BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5450 CE | ||||||||||
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Delta: 0.02
Vega: 0.33
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 2.15 | -0.80 | 44.20 | 159 | -64 | 544 | |||
| 20 Nov | 4892.70 | 2.95 | 0.00 | 35.25 | 156 | -30 | 608.5 | |||
| 19 Nov | 4892.70 | 2.95 | -0.70 | 35.25 | 156 | -29.5 | 608.5 | |||
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| 18 Nov | 4911.35 | 3.65 | -1.50 | 33.04 | 360 | 16 | 637.5 | |||
| 14 Nov | 4915.60 | 5.15 | -4.25 | 29.13 | 532.5 | 66 | 621 | |||
| 13 Nov | 5046.50 | 9.4 | -4.10 | 25.23 | 1,347 | 55.5 | 559 | |||
| 12 Nov | 5027.55 | 13.5 | -136.50 | 27.22 | 4,094 | 388.5 | 500.5 | |||
| 11 Nov | 5434.65 | 150 | -132.85 | 34.26 | 340 | 100.5 | 108.5 | |||
| 8 Nov | 5747.15 | 282.85 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 7 Nov | 5688.90 | 282.85 | -26.75 | 21.83 | 3 | 1 | 6 | |||
| 6 Nov | 5694.90 | 309.6 | -575.25 | 23.95 | 5 | 4 | 4 | |||
| 5 Nov | 5605.10 | 884.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 884.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 5693.05 | 884.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5726.90 | 884.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5782.50 | 884.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5667.50 | 884.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5722.30 | 884.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5669.40 | 884.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5612.40 | 884.85 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5450 expiring on 28NOV2024
Delta for 5450 CE is 0.02
Historical price for 5450 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 2.15, which was -0.80 lower than the previous day. The implied volatity was 44.20, the open interest changed by -128 which decreased total open position to 1088
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 35.25, the open interest changed by -60 which decreased total open position to 1217
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 2.95, which was -0.70 lower than the previous day. The implied volatity was 35.25, the open interest changed by -59 which decreased total open position to 1217
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 3.65, which was -1.50 lower than the previous day. The implied volatity was 33.04, the open interest changed by 32 which increased total open position to 1275
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 5.15, which was -4.25 lower than the previous day. The implied volatity was 29.13, the open interest changed by 132 which increased total open position to 1242
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 9.4, which was -4.10 lower than the previous day. The implied volatity was 25.23, the open interest changed by 111 which increased total open position to 1118
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 13.5, which was -136.50 lower than the previous day. The implied volatity was 27.22, the open interest changed by 777 which increased total open position to 1001
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 150, which was -132.85 lower than the previous day. The implied volatity was 34.26, the open interest changed by 201 which increased total open position to 217
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 282.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 282.85, which was -26.75 lower than the previous day. The implied volatity was 21.83, the open interest changed by 2 which increased total open position to 12
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 309.6, which was -575.25 lower than the previous day. The implied volatity was 23.95, the open interest changed by 8 which increased total open position to 8
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 884.85, 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 884.85, 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 884.85, 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 884.85, 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 884.85, 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 884.85, 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 884.85, 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 884.85, 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 884.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BRITANNIA 28NOV2024 5450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 629.8 | 70.70 | - | 4 | -2.5 | 92 |
| 20 Nov | 4892.70 | 559.1 | 0.00 | 44.06 | 8 | -5.5 | 95.5 |
| 19 Nov | 4892.70 | 559.1 | 14.10 | 44.06 | 8 | -4.5 | 95.5 |
| 18 Nov | 4911.35 | 545 | 4.30 | 51.01 | 4 | -2.5 | 100.5 |
| 14 Nov | 4915.60 | 540.7 | 134.70 | 46.44 | 3 | -1.5 | 103 |
| 13 Nov | 5046.50 | 406 | -19.90 | 33.48 | 2.5 | 0 | 105 |
| 12 Nov | 5027.55 | 425.9 | 246.00 | 37.44 | 823.5 | -30 | 107 |
| 11 Nov | 5434.65 | 179.9 | 122.40 | 36.44 | 1,188 | 87.5 | 134 |
| 8 Nov | 5747.15 | 57.5 | -2.30 | 33.34 | 100.5 | 38 | 46.5 |
| 7 Nov | 5688.90 | 59.8 | 47.30 | 29.06 | 10.5 | 7.5 | 7.5 |
| 6 Nov | 5694.90 | 12.5 | 0.00 | 5.14 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 12.5 | 0.00 | 3.66 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 12.5 | 0.00 | 4.03 | 0 | 0 | 0 |
| 1 Nov | 5693.05 | 12.5 | 0.00 | 4.93 | 0 | 0 | 0 |
| 31 Oct | 5726.90 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5782.50 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5667.50 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5722.30 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5669.40 | 12.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5612.40 | 12.5 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5450 expiring on 28NOV2024
Delta for 5450 PE is -
Historical price for 5450 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 629.8, which was 70.70 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 184
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 559.1, which was 0.00 lower than the previous day. The implied volatity was 44.06, the open interest changed by -11 which decreased total open position to 191
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 559.1, which was 14.10 higher than the previous day. The implied volatity was 44.06, the open interest changed by -9 which decreased total open position to 191
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 545, which was 4.30 higher than the previous day. The implied volatity was 51.01, the open interest changed by -5 which decreased total open position to 201
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 540.7, which was 134.70 higher than the previous day. The implied volatity was 46.44, the open interest changed by -3 which decreased total open position to 206
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 406, which was -19.90 lower than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 210
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 425.9, which was 246.00 higher than the previous day. The implied volatity was 37.44, the open interest changed by -60 which decreased total open position to 214
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 179.9, which was 122.40 higher than the previous day. The implied volatity was 36.44, the open interest changed by 175 which increased total open position to 268
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 57.5, which was -2.30 lower than the previous day. The implied volatity was 33.34, the open interest changed by 76 which increased total open position to 93
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 59.8, which was 47.30 higher than the previous day. The implied volatity was 29.06, the open interest changed by 15 which increased total open position to 15
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 12.5, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 12.5, which was 0.00 lower than the previous day. The implied volatity was 4.03, 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 12.5, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 12.5, 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 12.5, 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 12.5, 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 12.5, 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 12.5, 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 12.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
