BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1410 CE | ||||||||||
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Delta: 0.08
Vega: 0.26
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 1.7 | -1.55 | 26.55 | 469 | -6 | 149 | |||
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| 19 Dec | 1368.30 | 3.25 | -5.10 | 21.08 | 388 | 81 | 155 | |||
| 18 Dec | 1380.05 | 8.35 | -13.20 | 22.88 | 471 | 41 | 75 | |||
| 17 Dec | 1412.55 | 21.55 | -15.85 | 21.73 | 31 | 8 | 34 | |||
| 16 Dec | 1435.35 | 37.4 | -0.05 | 18.70 | 3 | 0 | 27 | |||
| 13 Dec | 1432.45 | 37.45 | 1.75 | 17.70 | 87 | 0 | 29 | |||
| 12 Dec | 1429.80 | 35.7 | -19.10 | 17.08 | 40 | 7 | 30 | |||
| 11 Dec | 1447.50 | 54.8 | 8.65 | 22.67 | 10 | 3 | 23 | |||
| 10 Dec | 1435.25 | 46.15 | -13.80 | 23.48 | 2 | -1 | 20 | |||
| 9 Dec | 1448.25 | 59.95 | 0.00 | 28.78 | 3 | -2 | 21 | |||
| 6 Dec | 1447.00 | 59.95 | 13.10 | 28.22 | 5 | -2 | 23 | |||
| 5 Dec | 1439.75 | 46.85 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 4 Dec | 1443.85 | 46.85 | 4.80 | 12.15 | 12 | -4 | 26 | |||
| 3 Dec | 1425.90 | 42.05 | -4.95 | 20.18 | 22 | 1 | 29 | |||
| 2 Dec | 1433.45 | 47 | 17.10 | 19.56 | 135 | -11 | 27 | |||
| 29 Nov | 1410.85 | 29.9 | 10.45 | 16.05 | 75 | 35 | 40 | |||
| 28 Nov | 1362.25 | 19.45 | -17.25 | 23.90 | 8 | 4 | 4 | |||
| 27 Nov | 1370.30 | 36.7 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 26 Nov | 1365.95 | 36.7 | 0.00 | 2.18 | 0 | 0 | 0 | |||
| 25 Nov | 1321.50 | 36.7 | 0.00 | 4.83 | 0 | 0 | 0 | |||
| 22 Nov | 1301.45 | 36.7 | 0.00 | 7.35 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 36.7 | 0.00 | 7.39 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 36.7 | 0.00 | 6.14 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 36.7 | 0.00 | 6.14 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 36.7 | 0.00 | 1.83 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 36.7 | 2.67 | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1410 expiring on 26DEC2024
Delta for 1410 CE is 0.08
Historical price for 1410 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 1.7, which was -1.55 lower than the previous day. The implied volatity was 26.55, the open interest changed by -6 which decreased total open position to 149
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 3.25, which was -5.10 lower than the previous day. The implied volatity was 21.08, the open interest changed by 81 which increased total open position to 155
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 8.35, which was -13.20 lower than the previous day. The implied volatity was 22.88, the open interest changed by 41 which increased total open position to 75
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 21.55, which was -15.85 lower than the previous day. The implied volatity was 21.73, the open interest changed by 8 which increased total open position to 34
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 37.4, which was -0.05 lower than the previous day. The implied volatity was 18.70, the open interest changed by 0 which decreased total open position to 27
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 37.45, which was 1.75 higher than the previous day. The implied volatity was 17.70, the open interest changed by 0 which decreased total open position to 29
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 35.7, which was -19.10 lower than the previous day. The implied volatity was 17.08, the open interest changed by 7 which increased total open position to 30
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 54.8, which was 8.65 higher than the previous day. The implied volatity was 22.67, the open interest changed by 3 which increased total open position to 23
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 46.15, which was -13.80 lower than the previous day. The implied volatity was 23.48, the open interest changed by -1 which decreased total open position to 20
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 59.95, which was 0.00 lower than the previous day. The implied volatity was 28.78, the open interest changed by -2 which decreased total open position to 21
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 59.95, which was 13.10 higher than the previous day. The implied volatity was 28.22, the open interest changed by -2 which decreased total open position to 23
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 46.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 46.85, which was 4.80 higher than the previous day. The implied volatity was 12.15, the open interest changed by -4 which decreased total open position to 26
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 42.05, which was -4.95 lower than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 29
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 47, which was 17.10 higher than the previous day. The implied volatity was 19.56, the open interest changed by -11 which decreased total open position to 27
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 29.9, which was 10.45 higher than the previous day. The implied volatity was 16.05, the open interest changed by 35 which increased total open position to 40
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 19.45, which was -17.25 lower than the previous day. The implied volatity was 23.90, the open interest changed by 4 which increased total open position to 4
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 36.7, which was 0.00 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 36.7, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 4.83, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 7.35, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 6.14, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 6.14, 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 36.7, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 36.7, which was lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
