BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.31
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 2.1 | -2.55 | 24.89 | 884 | 39 | 421 | |||
| 19 Dec | 1368.30 | 4.65 | -6.70 | 20.34 | 694 | 39 | 381 | |||
| 18 Dec | 1380.05 | 11.35 | -17.65 | 22.69 | 420 | 57 | 345 | |||
| 17 Dec | 1412.55 | 29 | -19.00 | 23.80 | 133 | -33 | 292 | |||
| 16 Dec | 1435.35 | 48 | 2.45 | 22.87 | 70 | 4 | 325 | |||
| 13 Dec | 1432.45 | 45.55 | 0.80 | 18.36 | 170 | -24 | 321 | |||
| 12 Dec | 1429.80 | 44.75 | -20.25 | 19.01 | 98 | -30 | 346 | |||
| 11 Dec | 1447.50 | 65 | 13.00 | 25.67 | 134 | -6 | 377 | |||
| 10 Dec | 1435.25 | 52 | -11.00 | 22.45 | 90 | -3 | 383 | |||
| 9 Dec | 1448.25 | 63 | 4.95 | 24.97 | 141 | -43 | 410 | |||
| 6 Dec | 1447.00 | 58.05 | 8.60 | 20.45 | 1,026 | -25 | 453 | |||
| 5 Dec | 1439.75 | 49.45 | -4.60 | - | 44 | -1 | 481 | |||
| 4 Dec | 1443.85 | 54.05 | 5.20 | 9.21 | 609 | -71 | 483 | |||
| 3 Dec | 1425.90 | 48.85 | -4.75 | 20.47 | 381 | -21 | 554 | |||
| 2 Dec | 1433.45 | 53.6 | 17.60 | 19.36 | 1,810 | -439 | 578 | |||
| 29 Nov | 1410.85 | 36 | 11.50 | 16.23 | 2,437 | -35 | 1,035 | |||
| 28 Nov | 1362.25 | 24.5 | 2.45 | 25.11 | 1,740 | 555 | 1,080 | |||
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| 27 Nov | 1370.30 | 22.05 | 1.90 | 19.72 | 667 | 262 | 524 | |||
| 26 Nov | 1365.95 | 20.15 | 12.45 | 18.58 | 940 | 185 | 263 | |||
| 25 Nov | 1321.50 | 7.7 | 4.00 | 19.29 | 64 | 72 | 78 | |||
| 22 Nov | 1301.45 | 3.7 | 0.60 | 17.33 | 45 | 26 | 32 | |||
| 21 Nov | 1281.55 | 3.1 | -93.70 | 18.94 | 7 | 5 | 5 | |||
| 20 Nov | 1282.65 | 96.8 | 0.00 | 6.61 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 96.8 | 0.00 | 6.61 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 96.8 | 0.00 | 1.27 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 96.8 | 96.80 | 1.37 | 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 1400 expiring on 26DEC2024
Delta for 1400 CE is 0.10
Historical price for 1400 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 2.1, which was -2.55 lower than the previous day. The implied volatity was 24.89, the open interest changed by 39 which increased total open position to 421
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 4.65, which was -6.70 lower than the previous day. The implied volatity was 20.34, the open interest changed by 39 which increased total open position to 381
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 11.35, which was -17.65 lower than the previous day. The implied volatity was 22.69, the open interest changed by 57 which increased total open position to 345
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 29, which was -19.00 lower than the previous day. The implied volatity was 23.80, the open interest changed by -33 which decreased total open position to 292
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 48, which was 2.45 higher than the previous day. The implied volatity was 22.87, the open interest changed by 4 which increased total open position to 325
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 45.55, which was 0.80 higher than the previous day. The implied volatity was 18.36, the open interest changed by -24 which decreased total open position to 321
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 44.75, which was -20.25 lower than the previous day. The implied volatity was 19.01, the open interest changed by -30 which decreased total open position to 346
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 65, which was 13.00 higher than the previous day. The implied volatity was 25.67, the open interest changed by -6 which decreased total open position to 377
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 52, which was -11.00 lower than the previous day. The implied volatity was 22.45, the open interest changed by -3 which decreased total open position to 383
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 63, which was 4.95 higher than the previous day. The implied volatity was 24.97, the open interest changed by -43 which decreased total open position to 410
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 58.05, which was 8.60 higher than the previous day. The implied volatity was 20.45, the open interest changed by -25 which decreased total open position to 453
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 49.45, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 481
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 54.05, which was 5.20 higher than the previous day. The implied volatity was 9.21, the open interest changed by -71 which decreased total open position to 483
