BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4650 CE | ||||||||||
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Delta: 0.87
Vega: 1.41
Theta: -3.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 158 | -124.40 | 20.59 | 2.5 | 1 | 4 | |||
| 20 Nov | 4892.70 | 282.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4892.70 | 282.4 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 18 Nov | 4911.35 | 282.4 | -1380.00 | 22.67 | 5 | 3.5 | 3.5 | |||
| 14 Nov | 4915.60 | 1662.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 1662.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 5027.55 | 1662.4 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4650 expiring on 28NOV2024
Delta for 4650 CE is 0.87
Historical price for 4650 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 158, which was -124.40 lower than the previous day. The implied volatity was 20.59, the open interest changed by 2 which increased total open position to 8
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 282.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 282.4, which was -1380.00 lower than the previous day. The implied volatity was 22.67, the open interest changed by 7 which increased total open position to 7
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 1662.4, 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 1662.4, 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 1662.4, 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 4650 PE | |||||||
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Delta: -0.19
Vega: 1.79
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 18.25 | 2.65 | 26.27 | 1,012.5 | 41.5 | 138 |
| 20 Nov | 4892.70 | 15.6 | 0.00 | 30.27 | 327.5 | 22 | 96.5 |
| 19 Nov | 4892.70 | 15.6 | 1.75 | 30.27 | 327.5 | 22 | 96.5 |
| 18 Nov | 4911.35 | 13.85 | -0.90 | 29.84 | 379.5 | 25 | 74.5 |
| 14 Nov | 4915.60 | 14.75 | 3.95 | 26.48 | 155.5 | 4.5 | 49.5 |
| 13 Nov | 5046.50 | 10.8 | 10.70 | 30.28 | 53.5 | 44.5 | 44.5 |
| 12 Nov | 5027.55 | 0.1 | 10.27 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4650 expiring on 28NOV2024
Delta for 4650 PE is -0.19
Historical price for 4650 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 18.25, which was 2.65 higher than the previous day. The implied volatity was 26.27, the open interest changed by 83 which increased total open position to 276
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was 30.27, the open interest changed by 44 which increased total open position to 193
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 15.6, which was 1.75 higher than the previous day. The implied volatity was 30.27, the open interest changed by 44 which increased total open position to 193
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 13.85, which was -0.90 lower than the previous day. The implied volatity was 29.84, the open interest changed by 50 which increased total open position to 149
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 14.75, which was 3.95 higher than the previous day. The implied volatity was 26.48, the open interest changed by 9 which increased total open position to 99
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 10.8, which was 10.70 higher than the previous day. The implied volatity was 30.28, the open interest changed by 89 which increased total open position to 89
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 0
