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

1342.25 -26.05 (-1.90%)

Back to Option Chain


Historical option data for BATAINDIA

20 Dec 2024 04:11 PM IST
BATAINDIA 26DEC2024 1530 CE
Delta: 0.01
Vega: 0.05
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1342.25 0.3 -0.40 44.24 40 7 69
19 Dec 1368.30 0.7 -0.55 40.39 82 13 61
18 Dec 1380.05 1.25 0.00 0.00 0 -4 0
17 Dec 1412.55 1.25 -1.05 28.81 12 1 53
16 Dec 1435.35 2.3 0.45 25.73 42 13 54
13 Dec 1432.45 1.85 -0.85 21.70 87 1 43
12 Dec 1429.80 2.7 -3.15 23.39 203 -22 39
11 Dec 1447.50 5.85 1.95 24.17 159 22 59
10 Dec 1435.25 3.9 -1.85 23.39 242 -13 38
9 Dec 1448.25 5.75 1.10 23.33 187 18 51
6 Dec 1447.00 4.65 -4.70 20.64 115 33 33
5 Dec 1439.75 9.35 0.00 6.12 0 0 0
4 Dec 1443.85 9.35 0.00 5.82 0 0 0
3 Dec 1425.90 9.35 0.00 6.80 0 0 0
2 Dec 1433.45 9.35 9.35 6.32 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 0 0


For Bata India Ltd - strike price 1530 expiring on 26DEC2024

Delta for 1530 CE is 0.01

Historical price for 1530 CE is as follows

On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 0.3, which was -0.40 lower than the previous day. The implied volatity was 44.24, the open interest changed by 7 which increased total open position to 69


On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 40.39, the open interest changed by 13 which increased total open position to 61


On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 28.81, the open interest changed by 1 which increased total open position to 53


On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 2.3, which was 0.45 higher than the previous day. The implied volatity was 25.73, the open interest changed by 13 which increased total open position to 54


On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 1.85, which was -0.85 lower than the previous day. The implied volatity was 21.70, the open interest changed by 1 which increased total open position to 43


On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 2.7, which was -3.15 lower than the previous day. The implied volatity was 23.39, the open interest changed by -22 which decreased total open position to 39


On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 5.85, which was 1.95 higher than the previous day. The implied volatity was 24.17, the open interest changed by 22 which increased total open position to 59


On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 3.9, which was -1.85 lower than the previous day. The implied volatity was 23.39, the open interest changed by -13 which decreased total open position to 38


On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 5.75, which was 1.10 higher than the previous day. The implied volatity was 23.33, the open interest changed by 18 which increased total open position to 51


On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 4.65, which was -4.70 lower than the previous day. The implied volatity was 20.64, the open interest changed by 33 which increased total open position to 33


On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 9.35, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 9.35, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 9.35, which was 0.00 lower than the previous day. The implied volatity was 6.80, 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 9.35, which was 9.35 higher than the previous day. The implied volatity was 6.32, 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 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 1530 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1342.25 166.7 0.00 - 0 0 0
19 Dec 1368.30 166.7 0.00 - 0 0 0
18 Dec 1380.05 166.7 0.00 - 0 0 0
17 Dec 1412.55 166.7 0.00 - 0 0 0
16 Dec 1435.35 166.7 0.00 - 0 0 0
13 Dec 1432.45 166.7 0.00 - 0 0 0
12 Dec 1429.80 166.7 0.00 - 0 0 0
11 Dec 1447.50 166.7 0.00 - 0 0 0
10 Dec 1435.25 166.7 0.00 - 0 0 0
9 Dec 1448.25 166.7 0.00 - 0 0 0
6 Dec 1447.00 166.7 0.00 - 0 0 0
5 Dec 1439.75 166.7 0.00 - 0 0 0
4 Dec 1443.85 166.7 0.00 - 0 0 0
3 Dec 1425.90 166.7 0.00 - 0 0 0
2 Dec 1433.45 166.7 166.70 - 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 0 0


For Bata India Ltd - strike price 1530 expiring on 26DEC2024

Delta for 1530 PE is -

Historical price for 1530 PE is as follows

On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 166.7, 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 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 166.7, 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 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 166.7, 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 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 166.7, 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 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 166.7, 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 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 166.7, 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 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 166.7, 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 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 166.7, 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 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 166.7, 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 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 166.7, 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 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 166.7, 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 166.7, 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 166.7, 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 166.7, 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 166.7, which was 166.70 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0