BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 4950 CE | ||||||||||
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Delta: 0.19
Vega: 1.78
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 16.45 | -29.60 | 24.63 | 1,553 | 1 | 439.5 | |||
| 20 Nov | 4892.70 | 46.05 | 0.00 | 22.25 | 2,112 | 6 | 430.5 | |||
| 19 Nov | 4892.70 | 46.05 | -14.20 | 22.25 | 2,112 | -2 | 430.5 | |||
| 18 Nov | 4911.35 | 60.25 | -7.55 | 21.66 | 1,828 | 145 | 431 | |||
| 14 Nov | 4915.60 | 67.8 | -89.90 | 18.75 | 1,193.5 | 211 | 284 | |||
| 13 Nov | 5046.50 | 157.7 | -2.30 | 21.40 | 775 | 44.5 | 74 | |||
| 12 Nov | 5027.55 | 160 | -1206.80 | 22.90 | 58 | 29 | 29 | |||
| 11 Nov | 5434.65 | 1366.8 | 1350.55 | - | 0 | 0 | 0 | |||
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| 8 Nov | 5747.15 | 16.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 16.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 16.25 | 0.00 | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4950 expiring on 28NOV2024
Delta for 4950 CE is 0.19
Historical price for 4950 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 16.45, which was -29.60 lower than the previous day. The implied volatity was 24.63, the open interest changed by 2 which increased total open position to 879
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 46.05, which was 0.00 lower than the previous day. The implied volatity was 22.25, the open interest changed by 12 which increased total open position to 861
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 46.05, which was -14.20 lower than the previous day. The implied volatity was 22.25, the open interest changed by -4 which decreased total open position to 861
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 60.25, which was -7.55 lower than the previous day. The implied volatity was 21.66, the open interest changed by 290 which increased total open position to 862
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 67.8, which was -89.90 lower than the previous day. The implied volatity was 18.75, the open interest changed by 422 which increased total open position to 568
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 157.7, which was -2.30 lower than the previous day. The implied volatity was 21.40, the open interest changed by 89 which increased total open position to 148
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 160, which was -1206.80 lower than the previous day. The implied volatity was 22.90, the open interest changed by 58 which increased total open position to 58
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 1366.8, which was 1350.55 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 16.25, 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 16.25, 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 16.25, 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 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 1.72
Theta: -1.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 165.3 | 58.30 | 23.68 | 93 | -19 | 195 |
| 20 Nov | 4892.70 | 107 | 0.00 | 25.68 | 716 | -0.5 | 214 |
| 19 Nov | 4892.70 | 107 | 16.30 | 25.68 | 716 | -0.5 | 214 |
| 18 Nov | 4911.35 | 90.7 | -5.85 | 24.45 | 529.5 | -34.5 | 215 |
| 14 Nov | 4915.60 | 96.55 | 43.55 | 23.90 | 1,917 | 11 | 342.5 |
| 13 Nov | 5046.50 | 53 | -10.50 | 25.08 | 2,471 | 185.5 | 331 |
| 12 Nov | 5027.55 | 63.5 | 62.80 | 26.36 | 958 | 148 | 148 |
| 11 Nov | 5434.65 | 0.7 | -17.05 | 10.99 | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 17.75 | 0.00 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4950 expiring on 28NOV2024
Delta for 4950 PE is -0.82
Historical price for 4950 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 165.3, which was 58.30 higher than the previous day. The implied volatity was 23.68, the open interest changed by -38 which decreased total open position to 390
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 107, which was 0.00 lower than the previous day. The implied volatity was 25.68, the open interest changed by -1 which decreased total open position to 428
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 107, which was 16.30 higher than the previous day. The implied volatity was 25.68, the open interest changed by -1 which decreased total open position to 428
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 90.7, which was -5.85 lower than the previous day. The implied volatity was 24.45, the open interest changed by -69 which decreased total open position to 430
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 96.55, which was 43.55 higher than the previous day. The implied volatity was 23.90, the open interest changed by 22 which increased total open position to 685
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 53, which was -10.50 lower than the previous day. The implied volatity was 25.08, the open interest changed by 371 which increased total open position to 662
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 63.5, which was 62.80 higher than the previous day. The implied volatity was 26.36, the open interest changed by 296 which increased total open position to 296
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 0.7, which was -17.05 lower than the previous day. The implied volatity was 10.99, 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 17.75, 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 17.75, 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 17.75, 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
