BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5500 CE | ||||||||||
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Delta: 0.02
Vega: 0.28
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 1.8 | -0.60 | 45.67 | 1,107 | -323.5 | 1,851 | |||
| 20 Nov | 4892.70 | 2.4 | 0.00 | 36.51 | 1,377.5 | -133 | 2,177 | |||
| 19 Nov | 4892.70 | 2.4 | -0.55 | 36.51 | 1,377.5 | -130.5 | 2,177 | |||
| 18 Nov | 4911.35 | 2.95 | -1.25 | 34.22 | 1,851.5 | -241.5 | 2,308.5 | |||
| 14 Nov | 4915.60 | 4.2 | -3.55 | 30.13 | 2,695.5 | -222.5 | 2,550.5 | |||
| 13 Nov | 5046.50 | 7.75 | -3.05 | 26.41 | 5,897.5 | -719.5 | 2,780.5 | |||
| 12 Nov | 5027.55 | 10.8 | -115.25 | 28.03 | 18,198 | 2,798.5 | 3,516 | |||
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| 11 Nov | 5434.65 | 126.05 | -203.45 | 33.82 | 2,230 | 658 | 691.5 | |||
| 8 Nov | 5747.15 | 329.5 | 30.75 | 29.50 | 6.5 | 2.5 | 33.5 | |||
| 7 Nov | 5688.90 | 298.75 | 25.75 | 33.75 | 2 | 0 | 30.5 | |||
| 6 Nov | 5694.90 | 273 | 52.10 | 24.30 | 10.5 | 4 | 32.5 | |||
| 5 Nov | 5605.10 | 220.9 | -35.40 | 23.91 | 8 | 5.5 | 28 | |||
| 4 Nov | 5625.20 | 256.3 | -108.70 | 27.66 | 47 | 20.5 | 22.5 | |||
| 1 Nov | 5693.05 | 365 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 5726.90 | 365 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 5782.50 | 365 | -235.00 | - | 1 | 0 | 1 | |||
| 29 Oct | 5667.50 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5722.30 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5669.40 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5612.40 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 5748.85 | 600 | 0.00 | - | 0 | 0 | 1 | |||
| 22 Oct | 5727.00 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5778.30 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5887.20 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 5988.50 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6090.10 | 600 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 5978.50 | 600 | 600.00 | - | 0 | 0 | 1 | |||
| 10 Sept | 5969.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 5939.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 5843.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 5850.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 5926.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 5916.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 5922.15 | 0 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5500 expiring on 28NOV2024
Delta for 5500 CE is 0.02
Historical price for 5500 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was 45.67, the open interest changed by -647 which decreased total open position to 3702
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 36.51, the open interest changed by -266 which decreased total open position to 4354
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 36.51, the open interest changed by -261 which decreased total open position to 4354
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 2.95, which was -1.25 lower than the previous day. The implied volatity was 34.22, the open interest changed by -483 which decreased total open position to 4617
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 4.2, which was -3.55 lower than the previous day. The implied volatity was 30.13, the open interest changed by -445 which decreased total open position to 5101
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 7.75, which was -3.05 lower than the previous day. The implied volatity was 26.41, the open interest changed by -1439 which decreased total open position to 5561
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 10.8, which was -115.25 lower than the previous day. The implied volatity was 28.03, the open interest changed by 5597 which increased total open position to 7032
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 126.05, which was -203.45 lower than the previous day. The implied volatity was 33.82, the open interest changed by 1316 which increased total open position to 1383
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 329.5, which was 30.75 higher than the previous day. The implied volatity was 29.50, the open interest changed by 5 which increased total open position to 67
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 298.75, which was 25.75 higher than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 61
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 273, which was 52.10 higher than the previous day. The implied volatity was 24.30, the open interest changed by 8 which increased total open position to 65
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 220.9, which was -35.40 lower than the previous day. The implied volatity was 23.91, the open interest changed by 11 which increased total open position to 56
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 256.3, which was -108.70 lower than the previous day. The implied volatity was 27.66, the open interest changed by 41 which increased total open position to 45
On 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 365, 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 31 Oct BRITANNIA was trading at 5726.90. The strike last trading price was 365, 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 365, which was -235.00 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 600, 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 600, 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 600, 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 600, 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 23 Oct BRITANNIA was trading at 5748.85. The strike last trading price was 600, 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 22 Oct BRITANNIA was trading at 5727.00. The strike last trading price was 600, 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 21 Oct BRITANNIA was trading at 5778.30. The strike last trading price was 600, 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 18 Oct BRITANNIA was trading at 5887.20. The strike last trading price was 600, 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 17 Oct BRITANNIA was trading at 5988.50. The strike last trading price was 600, 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 16 Oct BRITANNIA was trading at 6090.10. The strike last trading price was 600, 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 11 Oct BRITANNIA was trading at 5978.50. The strike last trading price was 600, which was 600.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BRITANNIA was trading at 5969.90. 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 9 Sept BRITANNIA was trading at 5939.45. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BRITANNIA was trading at 5926.55. 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 3 Sept BRITANNIA was trading at 5916.05. 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 2 Sept BRITANNIA was trading at 5922.15. 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 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 690 | 77.00 | - | 8.5 | -4.5 | 300.5 |
