BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 1.43
Theta: -2.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 11.55 | -18.50 | 26.25 | 3,621 | -165 | 1,329.5 | |||
| 20 Nov | 4892.70 | 30.05 | 0.00 | 22.32 | 4,466 | -84 | 1,495 | |||
| 19 Nov | 4892.70 | 30.05 | -11.00 | 22.32 | 4,466 | -83.5 | 1,495 | |||
| 18 Nov | 4911.35 | 41.05 | -6.45 | 21.75 | 5,309 | 161 | 1,562 | |||
| 14 Nov | 4915.60 | 47.5 | -74.50 | 18.91 | 5,325 | 665.5 | 1,394.5 | |||
| 13 Nov | 5046.50 | 122 | -6.00 | 20.63 | 5,421 | 190 | 726 | |||
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| 12 Nov | 5027.55 | 128 | -342.00 | 22.73 | 1,891.5 | 513 | 522.5 | |||
| 11 Nov | 5434.65 | 470 | -219.75 | 40.46 | 13 | 8.5 | 9 | |||
| 8 Nov | 5747.15 | 689.75 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 7 Nov | 5688.90 | 689.75 | -249.55 | - | 0.5 | 0 | 0 | |||
| 6 Nov | 5694.90 | 939.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 939.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 939.3 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5000 expiring on 28NOV2024
Delta for 5000 CE is 0.13
Historical price for 5000 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 11.55, which was -18.50 lower than the previous day. The implied volatity was 26.25, the open interest changed by -330 which decreased total open position to 2659
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 30.05, which was 0.00 lower than the previous day. The implied volatity was 22.32, the open interest changed by -168 which decreased total open position to 2990
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 30.05, which was -11.00 lower than the previous day. The implied volatity was 22.32, the open interest changed by -167 which decreased total open position to 2990
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 41.05, which was -6.45 lower than the previous day. The implied volatity was 21.75, the open interest changed by 322 which increased total open position to 3124
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 47.5, which was -74.50 lower than the previous day. The implied volatity was 18.91, the open interest changed by 1331 which increased total open position to 2789
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 122, which was -6.00 lower than the previous day. The implied volatity was 20.63, the open interest changed by 380 which increased total open position to 1452
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 128, which was -342.00 lower than the previous day. The implied volatity was 22.73, the open interest changed by 1026 which increased total open position to 1045
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 470, which was -219.75 lower than the previous day. The implied volatity was 40.46, the open interest changed by 17 which increased total open position to 18
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 689.75, 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 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 689.75, which was -249.55 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 939.3, 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 939.3, 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 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 939.3, 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 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 1.43
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 212.05 | 70.95 | 26.31 | 305 | -114.5 | 606.5 |
| 20 Nov | 4892.70 | 141.1 | 0.00 | 26.19 | 612.5 | -83.5 | 722 |
| 19 Nov | 4892.70 | 141.1 | 18.85 | 26.19 | 612.5 | -82.5 | 722 |
| 18 Nov | 4911.35 | 122.25 | -5.40 | 24.99 | 895.5 | -249 | 804.5 |
| 14 Nov | 4915.60 | 127.65 | 56.20 | 24.66 | 3,662.5 | -86.5 | 1,052 |
| 13 Nov | 5046.50 | 71.45 | -11.95 | 25.13 | 6,530 | 160.5 | 1,135 |
| 12 Nov | 5027.55 | 83.4 | 41.40 | 26.48 | 11,110.5 | 358.5 | 1,049 |
| 11 Nov | 5434.65 | 42 | 29.30 | 40.53 | 2,396.5 | 362.5 | 669.5 |
| 8 Nov | 5747.15 | 12.7 | 0.90 | 39.60 | 159.5 | 66.5 | 313.5 |
| 7 Nov | 5688.90 | 11.8 | 1.65 | 35.42 | 75 | 55 | 245 |
| 6 Nov | 5694.90 | 10.15 | -3.40 | 34.19 | 122 | 58.5 | 184 |
| 5 Nov | 5605.10 | 13.55 | 1.00 | 33.03 | 331.5 | 49.5 | 126 |
| 4 Nov | 5625.20 | 12.55 | 32.48 | 156.5 | 76 | 76 | |
For Britannia Industries Ltd - strike price 5000 expiring on 28NOV2024
Delta for 5000 PE is -0.87
Historical price for 5000 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 212.05, which was 70.95 higher than the previous day. The implied volatity was 26.31, the open interest changed by -229 which decreased total open position to 1213
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 141.1, which was 0.00 lower than the previous day. The implied volatity was 26.19, the open interest changed by -167 which decreased total open position to 1444
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 141.1, which was 18.85 higher than the previous day. The implied volatity was 26.19, the open interest changed by -165 which decreased total open position to 1444
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 122.25, which was -5.40 lower than the previous day. The implied volatity was 24.99, the open interest changed by -498 which decreased total open position to 1609
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 127.65, which was 56.20 higher than the previous day. The implied volatity was 24.66, the open interest changed by -173 which decreased total open position to 2104
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 71.45, which was -11.95 lower than the previous day. The implied volatity was 25.13, the open interest changed by 321 which increased total open position to 2270
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 83.4, which was 41.40 higher than the previous day. The implied volatity was 26.48, the open interest changed by 717 which increased total open position to 2098
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 42, which was 29.30 higher than the previous day. The implied volatity was 40.53, the open interest changed by 725 which increased total open position to 1339
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 12.7, which was 0.90 higher than the previous day. The implied volatity was 39.60, the open interest changed by 133 which increased total open position to 627
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 11.8, which was 1.65 higher than the previous day. The implied volatity was 35.42, the open interest changed by 110 which increased total open position to 490
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 10.15, which was -3.40 lower than the previous day. The implied volatity was 34.19, the open interest changed by 117 which increased total open position to 368
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 13.55, which was 1.00 higher than the previous day. The implied volatity was 33.03, the open interest changed by 99 which increased total open position to 252
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was 32.48, the open interest changed by 152 which increased total open position to 152
