BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 1.18
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 8.95 | -11.35 | 28.45 | 1,430.5 | 74 | 614.5 | |||
| 20 Nov | 4892.70 | 20.3 | 0.00 | 23.11 | 991 | -25 | 539.5 | |||
| 19 Nov | 4892.70 | 20.3 | -7.50 | 23.11 | 991 | -26 | 539.5 | |||
| 18 Nov | 4911.35 | 27.8 | -6.55 | 22.20 | 1,624.5 | -34.5 | 568 | |||
| 14 Nov | 4915.60 | 34.35 | -62.60 | 19.73 | 2,145 | 197 | 598.5 | |||
| 13 Nov | 5046.50 | 96.95 | -4.95 | 21.49 | 3,898.5 | 136 | 394 | |||
| 12 Nov | 5027.55 | 101.9 | -390.80 | 23.02 | 657 | 246 | 246.5 | |||
| 11 Nov | 5434.65 | 492.7 | -776.00 | 58.19 | 0.5 | 0 | 0 | |||
| 8 Nov | 5747.15 | 1268.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 5688.90 | 1268.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 1268.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 1268.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 1268.7 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5050 expiring on 28NOV2024
Delta for 5050 CE is 0.10
Historical price for 5050 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 8.95, which was -11.35 lower than the previous day. The implied volatity was 28.45, the open interest changed by 148 which increased total open position to 1229
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 23.11, the open interest changed by -50 which decreased total open position to 1079
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 20.3, which was -7.50 lower than the previous day. The implied volatity was 23.11, the open interest changed by -52 which decreased total open position to 1079
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 27.8, which was -6.55 lower than the previous day. The implied volatity was 22.20, the open interest changed by -69 which decreased total open position to 1136
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 34.35, which was -62.60 lower than the previous day. The implied volatity was 19.73, the open interest changed by 394 which increased total open position to 1197
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 96.95, which was -4.95 lower than the previous day. The implied volatity was 21.49, the open interest changed by 272 which increased total open position to 788
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 101.9, which was -390.80 lower than the previous day. The implied volatity was 23.02, the open interest changed by 492 which increased total open position to 493
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 492.7, which was -776.00 lower than the previous day. The implied volatity was 58.19, 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 1268.7, 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 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 1268.7, 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 1268.7, 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 1268.7, 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 1268.7, 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 5050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 246.45 | 59.60 | - | 32.5 | -4.5 | 195 |
| 20 Nov | 4892.70 | 186.85 | 0.00 | 29.85 | 50 | -16 | 199 |
| 19 Nov | 4892.70 | 186.85 | 23.10 | 29.85 | 50 | -16.5 | 199 |
| 18 Nov | 4911.35 | 163.75 | 1.85 | 27.56 | 132.5 | -27.5 | 216.5 |
| 14 Nov | 4915.60 | 161.9 | 69.60 | 25.26 | 364 | -53.5 | 246 |
| 13 Nov | 5046.50 | 92.3 | -13.15 | 24.83 | 1,645 | 84 | 299.5 |
| 12 Nov | 5027.55 | 105.45 | 104.10 | 26.27 | 2,694 | 229.5 | 229.5 |
| 11 Nov | 5434.65 | 1.35 | 0.00 | 8.46 | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 1.35 | 0.00 | 13.75 | 0 | 0 | 0 |
| 7 Nov | 5688.90 | 1.35 | 0.00 | 12.63 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 1.35 | 0.00 | 12.70 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 1.35 | 0.00 | 10.35 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 1.35 | 10.68 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5050 expiring on 28NOV2024
Delta for 5050 PE is -
Historical price for 5050 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 246.45, which was 59.60 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 390
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 186.85, which was 0.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by -32 which decreased total open position to 398
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 186.85, which was 23.10 higher than the previous day. The implied volatity was 29.85, the open interest changed by -33 which decreased total open position to 398
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 163.75, which was 1.85 higher than the previous day. The implied volatity was 27.56, the open interest changed by -55 which decreased total open position to 433
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 161.9, which was 69.60 higher than the previous day. The implied volatity was 25.26, the open interest changed by -107 which decreased total open position to 492
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 92.3, which was -13.15 lower than the previous day. The implied volatity was 24.83, the open interest changed by 168 which increased total open position to 599
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 105.45, which was 104.10 higher than the previous day. The implied volatity was 26.27, the open interest changed by 459 which increased total open position to 459
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 8.46, 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 1.35, which was 0.00 lower than the previous day. The implied volatity was 13.75, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 12.63, 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 1.35, which was 0.00 lower than the previous day. The implied volatity was 12.70, 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 1.35, which was 0.00 lower than the previous day. The implied volatity was 10.35, 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 1.35, which was lower than the previous day. The implied volatity was 10.68, the open interest changed by 0 which decreased total open position to 0
