BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4900 CE | ||||||||||
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Delta: 0.26
Vega: 2.17
Theta: -3.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 4803.35 | 24.15 | -41.30 | 23.14 | 2,798.5 | 320 | 669 | |||
| 20 Nov | 4892.70 | 65.45 | 0.00 | 21.53 | 1,973.5 | -39 | 349 | |||
| 19 Nov | 4892.70 | 65.45 | -18.00 | 21.53 | 1,973.5 | -39 | 349 | |||
| 18 Nov | 4911.35 | 83.45 | -9.60 | 21.11 | 3,454 | 118.5 | 378 | |||
| 14 Nov | 4915.60 | 93.05 | -98.95 | 18.48 | 1,055 | 200 | 257 | |||
| 13 Nov | 5046.50 | 192 | -3.00 | 20.55 | 448 | 34.5 | 57 | |||
| 12 Nov | 5027.55 | 195 | -836.30 | 22.87 | 53.5 | 22.5 | 22.5 | |||
| 11 Nov | 5434.65 | 1031.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 1031.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 1031.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 1031.3 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4900 expiring on 28NOV2024
Delta for 4900 CE is 0.26
Historical price for 4900 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 24.15, which was -41.30 lower than the previous day. The implied volatity was 23.14, the open interest changed by 640 which increased total open position to 1338
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 65.45, which was 0.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by -78 which decreased total open position to 698
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 65.45, which was -18.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by -78 which decreased total open position to 698
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 83.45, which was -9.60 lower than the previous day. The implied volatity was 21.11, the open interest changed by 237 which increased total open position to 756
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 93.05, which was -98.95 lower than the previous day. The implied volatity was 18.48, the open interest changed by 400 which increased total open position to 514
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 192, which was -3.00 lower than the previous day. The implied volatity was 20.55, the open interest changed by 69 which increased total open position to 114
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 195, which was -836.30 lower than the previous day. The implied volatity was 22.87, the open interest changed by 45 which increased total open position to 45
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 1031.3, 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 1031.3, 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 1031.3, 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 1031.3, 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 4900 PE | |||||||
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Delta: -0.72
Vega: 2.24
Theta: -3.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 129.3 | 49.70 | 25.20 | 764 | -60 | 518 |
| 20 Nov | 4892.70 | 79.6 | 0.00 | 25.85 | 2,066.5 | 2.5 | 582.5 |
| 19 Nov | 4892.70 | 79.6 | 14.05 | 25.85 | 2,066.5 | 7 | 582.5 |
| 18 Nov | 4911.35 | 65.55 | -6.45 | 24.40 | 2,134.5 | -62.5 | 570 |
| 14 Nov | 4915.60 | 72 | 32.00 | 23.76 | 3,798 | 137 | 639 |
| 13 Nov | 5046.50 | 40 | -9.80 | 25.61 | 3,795 | -103 | 506.5 |
| 12 Nov | 5027.55 | 49.8 | 21.85 | 27.03 | 4,176.5 | 455 | 632 |
| 11 Nov | 5434.65 | 27.95 | 20.95 | 41.17 | 417 | 158 | 168 |
| 8 Nov | 5747.15 | 7 | 0.00 | 39.17 | 0.5 | 0 | 10.5 |
| 6 Nov | 5694.90 | 7 | -3.00 | 35.63 | 1.5 | 0 | 10.5 |
| 5 Nov | 5605.10 | 10 | 34.92 | 12 | 4.5 | 4.5 | |
For Britannia Industries Ltd - strike price 4900 expiring on 28NOV2024
Delta for 4900 PE is -0.72
Historical price for 4900 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 129.3, which was 49.70 higher than the previous day. The implied volatity was 25.20, the open interest changed by -120 which decreased total open position to 1036
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 79.6, which was 0.00 lower than the previous day. The implied volatity was 25.85, the open interest changed by 5 which increased total open position to 1165
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 79.6, which was 14.05 higher than the previous day. The implied volatity was 25.85, the open interest changed by 14 which increased total open position to 1165
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 65.55, which was -6.45 lower than the previous day. The implied volatity was 24.40, the open interest changed by -125 which decreased total open position to 1140
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 72, which was 32.00 higher than the previous day. The implied volatity was 23.76, the open interest changed by 274 which increased total open position to 1278
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 40, which was -9.80 lower than the previous day. The implied volatity was 25.61, the open interest changed by -206 which decreased total open position to 1013
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 49.8, which was 21.85 higher than the previous day. The implied volatity was 27.03, the open interest changed by 910 which increased total open position to 1264
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 27.95, which was 20.95 higher than the previous day. The implied volatity was 41.17, the open interest changed by 316 which increased total open position to 336
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 39.17, the open interest changed by 0 which decreased total open position to 21
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 7, which was -3.00 lower than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 21
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 34.92, the open interest changed by 9 which increased total open position to 9