| BATAINDIA 26DEC2024 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 57 | 10.45 | - | 26 | 4 | 39 |
| 19 Dec | 1368.30 | 46.55 | 11.90 | 25.21 | 26 | -2 | 35 |
| 18 Dec | 1380.05 | 34.65 | 20.15 | 21.99 | 357 | -35 | 36 |
| 17 Dec | 1412.55 | 14.5 | 5.45 | 18.91 | 128 | 20 | 71 |
| 16 Dec | 1435.35 | 9.05 | -0.05 | 22.46 | 120 | 0 | 54 |
| 13 Dec | 1432.45 | 9.1 | -3.80 | 19.34 | 597 | 16 | 54 |
| 12 Dec | 1429.80 | 12.9 | 2.60 | 21.81 | 181 | -72 | 38 |
| 11 Dec | 1447.50 | 10.3 | -2.80 | 23.53 | 169 | 17 | 110 |
| 10 Dec | 1435.25 | 13.1 | 1.15 | 21.71 | 138 | 13 | 94 |
| 9 Dec | 1448.25 | 11.95 | -0.50 | 22.82 | 118 | 14 | 81 |
| 6 Dec | 1447.00 | 12.45 | -3.70 | 20.79 | 181 | 6 | 67 |
| 5 Dec | 1439.75 | 16.15 | -3.10 | 23.88 | 58 | -4 | 61 |
| 4 Dec | 1443.85 | 19.25 | -2.05 | 26.54 | 91 | 20 | 66 |
| 3 Dec | 1425.90 | 21.3 | 1.80 | 22.49 | 109 | 25 | 46 |
| 2 Dec | 1433.45 | 19.5 | -20.90 | 22.75 | 149 | 15 | 22 |
| 29 Nov | 1410.85 | 40.4 | -35.00 | 29.74 | 15 | 4 | 4 |
| 28 Nov | 1362.25 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1370.30 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1365.95 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1321.50 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 75.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 75.4 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1410 expiring on 26DEC2024
Delta for 1410 PE is -
Historical price for 1410 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 57, which was 10.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 39
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 46.55, which was 11.90 higher than the previous day. The implied volatity was 25.21, the open interest changed by -2 which decreased total open position to 35
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 34.65, which was 20.15 higher than the previous day. The implied volatity was 21.99, the open interest changed by -35 which decreased total open position to 36
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 14.5, which was 5.45 higher than the previous day. The implied volatity was 18.91, the open interest changed by 20 which increased total open position to 71
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 9.05, which was -0.05 lower than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 54
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 9.1, which was -3.80 lower than the previous day. The implied volatity was 19.34, the open interest changed by 16 which increased total open position to 54
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 12.9, which was 2.60 higher than the previous day. The implied volatity was 21.81, the open interest changed by -72 which decreased total open position to 38
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 10.3, which was -2.80 lower than the previous day. The implied volatity was 23.53, the open interest changed by 17 which increased total open position to 110
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 13.1, which was 1.15 higher than the previous day. The implied volatity was 21.71, the open interest changed by 13 which increased total open position to 94
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 11.95, which was -0.50 lower than the previous day. The implied volatity was 22.82, the open interest changed by 14 which increased total open position to 81
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 12.45, which was -3.70 lower than the previous day. The implied volatity was 20.79, the open interest changed by 6 which increased total open position to 67
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 16.15, which was -3.10 lower than the previous day. The implied volatity was 23.88, the open interest changed by -4 which decreased total open position to 61
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 19.25, which was -2.05 lower than the previous day. The implied volatity was 26.54, the open interest changed by 20 which increased total open position to 66
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 21.3, which was 1.80 higher than the previous day. The implied volatity was 22.49, the open interest changed by 25 which increased total open position to 46
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 19.5, which was -20.90 lower than the previous day. The implied volatity was 22.75, the open interest changed by 15 which increased total open position to 22
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 40.4, which was -35.00 lower than the previous day. The implied volatity was 29.74, the open interest changed by 4 which increased total open position to 4
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 75.4, 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 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 75.4, 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 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 75.4, 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 75.4, 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 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 75.4, 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 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 75.4, 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 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 75.4, 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 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 75.4, 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 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 75.4, 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 75.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
