BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
14 Nov 2024 04:11 PM IST
| BATAINDIA 28NOV2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.12
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1307.35 | 0.6 | -0.05 | 32.74 | 60 | -2 | 374 | |||
| 13 Nov | 1317.95 | 0.65 | -0.25 | 30.03 | 131 | -40 | 378 | |||
| 12 Nov | 1334.90 | 0.9 | -0.20 | 27.65 | 113 | 7 | 418 | |||
| 11 Nov | 1330.90 | 1.1 | -0.30 | 28.69 | 86 | -42 | 412 | |||
| 8 Nov | 1336.30 | 1.4 | -0.45 | 27.21 | 382 | -137 | 488 | |||
| 7 Nov | 1340.05 | 1.85 | -0.60 | 27.52 | 419 | 33 | 624 | |||
| 6 Nov | 1358.40 | 2.45 | -0.80 | 25.18 | 565 | -49 | 592 | |||
| 5 Nov | 1356.10 | 3.25 | -2.45 | 26.71 | 3,561 | 136 | 644 | |||
| 4 Nov | 1336.40 | 5.7 | -1.80 | 34.10 | 1,149 | 216 | 519 | |||
| 1 Nov | 1356.75 | 7.5 | 0.45 | 30.16 | 38 | 3 | 302 | |||
| 31 Oct | 1355.65 | 7.05 | -0.95 | - | 217 | 49 | 298 | |||
| 30 Oct | 1363.85 | 8 | 0.50 | - | 135 | 6 | 249 | |||
| 29 Oct | 1360.25 | 7.5 | -3.20 | - | 95 | 26 | 244 | |||
| 28 Oct | 1372.95 | 10.7 | -0.05 | - | 64 | 5 | 217 | |||
| 25 Oct | 1364.75 | 10.75 | -3.25 | - | 59 | 14 | 212 | |||
| 24 Oct | 1384.65 | 14 | -1.25 | - | 36 | 3 | 200 | |||
| 23 Oct | 1395.20 | 15.25 | 3.20 | - | 93 | -26 | 198 | |||
| 22 Oct | 1395.95 | 12.05 | -8.05 | - | 153 | 28 | 224 | |||
| 21 Oct | 1430.80 | 20.1 | -7.80 | - | 272 | 82 | 196 | |||
| 18 Oct | 1464.95 | 27.9 | 10.90 | - | 143 | 30 | 115 | |||
| 17 Oct | 1435.00 | 17 | -1.05 | - | 79 | 17 | 85 | |||
| 16 Oct | 1424.70 | 18.05 | -3.20 | - | 36 | 3 | 68 | |||
| 15 Oct | 1450.65 | 21.25 | 4.05 | - | 40 | 3 | 65 | |||
| 14 Oct | 1415.70 | 17.2 | 2.00 | - | 34 | 15 | 62 | |||
| 11 Oct | 1406.10 | 15.2 | 1.70 | - | 12 | 1 | 47 | |||
| 10 Oct | 1394.65 | 13.5 | 0.50 | - | 9 | 2 | 45 | |||
| 9 Oct | 1401.25 | 13 | 0.00 | - | 3 | 0 | 40 | |||
| 8 Oct | 1391.15 | 13 | 2.00 | - | 3 | 2 | 39 | |||
| 7 Oct | 1354.70 | 11 | 1.00 | - | 7 | 3 | 37 | |||
| 4 Oct | 1364.55 | 10 | -7.00 | - | 1 | 0 | 34 | |||
| 3 Oct | 1374.70 | 17 | -18.30 | - | 37 | 34 | 34 | |||
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| 1 Oct | 1427.35 | 35.3 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is 0.02
Historical price for 1500 CE is as follows
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 32.74, the open interest changed by -2 which decreased total open position to 374
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 30.03, the open interest changed by -40 which decreased total open position to 378
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 27.65, the open interest changed by 7 which increased total open position to 418
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 28.69, the open interest changed by -42 which decreased total open position to 412
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 27.21, the open interest changed by -137 which decreased total open position to 488
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 27.52, the open interest changed by 33 which increased total open position to 624
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 2.45, which was -0.80 lower than the previous day. The implied volatity was 25.18, the open interest changed by -49 which decreased total open position to 592
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 3.25, which was -2.45 lower than the previous day. The implied volatity was 26.71, the open interest changed by 136 which increased total open position to 644
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 5.7, which was -1.80 lower than the previous day. The implied volatity was 34.10, the open interest changed by 216 which increased total open position to 519
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 7.5, which was 0.45 higher than the previous day. The implied volatity was 30.16, the open interest changed by 3 which increased total open position to 302
