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[--[65.84.65.76]--]
BATAINDIA
Bata India Ltd

1281.35 -19.55 (-1.50%)

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Historical option data for BATAINDIA

24 Jan 2025 04:11 PM IST
BATAINDIA 30JAN2025 1440 CE
Delta: 0.02
Vega: 0.06
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1281.35 0.35 -0.15 40.56 37 -13 118
23 Jan 1300.90 0.5 -0.05 35.86 10 -2 127
22 Jan 1276.15 0.55 -0.65 37.18 84 -19 130
21 Jan 1288.85 1.2 0.00 0.00 0 -10 0
20 Jan 1302.85 1.2 -0.50 32.36 52 -8 151
17 Jan 1310.80 1.7 -0.10 28.98 58 -2 158
16 Jan 1307.95 1.8 -0.40 28.95 87 -19 158
15 Jan 1308.55 2.2 -1.25 28.95 168 -38 179
14 Jan 1343.55 3.45 -3.35 23.52 443 -45 219
13 Jan 1364.05 6.8 -18.65 24.57 828 66 263
10 Jan 1425.90 25.45 6.55 21.70 1,007 93 196
9 Jan 1412.90 18.9 1.45 17.60 126 -17 104
8 Jan 1420.75 17.45 -8.85 16.81 267 -4 123
7 Jan 1424.40 26.3 -1.90 19.65 245 6 132
6 Jan 1423.95 28.2 -14.90 22.04 757 44 137
3 Jan 1460.80 43.1 19.95 14.95 781 -55 91
2 Jan 1421.60 23.15 7.15 17.26 139 -34 149
1 Jan 1397.00 16 5.10 18.56 145 6 184
31 Dec 1374.90 10.9 2.90 19.45 245 9 181
30 Dec 1388.90 8 0.60 12.30 278 30 178
27 Dec 1381.30 7.4 6.20 13.52 1,662 152 153
26 Dec 1350.45 1.2 -42.55 11.67 1 0 0
24 Dec 1361.50 43.75 0.00 4.16 0 0 0
23 Dec 1334.10 43.75 0.00 5.30 0 0 0
20 Dec 1342.25 43.75 0.00 4.94 0 0 0
19 Dec 1368.30 43.75 0.00 3.58 0 0 0
18 Dec 1380.05 43.75 0.00 2.65 0 0 0
17 Dec 1412.55 43.75 0.00 0.74 0 0 0
16 Dec 1435.35 43.75 0.00 - 0 0 0
13 Dec 1432.45 43.75 0.00 - 0 0 0
5 Dec 1439.75 43.75 0.00 - 0 0 0
4 Dec 1443.85 43.75 43.75 - 0 0 0
5 Nov 1356.10 0 2.20 0 0 0


For Bata India Ltd - strike price 1440 expiring on 30JAN2025

Delta for 1440 CE is 0.02

Historical price for 1440 CE is as follows

On 24 Jan BATAINDIA was trading at 1281.35. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 40.56, the open interest changed by -13 which decreased total open position to 118


On 23 Jan BATAINDIA was trading at 1300.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 35.86, the open interest changed by -2 which decreased total open position to 127


On 22 Jan BATAINDIA was trading at 1276.15. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was 37.18, the open interest changed by -19 which decreased total open position to 130


On 21 Jan BATAINDIA was trading at 1288.85. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0


On 20 Jan BATAINDIA was trading at 1302.85. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 32.36, the open interest changed by -8 which decreased total open position to 151


On 17 Jan BATAINDIA was trading at 1310.80. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 28.98, the open interest changed by -2 which decreased total open position to 158


On 16 Jan BATAINDIA was trading at 1307.95. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 28.95, the open interest changed by -19 which decreased total open position to 158


On 15 Jan BATAINDIA was trading at 1308.55. The strike last trading price was 2.2, which was -1.25 lower than the previous day. The implied volatity was 28.95, the open interest changed by -38 which decreased total open position to 179


On 14 Jan BATAINDIA was trading at 1343.55. The strike last trading price was 3.45, which was -3.35 lower than the previous day. The implied volatity was 23.52, the open interest changed by -45 which decreased total open position to 219


On 13 Jan BATAINDIA was trading at 1364.05. The strike last trading price was 6.8, which was -18.65 lower than the previous day. The implied volatity was 24.57, the open interest changed by 66 which increased total open position to 263


On 10 Jan BATAINDIA was trading at 1425.90. The strike last trading price was 25.45, which was 6.55 higher than the previous day. The implied volatity was 21.70, the open interest changed by 93 which increased total open position to 196


On 9 Jan BATAINDIA was trading at 1412.90. The strike last trading price was 18.9, which was 1.45 higher than the previous day. The implied volatity was 17.60, the open interest changed by -17 which decreased total open position to 104


