BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1380 CE | ||||||||||
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Delta: 0.18
Vega: 0.45
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 3.7 | -6.90 | 22.15 | 1,148 | 62 | 187 | |||
| 19 Dec | 1368.30 | 10.6 | -9.65 | 20.59 | 586 | 23 | 128 | |||
| 18 Dec | 1380.05 | 20.25 | -24.75 | 22.97 | 154 | 7 | 117 | |||
| 17 Dec | 1412.55 | 45 | -15.05 | 27.37 | 3 | 0 | 111 | |||
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| 16 Dec | 1435.35 | 60.05 | -3.55 | - | 3 | 0 | 111 | |||
| 13 Dec | 1432.45 | 63.6 | 2.60 | 20.77 | 3 | 1 | 111 | |||
| 12 Dec | 1429.80 | 61 | -11.25 | 19.19 | 14 | 2 | 111 | |||
| 11 Dec | 1447.50 | 72.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1435.25 | 72.25 | -5.15 | 28.29 | 2 | 0 | 109 | |||
| 9 Dec | 1448.25 | 77.4 | 2.55 | 23.42 | 18 | 0 | 122 | |||
| 6 Dec | 1447.00 | 74.85 | 7.35 | 21.56 | 58 | -15 | 134 | |||
| 5 Dec | 1439.75 | 67.5 | -1.30 | - | 12 | 1 | 150 | |||
| 4 Dec | 1443.85 | 68.8 | 7.00 | - | 10 | -2 | 149 | |||
| 3 Dec | 1425.90 | 61.8 | -6.65 | 19.18 | 10 | 0 | 151 | |||
| 2 Dec | 1433.45 | 68.45 | 21.70 | 19.07 | 141 | -37 | 151 | |||
| 29 Nov | 1410.85 | 46.75 | 15.55 | 13.91 | 1,089 | -59 | 190 | |||
| 28 Nov | 1362.25 | 31.2 | 1.00 | 24.31 | 406 | 62 | 249 | |||
| 27 Nov | 1370.30 | 30.2 | 2.40 | 19.31 | 353 | 123 | 187 | |||
| 26 Nov | 1365.95 | 27.8 | 13.80 | 17.99 | 187 | 59 | 64 | |||
| 25 Nov | 1321.50 | 14 | 6.10 | 20.88 | 3 | 1 | 4 | |||
| 22 Nov | 1301.45 | 7.9 | 1.90 | 18.84 | 2 | 0 | 3 | |||
| 21 Nov | 1281.55 | 6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 18 Nov | 1289.30 | 6 | -102.90 | 17.68 | 3 | 2 | 2 | |||
| 6 Nov | 1358.40 | 108.9 | 0.00 | 0.21 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 108.9 | 108.90 | 0.27 | 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 1380 expiring on 26DEC2024
Delta for 1380 CE is 0.18
Historical price for 1380 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 3.7, which was -6.90 lower than the previous day. The implied volatity was 22.15, the open interest changed by 62 which increased total open position to 187
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 10.6, which was -9.65 lower than the previous day. The implied volatity was 20.59, the open interest changed by 23 which increased total open position to 128
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 20.25, which was -24.75 lower than the previous day. The implied volatity was 22.97, the open interest changed by 7 which increased total open position to 117
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 45, which was -15.05 lower than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 111
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 60.05, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 63.6, which was 2.60 higher than the previous day. The implied volatity was 20.77, the open interest changed by 1 which increased total open position to 111
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 61, which was -11.25 lower than the previous day. The implied volatity was 19.19, the open interest changed by 2 which increased total open position to 111
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 72.25, 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 72.25, which was -5.15 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 109
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 77.4, which was 2.55 higher than the previous day. The implied volatity was 23.42, the open interest changed by 0 which decreased total open position to 122
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 74.85, which was 7.35 higher than the previous day. The implied volatity was 21.56, the open interest changed by -15 which decreased total open position to 134
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 67.5, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 150
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 68.8, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 149
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 61.8, which was -6.65 lower than the previous day. The implied volatity was 19.18, the open interest changed by 0 which decreased total open position to 151
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 68.45, which was 21.70 higher than the previous day. The implied volatity was 19.07, the open interest changed by -37 which decreased total open position to 151
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 46.75, which was 15.55 higher than the previous day. The implied volatity was 13.91, the open interest changed by -59 which decreased total open position to 190
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 31.2, which was 1.00 higher than the previous day. The implied volatity was 24.31, the open interest changed by 62 which increased total open position to 249
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 30.2, which was 2.40 higher than the previous day. The implied volatity was 19.31, the open interest changed by 123 which increased total open position to 187
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 27.8, which was 13.80 higher than the previous day. The implied volatity was 17.99, the open interest changed by 59 which increased total open position to 64
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 14, which was 6.10 higher than the previous day. The implied volatity was 20.88, the open interest changed by 1 which increased total open position to 4
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 7.9, which was 1.90 higher than the previous day. The implied volatity was 18.84, the open interest changed by 0 which decreased total open position to 3
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 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 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 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 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 6, 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 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 6, which was -102.90 lower than the previous day. The implied volatity was 17.68, the open interest changed by 2 which increased total open position to 2
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 108.9, which was 0.00 lower than the previous day. The implied volatity was 0.21, 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 108.9, which was 108.90 higher than the previous day. The implied volatity was 0.27, 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 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.33
