BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
03 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 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 0.00
Historical price for 1370 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 1.00
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.20
Historical price for 1370 PE is as follows
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
