BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.21
Theta: -0.58
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 1.45 | -0.65 | 31.17 | 227 | 25 | 93 | |||
| 19 Dec | 1368.30 | 2.1 | -2.45 | 24.22 | 273 | -6 | 68 | |||
| 18 Dec | 1380.05 | 4.55 | -9.00 | 23.81 | 292 | -32 | 90 | |||
| 17 Dec | 1412.55 | 13.55 | -12.75 | 22.86 | 259 | 10 | 120 | |||
| 16 Dec | 1435.35 | 26.3 | 0.70 | 21.34 | 202 | -39 | 111 | |||
| 13 Dec | 1432.45 | 25.6 | -0.20 | 18.84 | 226 | -19 | 148 | |||
| 12 Dec | 1429.80 | 25.8 | -15.40 | 19.59 | 196 | 34 | 167 | |||
| 11 Dec | 1447.50 | 41.2 | 9.90 | 22.91 | 50 | -14 | 135 | |||
| 10 Dec | 1435.25 | 31.3 | -8.60 | 21.17 | 351 | 79 | 150 | |||
| 9 Dec | 1448.25 | 39.9 | 2.30 | 22.42 | 5 | -1 | 71 | |||
| 6 Dec | 1447.00 | 37.6 | 3.60 | 20.32 | 68 | 4 | 73 | |||
| 5 Dec | 1439.75 | 34 | -1.75 | 16.15 | 58 | 0 | 68 | |||
| 4 Dec | 1443.85 | 35.75 | 5.50 | 15.65 | 317 | -10 | 67 | |||
| 3 Dec | 1425.90 | 30.25 | -5.65 | 19.80 | 266 | 20 | 76 | |||
| 2 Dec | 1433.45 | 35.9 | 12.55 | 20.28 | 284 | 10 | 56 | |||
| 29 Nov | 1410.85 | 23.35 | 7.95 | 18.19 | 125 | 28 | 39 | |||
| 28 Nov | 1362.25 | 15.4 | 1.40 | 25.07 | 12 | 7 | 11 | |||
| 27 Nov | 1370.30 | 14 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 26 Nov | 1365.95 | 14 | -15.95 | 20.96 | 4 | 0 | 0 | |||
|
|
||||||||||
| 25 Nov | 1321.50 | 29.95 | 0.00 | 6.59 | 0 | 0 | 0 | |||
| 22 Nov | 1301.45 | 29.95 | 0.00 | 8.56 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 29.95 | 0.00 | 8.52 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 29.95 | 0.00 | 7.54 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 29.95 | 0.00 | 7.54 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 29.95 | 0.00 | 2.88 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 29.95 | 3.70 | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1430 expiring on 26DEC2024
Delta for 1430 CE is 0.06
Historical price for 1430 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 31.17, the open interest changed by 25 which increased total open position to 93
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 2.1, which was -2.45 lower than the previous day. The implied volatity was 24.22, the open interest changed by -6 which decreased total open position to 68
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 4.55, which was -9.00 lower than the previous day. The implied volatity was 23.81, the open interest changed by -32 which decreased total open position to 90
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 13.55, which was -12.75 lower than the previous day. The implied volatity was 22.86, the open interest changed by 10 which increased total open position to 120
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 26.3, which was 0.70 higher than the previous day. The implied volatity was 21.34, the open interest changed by -39 which decreased total open position to 111
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 25.6, which was -0.20 lower than the previous day. The implied volatity was 18.84, the open interest changed by -19 which decreased total open position to 148
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 25.8, which was -15.40 lower than the previous day. The implied volatity was 19.59, the open interest changed by 34 which increased total open position to 167
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 41.2, which was 9.90 higher than the previous day. The implied volatity was 22.91, the open interest changed by -14 which decreased total open position to 135
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 31.3, which was -8.60 lower than the previous day. The implied volatity was 21.17, the open interest changed by 79 which increased total open position to 150
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 39.9, which was 2.30 higher than the previous day. The implied volatity was 22.42, the open interest changed by -1 which decreased total open position to 71
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 37.6, which was 3.60 higher than the previous day. The implied volatity was 20.32, the open interest changed by 4 which increased total open position to 73
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 34, which was -1.75 lower than the previous day. The implied volatity was 16.15, the open interest changed by 0 which decreased total open position to 68
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 35.75, which was 5.50 higher than the previous day. The implied volatity was 15.65, the open interest changed by -10 which decreased total open position to 67
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 30.25, which was -5.65 lower than the previous day. The implied volatity was 19.80, the open interest changed by 20 which increased total open position to 76
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 35.9, which was 12.55 higher than the previous day. The implied volatity was 20.28, the open interest changed by 10 which increased total open position to 56
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 23.35, which was 7.95 higher than the previous day. The implied volatity was 18.19, the open interest changed by 28 which increased total open position to 39
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 15.4, which was 1.40 higher than the previous day. The implied volatity was 25.07, the open interest changed by 7 which increased total open position to 11
