BATAINDIA
Bata India Ltd
Historical option data for BATAINDIA
20 Dec 2024 04:11 PM IST
| BATAINDIA 26DEC2024 1560 CE | ||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1342.25 | 0.55 | -0.05 | 53.83 | 8 | -2 | 115 | |||
| 19 Dec | 1368.30 | 0.6 | -0.40 | 45.14 | 4 | 1 | 118 | |||
| 18 Dec | 1380.05 | 1 | 0.05 | 42.62 | 4 | 0 | 116 | |||
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| 17 Dec | 1412.55 | 0.95 | -0.25 | 33.47 | 7 | 4 | 114 | |||
| 16 Dec | 1435.35 | 1.2 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 13 Dec | 1432.45 | 1.2 | -0.30 | 24.92 | 26 | -5 | 108 | |||
| 12 Dec | 1429.80 | 1.5 | -1.60 | 25.22 | 233 | -40 | 110 | |||
| 11 Dec | 1447.50 | 3.1 | 0.85 | 25.24 | 87 | -14 | 153 | |||
| 10 Dec | 1435.25 | 2.25 | -0.75 | 25.06 | 155 | -6 | 167 | |||
| 9 Dec | 1448.25 | 3 | 0.60 | 24.15 | 166 | 42 | 183 | |||
| 6 Dec | 1447.00 | 2.4 | 0.05 | 21.56 | 251 | 31 | 135 | |||
| 5 Dec | 1439.75 | 2.35 | -0.70 | 20.65 | 75 | -14 | 103 | |||
| 4 Dec | 1443.85 | 3.05 | 0.55 | 21.03 | 220 | -8 | 111 | |||
| 3 Dec | 1425.90 | 2.5 | -0.80 | 22.48 | 174 | 81 | 123 | |||
| 2 Dec | 1433.45 | 3.3 | 1.00 | 22.31 | 168 | 31 | 43 | |||
| 29 Nov | 1410.85 | 2.3 | 2.10 | 22.19 | 22 | 12 | 13 | |||
| 28 Nov | 1362.25 | 0.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1370.30 | 0.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 1365.95 | 0.2 | 18.09 | 1 | 0 | 0 | ||||
For Bata India Ltd - strike price 1560 expiring on 26DEC2024
Delta for 1560 CE is 0.02
Historical price for 1560 CE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 53.83, the open interest changed by -2 which decreased total open position to 115
On 19 Dec BATAINDIA was trading at 1368.30. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 45.14, the open interest changed by 1 which increased total open position to 118
On 18 Dec BATAINDIA was trading at 1380.05. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 42.62, the open interest changed by 0 which decreased total open position to 116
On 17 Dec BATAINDIA was trading at 1412.55. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 33.47, the open interest changed by 4 which increased total open position to 114
On 16 Dec BATAINDIA was trading at 1435.35. The strike last trading price was 1.2, 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 13 Dec BATAINDIA was trading at 1432.45. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 24.92, the open interest changed by -5 which decreased total open position to 108
On 12 Dec BATAINDIA was trading at 1429.80. The strike last trading price was 1.5, which was -1.60 lower than the previous day. The implied volatity was 25.22, the open interest changed by -40 which decreased total open position to 110
On 11 Dec BATAINDIA was trading at 1447.50. The strike last trading price was 3.1, which was 0.85 higher than the previous day. The implied volatity was 25.24, the open interest changed by -14 which decreased total open position to 153
On 10 Dec BATAINDIA was trading at 1435.25. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 25.06, the open interest changed by -6 which decreased total open position to 167
On 9 Dec BATAINDIA was trading at 1448.25. The strike last trading price was 3, which was 0.60 higher than the previous day. The implied volatity was 24.15, the open interest changed by 42 which increased total open position to 183
On 6 Dec BATAINDIA was trading at 1447.00. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 21.56, the open interest changed by 31 which increased total open position to 135
On 5 Dec BATAINDIA was trading at 1439.75. The strike last trading price was 2.35, which was -0.70 lower than the previous day. The implied volatity was 20.65, the open interest changed by -14 which decreased total open position to 103
On 4 Dec BATAINDIA was trading at 1443.85. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 21.03, the open interest changed by -8 which decreased total open position to 111
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 2.5, which was -0.80 lower than the previous day. The implied volatity was 22.48, the open interest changed by 81 which increased total open position to 123
On 2 Dec BATAINDIA was trading at 1433.45. The strike last trading price was 3.3, which was 1.00 higher than the previous day. The implied volatity was 22.31, the open interest changed by 31 which increased total open position to 43
On 29 Nov BATAINDIA was trading at 1410.85. The strike last trading price was 2.3, which was 2.10 higher than the previous day. The implied volatity was 22.19, the open interest changed by 12 which increased total open position to 13
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 1 which increased 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 18.09, the open interest changed by 0 which decreased total open position to 0
| BATAINDIA 26DEC2024 1560 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 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1368.30 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1380.05 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1412.55 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1435.35 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1432.45 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1429.80 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1447.50 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1435.25 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1448.25 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1447.00 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1439.75 | 124.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1443.85 | 124.05 | -70.20 | 38.29 | 1 | 0 | 2 |
| 3 Dec | 1425.90 | 194.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1433.45 | 194.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1410.85 | 194.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1362.25 | 194.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1370.30 | 194.25 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Nov | 1365.95 | 194.25 | 41.36 | 2 | 1 | 1 | |
For Bata India Ltd - strike price 1560 expiring on 26DEC2024
Delta for 1560 PE is 0.00
Historical price for 1560 PE is as follows
On 20 Dec BATAINDIA was trading at 1342.25. The strike last trading price was 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, 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 124.05, which was -70.20 lower than the previous day. The implied volatity was 38.29, the open interest changed by 0 which decreased total open position to 2
On 3 Dec BATAINDIA was trading at 1425.90. The strike last trading price was 194.25, 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 194.25, 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 194.25, 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 194.25, 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 194.25, 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 26 Nov BATAINDIA was trading at 1365.95. The strike last trading price was 194.25, which was lower than the previous day. The implied volatity was 41.36, the open interest changed by 1 which increased total open position to 1
