BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
14 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.58
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1307.35 | 3.75 | -1.65 | 20.32 | 499 | -32 | 152 | |||
| 13 Nov | 1317.95 | 5.4 | -1.65 | 18.92 | 666 | -177 | 186 | |||
| 12 Nov | 1334.90 | 7.05 | -1.45 | 15.12 | 594 | 113 | 360 | |||
| 11 Nov | 1330.90 | 8.5 | -2.05 | 17.86 | 443 | -9 | 247 | |||
| 8 Nov | 1336.30 | 10.55 | -2.65 | 17.64 | 306 | -43 | 257 | |||
| 7 Nov | 1340.05 | 13.2 | -10.60 | 18.60 | 487 | 102 | 300 | |||
| 6 Nov | 1358.40 | 23.8 | -1.10 | 19.58 | 507 | 26 | 198 | |||
| 5 Nov | 1356.10 | 24.9 | -0.45 | 20.22 | 845 | 76 | 170 | |||
| 4 Nov | 1336.40 | 25.35 | -8.60 | 27.98 | 451 | 94 | 102 | |||
| 1 Nov | 1356.75 | 33.95 | 0.95 | 23.94 | 2 | 1 | 7 | |||
| 31 Oct | 1355.65 | 33 | -67.25 | - | 10 | 6 | 6 | |||
| 30 Oct | 1363.85 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1360.25 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1372.95 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1364.75 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1384.65 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1395.20 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1395.95 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1430.80 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1464.95 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1435.00 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1424.70 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1450.65 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1415.70 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1406.10 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1394.65 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 1401.25 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1391.15 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1354.70 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1364.55 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1374.70 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1427.35 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1439.70 | 100.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1449.55 | 100.25 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1370 expiring on 28NOV2024
Delta for 1370 CE is 0.14
Historical price for 1370 CE is as follows
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 3.75, which was -1.65 lower than the previous day. The implied volatity was 20.32, the open interest changed by -32 which decreased total open position to 152
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 5.4, which was -1.65 lower than the previous day. The implied volatity was 18.92, the open interest changed by -177 which decreased total open position to 186
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was 15.12, the open interest changed by 113 which increased total open position to 360
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 8.5, which was -2.05 lower than the previous day. The implied volatity was 17.86, the open interest changed by -9 which decreased total open position to 247
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 10.55, which was -2.65 lower than the previous day. The implied volatity was 17.64, the open interest changed by -43 which decreased total open position to 257
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 13.2, which was -10.60 lower than the previous day. The implied volatity was 18.60, the open interest changed by 102 which increased total open position to 300
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 23.8, which was -1.10 lower than the previous day. The implied volatity was 19.58, the open interest changed by 26 which increased total open position to 198
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 24.9, which was -0.45 lower than the previous day. The implied volatity was 20.22, the open interest changed by 76 which increased total open position to 170
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 25.35, which was -8.60 lower than the previous day. The implied volatity was 27.98, the open interest changed by 94 which increased total open position to 102
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 33.95, which was 0.95 higher than the previous day. The implied volatity was 23.94, the open interest changed by 1 which increased total open position to 7
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 33, which was -67.25 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 100.25, 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 29 Oct BATAINDIA was trading at 1360.25. The strike last trading price was 100.25, 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 28 Oct BATAINDIA was trading at 1372.95. The strike last trading price was 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.30
Theta: 0.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1307.35 | 58.6 | 0.75 | 13.98 | 3 | -1 | 65 |
| 13 Nov | 1317.95 | 57.85 | 0.35 | 27.73 | 2 | 0 | 67 |
| 12 Nov | 1334.90 | 57.5 | 6.85 | 38.21 | 37 | 11 | 71 |
| 11 Nov | 1330.90 | 50.65 | 4.55 | 27.63 | 23 | -1 | 60 |
| 8 Nov | 1336.30 | 46.1 | 0.10 | 23.14 | 2 | 0 | 61 |
| 7 Nov | 1340.05 | 46 | 15.00 | 24.23 | 24 | 3 | 60 |
| 6 Nov | 1358.40 | 31 | -6.25 | 21.49 | 156 | 30 | 59 |
| 5 Nov | 1356.10 | 37.25 | -36.35 | 25.35 | 86 | 7 | 29 |
| 4 Nov | 1336.40 | 73.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1356.75 | 73.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 1355.65 | 73.6 | 15.25 | - | 18 | -1 | 20 |
| 30 Oct | 1363.85 | 58.35 | 21.70 | - | 12 | 2 | 21 |
| 29 Oct | 1360.25 | 36.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1372.95 | 36.65 | 0.90 | - | 1 | 19 | 19 |
| 25 Oct | 1364.75 | 35.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1384.65 | 35.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1395.20 | 35.75 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 1395.95 | 35.75 | 6.70 | - | 3 | 1 | 19 |
| 21 Oct | 1430.80 | 29.05 | 1.95 | - | 334 | 18 | 18 |
| 18 Oct | 1464.95 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1435.00 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1424.70 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1450.65 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1415.70 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1406.10 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1394.65 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1354.70 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 27.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1449.55 | 27.1 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1370 expiring on 28NOV2024
Delta for 1370 PE is -0.94
Historical price for 1370 PE is as follows
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 58.6, which was 0.75 higher than the previous day. The implied volatity was 13.98, the open interest changed by -1 which decreased total open position to 65
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 57.85, which was 0.35 higher than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 67
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 57.5, which was 6.85 higher than the previous day. The implied volatity was 38.21, the open interest changed by 11 which increased total open position to 71
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 50.65, which was 4.55 higher than the previous day. The implied volatity was 27.63, the open interest changed by -1 which decreased total open position to 60
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 46.1, which was 0.10 higher than the previous day. The implied volatity was 23.14, the open interest changed by 0 which decreased total open position to 61
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 46, which was 15.00 higher than the previous day. The implied volatity was 24.23, the open interest changed by 3 which increased total open position to 60
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 31, which was -6.25 lower than the previous day. The implied volatity was 21.49, the open interest changed by 30 which increased total open position to 59
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 37.25, which was -36.35 lower than the previous day. The implied volatity was 25.35, the open interest changed by 7 which increased total open position to 29
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 73.6, 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 73.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 73.6, which was 15.25 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 58.35, which was 21.70 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 36.65, 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 28 Oct BATAINDIA was trading at 1372.95. The strike last trading price was 36.65, which was 0.90 higher 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 35.75, 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 35.75, 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 35.75, 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 35.75, which was 6.70 higher 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 29.05, which was 1.95 higher 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, 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 27.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
