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

1425.9 -7.55 (-0.53%)

Option Chain for BATAINDIA

03 Dec 2024 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 375

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 164.70 0.00 1200 -0.15 1.35 37.58 1 0 2 -0.03
0.00 0 0 0 0.00 165.15 0.00 1210 0.00 6.10 0.00 0 0 0 0.00
- 0 0 0 - 233.55 0.00 1220 0.00 5.55 16.52 0 0 0 -0.00
0.00 0 0 0 0.00 130.00 0.00 1230 0.00 8.60 0.00 0 0 0 0.00
- 0 0 0 - 215.80 0.00 1240 -0.20 1.40 32.01 18 0 98 -0.03
0.00 0 0 0 0.00 131.40 0.00 1250 0.00 11.90 0.00 0 0 0 0.00
0.00 0 0 0 0.00 182.00 0.00 1260 -0.20 1.75 29.97 31 8 74 -0.04
0.00 0 0 0 0.00 115.75 0.00 1270 -1.45 1.85 28.77 24 3 15 -0.04
- 0 0 0 - 181.85 0.00 1280 -0.10 2.30 28.50 24 2 64 -0.05
- 0 0 0 - 101.15 0.00 1290 -0.15 2.45 27.30 17 -2 6 -0.06
0.00 0 -3 0 0.00 145.15 0.00 1300 -0.25 2.90 26.72 315 -24 220 -0.07
0.00 0 0 0 0.00 25.00 0.00 1310 -10.45 3.20 25.69 1 0 1 -0.08
- 5 0 1 - 108.25 21.85 1320 -0.25 3.90 25.27 107 -5 54 -0.09
0.00 0 0 0 0.00 77.85 0.00 1330 -0.10 4.65 24.73 47 6 65 -0.11
0.00 0 0 0 0.00 83.30 0.00 1340 -0.10 5.50 24.12 56 8 80 -0.13
- 34 0 3 - 74.50 -21.00 1350 0.10 6.70 23.75 190 35 173 -0.15
0.00 0 -2 0 0.00 89.40 0.00 1360 0.20 8.20 23.45 160 36 140 -0.18
0.00 0 0 0 0.00 55.80 0.00 1370 -0.25 9.20 22.39 26 9 81 -0.20
0.79 151 0 10 19.18 61.80 -6.65 1380 0.20 11.70 22.53 210 9 273 -0.24
0.71 28 0 2 24.00 60.00 -2.00 1390 0.45 14.50 22.55 44 7 58 -0.28
0.69 554 -21 381 20.47 48.85 -4.75 1400 0.50 17.20 22.15 453 2 277 -0.32
0.64 29 1 22 20.18 42.05 -4.95 1410 1.80 21.30 22.49 109 25 46 -0.37
0.59 147 -3 351 19.93 35.80 -5.85 1420 2.25 25.45 22.49 221 26 75 -0.42
0.53 76 20 266 19.80 30.25 -5.65 1430 1.55 29.75 22.25 261 26 75 -0.47
0.48 171 1 221 19.88 25.55 -4.70 1440 1.40 34.15 21.74 89 -13 103 -0.52
0.42 109 -3 276 20.39 22.00 -4.00 1450 2.90 40.90 22.54 16 3 78 -0.57
0.37 163 6 406 20.37 18.20 -4.00 1460 0.30 45.50 21.45 4 1 11 -0.62
0.32 32 0 46 19.79 14.20 -3.80 1470 0.00 117.40 - 0 0 0 -
0.28 117 47 124 20.55 12.35 -3.50 1480 -2.25 57.45 20.05 2 0 2 -0.73
0.24 37 -1 41 20.59 10.00 -3.25 1490 0.00 63.05 0.00 0 3 0 0.00
0.21 653 -3 965 21.25 8.65 -2.50 1500 3.85 77.50 24.31 4 1 87 -0.76
0.17 0 0 1 20.97 6.65 -5.35 1510 0.00 149.60 - 0 0 0 -
0.15 184 18 161 21.67 5.80 -1.60 1520 10.80 94.25 25.02 2 0 4 -0.81
0.00 0 0 0 6.80 9.35 0.00 1530 0.00 166.70 - 0 0 0 -
0.10 74 -13 87 22.11 3.85 -1.15 1540 0.00 243.00 0.00 0 0 0 0.00
0.00 0 0 0 8.16 7.20 7.20 1550 184.30 184.30 - 0 0 0 -
0.07 123 81 174 22.48 2.50 -0.80 1560 0.00 194.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1570 0.00 0.00 0.00 0 0 0 0.00
0.05 19 -5 49 22.47 1.60 -0.60 1580 0.00 140.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1590 0.00 0.00 0.00 0 0 0 0.00
0.04 3 1 3 24.35 1.45 -0.55 1600 32.95 175.75 40.30 1 0 3 -0.85
2,709 2,165
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.