BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1460 CE | ||||||||||
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Delta: 0.04
Vega: 0.15
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 1.05 | -0.20 | 36.71 | 312 | 93 | 297 | |||
| 19 Dec | 1368.30 | 1.25 | -0.85 | 28.81 | 205 | 5 | 203 | |||
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| 18 Dec | 1380.05 | 2.1 | -3.70 | 26.41 | 368 | -39 | 197 | |||
| 17 Dec | 1412.55 | 5.8 | -6.60 | 23.58 | 491 | -22 | 269 | |||
| 16 Dec | 1435.35 | 12.4 | 0.50 | 21.34 | 299 | 40 | 291 | |||
| 13 Dec | 1432.45 | 11.9 | -1.00 | 18.72 | 634 | 6 | 329 | |||
| 12 Dec | 1429.80 | 12.9 | -11.15 | 19.81 | 574 | 38 | 323 | |||
| 11 Dec | 1447.50 | 24.05 | 6.70 | 22.35 | 227 | -9 | 282 | |||
| 10 Dec | 1435.25 | 17.35 | -6.95 | 21.21 | 596 | 14 | 293 | |||
| 9 Dec | 1448.25 | 24.3 | 3.00 | 22.58 | 446 | -6 | 287 | |||
| 6 Dec | 1447.00 | 21.3 | 0.65 | 19.58 | 807 | 128 | 297 | |||
| 5 Dec | 1439.75 | 20.65 | -0.95 | 18.02 | 295 | -10 | 169 | |||
| 4 Dec | 1443.85 | 21.6 | 3.40 | 17.34 | 557 | 21 | 180 | |||
| 3 Dec | 1425.90 | 18.2 | -4.00 | 20.37 | 406 | 6 | 163 | |||
| 2 Dec | 1433.45 | 22.2 | 7.95 | 20.57 | 484 | -1 | 156 | |||
| 29 Nov | 1410.85 | 14.25 | -51.55 | 19.30 | 380 | 158 | 158 | |||
| 28 Nov | 1362.25 | 65.8 | 0.00 | 6.32 | 0 | 0 | 0 | |||
| 27 Nov | 1370.30 | 65.8 | 0.00 | 5.41 | 0 | 0 | 0 | |||
| 26 Nov | 1365.95 | 65.8 | 0.00 | 5.62 | 0 | 0 | 0 | |||
| 25 Nov | 1321.50 | 65.8 | 0.00 | 7.99 | 0 | 0 | 0 | |||
| 22 Nov | 1301.45 | 65.8 | 0.00 | 9.40 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 65.8 | 0.00 | 9.99 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 65.8 | 0.00 | 8.70 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 65.8 | 0.00 | 8.70 | 0 | 0 | 0 | |||
| 6 Nov | 1358.40 | 65.8 | 0.00 | 4.39 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 65.8 | 65.80 | 5.79 | 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 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.04
Historical price for 1460 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 36.71, the open interest changed by 93 which increased total open position to 297
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 28.81, the open interest changed by 5 which increased total open position to 203
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 2.1, which was -3.70 lower than the previous day. The implied volatity was 26.41, the open interest changed by -39 which decreased total open position to 197
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 5.8, which was -6.60 lower than the previous day. The implied volatity was 23.58, the open interest changed by -22 which decreased total open position to 269
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 12.4, which was 0.50 higher than the previous day. The implied volatity was 21.34, the open interest changed by 40 which increased total open position to 291
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 11.9, which was -1.00 lower than the previous day. The implied volatity was 18.72, the open interest changed by 6 which increased total open position to 329
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 12.9, which was -11.15 lower than the previous day. The implied volatity was 19.81, the open interest changed by 38 which increased total open position to 323
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 24.05, which was 6.70 higher than the previous day. The implied volatity was 22.35, the open interest changed by -9 which decreased total open position to 282
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 17.35, which was -6.95 lower than the previous day. The implied volatity was 21.21, the open interest changed by 14 which increased total open position to 293
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 24.3, which was 3.00 higher than the previous day. The implied volatity was 22.58, the open interest changed by -6 which decreased total open position to 287
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 21.3, which was 0.65 higher than the previous day. The implied volatity was 19.58, the open interest changed by 128 which increased total open position to 297
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 20.65, which was -0.95 lower than the previous day. The implied volatity was 18.02, the open interest changed by -10 which decreased total open position to 169
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 21.6, which was 3.40 higher than the previous day. The implied volatity was 17.34, the open interest changed by 21 which increased total open position to 180
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 18.2, which was -4.00 lower than the previous day. The implied volatity was 20.37, the open interest changed by 6 which increased total open position to 163
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 22.2, which was 7.95 higher than the previous day. The implied volatity was 20.57, the open interest changed by -1 which decreased total open position to 156
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 14.25, which was -51.55 lower than the previous day. The implied volatity was 19.30, the open interest changed by 158 which increased total open position to 158
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 65.8, which was 0.00 lower than the previous day. The implied volatity was 6.32, 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 65.8, which was 0.00 lower than the previous day. The implied volatity was 5.41, 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 65.8, which was 0.00 lower than the previous day. The implied volatity was 5.62, 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 65.8, which was 0.00 lower than the previous day. The implied volatity was 7.99, 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 65.8, which was 0.00 lower than the previous day. The implied volatity was 9.40, 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 65.8, which was 0.00 lower than the previous day. The implied volatity was 9.99, 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 65.8, which was 0.00 lower than the previous day. The implied volatity was 8.70, 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 65.8, which was 0.00 lower than the previous day. The implied volatity was 8.70, 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 65.8, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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 65.8, which was 65.80 higher than the previous day. The implied volatity was 5.79, 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 1460 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 | 90.55 | -0.30 | - | 1 | 0 | 39 |
