BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.17
Theta: -0.49
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 1.1 | -0.45 | 34.54 | 411 | 47 | 363 | |||
| 19 Dec | 1368.30 | 1.55 | -1.25 | 27.65 | 262 | 16 | 314 | |||
| 18 Dec | 1380.05 | 2.8 | -5.00 | 25.80 | 435 | -17 | 299 | |||
| 17 Dec | 1412.55 | 7.8 | -8.50 | 23.33 | 493 | -26 | 321 | |||
| 16 Dec | 1435.35 | 16.3 | 0.85 | 21.37 | 541 | 29 | 344 | |||
| 13 Dec | 1432.45 | 15.45 | -1.05 | 18.52 | 575 | -156 | 325 | |||
| 12 Dec | 1429.80 | 16.5 | -12.55 | 19.73 | 578 | 4 | 480 | |||
| 11 Dec | 1447.50 | 29.05 | 7.85 | 22.43 | 609 | 120 | 477 | |||
| 10 Dec | 1435.25 | 21.2 | -7.65 | 21.04 | 517 | 28 | 357 | |||
| 9 Dec | 1448.25 | 28.85 | 3.15 | 22.46 | 536 | -15 | 329 | |||
| 6 Dec | 1447.00 | 25.7 | 1.05 | 19.49 | 1,071 | 201 | 350 | |||
| 5 Dec | 1439.75 | 24.65 | -1.10 | 17.57 | 331 | 7 | 151 | |||
| 4 Dec | 1443.85 | 25.75 | 3.75 | 16.87 | 681 | 33 | 142 | |||
| 3 Dec | 1425.90 | 22 | -4.00 | 20.39 | 276 | -3 | 109 | |||
| 2 Dec | 1433.45 | 26 | 10.00 | 20.30 | 559 | 29 | 112 | |||
|
|
||||||||||
| 29 Nov | 1410.85 | 16 | 6.00 | 18.34 | 219 | 83 | 84 | |||
| 28 Nov | 1362.25 | 10 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 1370.30 | 10 | -14.15 | 21.39 | 1 | 0 | 0 | |||
| 26 Nov | 1365.95 | 24.15 | 0.00 | 4.81 | 0 | 0 | 0 | |||
| 25 Nov | 1321.50 | 24.15 | 0.00 | 7.21 | 0 | 0 | 0 | |||
| 22 Nov | 1301.45 | 24.15 | 0.00 | 9.20 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 24.15 | 0.00 | 9.53 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 24.15 | 0.00 | 8.56 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 24.15 | 0.00 | 8.56 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 24.15 | 0.00 | 3.90 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 24.15 | 5.48 | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1450 expiring on 26DEC2024
Delta for 1450 CE is 0.05
Historical price for 1450 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 34.54, the open interest changed by 47 which increased total open position to 363
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 1.55, which was -1.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by 16 which increased total open position to 314
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 2.8, which was -5.00 lower than the previous day. The implied volatity was 25.80, the open interest changed by -17 which decreased total open position to 299
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 7.8, which was -8.50 lower than the previous day. The implied volatity was 23.33, the open interest changed by -26 which decreased total open position to 321
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 16.3, which was 0.85 higher than the previous day. The implied volatity was 21.37, the open interest changed by 29 which increased total open position to 344
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 15.45, which was -1.05 lower than the previous day. The implied volatity was 18.52, the open interest changed by -156 which decreased total open position to 325
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 16.5, which was -12.55 lower than the previous day. The implied volatity was 19.73, the open interest changed by 4 which increased total open position to 480
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 29.05, which was 7.85 higher than the previous day. The implied volatity was 22.43, the open interest changed by 120 which increased total open position to 477
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 21.2, which was -7.65 lower than the previous day. The implied volatity was 21.04, the open interest changed by 28 which increased total open position to 357
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 28.85, which was 3.15 higher than the previous day. The implied volatity was 22.46, the open interest changed by -15 which decreased total open position to 329
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 25.7, which was 1.05 higher than the previous day. The implied volatity was 19.49, the open interest changed by 201 which increased total open position to 350
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 24.65, which was -1.10 lower than the previous day. The implied volatity was 17.57, the open interest changed by 7 which increased total open position to 151
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 25.75, which was 3.75 higher than the previous day. The implied volatity was 16.87, the open interest changed by 33 which increased total open position to 142
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 22, which was -4.00 lower than the previous day. The implied volatity was 20.39, the open interest changed by -3 which decreased total open position to 109
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 26, which was 10.00 higher than the previous day. The implied volatity was 20.30, the open interest changed by 29 which increased total open position to 112
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 16, which was 6.00 higher than the previous day. The implied volatity was 18.34, the open interest changed by 83 which increased total open position to 84
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 10, 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 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 10, which was -14.15 lower than the previous day. The implied volatity was 21.39, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 7.21, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 9.20, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 9.53, 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 24.15, 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 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 24.15, 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 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 3.90, 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 24.15, which was lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
