BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.92
Theta: -2.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 6.3 | -7.45 | 29.75 | 3,398 | -245.5 | 1,643.5 | |||
| 20 Nov | 4892.70 | 13.75 | 0.00 | 23.99 | 2,289 | -16 | 1,891.5 | |||
| 19 Nov | 4892.70 | 13.75 | -5.15 | 23.99 | 2,289 | -13.5 | 1,891.5 | |||
| 18 Nov | 4911.35 | 18.9 | -5.75 | 22.88 | 2,976.5 | 10 | 1,896.5 | |||
| 14 Nov | 4915.60 | 24.65 | -46.05 | 20.51 | 5,103 | 480.5 | 1,897 | |||
| 13 Nov | 5046.50 | 70.7 | -7.05 | 20.90 | 9,213.5 | 472 | 1,427 | |||
| 12 Nov | 5027.55 | 77.75 | -771.95 | 22.80 | 3,485 | 927 | 927 | |||
| 11 Nov | 5434.65 | 849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 849.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 5694.90 | 849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 849.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 849.7 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5100 expiring on 28NOV2024
Delta for 5100 CE is 0.07
Historical price for 5100 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 6.3, which was -7.45 lower than the previous day. The implied volatity was 29.75, the open interest changed by -491 which decreased total open position to 3287
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 23.99, the open interest changed by -32 which decreased total open position to 3783
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 13.75, which was -5.15 lower than the previous day. The implied volatity was 23.99, the open interest changed by -27 which decreased total open position to 3783
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 18.9, which was -5.75 lower than the previous day. The implied volatity was 22.88, the open interest changed by 20 which increased total open position to 3793
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 24.65, which was -46.05 lower than the previous day. The implied volatity was 20.51, the open interest changed by 961 which increased total open position to 3794
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 70.7, which was -7.05 lower than the previous day. The implied volatity was 20.90, the open interest changed by 944 which increased total open position to 2854
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 77.75, which was -771.95 lower than the previous day. The implied volatity was 22.80, the open interest changed by 1854 which increased total open position to 1854
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 849.7, 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 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 849.7, 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 849.7, 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 849.7, 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 849.7, 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 849.7, 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 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 1.13
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 310 | 84.85 | 33.13 | 93 | -35 | 362 |
| 20 Nov | 4892.70 | 225.15 | 0.00 | 29.55 | 49.5 | -18 | 397 |
| 19 Nov | 4892.70 | 225.15 | 26.70 | 29.55 | 49.5 | -18 | 397 |
| 18 Nov | 4911.35 | 198.45 | -3.55 | 26.54 | 87 | -29 | 416 |
| 14 Nov | 4915.60 | 202 | 85.15 | 26.68 | 668.5 | -119 | 446 |
| 13 Nov | 5046.50 | 116.85 | -14.55 | 24.49 | 1,904.5 | -116.5 | 565 |
| 12 Nov | 5027.55 | 131.4 | 73.35 | 26.14 | 10,615.5 | 342.5 | 687.5 |
| 11 Nov | 5434.65 | 58.05 | 40.15 | 38.94 | 1,085 | 172 | 340.5 |
| 8 Nov | 5747.15 | 17.9 | 3.25 | 38.18 | 216.5 | 167 | 178.5 |
| 7 Nov | 5688.90 | 14.65 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 6 Nov | 5694.90 | 14.65 | -7.05 | 32.73 | 15 | 2.5 | 12.5 |
| 5 Nov | 5605.10 | 21.7 | -4.85 | 32.51 | 12 | 7 | 7 |
| 4 Nov | 5625.20 | 26.55 | 9.67 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5100 expiring on 28NOV2024
Delta for 5100 PE is -0.90
Historical price for 5100 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 310, which was 84.85 higher than the previous day. The implied volatity was 33.13, the open interest changed by -70 which decreased total open position to 724
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 225.15, which was 0.00 lower than the previous day. The implied volatity was 29.55, the open interest changed by -36 which decreased total open position to 794
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 225.15, which was 26.70 higher than the previous day. The implied volatity was 29.55, the open interest changed by -36 which decreased total open position to 794
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 198.45, which was -3.55 lower than the previous day. The implied volatity was 26.54, the open interest changed by -58 which decreased total open position to 832
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 202, which was 85.15 higher than the previous day. The implied volatity was 26.68, the open interest changed by -238 which decreased total open position to 892
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 116.85, which was -14.55 lower than the previous day. The implied volatity was 24.49, the open interest changed by -233 which decreased total open position to 1130
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 131.4, which was 73.35 higher than the previous day. The implied volatity was 26.14, the open interest changed by 685 which increased total open position to 1375
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 58.05, which was 40.15 higher than the previous day. The implied volatity was 38.94, the open interest changed by 344 which increased total open position to 681
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 17.9, which was 3.25 higher than the previous day. The implied volatity was 38.18, the open interest changed by 334 which increased total open position to 357
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 14.65, which was -7.05 lower than the previous day. The implied volatity was 32.73, the open interest changed by 5 which increased total open position to 25
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 21.7, which was -4.85 lower than the previous day. The implied volatity was 32.51, the open interest changed by 14 which increased total open position to 14
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 26.55, which was lower than the previous day. The implied volatity was 9.67, the open interest changed by 0 which decreased total open position to 0