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 37.35 | 14.65 | 16.92 | 368 | -8 | 113 |
| 19 Dec | 1368.30 | 22.7 | 6.65 | 21.68 | 1,022 | -53 | 121 |
| 18 Dec | 1380.05 | 16.05 | 9.80 | 21.52 | 405 | 13 | 176 |
| 17 Dec | 1412.55 | 6.25 | 2.65 | 21.35 | 164 | 20 | 170 |
| 16 Dec | 1435.35 | 3.6 | -0.35 | 23.44 | 118 | -6 | 150 |
| 13 Dec | 1432.45 | 3.95 | -2.25 | 20.86 | 219 | -43 | 157 |
| 12 Dec | 1429.80 | 6.2 | 0.65 | 22.90 | 208 | 15 | 199 |
| 11 Dec | 1447.50 | 5.55 | -1.65 | 25.22 | 194 | 13 | 172 |
| 10 Dec | 1435.25 | 7.2 | 0.80 | 23.56 | 253 | 7 | 165 |
| 9 Dec | 1448.25 | 6.4 | -0.30 | 24.11 | 291 | -28 | 191 |
| 6 Dec | 1447.00 | 6.7 | -1.70 | 22.03 | 522 | -36 | 220 |
| 5 Dec | 1439.75 | 8.4 | -1.60 | 23.78 | 146 | 9 | 257 |
| 4 Dec | 1443.85 | 10 | -1.70 | 25.48 | 195 | -25 | 248 |
| 3 Dec | 1425.90 | 11.7 | 0.20 | 22.53 | 210 | 9 | 273 |
| 2 Dec | 1433.45 | 11.5 | -13.40 | 23.51 | 356 | 12 | 265 |
| 29 Nov | 1410.85 | 24.9 | -14.60 | 27.78 | 562 | 208 | 257 |
| 28 Nov | 1362.25 | 39.5 | -5.55 | 22.23 | 56 | 8 | 50 |
| 27 Nov | 1370.30 | 45.05 | -2.80 | 29.56 | 64 | -5 | 41 |
| 26 Nov | 1365.95 | 47.85 | -25.15 | 30.36 | 81 | 28 | 46 |
| 25 Nov | 1321.50 | 73 | -18.00 | 28.64 | 4 | 13 | 16 |
| 22 Nov | 1301.45 | 91 | 4.00 | 30.73 | 11 | 0 | 3 |
| 21 Nov | 1281.55 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 87 | 0.00 | 0.00 | 0 | 3 | 0 |
| 18 Nov | 1289.30 | 87 | 49.00 | 20.72 | 3 | 1 | 1 |
| 6 Nov | 1358.40 | 38 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 38 | 38.00 | - | 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 1380 expiring on 26DEC2024
Delta for 1380 PE is -0.89
Historical price for 1380 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 37.35, which was 14.65 higher than the previous day. The implied volatity was 16.92, the open interest changed by -8 which decreased total open position to 113
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 22.7, which was 6.65 higher than the previous day. The implied volatity was 21.68, the open interest changed by -53 which decreased total open position to 121
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 16.05, which was 9.80 higher than the previous day. The implied volatity was 21.52, the open interest changed by 13 which increased total open position to 176
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 6.25, which was 2.65 higher than the previous day. The implied volatity was 21.35, the open interest changed by 20 which increased total open position to 170
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 3.6, which was -0.35 lower than the previous day. The implied volatity was 23.44, the open interest changed by -6 which decreased total open position to 150
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 3.95, which was -2.25 lower than the previous day. The implied volatity was 20.86, the open interest changed by -43 which decreased total open position to 157
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 6.2, which was 0.65 higher than the previous day. The implied volatity was 22.90, the open interest changed by 15 which increased total open position to 199
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 5.55, which was -1.65 lower than the previous day. The implied volatity was 25.22, the open interest changed by 13 which increased total open position to 172
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 7.2, which was 0.80 higher than the previous day. The implied volatity was 23.56, the open interest changed by 7 which increased total open position to 165
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 6.4, which was -0.30 lower than the previous day. The implied volatity was 24.11, the open interest changed by -28 which decreased total open position to 191
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 6.7, which was -1.70 lower than the previous day. The implied volatity was 22.03, the open interest changed by -36 which decreased total open position to 220
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 8.4, which was -1.60 lower than the previous day. The implied volatity was 23.78, the open interest changed by 9 which increased total open position to 257
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 10, which was -1.70 lower than the previous day. The implied volatity was 25.48, the open interest changed by -25 which decreased total open position to 248
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 11.7, which was 0.20 higher than the previous day. The implied volatity was 22.53, the open interest changed by 9 which increased total open position to 273
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 11.5, which was -13.40 lower than the previous day. The implied volatity was 23.51, the open interest changed by 12 which increased total open position to 265
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 24.9, which was -14.60 lower than the previous day. The implied volatity was 27.78, the open interest changed by 208 which increased total open position to 257
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 39.5, which was -5.55 lower than the previous day. The implied volatity was 22.23, the open interest changed by 8 which increased total open position to 50
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 45.05, which was -2.80 lower than the previous day. The implied volatity was 29.56, the open interest changed by -5 which decreased total open position to 41
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 47.85, which was -25.15 lower than the previous day. The implied volatity was 30.36, the open interest changed by 28 which increased total open position to 46
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 73, which was -18.00 lower than the previous day. The implied volatity was 28.64, the open interest changed by 13 which increased total open position to 16
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 91, which was 4.00 higher than the previous day. The implied volatity was 30.73, the open interest changed by 0 which decreased total open position to 3
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 87, 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 87, 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 87, 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 18 Nov BATAINDIA was trading at 1289.30. The strike last trading price was 87, which was 49.00 higher than the previous day. The implied volatity was 20.72, 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 38, 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 38, which was 38.00 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