| BATAINDIA 26DEC2024 1450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 96.85 | 10.85 | - | 18 | -17 | 138 |
| 19 Dec | 1368.30 | 86 | 39.40 | 37.34 | 11 | -8 | 155 |
| 18 Dec | 1380.05 | 46.6 | 7.10 | - | 2 | 0 | 165 |
| 17 Dec | 1412.55 | 39.5 | 14.70 | 17.88 | 73 | -2 | 165 |
| 16 Dec | 1435.35 | 24.8 | -1.55 | 21.18 | 103 | 2 | 166 |
| 13 Dec | 1432.45 | 26.35 | -4.55 | 19.32 | 375 | -123 | 173 |
| 12 Dec | 1429.80 | 30.9 | 7.15 | 21.51 | 285 | -77 | 297 |
| 11 Dec | 1447.50 | 23.75 | -7.35 | 22.55 | 398 | 179 | 375 |
| 10 Dec | 1435.25 | 31.1 | 5.05 | 22.08 | 210 | 20 | 195 |
| 9 Dec | 1448.25 | 26.05 | -1.10 | 21.68 | 187 | -4 | 171 |
| 6 Dec | 1447.00 | 27.15 | -6.70 | 19.77 | 237 | 77 | 175 |
| 5 Dec | 1439.75 | 33.85 | -1.35 | 24.83 | 78 | 1 | 92 |
| 4 Dec | 1443.85 | 35.2 | -5.70 | 26.20 | 57 | 12 | 91 |
| 3 Dec | 1425.90 | 40.9 | 2.90 | 22.54 | 16 | 3 | 78 |
| 2 Dec | 1433.45 | 38 | -22.10 | 23.04 | 33 | 11 | 76 |
| 29 Nov | 1410.85 | 60.1 | -29.90 | 28.32 | 4 | 1 | 64 |
| 28 Nov | 1362.25 | 90 | -12.40 | 28.02 | 63 | 57 | 57 |
| 27 Nov | 1370.30 | 102.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1365.95 | 102.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1321.50 | 102.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 102.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 102.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 102.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 102.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 102.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 102.4 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1450 expiring on 26DEC2024
Delta for 1450 PE is -
Historical price for 1450 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 96.85, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 138
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 86, which was 39.40 higher than the previous day. The implied volatity was 37.34, the open interest changed by -8 which decreased total open position to 155
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 46.6, which was 7.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 165
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 39.5, which was 14.70 higher than the previous day. The implied volatity was 17.88, the open interest changed by -2 which decreased total open position to 165
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 24.8, which was -1.55 lower than the previous day. The implied volatity was 21.18, the open interest changed by 2 which increased total open position to 166
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 26.35, which was -4.55 lower than the previous day. The implied volatity was 19.32, the open interest changed by -123 which decreased total open position to 173
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 30.9, which was 7.15 higher than the previous day. The implied volatity was 21.51, the open interest changed by -77 which decreased total open position to 297
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 23.75, which was -7.35 lower than the previous day. The implied volatity was 22.55, the open interest changed by 179 which increased total open position to 375
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 31.1, which was 5.05 higher than the previous day. The implied volatity was 22.08, the open interest changed by 20 which increased total open position to 195
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 26.05, which was -1.10 lower than the previous day. The implied volatity was 21.68, the open interest changed by -4 which decreased total open position to 171
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 27.15, which was -6.70 lower than the previous day. The implied volatity was 19.77, the open interest changed by 77 which increased total open position to 175
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 33.85, which was -1.35 lower than the previous day. The implied volatity was 24.83, the open interest changed by 1 which increased total open position to 92
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 35.2, which was -5.70 lower than the previous day. The implied volatity was 26.20, the open interest changed by 12 which increased total open position to 91
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 40.9, which was 2.90 higher than the previous day. The implied volatity was 22.54, the open interest changed by 3 which increased total open position to 78
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 38, which was -22.10 lower than the previous day. The implied volatity was 23.04, the open interest changed by 11 which increased total open position to 76
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 60.1, which was -29.90 lower than the previous day. The implied volatity was 28.32, the open interest changed by 1 which increased total open position to 64
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 90, which was -12.40 lower than the previous day. The implied volatity was 28.02, the open interest changed by 57 which increased total open position to 57
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 102.4, 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 102.4, 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 102.4, 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 102.4, 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 102.4, 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 102.4, 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 102.4, 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 102.4, 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 102.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
