BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 2.52
Theta: -4.58
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 38.65 | -55.45 | 22.80 | 2,037.5 | 302 | 374 | |||
| 20 Nov | 4892.70 | 94.1 | 0.00 | 21.93 | 331.5 | -9.5 | 72.5 | |||
| 19 Nov | 4892.70 | 94.1 | -21.20 | 21.93 | 331.5 | -9 | 72.5 | |||
| 18 Nov | 4911.35 | 115.3 | -6.90 | 21.51 | 1,360.5 | 64.5 | 83.5 | |||
| 14 Nov | 4915.60 | 122.2 | -101.15 | 17.69 | 22.5 | -0.5 | 19.5 | |||
|
|
||||||||||
| 13 Nov | 5046.50 | 223.35 | -12.70 | 15.69 | 35.5 | 14 | 20.5 | |||
| 12 Nov | 5027.55 | 236.05 | -1229.10 | 23.75 | 13.5 | 4.5 | 4.5 | |||
| 11 Nov | 5434.65 | 1465.15 | 1465.15 | - | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4850 expiring on 28NOV2024
Delta for 4850 CE is 0.38
Historical price for 4850 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 38.65, which was -55.45 lower than the previous day. The implied volatity was 22.80, the open interest changed by 604 which increased total open position to 748
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 94.1, which was 0.00 lower than the previous day. The implied volatity was 21.93, the open interest changed by -19 which decreased total open position to 145
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 94.1, which was -21.20 lower than the previous day. The implied volatity was 21.93, the open interest changed by -18 which decreased total open position to 145
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 115.3, which was -6.90 lower than the previous day. The implied volatity was 21.51, the open interest changed by 129 which increased total open position to 167
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 122.2, which was -101.15 lower than the previous day. The implied volatity was 17.69, the open interest changed by -1 which decreased total open position to 39
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 223.35, which was -12.70 lower than the previous day. The implied volatity was 15.69, the open interest changed by 28 which increased total open position to 41
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 236.05, which was -1229.10 lower than the previous day. The implied volatity was 23.75, the open interest changed by 9 which increased total open position to 9
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 1465.15, which was 1465.15 higher 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 0, 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 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 0, 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 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 28NOV2024 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 2.52
Theta: -3.30
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 89.95 | 32.65 | 23.04 | 679.5 | -15 | 237.5 |
| 20 Nov | 4892.70 | 57.3 | 0.00 | 26.06 | 790.5 | -32 | 252.5 |
| 19 Nov | 4892.70 | 57.3 | 8.55 | 26.06 | 790.5 | -32 | 252.5 |
| 18 Nov | 4911.35 | 48.75 | -4.15 | 25.47 | 1,709.5 | 59 | 284.5 |
| 14 Nov | 4915.60 | 52.9 | 22.90 | 23.92 | 1,047.5 | 76 | 225 |
| 13 Nov | 5046.50 | 30 | -9.25 | 26.22 | 846.5 | 100.5 | 152 |
| 12 Nov | 5027.55 | 39.25 | 38.90 | 27.86 | 298 | 50 | 50 |
| 11 Nov | 5434.65 | 0.35 | 0.35 | 13.23 | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 0 | 0.00 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4850 expiring on 28NOV2024
Delta for 4850 PE is -0.62
Historical price for 4850 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 89.95, which was 32.65 higher than the previous day. The implied volatity was 23.04, the open interest changed by -30 which decreased total open position to 475
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 57.3, which was 0.00 lower than the previous day. The implied volatity was 26.06, the open interest changed by -64 which decreased total open position to 505
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 57.3, which was 8.55 higher than the previous day. The implied volatity was 26.06, the open interest changed by -64 which decreased total open position to 505
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 48.75, which was -4.15 lower than the previous day. The implied volatity was 25.47, the open interest changed by 118 which increased total open position to 569
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 52.9, which was 22.90 higher than the previous day. The implied volatity was 23.92, the open interest changed by 152 which increased total open position to 450
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 30, which was -9.25 lower than the previous day. The implied volatity was 26.22, the open interest changed by 201 which increased total open position to 304
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 39.25, which was 38.90 higher than the previous day. The implied volatity was 27.86, the open interest changed by 100 which increased total open position to 100
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 0.35, which was 0.35 higher than the previous day. The implied volatity was 13.23, 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 0, 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 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 0, 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 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