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 4 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 -15.95 lower than the previous day. The implied volatity was 20.96, 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 29.95, which was 0.00 lower than the previous day. The implied volatity was 6.59, 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 29.95, which was 0.00 lower than the previous day. The implied volatity was 8.56, 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 29.95, which was 0.00 lower than the previous day. The implied volatity was 8.52, 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 29.95, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 29.95, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 29.95, which was 0.00 lower than the previous day. The implied volatity was 2.88, 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 29.95, which was lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0
| BATAINDIA 26DEC2024 1430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 74 | 10.15 | - | 2 | 0 | 87 |
| 19 Dec | 1368.30 | 63.85 | 13.55 | 25.78 | 9 | -2 | 88 |
| 18 Dec | 1380.05 | 50.3 | 25.30 | 21.60 | 61 | -30 | 90 |
| 17 Dec | 1412.55 | 25 | 10.05 | 18.18 | 293 | -3 | 120 |
| 16 Dec | 1435.35 | 14.95 | -1.25 | 21.24 | 356 | -6 | 123 |
| 13 Dec | 1432.45 | 16.2 | -3.65 | 19.29 | 311 | -42 | 128 |
| 12 Dec | 1429.80 | 19.85 | 3.90 | 20.97 | 480 | 76 | 171 |
| 11 Dec | 1447.50 | 15.95 | -3.85 | 23.01 | 105 | -25 | 100 |
| 10 Dec | 1435.25 | 19.8 | 2.20 | 20.96 | 229 | 19 | 124 |
| 9 Dec | 1448.25 | 17.6 | -0.95 | 21.95 | 268 | 10 | 104 |
| 6 Dec | 1447.00 | 18.55 | -5.25 | 20.14 | 349 | 42 | 93 |
| 5 Dec | 1439.75 | 23.8 | -2.70 | 24.18 | 69 | -11 | 51 |
| 4 Dec | 1443.85 | 26.5 | -3.25 | 26.44 | 198 | -11 | 63 |
| 3 Dec | 1425.90 | 29.75 | 1.55 | 22.25 | 261 | 26 | 75 |
| 2 Dec | 1433.45 | 28.2 | -60.20 | 23.17 | 117 | 48 | 48 |
| 29 Nov | 1410.85 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1362.25 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1370.30 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1365.95 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1321.50 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 88.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 88.4 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1430 expiring on 26DEC2024
Delta for 1430 PE is -
Historical price for 1430 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 74, which was 10.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 63.85, which was 13.55 higher than the previous day. The implied volatity was 25.78, the open interest changed by -2 which decreased total open position to 88
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 50.3, which was 25.30 higher than the previous day. The implied volatity was 21.60, the open interest changed by -30 which decreased total open position to 90
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 25, which was 10.05 higher than the previous day. The implied volatity was 18.18, the open interest changed by -3 which decreased total open position to 120
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 14.95, which was -1.25 lower than the previous day. The implied volatity was 21.24, the open interest changed by -6 which decreased total open position to 123
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 16.2, which was -3.65 lower than the previous day. The implied volatity was 19.29, the open interest changed by -42 which decreased total open position to 128
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 19.85, which was 3.90 higher than the previous day. The implied volatity was 20.97, the open interest changed by 76 which increased total open position to 171
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 15.95, which was -3.85 lower than the previous day. The implied volatity was 23.01, the open interest changed by -25 which decreased total open position to 100
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 19.8, which was 2.20 higher than the previous day. The implied volatity was 20.96, the open interest changed by 19 which increased total open position to 124
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 17.6, which was -0.95 lower than the previous day. The implied volatity was 21.95, the open interest changed by 10 which increased total open position to 104
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 18.55, which was -5.25 lower than the previous day. The implied volatity was 20.14, the open interest changed by 42 which increased total open position to 93
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 23.8, which was -2.70 lower than the previous day. The implied volatity was 24.18, the open interest changed by -11 which decreased total open position to 51
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 26.5, which was -3.25 lower than the previous day. The implied volatity was 26.44, the open interest changed by -11 which decreased total open position to 63
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 29.75, which was 1.55 higher than the previous day. The implied volatity was 22.25, 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 28.2, which was -60.20 lower than the previous day. The implied volatity was 23.17, the open interest changed by 48 which increased total open position to 48
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 88.4, 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 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 88.4, 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 88.4, 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 88.4, 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 88.4, 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 88.4, 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 88.4, 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 88.4, 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 88.4, 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 88.4, 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 88.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
