BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1370 CE | ||||||||||
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Delta: 0.25
Vega: 0.55
Theta: -1.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 5.65 | -8.55 | 21.90 | 1,020 | 34 | 84 | |||
| 19 Dec | 1368.30 | 14.2 | -10.70 | 19.67 | 243 | 32 | 51 | |||
| 18 Dec | 1380.05 | 24.9 | -51.60 | 21.75 | 13 | 4 | 19 | |||
| 17 Dec | 1412.55 | 76.5 | 0.85 | 58.90 | 1 | 0 | 15 | |||
| 16 Dec | 1435.35 | 75.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1432.45 | 75.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1429.80 | 75.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1447.50 | 75.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1435.25 | 75.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1448.25 | 75.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1447.00 | 75.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Dec | 1439.75 | 75.65 | 19.85 | - | 3 | 0 | 15 | |||
| 4 Dec | 1443.85 | 55.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1425.90 | 55.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1433.45 | 55.8 | 4.00 | - | 1 | 0 | 15 | |||
| 29 Nov | 1410.85 | 51.8 | 15.40 | 10.43 | 34 | 3 | 14 | |||
| 28 Nov | 1362.25 | 36.4 | 2.40 | 24.74 | 20 | 5 | 10 | |||
| 27 Nov | 1370.30 | 34 | -19.50 | 18.41 | 10 | 4 | 4 | |||
| 26 Nov | 1365.95 | 53.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1321.50 | 53.5 | 0.00 | 2.78 | 0 | 0 | 0 | |||
| 22 Nov | 1301.45 | 53.5 | 0.00 | 3.94 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 53.5 | 0.00 | 4.94 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 53.5 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 53.5 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 18 Nov | 1289.30 | 53.5 | 0.00 | 3.84 | 0 | 0 | 0 | |||
| 14 Nov | 1307.35 | 53.5 | 0.00 | 2.76 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 53.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 53.5 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1370 expiring on 26DEC2024
Delta for 1370 CE is 0.25
Historical price for 1370 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 5.65, which was -8.55 lower than the previous day. The implied volatity was 21.90, the open interest changed by 34 which increased total open position to 84
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 14.2, which was -10.70 lower than the previous day. The implied volatity was 19.67, the open interest changed by 32 which increased total open position to 51
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 24.9, which was -51.60 lower than the previous day. The implied volatity was 21.75, the open interest changed by 4 which increased total open position to 19
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 76.5, which was 0.85 higher than the previous day. The implied volatity was 58.90, the open interest changed by 0 which decreased total open position to 15
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 75.65, 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 75.65, 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 75.65, 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 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 75.65, 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 75.65, 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 75.65, 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 75.65, 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 75.65, which was 19.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 55.8, 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 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 55.8, 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 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 55.8, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 51.8, which was 15.40 higher than the previous day. The implied volatity was 10.43, the open interest changed by 3 which increased total open position to 14
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 36.4, which was 2.40 higher than the previous day. The implied volatity was 24.74, the open interest changed by 5 which increased total open position to 10
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 34, which was -19.50 lower than the previous day. The implied volatity was 18.41, the open interest changed by 4 which increased total open position to 4
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 53.5, 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 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 53.5, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 53.5, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 53.5, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 53.5, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 53.5, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 53.5, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 53.5, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 53.5, 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 53.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BATAINDIA 26DEC2024 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.45
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 28.4 | 11.65 | 15.98 | 560 | -7 | 93 |
| 19 Dec | 1368.30 | 16.75 | 4.75 | 21.30 | 283 | 23 | 98 |
| 18 Dec | 1380.05 | 12 | 7.35 | 21.88 | 239 | -22 | 77 |
| 17 Dec | 1412.55 | 4.65 | 1.85 | 22.12 | 107 | 17 | 103 |
| 16 Dec | 1435.35 | 2.8 | -0.20 | 24.34 | 107 | 1 | 75 |
| 13 Dec | 1432.45 | 3 | -1.70 | 21.47 | 198 | -45 | 75 |
| 12 Dec | 1429.80 | 4.7 | 0.55 | 23.16 | 248 | 21 | 120 |
| 11 Dec | 1447.50 | 4.15 | -1.10 | 25.19 | 101 | 1 | 98 |
