BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4600 CE | ||||||||||
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Delta: 0.81
Vega: 1.81
Theta: -5.70
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
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Delta: -0.14
Vega: 1.48
Theta: -2.87
Gamma: 0.00
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| 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