| 19 Dec | 1368.30 | 90.85 | 13.50 | - | 6 | -3 | 39 |
| 18 Dec | 1380.05 | 77.35 | 31.60 | 19.94 | 4 | -1 | 42 |
| 17 Dec | 1412.55 | 45.75 | 12.70 | 11.64 | 26 | 8 | 44 |
| 16 Dec | 1435.35 | 33.05 | -1.95 | 23.56 | 9 | 0 | 35 |
| 13 Dec | 1432.45 | 35 | -3.30 | 21.75 | 40 | -29 | 37 |
| 12 Dec | 1429.80 | 38.3 | 9.10 | 22.66 | 55 | -6 | 65 |
| 11 Dec | 1447.50 | 29.2 | -7.85 | 22.90 | 78 | 14 | 71 |
| 10 Dec | 1435.25 | 37.05 | 5.70 | 22.15 | 57 | 26 | 58 |
| 9 Dec | 1448.25 | 31.35 | -1.85 | 21.72 | 38 | 5 | 33 |
| 6 Dec | 1447.00 | 33.2 | -5.70 | 20.24 | 46 | 9 | 25 |
| 5 Dec | 1439.75 | 38.9 | -3.90 | 24.66 | 1 | 0 | 17 |
| 4 Dec | 1443.85 | 42.8 | -2.70 | 27.93 | 10 | 3 | 16 |
| 3 Dec | 1425.90 | 45.5 | 0.30 | 21.45 | 4 | 1 | 11 |
| 2 Dec | 1433.45 | 45.2 | -23.90 | 24.09 | 10 | 2 | 9 |
| 29 Nov | 1410.85 | 69.1 | -31.90 | 30.16 | 1 | 0 | 6 |
| 28 Nov | 1362.25 | 101 | -1.60 | 26.04 | 1 | 0 | 5 |
| 27 Nov | 1370.30 | 102.6 | 0.00 | 0.00 | 0 | 5 | 0 |
| 26 Nov | 1365.95 | 102.6 | 29.15 | 32.03 | 5 | 2 | 2 |
| 25 Nov | 1321.50 | 73.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 73.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 73.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 73.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 73.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 73.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 73.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 73.45 | 73.45 | - | 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 1460 expiring on 26DEC2024
Delta for 1460 PE is -
Historical price for 1460 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 90.55, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 90.85, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 39
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 77.35, which was 31.60 higher than the previous day. The implied volatity was 19.94, the open interest changed by -1 which decreased total open position to 42
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 45.75, which was 12.70 higher than the previous day. The implied volatity was 11.64, the open interest changed by 8 which increased total open position to 44
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 33.05, which was -1.95 lower than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 35
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 35, which was -3.30 lower than the previous day. The implied volatity was 21.75, the open interest changed by -29 which decreased total open position to 37
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 38.3, which was 9.10 higher than the previous day. The implied volatity was 22.66, the open interest changed by -6 which decreased total open position to 65
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 29.2, which was -7.85 lower than the previous day. The implied volatity was 22.90, the open interest changed by 14 which increased total open position to 71
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 37.05, which was 5.70 higher than the previous day. The implied volatity was 22.15, the open interest changed by 26 which increased total open position to 58
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 31.35, which was -1.85 lower than the previous day. The implied volatity was 21.72, the open interest changed by 5 which increased total open position to 33
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 33.2, which was -5.70 lower than the previous day. The implied volatity was 20.24, the open interest changed by 9 which increased total open position to 25
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 38.9, which was -3.90 lower than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 17
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 42.8, which was -2.70 lower than the previous day. The implied volatity was 27.93, the open interest changed by 3 which increased total open position to 16
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 45.5, which was 0.30 higher than the previous day. The implied volatity was 21.45, the open interest changed by 1 which increased total open position to 11
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 45.2, which was -23.90 lower than the previous day. The implied volatity was 24.09, the open interest changed by 2 which increased total open position to 9
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 69.1, which was -31.90 lower than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 6
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 101, which was -1.60 lower than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 5
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 102.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 102.6, which was 29.15 higher than the previous day. The implied volatity was 32.03, the open interest changed by 2 which increased total open position to 2
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 73.45, 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 73.45, 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 73.45, 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 73.45, 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 73.45, 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 73.45, 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 73.45, 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 73.45, which was 73.45 higher 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
