BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5550 CE | ||||||||||
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Delta: 0.01
Vega: 0.23
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 1.4 | 0.05 | 46.61 | 63 | -12 | 524.5 | |||
| 20 Nov | 4892.70 | 1.35 | 0.00 | 35.79 | 118 | 4.5 | 536.5 | |||
| 19 Nov | 4892.70 | 1.35 | -1.30 | 35.79 | 118 | 4.5 | 536.5 | |||
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| 18 Nov | 4911.35 | 2.65 | -1.20 | 35.92 | 312 | 25 | 532 | |||
| 14 Nov | 4915.60 | 3.85 | -2.75 | 31.70 | 544.5 | 20 | 510 | |||
| 13 Nov | 5046.50 | 6.6 | -2.25 | 27.68 | 920.5 | 132.5 | 490 | |||
| 12 Nov | 5027.55 | 8.85 | -99.95 | 28.94 | 2,850.5 | 249 | 360.5 | |||
| 11 Nov | 5434.65 | 108.8 | -191.20 | 34.33 | 345 | 92.5 | 111 | |||
| 8 Nov | 5747.15 | 300 | 47.45 | 31.01 | 4.5 | 0 | 19 | |||
| 7 Nov | 5688.90 | 252.55 | 2.65 | 30.87 | 24 | 5.5 | 19.5 | |||
| 6 Nov | 5694.90 | 249.9 | 53.90 | 26.84 | 10 | 7.5 | 13 | |||
| 5 Nov | 5605.10 | 196 | -29.15 | 25.15 | 14 | 3.5 | 5.5 | |||
| 4 Nov | 5625.20 | 225.15 | -568.10 | 27.69 | 2.5 | 1 | 1 | |||
| 1 Nov | 5693.05 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5726.90 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5782.50 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5667.50 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5722.30 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5669.40 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5612.40 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 5748.85 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 5727.00 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5778.30 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5887.20 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 5988.50 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6090.10 | 793.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 5978.50 | 793.25 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5550 expiring on 28NOV2024
Delta for 5550 CE is 0.01
Historical price for 5550 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 46.61, the open interest changed by -24 which decreased total open position to 1049
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 35.79, the open interest changed by 9 which increased total open position to 1073
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1.35, which was -1.30 lower than the previous day. The implied volatity was 35.79, the open interest changed by 9 which increased total open position to 1073
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 2.65, which was -1.20 lower than the previous day. The implied volatity was 35.92, the open interest changed by 50 which increased total open position to 1064
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 3.85, which was -2.75 lower than the previous day. The implied volatity was 31.70, the open interest changed by 40 which increased total open position to 1020
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 6.6, which was -2.25 lower than the previous day. The implied volatity was 27.68, the open interest changed by 265 which increased total open position to 980
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 8.85, which was -99.95 lower than the previous day. The implied volatity was 28.94, the open interest changed by 498 which increased total open position to 721
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 108.8, which was -191.20 lower than the previous day. The implied volatity was 34.33, the open interest changed by 185 which increased total open position to 222
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 300, which was 47.45 higher than the previous day. The implied volatity was 31.01, the open interest changed by 0 which decreased total open position to 38
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 252.55, which was 2.65 higher than the previous day. The implied volatity was 30.87, the open interest changed by 11 which increased total open position to 39
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 249.9, which was 53.90 higher than the previous day. The implied volatity was 26.84, the open interest changed by 15 which increased total open position to 26
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 196, which was -29.15 lower than the previous day. The implied volatity was 25.15, the open interest changed by 7 which increased total open position to 11
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 225.15, which was -568.10 lower than the previous day. The implied volatity was 27.69, the open interest changed by 2 which increased total open position to 2
On 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, 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 793.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BRITANNIA 28NOV2024 5550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4803.35 | 727.05 | 97.70 | - | 0.5 | 0 | 78.5 |
| 20 Nov | 4892.70 | 629.35 | 0.00 | - | 0.5 | -0.5 | 79 |
| 19 Nov | 4892.70 | 629.35 | 9.35 | - | 0.5 | 0 | 79 |
| 18 Nov | 4911.35 | 620 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 14 Nov | 4915.60 | 620 | 122.10 | 40.67 | 0.5 | 0 | 79.5 |
| 13 Nov | 5046.50 | 497.9 | -23.25 | 35.19 | 4 | 1 | 79.5 |
| 12 Nov | 5027.55 | 521.15 | 290.05 | 41.36 | 94.5 | -17 | 78.5 |
| 11 Nov | 5434.65 | 231.1 | 152.60 | 35.00 | 744.5 | 43.5 | 96 |
| 8 Nov | 5747.15 | 78.5 | -9.55 | 31.89 | 138.5 | 24 | 57 |
| 7 Nov | 5688.90 | 88.05 | 16.05 | 28.46 | 63 | 31.5 | 33 |
| 6 Nov | 5694.90 | 72 | 39.60 | 25.91 | 0.5 | 0 | 1 |
| 5 Nov | 5605.10 | 32.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 32.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 5693.05 | 32.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 5726.90 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5782.50 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5667.50 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5722.30 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5669.40 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 5612.40 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5748.85 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5727.00 | 32.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5778.30 | 32.4 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 5887.20 | 32.4 | 12.75 | - | 1 | 0 | 0 |
| 17 Oct | 5988.50 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6090.10 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 5978.50 | 19.65 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5550 expiring on 28NOV2024
Delta for 5550 PE is -
Historical price for 5550 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 727.05, which was 97.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 157
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 629.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 158
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 629.35, which was 9.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 158
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 620, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 620, which was 122.10 higher than the previous day. The implied volatity was 40.67, the open interest changed by 0 which decreased total open position to 159
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 497.9, which was -23.25 lower than the previous day. The implied volatity was 35.19, the open interest changed by 2 which increased total open position to 159
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 521.15, which was 290.05 higher than the previous day. The implied volatity was 41.36, the open interest changed by -34 which decreased total open position to 157
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 231.1, which was 152.60 higher than the previous day. The implied volatity was 35.00, the open interest changed by 87 which increased total open position to 192
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 78.5, which was -9.55 lower than the previous day. The implied volatity was 31.89, the open interest changed by 48 which increased total open position to 114
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 88.05, which was 16.05 higher than the previous day. The implied volatity was 28.46, the open interest changed by 63 which increased total open position to 66
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 72, which was 39.60 higher than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 2
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 32.4, 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 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 32.4, 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 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 32.4, 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 32.4, 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 32.4, 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 32.4, 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 32.4, 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 32.4, 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 32.4, 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 32.4, 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 32.4, 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 32.4, 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 32.4, which was 12.75 higher 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 19.65, 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 16 Oct BRITANNIA was trading at 6090.10. The strike last trading price was 19.65, 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 11 Oct BRITANNIA was trading at 5978.50. The strike last trading price was 19.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
