BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5300 CE | ||||||||||
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Delta: 0.03
Vega: 0.43
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 2.6 | -1.40 | 37.03 | 1,826.5 | -22 | 1,507 | |||
| 20 Nov | 4892.70 | 4 | 0.00 | 29.06 | 1,985 | -345.5 | 1,522.5 | |||
| 19 Nov | 4892.70 | 4 | -2.05 | 29.06 | 1,985 | -352 | 1,522.5 | |||
| 18 Nov | 4911.35 | 6.05 | -1.90 | 28.14 | 2,755.5 | 134 | 1,870 | |||
| 14 Nov | 4915.60 | 7.95 | -12.65 | 24.60 | 3,051.5 | 77 | 1,731 | |||
| 13 Nov | 5046.50 | 20.6 | -5.70 | 22.59 | 4,700 | -74 | 1,646.5 | |||
| 12 Nov | 5027.55 | 26.3 | -210.05 | 24.46 | 13,063.5 | 1,583 | 1,722.5 | |||
| 11 Nov | 5434.65 | 236.35 | -248.65 | 35.56 | 230.5 | 112.5 | 136 | |||
| 8 Nov | 5747.15 | 485 | 60.50 | 25.47 | 27 | 19 | 23 | |||
| 7 Nov | 5688.90 | 424.5 | 37.65 | 27.23 | 6.5 | 3 | 3.5 | |||
| 6 Nov | 5694.90 | 386.85 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 5605.10 | 386.85 | -293.25 | 28.16 | 0.5 | 0 | 0 | |||
| 4 Nov | 5625.20 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5693.05 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5726.90 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5782.50 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5667.50 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5722.30 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 5669.40 | 680.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5612.40 | 680.1 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5300 expiring on 28NOV2024
Delta for 5300 CE is 0.03
Historical price for 5300 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 2.6, which was -1.40 lower than the previous day. The implied volatity was 37.03, the open interest changed by -44 which decreased total open position to 3014
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 29.06, the open interest changed by -691 which decreased total open position to 3045
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 4, which was -2.05 lower than the previous day. The implied volatity was 29.06, the open interest changed by -704 which decreased total open position to 3045
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 6.05, which was -1.90 lower than the previous day. The implied volatity was 28.14, the open interest changed by 268 which increased total open position to 3740
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 7.95, which was -12.65 lower than the previous day. The implied volatity was 24.60, the open interest changed by 154 which increased total open position to 3462
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 20.6, which was -5.70 lower than the previous day. The implied volatity was 22.59, the open interest changed by -148 which decreased total open position to 3293
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 26.3, which was -210.05 lower than the previous day. The implied volatity was 24.46, the open interest changed by 3166 which increased total open position to 3445
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 236.35, which was -248.65 lower than the previous day. The implied volatity was 35.56, the open interest changed by 225 which increased total open position to 272
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 485, which was 60.50 higher than the previous day. The implied volatity was 25.47, the open interest changed by 38 which increased total open position to 46
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 424.5, which was 37.65 higher than the previous day. The implied volatity was 27.23, the open interest changed by 6 which increased total open position to 7
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 386.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 386.85, which was -293.25 lower than the previous day. The implied volatity was 28.16, 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 680.1, 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 680.1, 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 680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BRITANNIA was trading at 5782.50. The strike last trading price was 680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BRITANNIA was trading at 5667.50. The strike last trading price was 680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BRITANNIA was trading at 5722.30. The strike last trading price was 680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BRITANNIA was trading at 5669.40. The strike last trading price was 680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BRITANNIA was trading at 5612.40. The strike last trading price was 680.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BRITANNIA 28NOV2024 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.35
Theta: 0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 501.7 | 90.95 | 35.10 | 61 | -55 | 347 |
| 20 Nov | 4892.70 | 410.75 | 0.00 | 36.06 | 50.5 | -19.5 | 402.5 |
