BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4500 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 | 1413.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 4892.70 | 1413.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4892.70 | 1413.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4911.35 | 1413.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4915.60 | 1413.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 1413.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 5027.55 | 1413.85 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4500 expiring on 28NOV2024
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 1413.85, 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 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1413.85, 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 1413.85, 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 1413.85, 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 1413.85, 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 1413.85, 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 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 1413.85, 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 4500 PE | |||||||
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Delta: -0.08
Vega: 1.00
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 8.55 | 1.55 | 33.95 | 837 | 1.5 | 270.5 |
| 20 Nov | 4892.70 | 7 | 0.00 | 35.24 | 714.5 | -174 | 276 |
| 19 Nov | 4892.70 | 7 | 0.10 | 35.24 | 714.5 | -167 | 276 |
| 18 Nov | 4911.35 | 6.9 | -0.75 | 35.13 | 1,214 | -61.5 | 442.5 |
| 14 Nov | 4915.60 | 7.65 | 1.50 | 31.02 | 576.5 | 88 | 512.5 |
| 13 Nov | 5046.50 | 6.15 | -1.35 | 34.58 | 823 | -34 | 429 |
| 12 Nov | 5027.55 | 7.5 | 34.47 | 1,167 | 455 | 455 | |
For Britannia Industries Ltd - strike price 4500 expiring on 28NOV2024
Delta for 4500 PE is -0.08
Historical price for 4500 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 8.55, which was 1.55 higher than the previous day. The implied volatity was 33.95, the open interest changed by 3 which increased total open position to 541
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 35.24, the open interest changed by -348 which decreased total open position to 552
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 7, which was 0.10 higher than the previous day. The implied volatity was 35.24, the open interest changed by -334 which decreased total open position to 552
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 6.9, which was -0.75 lower than the previous day. The implied volatity was 35.13, the open interest changed by -123 which decreased total open position to 885
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 7.65, which was 1.50 higher than the previous day. The implied volatity was 31.02, the open interest changed by 176 which increased total open position to 1025
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 6.15, which was -1.35 lower than the previous day. The implied volatity was 34.58, the open interest changed by -68 which decreased total open position to 858
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was 34.47, the open interest changed by 910 which increased total open position to 910
