BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1440 CE | ||||||||||
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Delta: 0.05
Vega: 0.19
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 1.3 | -0.60 | 33.10 | 507 | 123 | 613 | |||
| 19 Dec | 1368.30 | 1.9 | -1.70 | 26.33 | 353 | 42 | 485 | |||
| 18 Dec | 1380.05 | 3.6 | -6.70 | 24.91 | 588 | 4 | 438 | |||
| 17 Dec | 1412.55 | 10.3 | -10.75 | 23.03 | 533 | 32 | 430 | |||
| 16 Dec | 1435.35 | 21.05 | 1.10 | 21.50 | 550 | 65 | 397 | |||
| 13 Dec | 1432.45 | 19.95 | -0.75 | 18.51 | 407 | -32 | 332 | |||
| 12 Dec | 1429.80 | 20.7 | -14.25 | 19.58 | 859 | 76 | 364 | |||
| 11 Dec | 1447.50 | 34.95 | 9.25 | 22.76 | 582 | -28 | 293 | |||
| 10 Dec | 1435.25 | 25.7 | -8.80 | 20.91 | 430 | 67 | 322 | |||
| 9 Dec | 1448.25 | 34.5 | 3.65 | 22.77 | 332 | 37 | 254 | |||
| 6 Dec | 1447.00 | 30.85 | 1.55 | 19.51 | 1,466 | -98 | 218 | |||
| 5 Dec | 1439.75 | 29.3 | -1.35 | 17.11 | 560 | -24 | 317 | |||
| 4 Dec | 1443.85 | 30.65 | 5.10 | 16.46 | 1,359 | 175 | 343 | |||
| 3 Dec | 1425.90 | 25.55 | -4.70 | 19.88 | 221 | 1 | 171 | |||
| 2 Dec | 1433.45 | 30.25 | 10.70 | 19.99 | 798 | 85 | 170 | |||
| 29 Nov | 1410.85 | 19.55 | 6.55 | 18.36 | 239 | 67 | 87 | |||
| 28 Nov | 1362.25 | 13 | -62.25 | 25.03 | 22 | 20 | 20 | |||
| 27 Nov | 1370.30 | 75.25 | 0.00 | 4.13 | 0 | 0 | 0 | |||
| 26 Nov | 1365.95 | 75.25 | 0.00 | 4.18 | 0 | 0 | 0 | |||
| 25 Nov | 1321.50 | 75.25 | 0.00 | 6.98 | 0 | 0 | 0 | |||
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| 22 Nov | 1301.45 | 75.25 | 0.00 | 8.37 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 75.25 | 0.00 | 9.00 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 75.25 | 0.00 | 7.69 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 75.25 | 0.00 | 7.69 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 75.25 | 0.00 | 3.40 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 75.25 | 75.25 | 5.01 | 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 1440 expiring on 26DEC2024
Delta for 1440 CE is 0.05
Historical price for 1440 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 1.3, which was -0.60 lower than the previous day. The implied volatity was 33.10, the open interest changed by 123 which increased total open position to 613
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 1.9, which was -1.70 lower than the previous day. The implied volatity was 26.33, the open interest changed by 42 which increased total open position to 485
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 3.6, which was -6.70 lower than the previous day. The implied volatity was 24.91, the open interest changed by 4 which increased total open position to 438
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 10.3, which was -10.75 lower than the previous day. The implied volatity was 23.03, the open interest changed by 32 which increased total open position to 430
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 21.05, which was 1.10 higher than the previous day. The implied volatity was 21.50, the open interest changed by 65 which increased total open position to 397
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 19.95, which was -0.75 lower than the previous day. The implied volatity was 18.51, the open interest changed by -32 which decreased total open position to 332
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 20.7, which was -14.25 lower than the previous day. The implied volatity was 19.58, the open interest changed by 76 which increased total open position to 364
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 34.95, which was 9.25 higher than the previous day. The implied volatity was 22.76, the open interest changed by -28 which decreased total open position to 293
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 25.7, which was -8.80 lower than the previous day. The implied volatity was 20.91, the open interest changed by 67 which increased total open position to 322
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 34.5, which was 3.65 higher than the previous day. The implied volatity was 22.77, the open interest changed by 37 which increased total open position to 254
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 30.85, which was 1.55 higher than the previous day. The implied volatity was 19.51, the open interest changed by -98 which decreased total open position to 218
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 29.3, which was -1.35 lower than the previous day. The implied volatity was 17.11, the open interest changed by -24 which decreased total open position to 317
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 30.65, which was 5.10 higher than the previous day. The implied volatity was 16.46, the open interest changed by 175 which increased total open position to 343
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 25.55, which was -4.70 lower than the previous day. The implied volatity was 19.88, the open interest changed by 1 which increased total open position to 171
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 30.25, which was 10.70 higher than the previous day. The implied volatity was 19.99, the open interest changed by 85 which increased total open position to 170
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 19.55, which was 6.55 higher than the previous day. The implied volatity was 18.36, the open interest changed by 67 which increased total open position to 87
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 13, which was -62.25 lower than the previous day. The implied volatity was 25.03, the open interest changed by 20 which increased total open position to 20
