BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4700 CE | ||||||||||
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Delta: 0.74
Vega: 2.15
Theta: -4.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 124.45 | -79.75 | 24.04 | 479 | 83.5 | 93 | |||
| 20 Nov | 4892.70 | 204.2 | 0.00 | 19.24 | 23 | 1.5 | 9.5 | |||
| 19 Nov | 4892.70 | 204.2 | -28.80 | 19.24 | 23 | 1.5 | 9.5 | |||
| 18 Nov | 4911.35 | 233 | -9.95 | 19.77 | 10.5 | 4 | 8 | |||
| 14 Nov | 4915.60 | 242.95 | -111.50 | 15.32 | 7.5 | 1 | 4 | |||
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| 13 Nov | 5046.50 | 354.45 | -25.55 | - | 3.5 | 0.5 | 3 | |||
| 12 Nov | 5027.55 | 380 | -840.45 | 31.64 | 2.5 | 2 | 2 | |||
| 11 Nov | 5434.65 | 1220.45 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4700 expiring on 28NOV2024
Delta for 4700 CE is 0.74
Historical price for 4700 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 124.45, which was -79.75 lower than the previous day. The implied volatity was 24.04, the open interest changed by 167 which increased total open position to 186
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 204.2, which was 0.00 lower than the previous day. The implied volatity was 19.24, the open interest changed by 3 which increased total open position to 19
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 204.2, which was -28.80 lower than the previous day. The implied volatity was 19.24, the open interest changed by 3 which increased total open position to 19
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 233, which was -9.95 lower than the previous day. The implied volatity was 19.77, the open interest changed by 8 which increased total open position to 16
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 242.95, which was -111.50 lower than the previous day. The implied volatity was 15.32, the open interest changed by 2 which increased total open position to 8
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 354.45, which was -25.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 380, which was -840.45 lower than the previous day. The implied volatity was 31.64, the open interest changed by 4 which increased total open position to 4
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 1220.45, 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 4700 PE | |||||||
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Delta: -0.26
Vega: 2.17
Theta: -3.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 26.75 | 6.80 | 24.64 | 2,820.5 | 108.5 | 786 |
| 20 Nov | 4892.70 | 19.95 | 0.00 | 28.23 | 942 | -70.5 | 682 |
| 19 Nov | 4892.70 | 19.95 | 1.85 | 28.23 | 942 | -66 | 682 |
| 18 Nov | 4911.35 | 18.1 | -2.40 | 28.22 | 1,399 | 1 | 749 |
| 14 Nov | 4915.60 | 20.5 | 6.70 | 25.75 | 1,444 | 65 | 749 |
| 13 Nov | 5046.50 | 13.8 | -3.95 | 29.19 | 2,048.5 | 121 | 685 |
| 12 Nov | 5027.55 | 17.75 | 6.95 | 29.88 | 2,839.5 | 395 | 568.5 |
| 11 Nov | 5434.65 | 10.8 | 42.04 | 341 | 156.5 | 156.5 | |
For Britannia Industries Ltd - strike price 4700 expiring on 28NOV2024
Delta for 4700 PE is -0.26
Historical price for 4700 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 26.75, which was 6.80 higher than the previous day. The implied volatity was 24.64, the open interest changed by 217 which increased total open position to 1572
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 19.95, which was 0.00 lower than the previous day. The implied volatity was 28.23, the open interest changed by -141 which decreased total open position to 1364
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 19.95, which was 1.85 higher than the previous day. The implied volatity was 28.23, the open interest changed by -132 which decreased total open position to 1364
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 18.1, which was -2.40 lower than the previous day. The implied volatity was 28.22, the open interest changed by 2 which increased total open position to 1498
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 20.5, which was 6.70 higher than the previous day. The implied volatity was 25.75, the open interest changed by 130 which increased total open position to 1498
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 13.8, which was -3.95 lower than the previous day. The implied volatity was 29.19, the open interest changed by 242 which increased total open position to 1370
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 17.75, which was 6.95 higher than the previous day. The implied volatity was 29.88, the open interest changed by 790 which increased total open position to 1137
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 10.8, which was lower than the previous day. The implied volatity was 42.04, the open interest changed by 313 which increased total open position to 313
