BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.73
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 4.75 | -5.10 | 31.39 | 1,526 | -23 | 709.5 | |||
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| 20 Nov | 4892.70 | 9.85 | 0.00 | 25.25 | 724 | 34.5 | 735.5 | |||
| 19 Nov | 4892.70 | 9.85 | -3.60 | 25.25 | 724 | 37.5 | 735.5 | |||
| 18 Nov | 4911.35 | 13.45 | -3.80 | 23.97 | 1,234 | -180 | 697 | |||
| 14 Nov | 4915.60 | 17.25 | -35.15 | 21.11 | 1,477.5 | 54 | 859.5 | |||
| 13 Nov | 5046.50 | 52.4 | -6.60 | 21.17 | 3,101 | 39.5 | 801.5 | |||
| 12 Nov | 5027.55 | 59 | -1112.10 | 22.91 | 3,149 | 768 | 768 | |||
| 11 Nov | 5434.65 | 1171.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 1171.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 1171.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 1171.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 1171.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 1171.1 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5150 expiring on 28NOV2024
Delta for 5150 CE is 0.05
Historical price for 5150 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 4.75, which was -5.10 lower than the previous day. The implied volatity was 31.39, the open interest changed by -46 which decreased total open position to 1419
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 25.25, the open interest changed by 69 which increased total open position to 1471
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 9.85, which was -3.60 lower than the previous day. The implied volatity was 25.25, the open interest changed by 75 which increased total open position to 1471
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 13.45, which was -3.80 lower than the previous day. The implied volatity was 23.97, the open interest changed by -360 which decreased total open position to 1394
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 17.25, which was -35.15 lower than the previous day. The implied volatity was 21.11, the open interest changed by 108 which increased total open position to 1719
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 52.4, which was -6.60 lower than the previous day. The implied volatity was 21.17, the open interest changed by 79 which increased total open position to 1603
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 59, which was -1112.10 lower than the previous day. The implied volatity was 22.91, the open interest changed by 1536 which increased total open position to 1536
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 1171.1, 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 1171.1, 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 1171.1, 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 1171.1, 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 1171.1, 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 1171.1, 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 5150 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 | 341 | 65.30 | - | 8 | -2 | 109 |
| 20 Nov | 4892.70 | 275.7 | 0.00 | 34.11 | 12.5 | -6.5 | 111.5 |
| 19 Nov | 4892.70 | 275.7 | 26.55 | 34.11 | 12.5 | -6 | 111.5 |
| 18 Nov | 4911.35 | 249.15 | 4.85 | 31.11 | 33 | -8.5 | 119 |
| 14 Nov | 4915.60 | 244.3 | 98.30 | 28.11 | 82.5 | -35 | 126 |
| 13 Nov | 5046.50 | 146 | -19.15 | 24.33 | 218 | 9 | 170 |
| 12 Nov | 5027.55 | 165.15 | 162.65 | 27.07 | 3,302.5 | 162 | 162 |
| 11 Nov | 5434.65 | 2.5 | 0.00 | 6.43 | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 2.5 | 0.00 | 12.05 | 0 | 0 | 0 |
| 7 Nov | 5688.90 | 2.5 | 0.00 | 10.15 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 2.5 | 0.00 | 10.53 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 2.5 | 0.00 | 8.84 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 2.5 | 9.01 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5150 expiring on 28NOV2024
Delta for 5150 PE is -
Historical price for 5150 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 341, which was 65.30 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 218
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 275.7, which was 0.00 lower than the previous day. The implied volatity was 34.11, the open interest changed by -13 which decreased total open position to 223
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 275.7, which was 26.55 higher than the previous day. The implied volatity was 34.11, the open interest changed by -12 which decreased total open position to 223
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 249.15, which was 4.85 higher than the previous day. The implied volatity was 31.11, the open interest changed by -17 which decreased total open position to 238
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 244.3, which was 98.30 higher than the previous day. The implied volatity was 28.11, the open interest changed by -70 which decreased total open position to 252
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 146, which was -19.15 lower than the previous day. The implied volatity was 24.33, the open interest changed by 18 which increased total open position to 340
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 165.15, which was 162.65 higher than the previous day. The implied volatity was 27.07, the open interest changed by 324 which increased total open position to 324
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 6.43, 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 2.5, which was 0.00 lower than the previous day. The implied volatity was 12.05, 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 2.5, which was 0.00 lower than the previous day. The implied volatity was 10.15, 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 2.5, which was 0.00 lower than the previous day. The implied volatity was 10.53, 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 2.5, which was 0.00 lower than the previous day. The implied volatity was 8.84, 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 2.5, which was lower than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0
