83.3 | 7.05 | - | 1 | 0 | 31 | |||
| 29 Nov | 1410.85 | 76.25 | 21.75 | - | 6 | 0 | 31 | |||
| 28 Nov | 1362.25 | 54.5 | 3.00 | 26.08 | 2 | 1 | 30 | |||
| 27 Nov | 1370.30 | 51.5 | 4.40 | 17.38 | 15 | -2 | 29 | |||
| 26 Nov | 1365.95 | 47.1 | 24.50 | 14.55 | 150 | 3 | 31 | |||
| 25 Nov | 1321.50 | 22.6 | 4.60 | 17.35 | 283 | 26 | 28 | |||
| 22 Nov | 1301.45 | 18 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 18 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 20 Nov | 1282.65 | 18 | 0.00 | 21.82 | 5 | 2 | 1 | |||
| 19 Nov | 1282.65 | 18 | -117.80 | 21.82 | 5 | 1 | 1 | |||
| 18 Nov | 1289.30 | 135.8 | 0.00 | 2.63 | 0 | 0 | 0 | |||
| 14 Nov | 1307.35 | 135.8 | 0.00 | 1.04 | 0 | 0 | 0 | |||
| 13 Nov | 1317.95 | 135.8 | 0.00 | 0.40 | 0 | 0 | 0 | |||
| 12 Nov | 1334.90 | 135.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 135.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 135.8 | 135.80 | - | 0 | 0 | 0 | |||
| 4 Oct | 1364.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1374.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1427.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1439.70 | 0 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1340 expiring on 26DEC2024
Delta for 1340 CE is 0.55
Historical price for 1340 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 15.55, which was -18.15 lower than the previous day. The implied volatity was 19.47, the open interest changed by 4 which increased total open position to 33
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 33.7, which was -62.30 lower than the previous day. The implied volatity was 20.52, the open interest changed by 4 which increased total open position to 31
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 96, 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 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 96, which was 6.00 higher than the previous day. The implied volatity was 58.46, the open interest changed by 0 which decreased total open position to 28
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 90, 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 90, 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 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 90, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 100, 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 100, 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 100, 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 100, 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 100, 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 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 100, which was 16.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 83.3, 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 83.3, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 76.25, which was 21.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 54.5, which was 3.00 higher than the previous day. The implied volatity was 26.08, the open interest changed by 1 which increased total open position to 30
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 51.5, which was 4.40 higher than the previous day. The implied volatity was 17.38, the open interest changed by -2 which decreased total open position to 29
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 47.1, which was 24.50 higher than the previous day. The implied volatity was 14.55, the open interest changed by 3 which increased total open position to 31
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 22.6, which was 4.60 higher than the previous day. The implied volatity was 17.35, the open interest changed by 26 which increased total open position to 28
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 18, 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 18, 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 18, which was 0.00 lower than the previous day. The implied volatity was 21.82, the open interest changed by 2 which increased total open position to 1
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 18, which was -117.80 lower than the previous day. The implied volatity was 21.82, the open interest changed by 1 which increased total open position to 1
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 135.8, which was 0.00 lower than the previous day. The implied volatity was 2.63, 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 135.8, which was 0.00 lower than the previous day. The implied volatity was 1.04, 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 135.8, which was 0.00 lower than the previous day. The implied volatity was 0.40, 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 135.8, 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 135.8, 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 135.8, which was 135.80 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 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 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 30 Sept BATAINDIA was trading at 1439.70. 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 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.68
Theta: -0.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 11.4 | 5.40 | 19.55 | 416 | 61 | 116 |
| 19 Dec | 1368.30 | 6 | 1.20 | 22.11 | 171 | 12 | 54 |
| 18 Dec | 1380.05 | 4.8 | 2.80 | 23.74 | 146 | -1 | 43 |
| 17 Dec | 1412.55 | 2 | 0.20 | 24.80 | 25 | -2 | 47 |
| 16 Dec | 1435.35 | 1.8 | 0.00 | 0.00 | 0 | -11 | 0 |
| 13 Dec | 1432.45 | 1.8 | -0.80 | 24.97 | 79 | -11 | 49 |
| 12 Dec | 1429.80 | 2.6 | -0.10 | 25.76 | 64 | 3 | 59 |
| 11 Dec | 1447.50 | 2.7 | -0.25 | 28.37 | 89 | -19 | 58 |
| 10 Dec | 1435.25 | 2.95 | -0.10 | 25.56 | 16 | -1 | 77 |
| 9 Dec | 1448.25 | 3.05 | -0.60 | 26.83 | 40 | -4 | 79 |
| 6 Dec | 1447.00 | 3.65 | -0.35 | 25.42 | 66 | 2 | 85 |
| 5 Dec | 1439.75 | 4 | -0.75 | 25.73 | 48 | -11 | 83 |
| 4 Dec | 1443.85 | 4.75 | -0.75 | 26.83 | 107 | 10 | 91 |
| 3 Dec | 1425.90 | 5.5 | -0.10 | 24.12 | 56 | 8 | 80 |
