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Related Pages for BRITANNIA
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BRITANNIA
Britannia Industries Ltd
4803.35 -89.35 (-1.83%)

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Historical option data for BRITANNIA

21 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BRITANNIA 28NOV2024 5050 CE
Delta: 0.10
Vega: 1.18
Theta: -2.52
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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