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 75.25, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 75.25, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 75.25, which was 0.00 lower than the previous day. The implied volatity was 6.98, 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 75.25, which was 0.00 lower than the previous day. The implied volatity was 8.37, 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 75.25, which was 0.00 lower than the previous day. The implied volatity was 9.00, 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 75.25, which was 0.00 lower than the previous day. The implied volatity was 7.69, 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 75.25, which was 0.00 lower than the previous day. The implied volatity was 7.69, 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 75.25, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 75.25, which was 75.25 higher than the previous day. The implied volatity was 5.01, 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 1440 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 | 93.55 | 20.20 | - | 20 | -13 | 151 |
| 19 Dec | 1368.30 | 73.35 | 15.35 | 27.18 | 36 | -8 | 165 |
| 18 Dec | 1380.05 | 58 | 25.75 | 18.33 | 32 | -10 | 176 |
| 17 Dec | 1412.55 | 32.25 | 12.70 | 18.59 | 259 | -24 | 186 |
| 16 Dec | 1435.35 | 19.55 | -2.80 | 21.28 | 187 | 22 | 209 |
| 13 Dec | 1432.45 | 22.35 | -3.65 | 20.65 | 236 | -49 | 186 |
| 12 Dec | 1429.80 | 26 | 5.90 | 22.09 | 421 | -42 | 235 |
| 11 Dec | 1447.50 | 20.1 | -5.25 | 23.25 | 320 | -4 | 276 |
| 10 Dec | 1435.25 | 25.35 | 4.15 | 21.70 | 293 | 66 | 278 |
| 9 Dec | 1448.25 | 21.2 | -1.55 | 21.54 | 299 | 34 | 211 |
| 6 Dec | 1447.00 | 22.75 | -6.00 | 20.09 | 594 | 58 | 178 |
| 5 Dec | 1439.75 | 28.75 | -1.65 | 24.62 | 354 | 29 | 118 |
| 4 Dec | 1443.85 | 30.4 | -3.75 | 26.15 | 278 | -14 | 89 |
| 3 Dec | 1425.90 | 34.15 | 1.40 | 21.74 | 89 | -13 | 103 |
| 2 Dec | 1433.45 | 32.75 | -52.25 | 23.02 | 524 | 116 | 117 |
| 29 Nov | 1410.85 | 85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 1362.25 | 85 | 21.75 | 25.92 | 1 | 1 | 1 |
| 27 Nov | 1370.30 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1365.95 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1321.50 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 63.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 63.25 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1440 expiring on 26DEC2024
Delta for 1440 PE is -
Historical price for 1440 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 93.55, which was 20.20 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 151
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 73.35, which was 15.35 higher than the previous day. The implied volatity was 27.18, the open interest changed by -8 which decreased total open position to 165
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 58, which was 25.75 higher than the previous day. The implied volatity was 18.33, the open interest changed by -10 which decreased total open position to 176
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 32.25, which was 12.70 higher than the previous day. The implied volatity was 18.59, the open interest changed by -24 which decreased total open position to 186
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 19.55, which was -2.80 lower than the previous day. The implied volatity was 21.28, the open interest changed by 22 which increased total open position to 209
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 22.35, which was -3.65 lower than the previous day. The implied volatity was 20.65, the open interest changed by -49 which decreased total open position to 186
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 26, which was 5.90 higher than the previous day. The implied volatity was 22.09, the open interest changed by -42 which decreased total open position to 235
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 20.1, which was -5.25 lower than the previous day. The implied volatity was 23.25, the open interest changed by -4 which decreased total open position to 276
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 25.35, which was 4.15 higher than the previous day. The implied volatity was 21.70, the open interest changed by 66 which increased total open position to 278
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 21.2, which was -1.55 lower than the previous day. The implied volatity was 21.54, the open interest changed by 34 which increased total open position to 211
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 22.75, which was -6.00 lower than the previous day. The implied volatity was 20.09, the open interest changed by 58 which increased total open position to 178
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 28.75, which was -1.65 lower than the previous day. The implied volatity was 24.62, the open interest changed by 29 which increased total open position to 118
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 30.4, which was -3.75 lower than the previous day. The implied volatity was 26.15, the open interest changed by -14 which decreased total open position to 89
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 34.15, which was 1.40 higher than the previous day. The implied volatity was 21.74, the open interest changed by -13 which decreased total open position to 103
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 32.75, which was -52.25 lower than the previous day. The implied volatity was 23.02, the open interest changed by 116 which increased total open position to 117
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 85, which was 21.75 higher than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 1
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