On 8 Jan BATAINDIA was trading at 1420.75. The strike last trading price was 17.45, which was -8.85 lower than the previous day. The implied volatity was 16.81, the open interest changed by -4 which decreased total open position to 123


On 7 Jan BATAINDIA was trading at 1424.40. The strike last trading price was 26.3, which was -1.90 lower than the previous day. The implied volatity was 19.65, the open interest changed by 6 which increased total open position to 132


On 6 Jan BATAINDIA was trading at 1423.95. The strike last trading price was 28.2, which was -14.90 lower than the previous day. The implied volatity was 22.04, the open interest changed by 44 which increased total open position to 137


On 3 Jan BATAINDIA was trading at 1460.80. The strike last trading price was 43.1, which was 19.95 higher than the previous day. The implied volatity was 14.95, the open interest changed by -55 which decreased total open position to 91


On 2 Jan BATAINDIA was trading at 1421.60. The strike last trading price was 23.15, which was 7.15 higher than the previous day. The implied volatity was 17.26, the open interest changed by -34 which decreased total open position to 149


On 1 Jan BATAINDIA was trading at 1397.00. The strike last trading price was 16, which was 5.10 higher than the previous day. The implied volatity was 18.56, the open interest changed by 6 which increased total open position to 184


On 31 Dec BATAINDIA was trading at 1374.90. The strike last trading price was 10.9, which was 2.90 higher than the previous day. The implied volatity was 19.45, the open interest changed by 9 which increased total open position to 181


On 30 Dec BATAINDIA was trading at 1388.90. The strike last trading price was 8, which was 0.60 higher than the previous day. The implied volatity was 12.30, the open interest changed by 30 which increased total open position to 178


On 27 Dec BATAINDIA was trading at 1381.30. The strike last trading price was 7.4, which was 6.20 higher than the previous day. The implied volatity was 13.52, the open interest changed by 152 which increased total open position to 153


On 26 Dec BATAINDIA was trading at 1350.45. The strike last trading price was 1.2, which was -42.55 lower than the previous day. The implied volatity was 11.67, the open interest changed by 0 which decreased total open position to 0


On 24 Dec BATAINDIA was trading at 1361.50. The strike last trading price was 43.75, which was 0.00 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0


On 23 Dec BATAINDIA was trading at 1334.10. The strike last trading price was 43.75, which was 0.00 lower than the previous day. The implied volatity was 5.30, the open interest changed by 0 which decreased total open position to 0


On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 43.75, which was 0.00 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0


On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 43.75, which was 0.00 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0


On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 43.75, which was 0.00 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 43.75, which was 0.00 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 43.75, 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 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 43.75, 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 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 43.75, 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 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 43.75, which was 43.75 higher 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 0, which was lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0


BATAINDIA 30JAN2025 1440 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1281.35 134.5 -15.5 - 2 -1 141
23 Jan 1300.90 150 -21.50 73.31 1 0 143
22 Jan 1276.15 171.5 18.95 101.50 9 0 143
21 Jan 1288.85 152.55 11.55 52.39 7 0 145
20 Jan 1302.85 141 0.00 0.00 0 0 0
17 Jan 1310.80 141 0.00 0.00 0 0 0
16 Jan 1307.95 141 18.55 55.10 1 0 145
15 Jan 1308.55 122.45 13.55 - 2 0 145
14 Jan 1343.55 108.9 21.40 48.16 5 -1 146
13 Jan 1364.05 87.5 47.55 36.26 17 -12 149
10 Jan 1425.90 39.95 -6.05 27.14 168 20 164
9 Jan 1412.90 46 -13.90 29.49 18 1 144
8 Jan 1420.75 59.9 15.05 38.02 78 -6 147
7 Jan 1424.40 44.85 -1.45 30.03 89 3 154
6 Jan 1423.95 46.3 12.15 28.82 584 42 153
3 Jan 1460.80 34.15 -18.95 31.01 370 90 108
2 Jan 1421.60 53.1 -7.55 30.98 3 0 18
1 Jan 1397.00 60.65 -39.35 26.68 5 0 17
31 Dec 1374.90 100 0.00 0.00 0 0 0
30 Dec 1388.90 100 -5.90 50.50 1 0 17
27 Dec 1381.30 105.9 15.90 47.89 48 14 16
26 Dec 1350.45 90 -10.00 17.71 1 0 1
24 Dec 1361.50 100 -2.20 35.82 1 0 0
23 Dec 1334.10 102.2 0.00 - 0 0 0
20 Dec 1342.25 102.2 0.00 - 0 0 0
19 Dec 1368.30 102.2 0.00 - 0 0 0
18 Dec 1380.05 102.2 0.00 - 0 0 0
17 Dec 1412.55 102.2 0.00 - 0 0 0
16 Dec 1435.35 102.2 0.00 0.93 0 0 0
13 Dec 1432.45 102.2 0.00 0.78 0 0 0
5 Dec 1439.75 102.2 0.00 1.25 0 0 0
4 Dec 1443.85 102.2 102.20 1.38 0 0 0
5 Nov 1356.10 0 - 0 0 0