| 20 Nov | 4892.70 | 613 | 0.00 | 50.81 | 22.5 | -21 | 305.5 |
| 19 Nov | 4892.70 | 613 | 31.20 | 50.81 | 22.5 | -20.5 | 305.5 |
| 18 Nov | 4911.35 | 581.8 | 3.35 | 44.83 | 28 | -19.5 | 326.5 |
| 14 Nov | 4915.60 | 578.45 | 133.45 | 43.29 | 42 | -25 | 346.5 |
| 13 Nov | 5046.50 | 445 | -22.55 | 31.02 | 92.5 | -15 | 373.5 |
| 12 Nov | 5027.55 | 467.55 | 267.55 | 36.41 | 1,327.5 | -167.5 | 388.5 |
| 11 Nov | 5434.65 | 200 | 132.00 | 34.79 | 4,239 | 221.5 | 558.5 |
| 8 Nov | 5747.15 | 68 | -7.30 | 32.79 | 835 | 84.5 | 341.5 |
| 7 Nov | 5688.90 | 75.3 | 7.10 | 29.28 | 426 | 56 | 258 |
| 6 Nov | 5694.90 | 68.2 | -34.75 | 28.35 | 236.5 | -1.5 | 202.5 |
| 5 Nov | 5605.10 | 102.95 | 13.00 | 30.17 | 145 | -2.5 | 204.5 |
| 4 Nov | 5625.20 | 89.95 | -5.05 | 28.34 | 452 | 24 | 207 |
| 1 Nov | 5693.05 | 95 | 13.90 | 31.70 | 26.5 | 4 | 182 |
| 31 Oct | 5726.90 | 81.1 | 20.25 | - | 65 | 19 | 182 |
| 30 Oct | 5782.50 | 60.85 | -14.15 | - | 73 | 10 | 163 |
| 29 Oct | 5667.50 | 75 | 13.00 | - | 98 | 14 | 153 |
| 28 Oct | 5722.30 | 62 | -18.00 | - | 58 | 7 | 139 |
| 25 Oct | 5669.40 | 80 | -26.00 | - | 99 | 78 | 132 |
| 24 Oct | 5612.40 | 106 | 35.70 | - | 37 | 31 | 54 |
| 23 Oct | 5748.85 | 70.3 | 0.00 | - | 0 | 3 | 0 |
| 22 Oct | 5727.00 | 70.3 | 20.95 | - | 6 | 3 | 23 |
| 21 Oct | 5778.30 | 49.35 | 24.90 | - | 19 | 13 | 19 |
| 18 Oct | 5887.20 | 24.45 | -0.50 | - | 3 | 2 | 5 |
| 17 Oct | 5988.50 | 24.95 | 0.95 | - | 1 | 0 | 2 |
| 16 Oct | 6090.10 | 24 | -72.85 | - | 2 | 1 | 1 |
| 11 Oct | 5978.50 | 96.85 | 96.85 | - | 0 | 0 | 0 |
| 10 Sept | 5969.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 5939.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 5843.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 5850.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 5926.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 5916.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 5922.15 | 0 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5500 expiring on 28NOV2024
Delta for 5500 PE is -
Historical price for 5500 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 690, which was 77.00 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 601
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 613, which was 0.00 lower than the previous day. The implied volatity was 50.81, the open interest changed by -42 which decreased total open position to 611
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 613, which was 31.20 higher than the previous day. The implied volatity was 50.81, the open interest changed by -41 which decreased total open position to 611
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 581.8, which was 3.35 higher than the previous day. The implied volatity was 44.83, the open interest changed by -39 which decreased total open position to 653
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 578.45, which was 133.45 higher than the previous day. The implied volatity was 43.29, the open interest changed by -50 which decreased total open position to 693
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 445, which was -22.55 lower than the previous day. The implied volatity was 31.02, the open interest changed by -30 which decreased total open position to 747
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 467.55, which was 267.55 higher than the previous day. The implied volatity was 36.41, the open interest changed by -335 which decreased total open position to 777
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 200, which was 132.00 higher than the previous day. The implied volatity was 34.79, the open interest changed by 443 which increased total open position to 1117
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 68, which was -7.30 lower than the previous day. The implied volatity was 32.79, the open interest changed by 169 which increased total open position to 683
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 75.3, which was 7.10 higher than the previous day. The implied volatity was 29.28, the open interest changed by 112 which increased total open position to 516
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 68.2, which was -34.75 lower than the previous day. The implied volatity was 28.35, the open interest changed by -3 which decreased total open position to 405
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 102.95, which was 13.00 higher than the previous day. The implied volatity was 30.17, the open interest changed by -5 which decreased total open position to 409
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 89.95, which was -5.05 lower than the previous day. The implied volatity was 28.34, the open interest changed by 48 which increased total open position to 414
On 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 95, which was 13.90 higher than the previous day. The implied volatity was 31.70, the open interest changed by 8 which increased total open position to 364
On 31 Oct BRITANNIA was trading at 5726.90. The strike last trading price was 81.1, which was 20.25 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 60.85, which was -14.15 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 75, which was 13.00 higher 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 62, which was -18.00 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 80, which was -26.00 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 106, which was 35.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BRITANNIA was trading at 5748.85. The strike last trading price was 70.3, 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 22 Oct BRITANNIA was trading at 5727.00. The strike last trading price was 70.3, which was 20.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BRITANNIA was trading at 5778.30. The strike last trading price was 49.35, which was 24.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BRITANNIA was trading at 5887.20. The strike last trading price was 24.45, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BRITANNIA was trading at 5988.50. The strike last trading price was 24.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BRITANNIA was trading at 6090.10. The strike last trading price was 24, which was -72.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BRITANNIA was trading at 5978.50. The strike last trading price was 96.85, which was 96.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BRITANNIA was trading at 5969.90. 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 9 Sept BRITANNIA was trading at 5939.45. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BRITANNIA was trading at 5926.55. 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 3 Sept BRITANNIA was trading at 5916.05. 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 2 Sept BRITANNIA was trading at 5922.15. 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
