BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.60
Theta: -1.46
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 3.7 | -3.00 | 33.10 | 2,264.5 | -100.5 | 1,714.5 | |||
| 20 Nov | 4892.70 | 6.7 | 0.00 | 26.10 | 2,066 | -139.5 | 1,818 | |||
| 19 Nov | 4892.70 | 6.7 | -3.10 | 26.10 | 2,066 | -136.5 | 1,818 | |||
| 18 Nov | 4911.35 | 9.8 | -3.05 | 25.14 | 2,480.5 | 97 | 1,965.5 | |||
| 14 Nov | 4915.60 | 12.85 | -25.40 | 22.14 | 4,596 | 82 | 1,860 | |||
|
|
||||||||||
| 13 Nov | 5046.50 | 38.25 | -6.75 | 21.49 | 6,309 | -0.5 | 1,775.5 | |||
| 12 Nov | 5027.55 | 45 | -266.90 | 23.33 | 9,788 | 1,707.5 | 1,737 | |||
| 11 Nov | 5434.65 | 311.9 | -164.10 | 38.19 | 33.5 | 16 | 16.5 | |||
| 8 Nov | 5747.15 | 476 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 5688.90 | 476 | -4.00 | - | 1.5 | 0 | 1.5 | |||
| 6 Nov | 5694.90 | 480 | -283.10 | - | 1.5 | 0.5 | 0.5 | |||
| 5 Nov | 5605.10 | 763.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 763.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5693.05 | 763.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5726.90 | 763.1 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5200 expiring on 28NOV2024
Delta for 5200 CE is 0.04
Historical price for 5200 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 3.7, which was -3.00 lower than the previous day. The implied volatity was 33.10, the open interest changed by -201 which decreased total open position to 3429
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 6.7, which was 0.00 lower than the previous day. The implied volatity was 26.10, the open interest changed by -279 which decreased total open position to 3636
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 6.7, which was -3.10 lower than the previous day. The implied volatity was 26.10, the open interest changed by -273 which decreased total open position to 3636
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 9.8, which was -3.05 lower than the previous day. The implied volatity was 25.14, the open interest changed by 194 which increased total open position to 3931
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 12.85, which was -25.40 lower than the previous day. The implied volatity was 22.14, the open interest changed by 164 which increased total open position to 3720
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 38.25, which was -6.75 lower than the previous day. The implied volatity was 21.49, the open interest changed by -1 which decreased total open position to 3551
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 45, which was -266.90 lower than the previous day. The implied volatity was 23.33, the open interest changed by 3415 which increased total open position to 3474
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 311.9, which was -164.10 lower than the previous day. The implied volatity was 38.19, the open interest changed by 32 which increased total open position to 33
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 476, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 476, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 480, which was -283.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 763.1, 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 763.1, 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 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 763.1, 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 31 Oct BRITANNIA was trading at 5726.90. The strike last trading price was 763.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BRITANNIA 28NOV2024 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 1.00
Theta: -1.60
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 409.85 | 99.80 | 40.72 | 71 | -21 | 349 |
| 20 Nov | 4892.70 | 310.05 | 0.00 | 28.71 | 51 | -11 | 370 |
| 19 Nov | 4892.70 | 310.05 | 20.05 | 28.71 | 51 | -11 | 370 |
| 18 Nov | 4911.35 | 290 | -0.40 | 30.71 | 81 | -44.5 | 380.5 |
| 14 Nov | 4915.60 | 290.4 | 112.25 | 30.34 | 155 | -57 | 425 |
| 13 Nov | 5046.50 | 178.15 | -19.25 | 23.96 | 761.5 | -63.5 | 481.5 |
| 12 Nov | 5027.55 | 197.4 | 113.95 | 26.86 | 11,471.5 | -204 | 579.5 |
| 11 Nov | 5434.65 | 83.45 | 58.45 | 38.35 | 2,328 | 357 | 783.5 |
| 8 Nov | 5747.15 | 25 | -0.55 | 36.71 | 283 | 57 | 436 |
| 7 Nov | 5688.90 | 25.55 | 3.55 | 32.95 | 130 | -3.5 | 380.5 |
| 6 Nov | 5694.90 | 22 | -9.00 | 31.68 | 563 | 309.5 | 384.5 |
| 5 Nov | 5605.10 | 31 | 3.55 | 31.14 | 57.5 | 1.5 | 75 |
| 4 Nov | 5625.20 | 27.45 | -2.55 | 30.16 | 195.5 | 9 | 73.5 |
| 1 Nov | 5693.05 | 30 | 5.35 | 32.06 | 58 | 32.5 | 63.5 |
| 31 Oct | 5726.90 | 24.65 | - | 33 | 30 | 30 | |
For Britannia Industries Ltd - strike price 5200 expiring on 28NOV2024
Delta for 5200 PE is -0.92
Historical price for 5200 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 409.85, which was 99.80 higher than the previous day. The implied volatity was 40.72, the open interest changed by -42 which decreased total open position to 698
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 310.05, which was 0.00 lower than the previous day. The implied volatity was 28.71, the open interest changed by -22 which decreased total open position to 740
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 310.05, which was 20.05 higher than the previous day. The implied volatity was 28.71, the open interest changed by -22 which decreased total open position to 740
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 290, which was -0.40 lower than the previous day. The implied volatity was 30.71, the open interest changed by -89 which decreased total open position to 761
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 290.4, which was 112.25 higher than the previous day. The implied volatity was 30.34, the open interest changed by -114 which decreased total open position to 850
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 178.15, which was -19.25 lower than the previous day. The implied volatity was 23.96, the open interest changed by -127 which decreased total open position to 963
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 197.4, which was 113.95 higher than the previous day. The implied volatity was 26.86, the open interest changed by -408 which decreased total open position to 1159
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 83.45, which was 58.45 higher than the previous day. The implied volatity was 38.35, the open interest changed by 714 which increased total open position to 1567
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 25, which was -0.55 lower than the previous day. The implied volatity was 36.71, the open interest changed by 114 which increased total open position to 872
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 25.55, which was 3.55 higher than the previous day. The implied volatity was 32.95, the open interest changed by -7 which decreased total open position to 761
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 22, which was -9.00 lower than the previous day. The implied volatity was 31.68, the open interest changed by 619 which increased total open position to 769
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 31, which was 3.55 higher than the previous day. The implied volatity was 31.14, the open interest changed by 3 which increased total open position to 150
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 27.45, which was -2.55 lower than the previous day. The implied volatity was 30.16, the open interest changed by 18 which increased total open position to 147
On 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 30, which was 5.35 higher than the previous day. The implied volatity was 32.06, the open interest changed by 65 which increased total open position to 127
On 31 Oct BRITANNIA was trading at 5726.90. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
