BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1470 CE | ||||||||||
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Delta: 0.03
Vega: 0.12
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 0.7 | -0.40 | 36.46 | 297 | 104 | 273 | |||
| 19 Dec | 1368.30 | 1.1 | -0.60 | 30.40 | 173 | 0 | 170 | |||
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| 18 Dec | 1380.05 | 1.7 | -2.50 | 27.48 | 278 | 15 | 160 | |||
| 17 Dec | 1412.55 | 4.2 | -5.90 | 23.72 | 220 | 13 | 152 | |||
| 16 Dec | 1435.35 | 10.1 | 1.35 | 22.37 | 218 | 11 | 141 | |||
| 13 Dec | 1432.45 | 8.75 | -1.45 | 18.61 | 335 | -15 | 130 | |||
| 12 Dec | 1429.80 | 10.2 | -9.80 | 20.18 | 264 | 40 | 147 | |||
| 11 Dec | 1447.50 | 20 | 5.85 | 22.59 | 214 | -94 | 107 | |||
| 10 Dec | 1435.25 | 14.15 | -5.85 | 21.46 | 737 | 127 | 201 | |||
| 9 Dec | 1448.25 | 20 | 3.00 | 22.46 | 69 | 19 | 74 | |||
| 6 Dec | 1447.00 | 17 | 1.15 | 19.30 | 59 | 13 | 54 | |||
| 5 Dec | 1439.75 | 15.85 | -1.30 | 17.42 | 21 | 3 | 42 | |||
| 4 Dec | 1443.85 | 17.15 | 2.95 | 17.14 | 24 | 7 | 40 | |||
| 3 Dec | 1425.90 | 14.2 | -3.80 | 19.79 | 46 | 0 | 32 | |||
| 2 Dec | 1433.45 | 18 | 5.90 | 20.20 | 92 | 13 | 32 | |||
| 29 Nov | 1410.85 | 12.1 | 5.65 | 19.71 | 39 | 17 | 18 | |||
| 28 Nov | 1362.25 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1370.30 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1365.95 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1321.50 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1301.45 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1281.55 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1282.65 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1282.65 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1336.30 | 6.45 | -12.95 | 19.70 | 1 | 0 | 1 | |||
| 6 Nov | 1358.40 | 19.4 | 19.40 | 4.83 | 0 | 0 | 0 | |||
| 5 Nov | 1356.10 | 0 | 5.72 | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1470 expiring on 26DEC2024
Delta for 1470 CE is 0.03
Historical price for 1470 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 36.46, the open interest changed by 104 which increased total open position to 273
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 1.1, which was -0.60 lower than the previous day. The implied volatity was 30.40, the open interest changed by 0 which decreased total open position to 170
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 1.7, which was -2.50 lower than the previous day. The implied volatity was 27.48, the open interest changed by 15 which increased total open position to 160
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 4.2, which was -5.90 lower than the previous day. The implied volatity was 23.72, the open interest changed by 13 which increased total open position to 152
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 10.1, which was 1.35 higher than the previous day. The implied volatity was 22.37, the open interest changed by 11 which increased total open position to 141
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 8.75, which was -1.45 lower than the previous day. The implied volatity was 18.61, the open interest changed by -15 which decreased total open position to 130
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 10.2, which was -9.80 lower than the previous day. The implied volatity was 20.18, the open interest changed by 40 which increased total open position to 147
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 20, which was 5.85 higher than the previous day. The implied volatity was 22.59, the open interest changed by -94 which decreased total open position to 107
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 14.15, which was -5.85 lower than the previous day. The implied volatity was 21.46, the open interest changed by 127 which increased total open position to 201
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 20, which was 3.00 higher than the previous day. The implied volatity was 22.46, the open interest changed by 19 which increased total open position to 74
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 17, which was 1.15 higher than the previous day. The implied volatity was 19.30, the open interest changed by 13 which increased total open position to 54
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 15.85, which was -1.30 lower than the previous day. The implied volatity was 17.42, the open interest changed by 3 which increased total open position to 42
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 17.15, which was 2.95 higher than the previous day. The implied volatity was 17.14, the open interest changed by 7 which increased total open position to 40
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 14.2, which was -3.80 lower than the previous day. The implied volatity was 19.79, the open interest changed by 0 which decreased total open position to 32
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 18, which was 5.90 higher than the previous day. The implied volatity was 20.20, the open interest changed by 13 which increased total open position to 32
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 12.1, which was 5.65 higher than the previous day. The implied volatity was 19.71, the open interest changed by 17 which increased total open position to 18
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 6.45, 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 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 6.45, 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 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 6.45, 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 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 6.45, 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 22 Nov BATAINDIA was trading at 1301.45. The strike last trading price was 6.45, 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 21 Nov BATAINDIA was trading at 1281.55. The strike last trading price was 6.45, 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 20 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 6.45, 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 19 Nov BATAINDIA was trading at 1282.65. The strike last trading price was 6.45, 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 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 6.45, which was -12.95 lower than the previous day. The implied volatity was 19.70, the open interest changed by 0 which decreased total open position to 1
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 19.4, which was 19.40 higher than the previous day. The implied volatity was 4.83, 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 5.72, the open interest changed by 0 which decreased total open position to 0
| BATAINDIA 26DEC2024 1470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1342.25 | 88.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1368.30 | 88.55 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Dec | 1380.05 | 88.55 | 31.90 | 27.73 | 2 | -1 | 8 |
| 17 Dec | 1412.55 | 56.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1435.35 | 56.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1432.45 | 56.65 | 8.20 | 36.55 | 1 | 0 | 9 |
| 12 Dec | 1429.80 | 48.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1447.50 | 48.45 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 1435.25 | 48.45 | 12.75 | 26.58 | 23 | 3 | 10 |
| 9 Dec | 1448.25 | 35.7 | -5.15 | 20.50 | 8 | 3 | 7 |
| 6 Dec | 1447.00 | 40.85 | -5.10 | 21.53 | 4 | 0 | 4 |
| 5 Dec | 1439.75 | 45.95 | -71.45 | 25.63 | 4 | 1 | 1 |
| 4 Dec | 1443.85 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1425.90 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1433.45 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1410.85 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1362.25 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1370.30 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1365.95 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1321.50 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1301.45 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1281.55 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1282.65 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1282.65 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1336.30 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1358.40 | 117.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1356.10 | 117.4 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1470 expiring on 26DEC2024
Delta for 1470 PE is 0.00
Historical price for 1470 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 88.55, 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 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 88.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 88.55, which was 31.90 higher than the previous day. The implied volatity was 27.73, the open interest changed by -1 which decreased total open position to 8
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 56.65, 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 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 56.65, 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 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 56.65, which was 8.20 higher than the previous day. The implied volatity was 36.55, the open interest changed by 0 which decreased total open position to 9
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 48.45, 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 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 48.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 48.45, which was 12.75 higher than the previous day. The implied volatity was 26.58, the open interest changed by 3 which increased total open position to 10
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 35.7, which was -5.15 lower than the previous day. The implied volatity was 20.50, the open interest changed by 3 which increased total open position to 7
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 40.85, which was -5.10 lower than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 4
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 45.95, which was -71.45 lower than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 1
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 117.4, 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 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 117.4, 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 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 117.4, 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 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 117.4, 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 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 117.4, 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 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 117.4, 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 117.4, 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 117.4, 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 117.4, 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 117.4, 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 117.4, 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 117.4, 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 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 117.4, 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 117.4, 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 117.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
