BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1420 CE | ||||||||||
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Delta: 0.07
Vega: 0.23
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 1.55 | -0.95 | 28.83 | 285 | 3 | 181 | |||
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| 19 Dec | 1368.30 | 2.5 | -3.60 | 22.43 | 444 | 3 | 181 | |||
| 18 Dec | 1380.05 | 6.1 | -11.40 | 23.19 | 705 | 29 | 186 | |||
| 17 Dec | 1412.55 | 17.5 | -14.65 | 22.68 | 272 | 28 | 162 | |||
| 16 Dec | 1435.35 | 32.15 | 2.10 | 20.96 | 361 | -10 | 135 | |||
| 13 Dec | 1432.45 | 30.05 | -1.50 | 17.20 | 456 | -3 | 146 | |||
| 12 Dec | 1429.80 | 31.55 | -15.45 | 19.54 | 282 | 21 | 156 | |||
| 11 Dec | 1447.50 | 47 | 9.90 | 22.07 | 12 | -3 | 135 | |||
| 10 Dec | 1435.25 | 37.1 | -10.10 | 21.08 | 20 | 8 | 137 | |||
| 9 Dec | 1448.25 | 47.2 | 3.70 | 23.25 | 23 | -6 | 132 | |||
| 6 Dec | 1447.00 | 43.5 | 6.85 | 20.04 | 96 | -32 | 138 | |||
| 5 Dec | 1439.75 | 36.65 | -5.50 | 12.55 | 99 | 1 | 171 | |||
| 4 Dec | 1443.85 | 42.15 | 6.35 | 15.24 | 746 | 23 | 170 | |||
| 3 Dec | 1425.90 | 35.8 | -5.85 | 19.93 | 351 | -3 | 147 | |||
| 2 Dec | 1433.45 | 41.65 | 14.15 | 20.27 | 556 | -33 | 150 | |||
| 29 Nov | 1410.85 | 27.5 | 8.70 | 17.89 | 577 | 66 | 182 | |||
| 28 Nov | 1362.25 | 18.8 | 4.80 | 25.62 | 176 | 92 | 115 | |||
| 27 Nov | 1370.30 | 14 | 0.00 | 0.00 | 0 | 22 | 0 | |||
| 26 Nov | 1365.95 | 14 | 7.00 | 18.87 | 64 | 22 | 23 | |||
| 25 Nov | 1321.50 | 7 | -78.55 | 21.18 | 1 | 0 | 0 | |||
| 22 Nov | 1301.45 | 85.55 | 0.00 | 7.29 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 85.55 | 0.00 | 7.96 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 85.55 | 0.00 | 7.78 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 85.55 | 0.00 | 7.78 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 85.55 | 0.00 | 2.37 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 85.55 | 85.55 | 4.03 | 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 1420 expiring on 26DEC2024
Delta for 1420 CE is 0.07
Historical price for 1420 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 28.83, the open interest changed by 3 which increased total open position to 181
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 2.5, which was -3.60 lower than the previous day. The implied volatity was 22.43, the open interest changed by 3 which increased total open position to 181
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 6.1, which was -11.40 lower than the previous day. The implied volatity was 23.19, the open interest changed by 29 which increased total open position to 186
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 17.5, which was -14.65 lower than the previous day. The implied volatity was 22.68, the open interest changed by 28 which increased total open position to 162
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 32.15, which was 2.10 higher than the previous day. The implied volatity was 20.96, the open interest changed by -10 which decreased total open position to 135
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 30.05, which was -1.50 lower than the previous day. The implied volatity was 17.20, the open interest changed by -3 which decreased total open position to 146
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 31.55, which was -15.45 lower than the previous day. The implied volatity was 19.54, the open interest changed by 21 which increased total open position to 156
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 47, which was 9.90 higher than the previous day. The implied volatity was 22.07, the open interest changed by -3 which decreased total open position to 135
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 37.1, which was -10.10 lower than the previous day. The implied volatity was 21.08, the open interest changed by 8 which increased total open position to 137
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 47.2, which was 3.70 higher than the previous day. The implied volatity was 23.25, the open interest changed by -6 which decreased total open position to 132
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 43.5, which was 6.85 higher than the previous day. The implied volatity was 20.04, the open interest changed by -32 which decreased total open position to 138
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 36.65, which was -5.50 lower than the previous day. The implied volatity was 12.55, the open interest changed by 1 which increased total open position to 171
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 42.15, which was 6.35 higher than the previous day. The implied volatity was 15.24, the open interest changed by 23 which increased total open position to 170
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 35.8, which was -5.85 lower than the previous day. The implied volatity was 19.93, the open interest changed by -3 which decreased total open position to 147
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 41.65, which was 14.15 higher than the previous day. The implied volatity was 20.27, the open interest changed by -33 which decreased total open position to 150
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 27.5, which was 8.70 higher than the previous day. The implied volatity was 17.89, the open interest changed by 66 which increased total open position to 182
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 18.8, which was 4.80 higher than the previous day. The implied volatity was 25.62, the open interest changed by 92 which increased total open position to 115
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 14, which was 7.00 higher than the previous day. The implied volatity was 18.87, the open interest changed by 22 which increased total open position to 23
