BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4750 CE | ||||||||||
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Delta: 0.64
Vega: 2.49
Theta: -4.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 86.45 | -73.55 | 22.28 | 1,541 | 173 | 180.5 | |||
| 20 Nov | 4892.70 | 160 | 0.00 | 19.08 | 19 | 1.5 | 12.5 | |||
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| 19 Nov | 4892.70 | 160 | -32.60 | 19.08 | 19 | 6.5 | 12.5 | |||
| 18 Nov | 4911.35 | 192.6 | -131.55 | 22.17 | 21 | 6 | 6.5 | |||
| 14 Nov | 4915.60 | 324.15 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 13 Nov | 5046.50 | 324.15 | -1239.60 | 22.06 | 1 | 0.5 | 0.5 | |||
| 12 Nov | 5027.55 | 1563.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 5434.65 | 1563.75 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4750 expiring on 28NOV2024
Delta for 4750 CE is 0.64
Historical price for 4750 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 86.45, which was -73.55 lower than the previous day. The implied volatity was 22.28, the open interest changed by 346 which increased total open position to 361
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 160, which was 0.00 lower than the previous day. The implied volatity was 19.08, the open interest changed by 3 which increased total open position to 25
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 160, which was -32.60 lower than the previous day. The implied volatity was 19.08, the open interest changed by 13 which increased total open position to 25
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 192.6, which was -131.55 lower than the previous day. The implied volatity was 22.17, the open interest changed by 12 which increased total open position to 13
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 324.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 324.15, which was -1239.60 lower than the previous day. The implied volatity was 22.06, the open interest changed by 1 which increased total open position to 1
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 1563.75, 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 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 1563.75, 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 4750 PE | |||||||
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Delta: -0.37
Vega: 2.51
Theta: -3.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 41.45 | 14.55 | 23.92 | 2,273 | 65.5 | 194 |
| 20 Nov | 4892.70 | 26.9 | 0.00 | 26.63 | 429.5 | 24 | 133 |
| 19 Nov | 4892.70 | 26.9 | 1.15 | 26.63 | 429.5 | 28.5 | 133 |
| 18 Nov | 4911.35 | 25.75 | -0.90 | 27.43 | 551 | 87 | 105 |
| 14 Nov | 4915.60 | 26.65 | 26.50 | 24.45 | 27.5 | 17.5 | 17.5 |
| 13 Nov | 5046.50 | 0.15 | 0.00 | 7.72 | 0 | 0 | 0 |
| 12 Nov | 5027.55 | 0.15 | 0.15 | 7.51 | 0 | 0 | 0 |
| 11 Nov | 5434.65 | 0 | 15.72 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4750 expiring on 28NOV2024
Delta for 4750 PE is -0.37
Historical price for 4750 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 41.45, which was 14.55 higher than the previous day. The implied volatity was 23.92, the open interest changed by 131 which increased total open position to 388
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 26.9, which was 0.00 lower than the previous day. The implied volatity was 26.63, the open interest changed by 48 which increased total open position to 266
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 26.9, which was 1.15 higher than the previous day. The implied volatity was 26.63, the open interest changed by 57 which increased total open position to 266
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 25.75, which was -0.90 lower than the previous day. The implied volatity was 27.43, the open interest changed by 174 which increased total open position to 210
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 26.65, which was 26.50 higher than the previous day. The implied volatity was 24.45, the open interest changed by 35 which increased total open position to 35
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 7.72, 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 0.15, which was 0.15 higher than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 0
