BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
24 Jan 2025 04:11 PM IST
BATAINDIA 30JAN2025 1440 CE | ||||||||||
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Delta: 0.02
Vega: 0.06
Theta: -0.22
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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