BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5400 CE | ||||||||||
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Delta: 0.02
Vega: 0.33
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 2.05 | -1.10 | 41.20 | 1,304.5 | -461.5 | 1,401.5 | |||
| 20 Nov | 4892.70 | 3.15 | 0.00 | 33.08 | 1,316 | -190 | 1,861.5 | |||
| 19 Nov | 4892.70 | 3.15 | -0.85 | 33.08 | 1,316 | -191.5 | 1,861.5 | |||
| 18 Nov | 4911.35 | 4 | -1.65 | 31.06 | 1,483.5 | -78.5 | 2,059 | |||
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| 14 Nov | 4915.60 | 5.65 | -6.05 | 27.42 | 2,513.5 | 428 | 2,130 | |||
| 13 Nov | 5046.50 | 11.7 | -4.60 | 24.13 | 3,089 | -113.5 | 1,703.5 | |||
| 12 Nov | 5027.55 | 16.3 | -155.95 | 26.10 | 14,530.5 | 1,649 | 1,816.5 | |||
| 11 Nov | 5434.65 | 172.25 | -428.95 | 33.79 | 457 | 138.5 | 138.5 | |||
| 8 Nov | 5747.15 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5693.05 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5726.90 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5782.50 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5667.50 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5722.30 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5669.40 | 601.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5612.40 | 601.2 | 601.20 | - | 0 | 0 | 0 | |||
| 6 Sept | 5843.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 5850.00 | 0 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5400 expiring on 28NOV2024
Delta for 5400 CE is 0.02
Historical price for 5400 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 2.05, which was -1.10 lower than the previous day. The implied volatity was 41.20, the open interest changed by -923 which decreased total open position to 2803
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 33.08, the open interest changed by -380 which decreased total open position to 3723
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 3.15, which was -0.85 lower than the previous day. The implied volatity was 33.08, the open interest changed by -383 which decreased total open position to 3723
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 4, which was -1.65 lower than the previous day. The implied volatity was 31.06, the open interest changed by -157 which decreased total open position to 4118
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 5.65, which was -6.05 lower than the previous day. The implied volatity was 27.42, the open interest changed by 856 which increased total open position to 4260
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 11.7, which was -4.60 lower than the previous day. The implied volatity was 24.13, the open interest changed by -227 which decreased total open position to 3407
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 16.3, which was -155.95 lower than the previous day. The implied volatity was 26.10, the open interest changed by 3298 which increased total open position to 3633
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 172.25, which was -428.95 lower than the previous day. The implied volatity was 33.79, the open interest changed by 277 which increased total open position to 277
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 601.2, 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 601.2, 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 601.2, 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 601.2, 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 601.2, 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 601.2, 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 601.2, 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 601.2, 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 601.2, 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 601.2, 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 601.2, 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 601.2, which was 601.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BRITANNIA was trading at 5843.55. The strike last trading price was 0, 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 5 Sept BRITANNIA was trading at 5850.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BRITANNIA 28NOV2024 5400 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 | 597.9 | 82.95 | - | 11.5 | -2 | 275.5 |
| 20 Nov | 4892.70 | 514.95 | 0.00 | 46.02 | 15.5 | -11.5 | 278 |
| 19 Nov | 4892.70 | 514.95 | 3.95 | 46.02 | 15.5 | -11 | 278 |
| 18 Nov | 4911.35 | 511 | 27.50 | 55.99 | 11 | -2 | 289 |
| 14 Nov | 4915.60 | 483.5 | 135.00 | 40.20 | 47 | -34.5 | 291 |
| 13 Nov | 5046.50 | 348.5 | -21.50 | 27.34 | 56.5 | -20.5 | 325.5 |
| 12 Nov | 5027.55 | 370 | 222.35 | 32.33 | 4,615.5 | 1.5 | 352.5 |
| 11 Nov | 5434.65 | 147.65 | 98.95 | 34.97 | 2,602 | 185.5 | 320 |
| 8 Nov | 5747.15 | 48.7 | -4.90 | 33.96 | 294 | 33 | 133 |
| 7 Nov | 5688.90 | 53.6 | 5.95 | 30.61 | 269 | 16 | 98 |
| 6 Nov | 5694.90 | 47.65 | -24.65 | 29.51 | 273 | 36.5 | 81.5 |
| 5 Nov | 5605.10 | 72.3 | 9.30 | 30.64 | 72.5 | 16.5 | 47 |
| 4 Nov | 5625.20 | 63 | -9.70 | 29.09 | 57.5 | 30 | 30 |
| 1 Nov | 5693.05 | 72.7 | 0.00 | 5.75 | 0 | 0 | 0 |
| 31 Oct | 5726.90 | 72.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5782.50 | 72.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5667.50 | 72.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5722.30 | 72.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5669.40 | 72.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5612.40 | 72.7 | 72.70 | - | 0 | 0 | 0 |
| 6 Sept | 5843.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 5850.00 | 0 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5400 expiring on 28NOV2024
Delta for 5400 PE is -
Historical price for 5400 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 597.9, which was 82.95 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 551
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 514.95, which was 0.00 lower than the previous day. The implied volatity was 46.02, the open interest changed by -23 which decreased total open position to 556
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 514.95, which was 3.95 higher than the previous day. The implied volatity was 46.02, the open interest changed by -22 which decreased total open position to 556
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 511, which was 27.50 higher than the previous day. The implied volatity was 55.99, the open interest changed by -4 which decreased total open position to 578
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 483.5, which was 135.00 higher than the previous day. The implied volatity was 40.20, the open interest changed by -69 which decreased total open position to 582
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 348.5, which was -21.50 lower than the previous day. The implied volatity was 27.34, the open interest changed by -41 which decreased total open position to 651
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 370, which was 222.35 higher than the previous day. The implied volatity was 32.33, the open interest changed by 3 which increased total open position to 705
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 147.65, which was 98.95 higher than the previous day. The implied volatity was 34.97, the open interest changed by 371 which increased total open position to 640
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 48.7, which was -4.90 lower than the previous day. The implied volatity was 33.96, the open interest changed by 66 which increased total open position to 266
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 53.6, which was 5.95 higher than the previous day. The implied volatity was 30.61, the open interest changed by 32 which increased total open position to 196
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 47.65, which was -24.65 lower than the previous day. The implied volatity was 29.51, the open interest changed by 73 which increased total open position to 163
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 72.3, which was 9.30 higher than the previous day. The implied volatity was 30.64, the open interest changed by 33 which increased total open position to 94
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 63, which was -9.70 lower than the previous day. The implied volatity was 29.09, the open interest changed by 60 which increased total open position to 60
On 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 72.7, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 72.7, 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 72.7, 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 72.7, 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 72.7, 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 72.7, 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 72.7, which was 72.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BRITANNIA was trading at 5843.55. The strike last trading price was 0, 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 5 Sept BRITANNIA was trading at 5850.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
