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[--[65.84.65.76]--]
BATAINDIA
Bata India Ltd

1342.25 -26.05 (-1.90%)

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Historical option data for BATAINDIA

20 Dec 2024 04:11 PM IST
BATAINDIA 26DEC2024 1510 CE
Delta: 0.03
Vega: 0.11
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1342.25 0.9 -0.05 47.21 53 9 55
19 Dec 1368.30 0.95 0.00 38.30 3 -1 45
18 Dec 1380.05 0.95 -0.55 32.63 53 -17 48
17 Dec 1412.55 1.5 -1.75 25.77 57 -16 65
16 Dec 1435.35 3.25 0.25 23.55 68 -5 84
13 Dec 1432.45 3 -1.10 20.49 193 -23 91
12 Dec 1429.80 4.1 -4.90 22.18 239 19 115
11 Dec 1447.50 9 2.90 23.64 95 9 94
10 Dec 1435.25 6.1 -2.35 22.77 185 1 85
9 Dec 1448.25 8.45 1.15 22.48 90 43 83
6 Dec 1447.00 7.3 0.65 20.16 137 40 41
5 Dec 1439.75 6.65 0.00 0.00 0 0 0
4 Dec 1443.85 6.65 0.00 0.00 0 1 0
3 Dec 1425.90 6.65 -5.35 20.97 1 0 0
2 Dec 1433.45 12 12.00 5.10 0 0 0
29 Nov 1410.85 0 0.00 0.00 0 0 0
28 Nov 1362.25 0 0.00 0.00 0 0 0
27 Nov 1370.30 0 0.00 0.00 0 0 0
26 Nov 1365.95 0 0.00 0.00 0 0 0
25 Nov 1321.50 0 0.00 0 0 0


For Bata India Ltd - strike price 1510 expiring on 26DEC2024

Delta for 1510 CE is 0.03

Historical price for 1510 CE is as follows

On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 47.21, the open interest changed by 9 which increased total open position to 55


On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 38.30, the open interest changed by -1 which decreased total open position to 45


On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 32.63, the open interest changed by -17 which decreased total open position to 48


On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 1.5, which was -1.75 lower than the previous day. The implied volatity was 25.77, the open interest changed by -16 which decreased total open position to 65


On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 23.55, the open interest changed by -5 which decreased total open position to 84


On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 3, which was -1.10 lower than the previous day. The implied volatity was 20.49, the open interest changed by -23 which decreased total open position to 91


On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 4.1, which was -4.90 lower than the previous day. The implied volatity was 22.18, the open interest changed by 19 which increased total open position to 115


On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 9, which was 2.90 higher than the previous day. The implied volatity was 23.64, the open interest changed by 9 which increased total open position to 94


On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 6.1, which was -2.35 lower than the previous day. The implied volatity was 22.77, the open interest changed by 1 which increased total open position to 85


On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 8.45, which was 1.15 higher than the previous day. The implied volatity was 22.48, the open interest changed by 43 which increased total open position to 83


On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 7.3, which was 0.65 higher than the previous day. The implied volatity was 20.16, the open interest changed by 40 which increased total open position to 41


On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 6.65, 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 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 6.65, 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 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 6.65, which was -5.35 lower than the previous day. The implied volatity was 20.97, 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 12, which was 12.00 higher than the previous day. The implied volatity was 5.10, 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 0, 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 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


BATAINDIA 26DEC2024 1510 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1342.25 72.3 0.00 0.00 0 0 0
19 Dec 1368.30 72.3 0.00 0.00 0 0 0
18 Dec 1380.05 72.3 0.00 0.00 0 0 0
17 Dec 1412.55 72.3 0.00 0.00 0 0 0
16 Dec 1435.35 72.3 0.00 0.00 0 0 0
13 Dec 1432.45 72.3 0.00 0.00 0 0 0
12 Dec 1429.80 72.3 0.00 0.00 0 0 0
11 Dec 1447.50 72.3 0.00 0.00 0 1 0
10 Dec 1435.25 72.3 7.50 19.67 1 0 1
9 Dec 1448.25 64.8 -84.80 22.63 1 0 0
6 Dec 1447.00 149.6 0.00 - 0 0 0
5 Dec 1439.75 149.6 0.00 - 0 0 0
4 Dec 1443.85 149.6 0.00 - 0 0 0
3 Dec 1425.90 149.6 0.00 - 0 0 0
2 Dec 1433.45 149.6 149.60 - 0 0 0
29 Nov 1410.85 0 0.00 0.00 0 0 0
28 Nov 1362.25 0 0.00 0.00 0 0 0
27 Nov 1370.30 0 0.00 0.00 0 0 0
26 Nov 1365.95 0 0.00 0.00 0 0 0
25 Nov 1321.50 0 0.00 0 0 0


For Bata India Ltd - strike price 1510 expiring on 26DEC2024

Delta for 1510 PE is 0.00

Historical price for 1510 PE is as follows

On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 72.3, 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 72.3, 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 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 72.3, 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 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 72.3, 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 72.3, 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 72.3, 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 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 72.3, 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 72.3, 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 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 72.3, which was 7.50 higher than the previous day. The implied volatity was 19.67, the open interest changed by 0 which decreased total open position to 1


On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 64.8, which was -84.80 lower than the previous day. The implied volatity was 22.63, the open interest changed by 0 which decreased total open position to 0


On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 149.6, 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 149.6, 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 149.6, 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 149.6, 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 149.6, which was 149.60 higher 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 0, 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 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0