BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1520 CE | ||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 0.45 | -0.25 | 44.47 | 77 | -36 | 115 | |||
| 19 Dec | 1368.30 | 0.7 | -0.10 | 38.40 | 69 | 4 | 151 | |||
| 18 Dec | 1380.05 | 0.8 | -0.45 | 33.61 | 80 | -23 | 148 | |||
| 17 Dec | 1412.55 | 1.25 | -1.40 | 27.46 | 122 | -41 | 175 | |||
| 16 Dec | 1435.35 | 2.65 | 0.25 | 24.47 | 92 | -24 | 232 | |||
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| 13 Dec | 1432.45 | 2.4 | -0.70 | 21.21 | 215 | -30 | 255 | |||
| 12 Dec | 1429.80 | 3.1 | -4.10 | 22.36 | 404 | -9 | 284 | |||
| 11 Dec | 1447.50 | 7.2 | 2.40 | 23.82 | 312 | 24 | 294 | |||
| 10 Dec | 1435.25 | 4.8 | -2.30 | 22.95 | 302 | -19 | 259 | |||
| 9 Dec | 1448.25 | 7.1 | 1.20 | 23.06 | 291 | 62 | 293 | |||
| 6 Dec | 1447.00 | 5.9 | 0.80 | 20.47 | 381 | -7 | 231 | |||
| 5 Dec | 1439.75 | 5.1 | -1.55 | 18.67 | 179 | 26 | 240 | |||
| 4 Dec | 1443.85 | 6.65 | 0.85 | 19.44 | 217 | 31 | 214 | |||
| 3 Dec | 1425.90 | 5.8 | -1.60 | 21.67 | 161 | 18 | 184 | |||
| 2 Dec | 1433.45 | 7.4 | 2.55 | 21.57 | 347 | 36 | 175 | |||
| 29 Nov | 1410.85 | 4.85 | 1.35 | 21.08 | 280 | 133 | 135 | |||
| 28 Nov | 1362.25 | 3.5 | 0.55 | 25.66 | 2 | 0 | 2 | |||
| 27 Nov | 1370.30 | 2.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1365.95 | 2.95 | 2.70 | 23.15 | 1 | 0 | 2 | |||
| 25 Nov | 1321.50 | 0.25 | 0.25 | 19.03 | 1 | 0 | 1 | |||
| 1 Oct | 1427.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1439.70 | 0 | - | 0 | 0 | 0 | ||||
For Bata India Ltd - strike price 1520 expiring on 26DEC2024
Delta for 1520 CE is 0.02
Historical price for 1520 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 44.47, the open interest changed by -36 which decreased total open position to 115
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 38.40, the open interest changed by 4 which increased total open position to 151
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 33.61, the open interest changed by -23 which decreased total open position to 148
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 1.25, which was -1.40 lower than the previous day. The implied volatity was 27.46, the open interest changed by -41 which decreased total open position to 175
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 2.65, which was 0.25 higher than the previous day. The implied volatity was 24.47, the open interest changed by -24 which decreased total open position to 232
On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 21.21, the open interest changed by -30 which decreased total open position to 255
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 3.1, which was -4.10 lower than the previous day. The implied volatity was 22.36, the open interest changed by -9 which decreased total open position to 284
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 7.2, which was 2.40 higher than the previous day. The implied volatity was 23.82, the open interest changed by 24 which increased total open position to 294
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 4.8, which was -2.30 lower than the previous day. The implied volatity was 22.95, the open interest changed by -19 which decreased total open position to 259
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 7.1, which was 1.20 higher than the previous day. The implied volatity was 23.06, the open interest changed by 62 which increased total open position to 293
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 5.9, which was 0.80 higher than the previous day. The implied volatity was 20.47, the open interest changed by -7 which decreased total open position to 231
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 5.1, which was -1.55 lower than the previous day. The implied volatity was 18.67, the open interest changed by 26 which increased total open position to 240
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 6.65, which was 0.85 higher than the previous day. The implied volatity was 19.44, the open interest changed by 31 which increased total open position to 214
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 5.8, which was -1.60 lower than the previous day. The implied volatity was 21.67, the open interest changed by 18 which increased total open position to 184
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 7.4, which was 2.55 higher than the previous day. The implied volatity was 21.57, the open interest changed by 36 which increased total open position to 175
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 4.85, which was 1.35 higher than the previous day. The implied volatity was 21.08, the open interest changed by 133 which increased total open position to 135
