BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1360 CE | ||||||||||
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Delta: 0.34
Vega: 0.63
Theta: -1.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 8.15 | -10.90 | 21.30 | 2,333 | 73 | 111 | |||
| 19 Dec | 1368.30 | 19.05 | -12.95 | 19.02 | 195 | 26 | 37 | |||
| 18 Dec | 1380.05 | 32 | -51.30 | 22.59 | 1 | 0 | 11 | |||
| 17 Dec | 1412.55 | 83.3 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 16 Dec | 1435.35 | 83.3 | -1.25 | 25.36 | 1 | 0 | 12 | |||
| 13 Dec | 1432.45 | 84.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1429.80 | 84.55 | 4.50 | 29.65 | 4 | 0 | 12 | |||
| 11 Dec | 1447.50 | 80.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 1435.25 | 80.05 | -9.35 | - | 2 | -1 | 12 | |||
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| 9 Dec | 1448.25 | 89.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1447.00 | 89.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1439.75 | 89.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1443.85 | 89.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1425.90 | 89.4 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 2 Dec | 1433.45 | 89.4 | 28.35 | 24.18 | 4 | -1 | 14 | |||
| 29 Nov | 1410.85 | 61.05 | 22.10 | 10.75 | 21 | 0 | 15 | |||
| 28 Nov | 1362.25 | 38.95 | 0.10 | 23.11 | 13 | -6 | 15 | |||
| 27 Nov | 1370.30 | 38.85 | 2.85 | 17.80 | 79 | 8 | 18 | |||
| 26 Nov | 1365.95 | 36 | -85.90 | 16.28 | 15 | 9 | 9 | |||
| 25 Nov | 1321.50 | 121.9 | 0.00 | 2.08 | 0 | 0 | 0 | |||
| 22 Nov | 1301.45 | 121.9 | 0.00 | 2.99 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 121.9 | 0.00 | 4.49 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 121.9 | 0.00 | 4.38 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 121.9 | 0.00 | 4.38 | 0 | 0 | 0 | |||
| 18 Nov | 1289.30 | 121.9 | 0.00 | 3.18 | 0 | 0 | 0 | |||
| 14 Nov | 1307.35 | 121.9 | 0.00 | 2.15 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 121.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 121.9 | 121.90 | - | 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 1360 expiring on 26DEC2024
Delta for 1360 CE is 0.34
Historical price for 1360 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 8.15, which was -10.90 lower than the previous day. The implied volatity was 21.30, the open interest changed by 73 which increased total open position to 111
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 19.05, which was -12.95 lower than the previous day. The implied volatity was 19.02, the open interest changed by 26 which increased total open position to 37
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 32, which was -51.30 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 11
On 17 Dec BATAINDIA was trading at 1412.55. 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 -1 which decreased total open position to 0
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 83.3, which was -1.25 lower than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 12
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 84.55, 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 84.55, which was 4.50 higher than the previous day. The implied volatity was 29.65, the open interest changed by 0 which decreased total open position to 12
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 80.05, 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 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 80.05, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 89.4, 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 89.4, 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 89.4, 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 89.4, 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 89.4, 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 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 89.4, which was 28.35 higher than the previous day. The implied volatity was 24.18, the open interest changed by -1 which decreased total open position to 14
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 61.05, which was 22.10 higher than the previous day. The implied volatity was 10.75, the open interest changed by 0 which decreased total open position to 15
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 38.95, which was 0.10 higher than the previous day. The implied volatity was 23.11, the open interest changed by -6 which decreased total open position to 15
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 38.85, which was 2.85 higher than the previous day. The implied volatity was 17.80, the open interest changed by 8 which increased total open position to 18
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 36, which was -85.90 lower than the previous day. The implied volatity was 16.28, the open interest changed by 9 which increased total open position to 9
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 121.9, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 121.9, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 121.9, which was 0.00 lower than the previous day. The implied volatity was 4.49, 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 121.9, which was 0.00 lower than the previous day. The implied volatity was 4.38, 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 121.9, which was 0.00 lower than the previous day. The implied volatity was 4.38, 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 121.9, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 121.9, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 121.9, 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 121.9, which was 121.90 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 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.63
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 23.75 | 10.45 | 21.04 | 1,813 | 49 | 149 |
| 19 Dec | 1368.30 | 13.3 | 4.30 | 22.98 | 667 | -17 | 102 |
| 18 Dec | 1380.05 | 9 | 5.55 | 22.56 | 257 | 12 | 112 |
| 17 Dec | 1412.55 | 3.45 | 1.15 | 22.90 | 43 | 4 | 101 |
| 16 Dec | 1435.35 | 2.3 | -0.30 | 25.56 | 27 | -2 | 99 |
| 13 Dec | 1432.45 | 2.6 | -1.25 | 22.51 | 263 | -30 | 101 |
| 12 Dec | 1429.80 | 3.85 | 0.25 | 24.03 | 285 | 31 | 130 |
| 11 Dec | 1447.50 | 3.6 | -1.00 | 26.29 | 123 | -20 | 101 |
| 10 Dec | 1435.25 | 4.6 | 0.20 | 24.49 | 181 | 9 | 121 |
| 9 Dec | 1448.25 | 4.4 | 0.00 | 25.45 | 57 | -6 | 114 |
| 6 Dec | 1447.00 | 4.4 | -1.55 | 22.96 | 243 | -1 | 121 |