| 19 Nov | 4892.70 | 410.75 | 25.90 | 36.06 | 50.5 | -19 | 402.5 |
| 18 Nov | 4911.35 | 384.85 | -1.35 | 34.71 | 77 | -3 | 460.5 |
| 14 Nov | 4915.60 | 386.2 | 127.60 | 35.32 | 61.5 | -18 | 464 |
| 13 Nov | 5046.50 | 258.6 | -19.55 | 25.25 | 260.5 | -70 | 482.5 |
| 12 Nov | 5027.55 | 278.15 | 167.15 | 28.74 | 9,184.5 | -10.5 | 572.5 |
| 11 Nov | 5434.65 | 111 | 77.50 | 36.53 | 2,065.5 | 414 | 585 |
| 8 Nov | 5747.15 | 33.5 | -4.50 | 34.82 | 324.5 | 23.5 | 179 |
| 7 Nov | 5688.90 | 38 | 5.95 | 32.00 | 128 | 32.5 | 156 |
| 6 Nov | 5694.90 | 32.05 | -16.00 | 30.42 | 77.5 | 12 | 125.5 |
| 5 Nov | 5605.10 | 48.05 | 4.70 | 30.82 | 86 | 16.5 | 113 |
| 4 Nov | 5625.20 | 43.35 | 2.35 | 29.92 | 91.5 | 21 | 96 |
| 1 Nov | 5693.05 | 41 | 2.85 | 30.71 | 3 | -2 | 74 |
| 31 Oct | 5726.90 | 38.15 | 12.15 | - | 93 | 43 | 76 |
| 30 Oct | 5782.50 | 26 | -4.00 | - | 34 | 19 | 31 |
| 29 Oct | 5667.50 | 30 | 0.00 | - | 3 | 0 | 9 |
| 28 Oct | 5722.30 | 30 | -8.00 | - | 1 | 4 | 10 |
| 25 Oct | 5669.40 | 38 | -12.00 | - | 5 | 1 | 6 |
| 24 Oct | 5612.40 | 50 | - | 5 | 4 | 4 | |
For Britannia Industries Ltd - strike price 5300 expiring on 28NOV2024
Delta for 5300 PE is -0.98
Historical price for 5300 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 501.7, which was 90.95 higher than the previous day. The implied volatity was 35.10, the open interest changed by -110 which decreased total open position to 694
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 410.75, which was 0.00 lower than the previous day. The implied volatity was 36.06, the open interest changed by -39 which decreased total open position to 805
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 410.75, which was 25.90 higher than the previous day. The implied volatity was 36.06, the open interest changed by -38 which decreased total open position to 805
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 384.85, which was -1.35 lower than the previous day. The implied volatity was 34.71, the open interest changed by -6 which decreased total open position to 921
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 386.2, which was 127.60 higher than the previous day. The implied volatity was 35.32, the open interest changed by -36 which decreased total open position to 928
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 258.6, which was -19.55 lower than the previous day. The implied volatity was 25.25, the open interest changed by -140 which decreased total open position to 965
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 278.15, which was 167.15 higher than the previous day. The implied volatity was 28.74, the open interest changed by -21 which decreased total open position to 1145
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 111, which was 77.50 higher than the previous day. The implied volatity was 36.53, the open interest changed by 828 which increased total open position to 1170
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 33.5, which was -4.50 lower than the previous day. The implied volatity was 34.82, the open interest changed by 47 which increased total open position to 358
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 38, which was 5.95 higher than the previous day. The implied volatity was 32.00, the open interest changed by 65 which increased total open position to 312
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 32.05, which was -16.00 lower than the previous day. The implied volatity was 30.42, the open interest changed by 24 which increased total open position to 251
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 48.05, which was 4.70 higher than the previous day. The implied volatity was 30.82, the open interest changed by 33 which increased total open position to 226
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 43.35, which was 2.35 higher than the previous day. The implied volatity was 29.92, the open interest changed by 42 which increased total open position to 192
On 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 41, which was 2.85 higher than the previous day. The implied volatity was 30.71, the open interest changed by -4 which decreased total open position to 148
On 31 Oct BRITANNIA was trading at 5726.90. The strike last trading price was 38.15, which was 12.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BRITANNIA was trading at 5782.50. The strike last trading price was 26, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BRITANNIA was trading at 5667.50. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BRITANNIA was trading at 5722.30. The strike last trading price was 30, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BRITANNIA was trading at 5669.40. The strike last trading price was 38, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BRITANNIA was trading at 5612.40. The strike last trading price was 50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