On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 3.5, which was 0.55 higher than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 2
On 27 Nov BATAINDIA was trading at 1370.30. The strike last trading price was 2.95, 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 2.95, which was 2.70 higher than the previous day. The implied volatity was 23.15, the open interest changed by 0 which decreased total open position to 2
On 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 0.25, which was 0.25 higher than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 1
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 1520 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 | 153.8 | 0.00 | 0.00 | 0 | -3 | 0 |
| 19 Dec | 1368.30 | 153.8 | 55.00 | 49.75 | 4 | -2 | 16 |
| 18 Dec | 1380.05 | 98.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1412.55 | 98.8 | 10.85 | - | 2 | 0 | 18 |
| 16 Dec | 1435.35 | 87.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1432.45 | 87.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1429.80 | 87.95 | 10.90 | 26.91 | 2 | 0 | 18 |
| 11 Dec | 1447.50 | 77.05 | -5.60 | 30.22 | 1 | 0 | 18 |
| 10 Dec | 1435.25 | 82.65 | 11.05 | 22.19 | 8 | 5 | 18 |
| 9 Dec | 1448.25 | 71.6 | -6.15 | 18.64 | 2 | 0 | 11 |
| 6 Dec | 1447.00 | 77.75 | -7.20 | 21.81 | 7 | 3 | 10 |
| 5 Dec | 1439.75 | 84.95 | -9.30 | 29.64 | 3 | 1 | 7 |
| 4 Dec | 1443.85 | 94.25 | 0.00 | 0.00 | 0 | 2 | 0 |
| 3 Dec | 1425.90 | 94.25 | 10.80 | 25.02 | 2 | 0 | 4 |
| 2 Dec | 1433.45 | 83.45 | -116.55 | 19.95 | 4 | 1 | 3 |
| 29 Nov | 1410.85 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1362.25 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1370.30 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1365.95 | 200 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 1321.50 | 200 | 200.00 | 42.50 | 1 | 0 | 1 |
| 1 Oct | 1427.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1439.70 | 0 | - | 0 | 0 | 0 | |
For Bata India Ltd - strike price 1520 expiring on 26DEC2024
Delta for 1520 PE is 0.00
Historical price for 1520 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 153.8, which was 55.00 higher than the previous day. The implied volatity was 49.75, the open interest changed by -2 which decreased total open position to 16
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 98.8, 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 98.8, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 87.95, 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 87.95, 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 87.95, which was 10.90 higher than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 18
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 77.05, which was -5.60 lower than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 18
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 82.65, which was 11.05 higher than the previous day. The implied volatity was 22.19, the open interest changed by 5 which increased total open position to 18
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 71.6, which was -6.15 lower than the previous day. The implied volatity was 18.64, the open interest changed by 0 which decreased total open position to 11
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 77.75, which was -7.20 lower than the previous day. The implied volatity was 21.81, the open interest changed by 3 which increased total open position to 10
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 84.95, which was -9.30 lower than the previous day. The implied volatity was 29.64, the open interest changed by 1 which increased total open position to 7
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 94.25, 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 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 94.25, which was 10.80 higher than the previous day. The implied volatity was 25.02, the open interest changed by 0 which decreased total open position to 4
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 83.45, which was -116.55 lower than the previous day. The implied volatity was 19.95, the open interest changed by 1 which increased total open position to 3
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 200, 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 200, 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 200, 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 200, 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 25 Nov BATAINDIA was trading at 1321.50. The strike last trading price was 200, which was 200.00 higher than the previous day. The implied volatity was 42.50, the open interest changed by 0 which decreased total open position to 1
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
