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[--[65.84.65.76]--]
BRITANNIA
Britannia Industries Ltd

4803.35 -89.35 (-1.83%)

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Historical option data for BRITANNIA

21 Nov 2024 04:11 PM IST
BRITANNIA 28NOV2024 4600 CE
Delta: 0.81
Vega: 1.81
Theta: -5.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4803.35 225 -72.00 36.27 31.5 12.5 16.5
20 Nov 4892.70 297 0.00 - 6.5 2.5 4
19 Nov 4892.70 297 -31.60 - 6.5 2.5 4
18 Nov 4911.35 328.6 3.60 19.86 5.5 0 1.5
14 Nov 4915.60 325 -991.80 - 1.5 1 1
13 Nov 5046.50 1316.8 0.00 - 0 0 0
12 Nov 5027.55 1316.8 - 0 0 0


For Britannia Industries Ltd - strike price 4600 expiring on 28NOV2024

Delta for 4600 CE is 0.81

Historical price for 4600 CE is as follows

On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 225, which was -72.00 lower than the previous day. The implied volatity was 36.27, the open interest changed by 25 which increased total open position to 33


On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 297, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8


On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 297, which was -31.60 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8


On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 328.6, which was 3.60 higher than the previous day. The implied volatity was 19.86, the open interest changed by 0 which decreased total open position to 3


On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 325, which was -991.80 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 1316.8, 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 1316.8, 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 4600 PE
Delta: -0.14
Vega: 1.48
Theta: -2.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4803.35 14 2.90 28.93 1,556 -30 292
20 Nov 4892.70 11.1 0.00 31.36 841 45 323
19 Nov 4892.70 11.1 -0.40 31.36 841 46 323
18 Nov 4911.35 11.5 -0.70 32.08 704.5 39 277.5
14 Nov 4915.60 12.2 3.30 28.28 719.5 -22 238
13 Nov 5046.50 8.9 -1.70 31.72 1,008 89 264.5
12 Nov 5027.55 10.6 31.57 621.5 183 183


For Britannia Industries Ltd - strike price 4600 expiring on 28NOV2024

Delta for 4600 PE is -0.14

Historical price for 4600 PE is as follows

On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 14, which was 2.90 higher than the previous day. The implied volatity was 28.93, the open interest changed by -60 which decreased total open position to 584


On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 11.1, which was 0.00 lower than the previous day. The implied volatity was 31.36, the open interest changed by 90 which increased total open position to 646


On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 11.1, which was -0.40 lower than the previous day. The implied volatity was 31.36, the open interest changed by 92 which increased total open position to 646


On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 11.5, which was -0.70 lower than the previous day. The implied volatity was 32.08, the open interest changed by 78 which increased total open position to 555


On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 12.2, which was 3.30 higher than the previous day. The implied volatity was 28.28, the open interest changed by -44 which decreased total open position to 476


On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 8.9, which was -1.70 lower than the previous day. The implied volatity was 31.72, the open interest changed by 178 which increased total open position to 529


On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was 31.57, the open interest changed by 366 which increased total open position to 366