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BATAINDIA was trading at 1363.85. The strike last trading price was 8, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BATAINDIA was trading at 1360.25. The strike last trading price was 7.5, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BATAINDIA was trading at 1372.95. The strike last trading price was 10.7, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BATAINDIA was trading at 1364.75. The strike last trading price was 10.75, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BATAINDIA was trading at 1384.65. The strike last trading price was 14, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BATAINDIA was trading at 1395.20. The strike last trading price was 15.25, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BATAINDIA was trading at 1395.95. The strike last trading price was 12.05, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BATAINDIA was trading at 1430.80. The strike last trading price was 20.1, which was -7.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BATAINDIA was trading at 1464.95. The strike last trading price was 27.9, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BATAINDIA was trading at 1435.00. The strike last trading price was 17, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BATAINDIA was trading at 1424.70. The strike last trading price was 18.05, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BATAINDIA was trading at 1450.65. The strike last trading price was 21.25, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BATAINDIA was trading at 1415.70. The strike last trading price was 17.2, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BATAINDIA was trading at 1406.10. The strike last trading price was 15.2, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BATAINDIA was trading at 1394.65. The strike last trading price was 13.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BATAINDIA was trading at 1401.25. The strike last trading price was 13, 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 8 Oct BATAINDIA was trading at 1391.15. The strike last trading price was 13, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BATAINDIA was trading at 1354.70. The strike last trading price was 11, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BATAINDIA was trading at 1364.55. The strike last trading price was 10, which was -7.00 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 17, which was -18.30 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 35.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BATAINDIA 28NOV2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1307.35 | 175 | -1.00 | - | 4 | 0 | 121 |
| 13 Nov | 1317.95 | 176 | 23.00 | 34.35 | 5 | 0 | 124 |
| 12 Nov | 1334.90 | 153 | -17.00 | - | 28 | -6 | 138 |
| 11 Nov | 1330.90 | 170 | 5.00 | 45.75 | 6 | 0 | 138 |
| 8 Nov | 1336.30 | 165 | 0.00 | 38.39 | 10 | 0 | 128 |
| 7 Nov | 1340.05 | 165 | 25.35 | 41.72 | 21 | 12 | 131 |
| 6 Nov | 1358.40 | 139.65 | -6.65 | 31.20 | 4 | 0 | 119 |
| 5 Nov | 1356.10 | 146.3 | -32.70 | 38.30 | 19 | 4 | 116 |
| 4 Nov | 1336.40 | 179 | 4.00 | 51.10 | 16 | 2 | 112 |
| 1 Nov | 1356.75 | 175 | 0.00 | 0.00 | 0 | 8 | 0 |
| 31 Oct | 1355.65 | 175 | 23.00 | - | 62 | 7 | 109 |
| 30 Oct | 1363.85 | 152 | -13.95 | - | 9 | 6 | 101 |
| 29 Oct | 1360.25 | 165.95 | 32.35 | - | 17 | 7 | 95 |
| 28 Oct | 1372.95 | 133.6 | -16.20 | - | 15 | 17 | 87 |
| 25 Oct | 1364.75 | 149.8 | 3.60 | - | 18 | 14 | 70 |
| 24 Oct | 1384.65 | 146.2 | 14.20 | - | 2 | 1 | 55 |
| 23 Oct | 1395.20 | 132 | 7.00 | - | 14 | 10 | 54 |
| 22 Oct | 1395.95 | 125 | 15.00 | - | 22 | -2 | 24 |
| 21 Oct | 1430.80 | 110 | 45.15 | - | 23 | 18 | 25 |
| 18 Oct | 1464.95 | 64.85 | -19.10 | - | 2 | 1 | 6 |
| 17 Oct | 1435.00 | 83.95 | -0.05 | - | 2 | 1 | 4 |
| 16 Oct | 1424.70 | 84 | -6.55 | - | 3 | 0 | 0 |
| 15 Oct | 1450.65 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1415.70 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1406.10 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1394.65 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1401.25 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1391.15 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1354.70 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1364.55 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1374.70 | 90.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1427.35 | 90.55 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is -
Historical price for 1500 PE is as follows
On 14 Nov BATAINDIA was trading at 1307.35. The strike last trading price was 175, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 13 Nov BATAINDIA was trading at 1317.95. The strike last trading price was 176, which was 23.00 higher than the previous day. The implied volatity was 34.35, the open interest changed by 0 which decreased total open position to 124