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 7, which was -78.55 lower than the previous day. The implied volatity was 21.18, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 7.29, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 7.96, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 7.78, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 7.78, 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 85.55, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 85.55, which was 85.55 higher than the previous day. The implied volatity was 4.03, 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 1420 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 | 75.4 | 21.10 | - | 17 | -3 | 68 |
| 19 Dec | 1368.30 | 54.3 | 12.30 | 23.87 | 46 | -14 | 70 |
| 18 Dec | 1380.05 | 42 | 22.15 | 21.54 | 316 | -56 | 84 |
| 17 Dec | 1412.55 | 19.85 | 8.25 | 19.21 | 406 | 4 | 154 |
| 16 Dec | 1435.35 | 11.6 | -0.45 | 21.75 | 318 | -14 | 153 |
| 13 Dec | 1432.45 | 12.05 | -4.45 | 19.07 | 1,135 | -73 | 166 |
| 12 Dec | 1429.80 | 16.5 | 3.65 | 21.79 | 1,020 | 158 | 242 |
| 11 Dec | 1447.50 | 12.85 | -4.30 | 23.24 | 156 | -9 | 81 |
| 10 Dec | 1435.25 | 17.15 | 2.70 | 22.20 | 209 | -9 | 89 |
| 9 Dec | 1448.25 | 14.45 | -0.80 | 22.30 | 114 | -8 | 97 |
| 6 Dec | 1447.00 | 15.25 | -4.30 | 20.46 | 223 | 19 | 106 |
| 5 Dec | 1439.75 | 19.55 | -1.90 | 23.88 | 252 | -3 | 88 |
| 4 Dec | 1443.85 | 21.45 | -4.00 | 25.56 | 440 | 16 | 91 |
| 3 Dec | 1425.90 | 25.45 | 2.25 | 22.49 | 221 | 26 | 75 |
| 2 Dec | 1433.45 | 23.2 | -20.30 | 22.67 | 161 | 36 | 56 |
| 29 Nov | 1410.85 | 43.5 | -21.30 | 28.53 | 17 | 6 | 13 |
| 28 Nov | 1362.25 | 64.8 | -11.20 | 21.71 | 4 | 3 | 6 |
| 27 Nov | 1370.30 | 76 | 6.00 | 34.86 | 1 | 0 | 2 |
| 26 Nov | 1365.95 | 70 | -40.00 | 29.67 | 1 | 0 | 1 |
| 25 Nov | 1321.50 | 110 | 56.05 | 34.84 | 1 | 0 | 0 |
| 22 Nov | 1301.45 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 53.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 53.95 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1420 expiring on 26DEC2024
Delta for 1420 PE is -
Historical price for 1420 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 75.4, which was 21.10 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 68
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 54.3, which was 12.30 higher than the previous day. The implied volatity was 23.87, the open interest changed by -14 which decreased total open position to 70
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 42, which was 22.15 higher than the previous day. The implied volatity was 21.54, the open interest changed by -56 which decreased total open position to 84
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 19.85, which was 8.25 higher than the previous day. The implied volatity was 19.21, the open interest changed by 4 which increased total open position to 154
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 11.6, which was -0.45 lower than the previous day. The implied volatity was 21.75, the open interest changed by -14 which decreased total open position to 153
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 12.05, which was -4.45 lower than the previous day. The implied volatity was 19.07, the open interest changed by -73 which decreased total open position to 166
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 16.5, which was 3.65 higher than the previous day. The implied volatity was 21.79, the open interest changed by 158 which increased total open position to 242
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 12.85, which was -4.30 lower than the previous day. The implied volatity was 23.24, the open interest changed by -9 which decreased total open position to 81
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 17.15, which was 2.70 higher than the previous day. The implied volatity was 22.20, the open interest changed by -9 which decreased total open position to 89
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 14.45, which was -0.80 lower than the previous day. The implied volatity was 22.30, the open interest changed by -8 which decreased total open position to 97
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 15.25, which was -4.30 lower than the previous day. The implied volatity was 20.46, the open interest changed by 19 which increased total open position to 106
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 19.55, which was -1.90 lower than the previous day. The implied volatity was 23.88, the open interest changed by -3 which decreased total open position to 88
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 21.45, which was -4.00 lower than the previous day. The implied volatity was 25.56, the open interest changed by 16 which increased total open position to 91
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 25.45, which was 2.25 higher than the previous day. The implied volatity was 22.49, the open interest changed by 26 which increased total open position to 75
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 23.2, which was -20.30 lower than the previous day. The implied volatity was 22.67, the open interest changed by 36 which increased total open position to 56
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 43.5, which was -21.30 lower than the previous day. The implied volatity was 28.53, the open interest changed by 6 which increased total open position to 13
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 64.8, which was -11.20 lower than the previous day. The implied volatity was 21.71, the open interest changed by 3 which increased total open position to 6
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 76, which was 6.00 higher than the previous day. The implied volatity was 34.86, the open interest changed by 0 which decreased total open position to 2
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 70, which was -40.00 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 1
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 110, which was 56.05 higher than the previous day. The implied volatity was 34.84, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, 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 53.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