For Bata India Ltd - strike price 1440 expiring on 30JAN2025

Delta for 1440 PE is -

Historical price for 1440 PE is as follows

On 24 Jan BATAINDIA was trading at 1281.35. The strike last trading price was 134.5, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 141


On 23 Jan BATAINDIA was trading at 1300.90. The strike last trading price was 150, which was -21.50 lower than the previous day. The implied volatity was 73.31, the open interest changed by 0 which decreased total open position to 143


On 22 Jan BATAINDIA was trading at 1276.15. The strike last trading price was 171.5, which was 18.95 higher than the previous day. The implied volatity was 101.50, the open interest changed by 0 which decreased total open position to 143


On 21 Jan BATAINDIA was trading at 1288.85. The strike last trading price was 152.55, which was 11.55 higher than the previous day. The implied volatity was 52.39, the open interest changed by 0 which decreased total open position to 145


On 20 Jan BATAINDIA was trading at 1302.85. The strike last trading price was 141, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Jan BATAINDIA was trading at 1310.80. The strike last trading price was 141, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BATAINDIA was trading at 1307.95. The strike last trading price was 141, which was 18.55 higher than the previous day. The implied volatity was 55.10, the open interest changed by 0 which decreased total open position to 145


On 15 Jan BATAINDIA was trading at 1308.55. The strike last trading price was 122.45, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145


On 14 Jan BATAINDIA was trading at 1343.55. The strike last trading price was 108.9, which was 21.40 higher than the previous day. The implied volatity was 48.16, the open interest changed by -1 which decreased total open position to 146


On 13 Jan BATAINDIA was trading at 1364.05. The strike last trading price was 87.5, which was 47.55 higher than the previous day. The implied volatity was 36.26, the open interest changed by -12 which decreased total open position to 149


On 10 Jan BATAINDIA was trading at 1425.90. The strike last trading price was 39.95, which was -6.05 lower than the previous day. The implied volatity was 27.14, the open interest changed by 20 which increased total open position to 164


On 9 Jan BATAINDIA was trading at 1412.90. The strike last trading price was 46, which was -13.90 lower than the previous day. The implied volatity was 29.49, the open interest changed by 1 which increased total open position to 144


On 8 Jan BATAINDIA was trading at 1420.75. The strike last trading price was 59.9, which was 15.05 higher than the previous day. The implied volatity was 38.02, the open interest changed by -6 which decreased total open position to 147


On 7 Jan BATAINDIA was trading at 1424.40. The strike last trading price was 44.85, which was -1.45 lower than the previous day. The implied volatity was 30.03, the open interest changed by 3 which increased total open position to 154


On 6 Jan BATAINDIA was trading at 1423.95. The strike last trading price was 46.3, which was 12.15 higher than the previous day. The implied volatity was 28.82, the open interest changed by 42 which increased total open position to 153


On 3 Jan BATAINDIA was trading at 1460.80. The strike last trading price was 34.15, which was -18.95 lower than the previous day. The implied volatity was 31.01, the open interest changed by 90 which increased total open position to 108


On 2 Jan BATAINDIA was trading at 1421.60. The strike last trading price was 53.1, which was -7.55 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 18


On 1 Jan BATAINDIA was trading at 1397.00. The strike last trading price was 60.65, which was -39.35 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 17


On 31 Dec BATAINDIA was trading at 1374.90. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 30 Dec BATAINDIA was trading at 1388.90. The strike last trading price was 100, which was -5.90 lower than the previous day. The implied volatity was 50.50, the open interest changed by 0 which decreased total open position to 17


On 27 Dec BATAINDIA was trading at 1381.30. The strike last trading price was 105.9, which was 15.90 higher than the previous day. The implied volatity was 47.89, the open interest changed by 14 which increased total open position to 16


On 26 Dec BATAINDIA was trading at 1350.45. The strike last trading price was 90, which was -10.00 lower than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 1


On 24 Dec BATAINDIA was trading at 1361.50. The strike last trading price was 100, which was -2.20 lower than the previous day. The implied volatity was 35.82, the open interest changed by 0 which decreased total open position to 0


On 23 Dec BATAINDIA was trading at 1334.10. The strike last trading price was 102.2, 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 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 102.2, 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 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 102.2, 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 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 102.2, 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 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 102.2, 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 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 102.2, which was 0.00 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 102.2, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 102.2, which was 0.00 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 102.2, which was 102.20 higher than the previous day. The implied volatity was 1.38, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0