| 5 Dec | 1439.75 | 5.95 | -0.95 | 24.93 | 135 | -28 | 120 |
| 4 Dec | 1443.85 | 6.9 | -1.30 | 26.09 | 292 | 9 | 148 |
| 3 Dec | 1425.90 | 8.2 | 0.20 | 23.45 | 160 | 36 | 140 |
| 2 Dec | 1433.45 | 8 | -9.35 | 24.19 | 204 | 12 | 107 |
| 29 Nov | 1410.85 | 17.35 | -12.10 | 27.00 | 249 | 16 | 94 |
| 28 Nov | 1362.25 | 29.45 | -4.95 | 22.40 | 47 | 20 | 79 |
| 27 Nov | 1370.30 | 34.4 | -1.60 | 28.79 | 37 | 14 | 62 |
| 26 Nov | 1365.95 | 36 | -52.00 | 28.92 | 99 | 34 | 47 |
| 25 Nov | 1321.50 | 88 | 0.00 | 0.00 | 0 | 3 | 0 |
| 22 Nov | 1301.45 | 88 | -7.00 | 39.49 | 4 | 3 | 12 |
| 21 Nov | 1281.55 | 95 | 17.00 | 34.54 | 3 | 2 | 8 |
| 20 Nov | 1282.65 | 78 | 0.00 | 23.87 | 4 | 4 | 2 |
| 19 Nov | 1282.65 | 78 | 3.00 | 23.87 | 4 | 0 | 2 |
| 18 Nov | 1289.30 | 75 | 43.65 | 23.29 | 2 | 0 | 0 |
| 14 Nov | 1307.35 | 31.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 31.35 | 0.00 | 1.03 | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 31.35 | 0.00 | 0.86 | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 31.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 31.35 | 31.35 | - | 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 1360 expiring on 26DEC2024
Delta for 1360 PE is -0.66
Historical price for 1360 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 23.75, which was 10.45 higher than the previous day. The implied volatity was 21.04, the open interest changed by 49 which increased total open position to 149
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 13.3, which was 4.30 higher than the previous day. The implied volatity was 22.98, the open interest changed by -17 which decreased total open position to 102
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 9, which was 5.55 higher than the previous day. The implied volatity was 22.56, the open interest changed by 12 which increased total open position to 112
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 3.45, which was 1.15 higher than the previous day. The implied volatity was 22.90, the open interest changed by 4 which increased total open position to 101
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 25.56, the open interest changed by -2 which decreased total open position to 99
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 22.51, the open interest changed by -30 which decreased total open position to 101
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 3.85, which was 0.25 higher than the previous day. The implied volatity was 24.03, the open interest changed by 31 which increased total open position to 130
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 3.6, which was -1.00 lower than the previous day. The implied volatity was 26.29, the open interest changed by -20 which decreased total open position to 101
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 4.6, which was 0.20 higher than the previous day. The implied volatity was 24.49, the open interest changed by 9 which increased total open position to 121
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 25.45, the open interest changed by -6 which decreased total open position to 114
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 4.4, which was -1.55 lower than the previous day. The implied volatity was 22.96, the open interest changed by -1 which decreased total open position to 121
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 5.95, which was -0.95 lower than the previous day. The implied volatity was 24.93, the open interest changed by -28 which decreased total open position to 120
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 6.9, which was -1.30 lower than the previous day. The implied volatity was 26.09, the open interest changed by 9 which increased total open position to 148
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 8.2, which was 0.20 higher than the previous day. The implied volatity was 23.45, the open interest changed by 36 which increased total open position to 140
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 8, which was -9.35 lower than the previous day. The implied volatity was 24.19, the open interest changed by 12 which increased total open position to 107
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 17.35, which was -12.10 lower than the previous day. The implied volatity was 27.00, the open interest changed by 16 which increased total open position to 94
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 29.45, which was -4.95 lower than the previous day. The implied volatity was 22.40, the open interest changed by 20 which increased total open position to 79
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 34.4, which was -1.60 lower than the previous day. The implied volatity was 28.79, the open interest changed by 14 which increased total open position to 62
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 36, which was -52.00 lower than the previous day. The implied volatity was 28.92, the open interest changed by 34 which increased total open position to 47
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 88, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 88, which was -7.00 lower than the previous day. The implied volatity was 39.49, the open interest changed by 3 which increased total open position to 12
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 95, which was 17.00 higher than the previous day. The implied volatity was 34.54, the open interest changed by 2 which increased total open position to 8
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 78, which was 0.00 lower than the previous day. The implied volatity was 23.87, the open interest changed by 4 which increased total open position to 2
On 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 78, which was 3.00 higher than the previous day. The implied volatity was 23.87, the open interest changed by 0 which decreased total open position to 2
On 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 75, which was 43.65 higher than the previous day. The implied volatity was 23.29, 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 31.35, 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 31.35, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 31.35, which was 0.00 lower than the previous day. The implied volatity was 0.86, 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 31.35, 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 31.35, which was 31.35 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