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 48.85, which was -4.75 lower than the previous day. The implied volatity was 20.47, the open interest changed by -21 which decreased total open position to 554
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 53.6, which was 17.60 higher than the previous day. The implied volatity was 19.36, the open interest changed by -439 which decreased total open position to 578
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 36, which was 11.50 higher than the previous day. The implied volatity was 16.23, the open interest changed by -35 which decreased total open position to 1035
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 24.5, which was 2.45 higher than the previous day. The implied volatity was 25.11, the open interest changed by 555 which increased total open position to 1080
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 22.05, which was 1.90 higher than the previous day. The implied volatity was 19.72, the open interest changed by 262 which increased total open position to 524
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 20.15, which was 12.45 higher than the previous day. The implied volatity was 18.58, the open interest changed by 185 which increased total open position to 263
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 7.7, which was 4.00 higher than the previous day. The implied volatity was 19.29, the open interest changed by 72 which increased total open position to 78
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 3.7, which was 0.60 higher than the previous day. The implied volatity was 17.33, the open interest changed by 26 which increased total open position to 32
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 3.1, which was -93.70 lower than the previous day. The implied volatity was 18.94, the open interest changed by 5 which increased total open position to 5
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 96.8, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 96.8, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 96.8, which was 0.00 lower than the previous day. The implied volatity was 1.27, 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 96.8, which was 96.80 higher than the previous day. The implied volatity was 1.37, 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 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.19
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 56.5 | 20.05 | 19.78 | 94 | -10 | 184 |
| 19 Dec | 1368.30 | 36.45 | 10.00 | 21.29 | 184 | -21 | 194 |
| 18 Dec | 1380.05 | 26.45 | 14.80 | 20.28 | 765 | -181 | 215 |
| 17 Dec | 1412.55 | 11.65 | 4.75 | 20.46 | 394 | 8 | 398 |
| 16 Dec | 1435.35 | 6.9 | 0.00 | 22.99 | 375 | -32 | 390 |
| 13 Dec | 1432.45 | 6.9 | -3.30 | 19.79 | 927 | 85 | 424 |
| 12 Dec | 1429.80 | 10.2 | 1.70 | 22.17 | 527 | -46 | 348 |
| 11 Dec | 1447.50 | 8.5 | -2.75 | 24.20 | 279 | 15 | 394 |
| 10 Dec | 1435.25 | 11.25 | 1.70 | 22.83 | 442 | 26 | 382 |
| 9 Dec | 1448.25 | 9.55 | -0.70 | 23.03 | 408 | 54 | 361 |
| 6 Dec | 1447.00 | 10.25 | -2.85 | 21.27 | 801 | 9 | 305 |
| 5 Dec | 1439.75 | 13.1 | -1.70 | 23.80 | 328 | -16 | 294 |
| 4 Dec | 1443.85 | 14.8 | -2.40 | 25.39 | 459 | 35 | 310 |
| 3 Dec | 1425.90 | 17.2 | 0.50 | 22.15 | 453 | 2 | 277 |
| 2 Dec | 1433.45 | 16.7 | -17.75 | 23.20 | 860 | 47 | 276 |
| 29 Nov | 1410.85 | 34.45 | -17.55 | 28.83 | 388 | 140 | 228 |
| 28 Nov | 1362.25 | 52 | -4.40 | 22.49 | 25 | 11 | 87 |
| 27 Nov | 1370.30 | 56.4 | -4.40 | 29.87 | 86 | 17 | 76 |
| 26 Nov | 1365.95 | 60.8 | -29.20 | 31.64 | 117 | 11 | 59 |
| 25 Nov | 1321.50 | 90 | -15.00 | 30.82 | 46 | 37 | 46 |
| 22 Nov | 1301.45 | 105 | -26.60 | 30.10 | 8 | 7 | 16 |
| 21 Nov | 1281.55 | 131.6 | 21.60 | 39.41 | 7 | 6 | 8 |
| 20 Nov | 1282.65 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 110 | 64.45 | 0.00 | 0 | 2 | 0 |
| 6 Nov | 1358.40 | 45.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 45.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 45.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 45.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 45.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 45.55 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1400 expiring on 26DEC2024
Delta for 1400 PE is -0.94
Historical price for 1400 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 56.5, which was 20.05 higher than the previous day. The implied volatity was 19.78, the open interest changed by -10 which decreased total open position to 184
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 36.45, which was 10.00 higher than the previous day. The implied volatity was 21.29, the open interest changed by -21 which decreased total open position to 194
