BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
21 Nov 2024 03:51 PM IST
| BATAINDIA 28NOV2024 1350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.22
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1281.55 | 1.2 | -0.55 | 24.19 | 255 | -35 | 373 | |||
| 20 Nov | 1282.65 | 1.75 | 0.00 | 22.56 | 379 | -4 | 410 | |||
| 19 Nov | 1282.65 | 1.75 | -0.60 | 22.56 | 379 | -2 | 410 | |||
| 18 Nov | 1289.30 | 2.35 | -4.15 | 21.65 | 756 | 7 | 427 | |||
| 14 Nov | 1307.35 | 6.5 | -2.15 | 19.26 | 628 | -88 | 420 | |||
| 13 Nov | 1317.95 | 8.65 | -3.35 | 17.25 | 887 | 111 | 507 | |||
| 12 Nov | 1334.90 | 12 | -1.70 | 13.36 | 1,003 | 39 | 398 | |||
| 11 Nov | 1330.90 | 13.7 | -2.60 | 16.67 | 601 | -23 | 358 | |||
| 8 Nov | 1336.30 | 16.3 | -4.05 | 16.55 | 457 | -24 | 382 | |||
| 7 Nov | 1340.05 | 20.35 | -13.65 | 18.18 | 836 | 86 | 412 | |||
| 6 Nov | 1358.40 | 34 | -0.75 | 19.43 | 548 | -42 | 330 | |||
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| 5 Nov | 1356.10 | 34.75 | 2.75 | 19.91 | 3,590 | 54 | 373 | |||
| 4 Nov | 1336.40 | 32 | -11.00 | 26.97 | 1,316 | 249 | 295 | |||
| 1 Nov | 1356.75 | 43 | -1.00 | 23.04 | 55 | -2 | 46 | |||
| 31 Oct | 1355.65 | 44 | -4.00 | - | 69 | 36 | 48 | |||
| 30 Oct | 1363.85 | 48 | 5.40 | - | 34 | 8 | 13 | |||
| 29 Oct | 1360.25 | 42.6 | -71.65 | - | 6 | 5 | 5 | |||
| 28 Oct | 1372.95 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1395.95 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1430.80 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1464.95 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1435.00 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1424.70 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1450.65 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1415.70 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1406.10 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1394.65 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1401.25 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1354.70 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1364.55 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1374.70 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1427.35 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1439.70 | 114.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1449.55 | 114.25 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1350 expiring on 28NOV2024
Delta for 1350 CE is 0.06
Historical price for 1350 CE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 24.19, the open interest changed by -35 which decreased total open position to 373
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 22.56, the open interest changed by -4 which decreased total open position to 410
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 22.56, the open interest changed by -2 which decreased total open position to 410
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 2.35, which was -4.15 lower than the previous day. The implied volatity was 21.65, the open interest changed by 7 which increased total open position to 427
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 6.5, which was -2.15 lower than the previous day. The implied volatity was 19.26, the open interest changed by -88 which decreased total open position to 420
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 8.65, which was -3.35 lower than the previous day. The implied volatity was 17.25, the open interest changed by 111 which increased total open position to 507
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 12, which was -1.70 lower than the previous day. The implied volatity was 13.36, the open interest changed by 39 which increased total open position to 398
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 13.7, which was -2.60 lower than the previous day. The implied volatity was 16.67, the open interest changed by -23 which decreased total open position to 358
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 16.3, which was -4.05 lower than the previous day. The implied volatity was 16.55, the open interest changed by -24 which decreased total open position to 382
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 20.35, which was -13.65 lower than the previous day. The implied volatity was 18.18, the open interest changed by 86 which increased total open position to 412
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 34, which was -0.75 lower than the previous day. The implied volatity was 19.43, the open interest changed by -42 which decreased total open position to 330
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 34.75, which was 2.75 higher than the previous day. The implied volatity was 19.91, the open interest changed by 54 which increased total open position to 373
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 32, which was -11.00 lower than the previous day. The implied volatity was 26.97, the open interest changed by 249 which increased total open position to 295
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 43, which was -1.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by -2 which decreased total open position to 46
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 44, which was -4.00 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 48, which was 5.40 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 42.6, which was -71.65 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, 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 114.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.30
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1281.55 | 69.5 | 1.75 | 27.76 | 41 | 6 | 72 |
| 20 Nov | 1282.65 | 67.75 | 0.00 | 26.36 | 5 | 1 | 65 |
| 19 Nov | 1282.65 | 67.75 | 9.00 | 26.36 | 5 | 0 | 65 |
| 18 Nov | 1289.30 | 58.75 | 21.80 | - | 1 | 0 | 64 |
| 14 Nov | 1307.35 | 36.95 | -13.80 | - | 19 | 5 | 65 |
| 13 Nov | 1317.95 | 50.75 | 11.20 | 34.18 | 19 | -2 | 62 |
| 12 Nov | 1334.90 | 39.55 | 4.50 | 32.41 | 189 | 11 | 65 |
| 11 Nov | 1330.90 | 35.05 | 1.30 | 24.77 | 86 | -14 | 54 |
| 8 Nov | 1336.30 | 33.75 | -0.05 | 23.05 | 122 | -2 | 68 |
| 7 Nov | 1340.05 | 33.8 | 12.15 | 23.90 | 386 | -42 | 70 |
| 6 Nov | 1358.40 | 21.65 | -5.70 | 21.65 | 649 | 16 | 114 |
| 5 Nov | 1356.10 | 27.35 | -9.65 | 25.25 | 574 | 88 | 97 |
| 4 Nov | 1336.40 | 37 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1356.75 | 37 | -6.75 | 30.94 | 1 | 0 | 9 |
| 31 Oct | 1355.65 | 43.75 | 22.40 | - | 9 | 8 | 8 |
| 30 Oct | 1363.85 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1360.25 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1372.95 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1364.75 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1384.65 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1395.95 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1430.80 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1464.95 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1435.00 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1424.70 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1450.65 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1415.70 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1406.10 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1394.65 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1354.70 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1449.55 | 21.35 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1350 expiring on 28NOV2024
Delta for 1350 PE is -0.91
Historical price for 1350 PE is as follows
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 69.5, which was 1.75 higher than the previous day. The implied volatity was 27.76, the open interest changed by 6 which increased total open position to 72
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 67.75, which was 0.00 lower than the previous day. The implied volatity was 26.36, the open interest changed by 1 which increased total open position to 65
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 67.75, which was 9.00 higher than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 65
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 58.75, which was 21.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 36.95, which was -13.80 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 65
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 50.75, which was 11.20 higher than the previous day. The implied volatity was 34.18, the open interest changed by -2 which decreased total open position to 62
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 39.55, which was 4.50 higher than the previous day. The implied volatity was 32.41, the open interest changed by 11 which increased total open position to 65
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 35.05, which was 1.30 higher than the previous day. The implied volatity was 24.77, the open interest changed by -14 which decreased total open position to 54
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 33.75, which was -0.05 lower than the previous day. The implied volatity was 23.05, the open interest changed by -2 which decreased total open position to 68
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 33.8, which was 12.15 higher than the previous day. The implied volatity was 23.90, the open interest changed by -42 which decreased total open position to 70
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 21.65, which was -5.70 lower than the previous day. The implied volatity was 21.65, the open interest changed by 16 which increased total open position to 114
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 27.35, which was -9.65 lower than the previous day. The implied volatity was 25.25, the open interest changed by 88 which increased total open position to 97
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 37, 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 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 37, which was -6.75 lower than the previous day. The implied volatity was 30.94, the open interest changed by 0 which decreased total open position to 9
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 43.75, which was 22.40 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
