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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 1540 CE
Delta: 0.02
Vega: 0.07
Theta: -0.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1342.25 0.45 -0.35 48.45 9 -2 77
19 Dec 1368.30 0.8 -0.05 43.25 45 -13 79
18 Dec 1380.05 0.85 -0.10 37.78 9 -2 92
17 Dec 1412.55 0.95 -0.85 29.82 163 -15 100
16 Dec 1435.35 1.8 0.20 26.29 734 41 122
13 Dec 1432.45 1.6 -0.50 23.04 121 -18 81
12 Dec 1429.80 2.1 -2.70 23.72 187 -54 100
11 Dec 1447.50 4.8 1.65 24.62 151 36 154
10 Dec 1435.25 3.15 -1.35 23.78 285 20 118
9 Dec 1448.25 4.5 0.75 23.39 232 6 95
6 Dec 1447.00 3.75 0.10 20.97 651 26 90
5 Dec 1439.75 3.65 -0.85 19.99 145 -5 65
4 Dec 1443.85 4.5 0.65 20.25 248 0 72
3 Dec 1425.90 3.85 -1.15 22.11 87 -13 74
2 Dec 1433.45 5 2.05 21.98 281 50 88
29 Nov 1410.85 2.95 2.75 20.98 51 27 28
28 Nov 1362.25 0.2 0.00 0.00 0 0 0
27 Nov 1370.30 0.2 0.00 0.00 0 0 0
26 Nov 1365.95 0.2 0.00 0 0 0


For Bata India Ltd - strike price 1540 expiring on 26DEC2024

Delta for 1540 CE is 0.02

Historical price for 1540 CE is as follows

On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 48.45, the open interest changed by -2 which decreased total open position to 77


On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 43.25, the open interest changed by -13 which decreased total open position to 79


On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 37.78, the open interest changed by -2 which decreased total open position to 92


On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 29.82, the open interest changed by -15 which decreased total open position to 100


On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was 26.29, the open interest changed by 41 which increased total open position to 122


On 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 23.04, the open interest changed by -18 which decreased total open position to 81


On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 2.1, which was -2.70 lower than the previous day. The implied volatity was 23.72, the open interest changed by -54 which decreased total open position to 100


On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 4.8, which was 1.65 higher than the previous day. The implied volatity was 24.62, the open interest changed by 36 which increased total open position to 154


On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 23.78, the open interest changed by 20 which increased total open position to 118


On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 4.5, which was 0.75 higher than the previous day. The implied volatity was 23.39, the open interest changed by 6 which increased total open position to 95


On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 3.75, which was 0.10 higher than the previous day. The implied volatity was 20.97, the open interest changed by 26 which increased total open position to 90


On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 19.99, the open interest changed by -5 which decreased total open position to 65


On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 4.5, which was 0.65 higher than the previous day. The implied volatity was 20.25, the open interest changed by 0 which decreased total open position to 72


On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 3.85, which was -1.15 lower than the previous day. The implied volatity was 22.11, the open interest changed by -13 which decreased total open position to 74


On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 5, which was 2.05 higher than the previous day. The implied volatity was 21.98, the open interest changed by 50 which increased total open position to 88


On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 2.95, which was 2.75 higher than the previous day. The implied volatity was 20.98, the open interest changed by 27 which increased total open position to 28


On 28 Nov BATAINDIA was trading at 1362.25. The strike last trading price was 0.2, 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 0.2, 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 0.2, 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 1540 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1342.25 243 0.00 0.00 0 0 0
19 Dec 1368.30 243 0.00 0.00 0 0 0
18 Dec 1380.05 243 0.00 0.00 0 0 0
17 Dec 1412.55 243 0.00 0.00 0 0 0
16 Dec 1435.35 243 0.00 0.00 0 0 0
13 Dec 1432.45 243 0.00 0.00 0 0 0
12 Dec 1429.80 243 0.00 0.00 0 0 0
11 Dec 1447.50 243 0.00 0.00 0 0 0
10 Dec 1435.25 243 0.00 0.00 0 0 0
9 Dec 1448.25 243 0.00 0.00 0 0 0
6 Dec 1447.00 243 0.00 0.00 0 0 0
5 Dec 1439.75 243 0.00 0.00 0 0 0
4 Dec 1443.85 243 0.00 0.00 0 0 0
3 Dec 1425.90 243 0.00 0.00 0 0 0
2 Dec 1433.45 243 0.00 0.00 0 0 0
29 Nov 1410.85 243 0.00 0.00 0 0 0
28 Nov 1362.25 243 0.00 0.00 0 0 0
27 Nov 1370.30 243 0.00 0.00 0 0 0
26 Nov 1365.95 243 0.00 0 0 0


For Bata India Ltd - strike price 1540 expiring on 26DEC2024

Delta for 1540 PE is 0.00

Historical price for 1540 PE is as follows

On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 243, 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 243, 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 243, 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 243, 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 243, 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 243, 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 243, 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 243, 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 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 243, 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 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 243, 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 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 243, 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 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 243, 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 243, 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 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 243, 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 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 243, 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 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 243, 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 243, 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 243, 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 243, 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