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 26.45, which was 14.80 higher than the previous day. The implied volatity was 20.28, the open interest changed by -181 which decreased total open position to 215
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 11.65, which was 4.75 higher than the previous day. The implied volatity was 20.46, the open interest changed by 8 which increased total open position to 398
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 22.99, the open interest changed by -32 which decreased total open position to 390
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 6.9, which was -3.30 lower than the previous day. The implied volatity was 19.79, the open interest changed by 85 which increased total open position to 424
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 10.2, which was 1.70 higher than the previous day. The implied volatity was 22.17, the open interest changed by -46 which decreased total open position to 348
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 8.5, which was -2.75 lower than the previous day. The implied volatity was 24.20, the open interest changed by 15 which increased total open position to 394
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 11.25, which was 1.70 higher than the previous day. The implied volatity was 22.83, the open interest changed by 26 which increased total open position to 382
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 9.55, which was -0.70 lower than the previous day. The implied volatity was 23.03, the open interest changed by 54 which increased total open position to 361
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 10.25, which was -2.85 lower than the previous day. The implied volatity was 21.27, the open interest changed by 9 which increased total open position to 305
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 13.1, which was -1.70 lower than the previous day. The implied volatity was 23.80, the open interest changed by -16 which decreased total open position to 294
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 14.8, which was -2.40 lower than the previous day. The implied volatity was 25.39, the open interest changed by 35 which increased total open position to 310
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 17.2, which was 0.50 higher than the previous day. The implied volatity was 22.15, the open interest changed by 2 which increased total open position to 277
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 16.7, which was -17.75 lower than the previous day. The implied volatity was 23.20, the open interest changed by 47 which increased total open position to 276
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 34.45, which was -17.55 lower than the previous day. The implied volatity was 28.83, the open interest changed by 140 which increased total open position to 228
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 52, which was -4.40 lower than the previous day. The implied volatity was 22.49, the open interest changed by 11 which increased total open position to 87
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 56.4, which was -4.40 lower than the previous day. The implied volatity was 29.87, the open interest changed by 17 which increased total open position to 76
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 60.8, which was -29.20 lower than the previous day. The implied volatity was 31.64, the open interest changed by 11 which increased total open position to 59
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 90, which was -15.00 lower than the previous day. The implied volatity was 30.82, the open interest changed by 37 which increased total open position to 46
On 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 105, which was -26.60 lower than the previous day. The implied volatity was 30.10, the open interest changed by 7 which increased total open position to 16
On 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 131.6, which was 21.60 higher than the previous day. The implied volatity was 39.41, the open interest changed by 6 which increased total open position to 8
On 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 110, 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 110, which was 64.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 45.55, 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 45.55, 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 4 Oct BATAINDIA was trading at 1364.55. The strike last trading price was 45.55, 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 45.55, 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 45.55, 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 45.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
