BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4800 CE | ||||||||||
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Delta: 0.50
Vega: 2.65
Theta: -4.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 60 | -65.65 | 22.82 | 3,517.5 | 285 | 458.5 | |||
| 20 Nov | 4892.70 | 125.65 | 0.00 | 21.31 | 313.5 | -27.5 | 173 | |||
| 19 Nov | 4892.70 | 125.65 | -24.35 | 21.31 | 313.5 | -28 | 173 | |||
| 18 Nov | 4911.35 | 150 | -11.30 | 21.06 | 1,196.5 | 157 | 201.5 | |||
| 14 Nov | 4915.60 | 161.3 | -102.80 | 18.38 | 125.5 | 22.5 | 42 | |||
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| 13 Nov | 5046.50 | 264.1 | -9.90 | - | 73.5 | -17 | 19.5 | |||
| 12 Nov | 5027.55 | 274 | -851.15 | 22.40 | 39 | 36 | 36 | |||
| 11 Nov | 5434.65 | 1125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 1125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 1125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 1125.15 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4800 expiring on 28NOV2024
Delta for 4800 CE is 0.50
Historical price for 4800 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 60, which was -65.65 lower than the previous day. The implied volatity was 22.82, the open interest changed by 570 which increased total open position to 917
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 125.65, which was 0.00 lower than the previous day. The implied volatity was 21.31, the open interest changed by -55 which decreased total open position to 346
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 125.65, which was -24.35 lower than the previous day. The implied volatity was 21.31, the open interest changed by -56 which decreased total open position to 346
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 150, which was -11.30 lower than the previous day. The implied volatity was 21.06, the open interest changed by 314 which increased total open position to 403
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 161.3, which was -102.80 lower than the previous day. The implied volatity was 18.38, the open interest changed by 45 which increased total open position to 84
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 264.1, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 39
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 274, which was -851.15 lower than the previous day. The implied volatity was 22.40, the open interest changed by 72 which increased total open position to 72
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 1125.15, 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 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 1125.15, 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 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 1125.15, 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 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 1125.15, 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 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 2.65
Theta: -3.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 62.05 | 22.25 | 23.29 | 4,295.5 | -123 | 613 |
| 20 Nov | 4892.70 | 39.8 | 0.00 | 26.29 | 1,976 | -43.5 | 737.5 |
| 19 Nov | 4892.70 | 39.8 | 3.65 | 26.29 | 1,976 | -42 | 737.5 |
| 18 Nov | 4911.35 | 36.15 | -1.70 | 26.65 | 3,481.5 | -21.5 | 781.5 |
| 14 Nov | 4915.60 | 37.85 | 14.85 | 24.12 | 1,856.5 | 147.5 | 805.5 |
| 13 Nov | 5046.50 | 23 | -6.45 | 27.14 | 2,765.5 | 35 | 658.5 |
| 12 Nov | 5027.55 | 29.45 | 12.20 | 28.21 | 3,715.5 | 352.5 | 624 |
| 11 Nov | 5434.65 | 17.25 | 10.45 | 41.34 | 741.5 | 236 | 260.5 |
| 8 Nov | 5747.15 | 6.8 | 1.80 | 43.01 | 25.5 | 20 | 26.5 |
| 6 Nov | 5694.90 | 5 | -2.40 | 37.31 | 3 | 0 | 4 |
| 5 Nov | 5605.10 | 7.4 | 36.79 | 7.5 | 3.5 | 3.5 | |
For Britannia Industries Ltd - strike price 4800 expiring on 28NOV2024
Delta for 4800 PE is -0.50
Historical price for 4800 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 62.05, which was 22.25 higher than the previous day. The implied volatity was 23.29, the open interest changed by -246 which decreased total open position to 1226
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 39.8, which was 0.00 lower than the previous day. The implied volatity was 26.29, the open interest changed by -87 which decreased total open position to 1475
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 39.8, which was 3.65 higher than the previous day. The implied volatity was 26.29, the open interest changed by -84 which decreased total open position to 1475
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 36.15, which was -1.70 lower than the previous day. The implied volatity was 26.65, the open interest changed by -43 which decreased total open position to 1563
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 37.85, which was 14.85 higher than the previous day. The implied volatity was 24.12, the open interest changed by 295 which increased total open position to 1611
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 23, which was -6.45 lower than the previous day. The implied volatity was 27.14, the open interest changed by 70 which increased total open position to 1317
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 29.45, which was 12.20 higher than the previous day. The implied volatity was 28.21, the open interest changed by 705 which increased total open position to 1248
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 17.25, which was 10.45 higher than the previous day. The implied volatity was 41.34, the open interest changed by 472 which increased total open position to 521
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 6.8, which was 1.80 higher than the previous day. The implied volatity was 43.01, the open interest changed by 40 which increased total open position to 53
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 5, which was -2.40 lower than the previous day. The implied volatity was 37.31, the open interest changed by 0 which decreased total open position to 8
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was 36.79, the open interest changed by 7 which increased total open position to 7