On 12 Nov BATAINDIA was trading at 1334.90. The strike last trading price was 153, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 138
On 11 Nov BATAINDIA was trading at 1330.90. The strike last trading price was 170, which was 5.00 higher than the previous day. The implied volatity was 45.75, the open interest changed by 0 which decreased total open position to 138
On 8 Nov BATAINDIA was trading at 1336.30. The strike last trading price was 165, which was 0.00 lower than the previous day. The implied volatity was 38.39, the open interest changed by 0 which decreased total open position to 128
On 7 Nov BATAINDIA was trading at 1340.05. The strike last trading price was 165, which was 25.35 higher than the previous day. The implied volatity was 41.72, the open interest changed by 12 which increased total open position to 131
On 6 Nov BATAINDIA was trading at 1358.40. The strike last trading price was 139.65, which was -6.65 lower than the previous day. The implied volatity was 31.20, the open interest changed by 0 which decreased total open position to 119
On 5 Nov BATAINDIA was trading at 1356.10. The strike last trading price was 146.3, which was -32.70 lower than the previous day. The implied volatity was 38.30, the open interest changed by 4 which increased total open position to 116
On 4 Nov BATAINDIA was trading at 1336.40. The strike last trading price was 179, which was 4.00 higher than the previous day. The implied volatity was 51.10, the open interest changed by 2 which increased total open position to 112
On 1 Nov BATAINDIA was trading at 1356.75. The strike last trading price was 175, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 31 Oct BATAINDIA was trading at 1355.65. The strike last trading price was 175, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BATAINDIA was trading at 1363.85. The strike last trading price was 152, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BATAINDIA was trading at 1360.25. The strike last trading price was 165.95, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BATAINDIA was trading at 1372.95. The strike last trading price was 133.6, which was -16.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BATAINDIA was trading at 1364.75. The strike last trading price was 149.8, which was 3.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BATAINDIA was trading at 1384.65. The strike last trading price was 146.2, which was 14.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BATAINDIA was trading at 1395.20. The strike last trading price was 132, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BATAINDIA was trading at 1395.95. The strike last trading price was 125, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BATAINDIA was trading at 1430.80. The strike last trading price was 110, which was 45.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BATAINDIA was trading at 1464.95. The strike last trading price was 64.85, which was -19.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BATAINDIA was trading at 1435.00. The strike last trading price was 83.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BATAINDIA was trading at 1424.70. The strike last trading price was 84, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BATAINDIA was trading at 1450.65. The strike last trading price was 90.55, 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 14 Oct BATAINDIA was trading at 1415.70. The strike last trading price was 90.55, 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 11 Oct BATAINDIA was trading at 1406.10. The strike last trading price was 90.55, 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 10 Oct BATAINDIA was trading at 1394.65. The strike last trading price was 90.55, 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 9 Oct BATAINDIA was trading at 1401.25. The strike last trading price was 90.55, 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 8 Oct BATAINDIA was trading at 1391.15. The strike last trading price was 90.55, 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 7 Oct BATAINDIA was trading at 1354.70. The strike last trading price was 90.55, 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 4 Oct BATAINDIA was trading at 1364.55. The strike last trading price was 90.55, 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 90.55, 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 90.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
