BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
BRITANNIA 28NOV2024 4400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 4803.35 | 373.15 | -1138.20 | - | 1.5 | 0 | 0 | |||
20 Nov | 4892.70 | 1511.35 | 0.00 | - | 0 | 0 | 0 | |||
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19 Nov | 4892.70 | 1511.35 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 4911.35 | 1511.35 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 4915.60 | 1511.35 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 5046.50 | 1511.35 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 4400 expiring on 28NOV2024
Delta for 4400 CE is -
Historical price for 4400 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 373.15, which was -1138.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1511.35, 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 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1511.35, 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 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 1511.35, 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 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 1511.35, 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 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 1511.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
BRITANNIA 28NOV2024 4400 PE | |||||||
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Delta: -0.05
Vega: 0.71
Theta: -1.94
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 4803.35 | 5.95 | 1.70 | 39.43 | 557.5 | 86.5 | 171.5 |
20 Nov | 4892.70 | 4.25 | 0.00 | 38.53 | 166 | -84.5 | 85 |
19 Nov | 4892.70 | 4.25 | 0.05 | 38.53 | 166 | -84.5 | 85 |
18 Nov | 4911.35 | 4.2 | -1.10 | 38.11 | 505.5 | 97 | 169 |
14 Nov | 4915.60 | 5.3 | 1.45 | 34.24 | 88 | 34.5 | 71 |
13 Nov | 5046.50 | 3.85 | 36.68 | 183.5 | 33 | 37 |
For Britannia Industries Ltd - strike price 4400 expiring on 28NOV2024
Delta for 4400 PE is -0.05
Historical price for 4400 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 5.95, which was 1.70 higher than the previous day. The implied volatity was 39.43, the open interest changed by 173 which increased total open position to 343
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 38.53, the open interest changed by -169 which decreased total open position to 170
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 4.25, which was 0.05 higher than the previous day. The implied volatity was 38.53, the open interest changed by -169 which decreased total open position to 170
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 4.2, which was -1.10 lower than the previous day. The implied volatity was 38.11, the open interest changed by 194 which increased total open position to 338
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 5.3, which was 1.45 higher than the previous day. The implied volatity was 34.24, the open interest changed by 69 which increased total open position to 142
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was 36.68, the open interest changed by 66 which increased total open position to 74