| 10 Dec | 1435.25 | 5.25 | -0.10 | 23.28 | 190 | -10 | 95 |
| 9 Dec | 1448.25 | 5.35 | -0.10 | 24.85 | 117 | 25 | 105 |
| 6 Dec | 1447.00 | 5.45 | -1.65 | 22.51 | 197 | -22 | 86 |
| 5 Dec | 1439.75 | 7.1 | -1.10 | 24.39 | 110 | 23 | 109 |
| 4 Dec | 1443.85 | 8.2 | -1.00 | 25.64 | 107 | 3 | 85 |
| 3 Dec | 1425.90 | 9.2 | -0.25 | 22.39 | 26 | 9 | 81 |
| 2 Dec | 1433.45 | 9.45 | -12.55 | 23.69 | 109 | 6 | 70 |
| 29 Nov | 1410.85 | 22 | -16.50 | 28.20 | 133 | 51 | 62 |
| 28 Nov | 1362.25 | 38.5 | -0.80 | 25.15 | 16 | 3 | 10 |
| 27 Nov | 1370.30 | 39.3 | -30.70 | 29.02 | 5 | 4 | 6 |
| 26 Nov | 1365.95 | 70 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1321.50 | 70 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 70 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 70 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 70 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 70 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1289.30 | 70 | 0.00 | 0.00 | 0 | 2 | 0 |
| 14 Nov | 1307.35 | 70 | 17.35 | 23.83 | 2 | 1 | 1 |
| 6 Nov | 1358.40 | 52.65 | 0.00 | 0.45 | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 52.65 | 0.37 | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1370 expiring on 26DEC2024
Delta for 1370 PE is -0.82
Historical price for 1370 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 28.4, which was 11.65 higher than the previous day. The implied volatity was 15.98, the open interest changed by -7 which decreased total open position to 93
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 16.75, which was 4.75 higher than the previous day. The implied volatity was 21.30, the open interest changed by 23 which increased total open position to 98
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 12, which was 7.35 higher than the previous day. The implied volatity was 21.88, the open interest changed by -22 which decreased total open position to 77
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 4.65, which was 1.85 higher than the previous day. The implied volatity was 22.12, the open interest changed by 17 which increased total open position to 103
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 75
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 3, which was -1.70 lower than the previous day. The implied volatity was 21.47, the open interest changed by -45 which decreased total open position to 75
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was 23.16, the open interest changed by 21 which increased total open position to 120
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 4.15, which was -1.10 lower than the previous day. The implied volatity was 25.19, the open interest changed by 1 which increased total open position to 98
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 5.25, which was -0.10 lower than the previous day. The implied volatity was 23.28, the open interest changed by -10 which decreased total open position to 95
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 5.35, which was -0.10 lower than the previous day. The implied volatity was 24.85, the open interest changed by 25 which increased total open position to 105
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 5.45, which was -1.65 lower than the previous day. The implied volatity was 22.51, the open interest changed by -22 which decreased total open position to 86
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 7.1, which was -1.10 lower than the previous day. The implied volatity was 24.39, the open interest changed by 23 which increased total open position to 109
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 8.2, which was -1.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 3 which increased total open position to 85
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 9.2, which was -0.25 lower than the previous day. The implied volatity was 22.39, the open interest changed by 9 which increased total open position to 81
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 9.45, which was -12.55 lower than the previous day. The implied volatity was 23.69, the open interest changed by 6 which increased total open position to 70
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 22, which was -16.50 lower than the previous day. The implied volatity was 28.20, the open interest changed by 51 which increased total open position to 62
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 38.5, which was -0.80 lower than the previous day. The implied volatity was 25.15, the open interest changed by 3 which increased total open position to 10
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 39.3, which was -30.70 lower than the previous day. The implied volatity was 29.02, the open interest changed by 4 which increased total open position to 6
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 70, 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 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 70, 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 70, 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 70, 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 70, 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 70, 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 70, 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 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 70, which was 17.35 higher than the previous day. The implied volatity was 23.83, the open interest changed by 1 which increased total open position to 1
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 52.65, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 52.65, which was lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