| 2 Dec | 1433.45 | 5.6 | -7.85 | 25.05 | 154 | 37 | 73 |
| 29 Nov | 1410.85 | 13.45 | -8.05 | 28.09 | 146 | 2 | 35 |
| 28 Nov | 1362.25 | 21.5 | -4.50 | 22.75 | 32 | 15 | 32 |
| 27 Nov | 1370.30 | 26 | 1.05 | 28.54 | 19 | 10 | 19 |
| 26 Nov | 1365.95 | 24.95 | -50.05 | 26.95 | 12 | 8 | 10 |
| 25 Nov | 1321.50 | 75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 75 | 33.20 | 38.49 | 1 | 0 | 1 |
| 21 Nov | 1281.55 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1289.30 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1307.35 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1317.95 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1334.90 | 41.8 | 16.15 | 26.26 | 1 | 0 | 1 |
| 6 Nov | 1358.40 | 25.65 | 0.00 | 2.03 | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 25.65 | 0.00 | 1.97 | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 25.65 | 25.65 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 0 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1340 expiring on 26DEC2024
Delta for 1340 PE is -0.45
Historical price for 1340 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 11.4, which was 5.40 higher than the previous day. The implied volatity was 19.55, the open interest changed by 61 which increased total open position to 116
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 6, which was 1.20 higher than the previous day. The implied volatity was 22.11, the open interest changed by 12 which increased total open position to 54
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 4.8, which was 2.80 higher than the previous day. The implied volatity was 23.74, the open interest changed by -1 which decreased total open position to 43
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 2, which was 0.20 higher than the previous day. The implied volatity was 24.80, the open interest changed by -2 which decreased total open position to 47
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 1.8, which was -0.80 lower than the previous day. The implied volatity was 24.97, the open interest changed by -11 which decreased total open position to 49
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 2.6, which was -0.10 lower than the previous day. The implied volatity was 25.76, the open interest changed by 3 which increased total open position to 59
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 28.37, the open interest changed by -19 which decreased total open position to 58
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 2.95, which was -0.10 lower than the previous day. The implied volatity was 25.56, the open interest changed by -1 which decreased total open position to 77
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 3.05, which was -0.60 lower than the previous day. The implied volatity was 26.83, the open interest changed by -4 which decreased total open position to 79
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 25.42, the open interest changed by 2 which increased total open position to 85
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 4, which was -0.75 lower than the previous day. The implied volatity was 25.73, the open interest changed by -11 which decreased total open position to 83
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 4.75, which was -0.75 lower than the previous day. The implied volatity was 26.83, the open interest changed by 10 which increased total open position to 91
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 5.5, which was -0.10 lower than the previous day. The implied volatity was 24.12, the open interest changed by 8 which increased total open position to 80
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 5.6, which was -7.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by 37 which increased total open position to 73
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 13.45, which was -8.05 lower than the previous day. The implied volatity was 28.09, the open interest changed by 2 which increased total open position to 35
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 21.5, which was -4.50 lower than the previous day. The implied volatity was 22.75, the open interest changed by 15 which increased total open position to 32
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 26, which was 1.05 higher than the previous day. The implied volatity was 28.54, the open interest changed by 10 which increased total open position to 19
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 24.95, which was -50.05 lower than the previous day. The implied volatity was 26.95, the open interest changed by 8 which increased total open position to 10
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 75, 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 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 75, which was 33.20 higher than the previous day. The implied volatity was 38.49, the open interest changed by 0 which decreased total open position to 1
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 41.8, 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 41.8, 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 41.8, 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 41.8, 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 41.8, 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 41.8, 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 41.8, which was 16.15 higher than the previous day. The implied volatity was 26.26, 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 25.65, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 25.65, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 25.65, 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 25.65, which was 25.65 higher 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 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 30 Sept BATAINDIA was trading at 1439.70. 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
