BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.38
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 2.35 | -1.40 | 39.27 | 479 | -40.5 | 446.5 | |||
| 20 Nov | 4892.70 | 3.75 | 0.00 | 31.44 | 422 | -9.5 | 491 | |||
| 19 Nov | 4892.70 | 3.75 | -1.25 | 31.44 | 422 | -5.5 | 491 | |||
| 18 Nov | 4911.35 | 5 | -1.80 | 29.75 | 623.5 | 52.5 | 499 | |||
| 14 Nov | 4915.60 | 6.8 | -8.50 | 26.14 | 653 | -127.5 | 446.5 | |||
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| 13 Nov | 5046.50 | 15.3 | -4.90 | 23.27 | 1,560.5 | 73 | 674.5 | |||
| 12 Nov | 5027.55 | 20.2 | -333.55 | 25.10 | 4,443.5 | 597 | 611 | |||
| 11 Nov | 5434.65 | 353.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 353.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 353.75 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 6 Nov | 5694.90 | 353.75 | -625.00 | - | 14 | 8 | 8 | |||
| 5 Nov | 5605.10 | 978.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 978.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5693.05 | 978.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5726.90 | 978.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5782.50 | 978.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5667.50 | 978.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5722.30 | 978.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5669.40 | 978.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5612.40 | 978.75 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5350 expiring on 28NOV2024
Delta for 5350 CE is 0.02
Historical price for 5350 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 2.35, which was -1.40 lower than the previous day. The implied volatity was 39.27, the open interest changed by -81 which decreased total open position to 893
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 31.44, the open interest changed by -19 which decreased total open position to 982
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 31.44, the open interest changed by -11 which decreased total open position to 982
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 5, which was -1.80 lower than the previous day. The implied volatity was 29.75, the open interest changed by 105 which increased total open position to 998
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 6.8, which was -8.50 lower than the previous day. The implied volatity was 26.14, the open interest changed by -255 which decreased total open position to 893
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 15.3, which was -4.90 lower than the previous day. The implied volatity was 23.27, the open interest changed by 146 which increased total open position to 1349
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 20.2, which was -333.55 lower than the previous day. The implied volatity was 25.10, the open interest changed by 1194 which increased total open position to 1222
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 353.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 353.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 353.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 353.75, which was -625.00 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 978.75, 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 978.75, 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 978.75, 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 978.75, 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 978.75, 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 978.75, 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 978.75, 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 978.75, 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 978.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BRITANNIA 28NOV2024 5350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 462.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4892.70 | 462.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 462.9 | 0.00 | 0.00 | 0 | -1.5 | 0 |
| 18 Nov | 4911.35 | 462.9 | 27.90 | 53.14 | 1.5 | -1 | 98 |
| 14 Nov | 4915.60 | 435 | 118.00 | 37.90 | 1.5 | -0.5 | 99.5 |
| 13 Nov | 5046.50 | 317 | 1.60 | 31.45 | 7 | 0.5 | 100.5 |
| 12 Nov | 5027.55 | 315.4 | 307.75 | 27.64 | 1,364.5 | 100 | 100 |
| 11 Nov | 5434.65 | 7.65 | 0.00 | 1.83 | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 7.65 | 0.00 | 8.24 | 0 | 0 | 0 |
| 7 Nov | 5688.90 | 7.65 | 0.00 | 6.71 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 7.65 | 0.00 | 6.91 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 7.65 | 0.00 | 5.47 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 7.65 | 0.00 | 5.79 | 0 | 0 | 0 |
| 1 Nov | 5693.05 | 7.65 | 0.00 | 6.55 | 0 | 0 | 0 |
| 31 Oct | 5726.90 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5782.50 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5667.50 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5722.30 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5669.40 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5612.40 | 7.65 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5350 expiring on 28NOV2024
Delta for 5350 PE is 0.00
Historical price for 5350 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 462.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 462.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 462.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 462.9, which was 27.90 higher than the previous day. The implied volatity was 53.14, the open interest changed by -2 which decreased total open position to 196
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 435, which was 118.00 higher than the previous day. The implied volatity was 37.90, the open interest changed by -1 which decreased total open position to 199
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 317, which was 1.60 higher than the previous day. The implied volatity was 31.45, the open interest changed by 1 which increased total open position to 201
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 315.4, which was 307.75 higher than the previous day. The implied volatity was 27.64, the open interest changed by 200 which increased total open position to 200
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 8.24, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 6.71, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 6.91, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 5.79, 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 7.65, which was 0.00 lower than the previous day. The implied volatity was 6.55, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
