BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
03 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 1.42
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1425.90 | 30.25 | -5.65 | 19.80 | 266 | 20 | 76 | |||
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| 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 0.53
Historical price for 1430 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 1.42
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.47
Historical price for 1430 PE is as follows
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
