BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
21 Nov 2024 04:11 PM IST
| BRITANNIA 28NOV2024 5600 CE | ||||||||||
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Delta: 0.01
Vega: 0.24
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4803.35 | 1.6 | -0.20 | 49.95 | 562.5 | -152.5 | 924 | |||
| 20 Nov | 4892.70 | 1.8 | 0.00 | 39.52 | 627.5 | -98 | 1,080.5 | |||
| 19 Nov | 4892.70 | 1.8 | -0.70 | 39.52 | 627.5 | -94 | 1,080.5 | |||
| 18 Nov | 4911.35 | 2.5 | -0.75 | 37.83 | 845 | -59.5 | 1,175 | |||
| 14 Nov | 4915.60 | 3.25 | -2.25 | 32.76 | 1,454.5 | -160 | 1,235 | |||
| 13 Nov | 5046.50 | 5.5 | -1.70 | 28.76 | 1,915 | -130 | 1,394.5 | |||
| 12 Nov | 5027.55 | 7.2 | -81.50 | 29.76 | 9,529.5 | 1,005.5 | 1,555.5 | |||
| 11 Nov | 5434.65 | 88.7 | -169.65 | 33.68 | 2,653.5 | 361.5 | 534.5 | |||
| 8 Nov | 5747.15 | 258.35 | 48.35 | 29.32 | 435 | 67.5 | 173.5 | |||
| 7 Nov | 5688.90 | 210 | 3.05 | 28.48 | 547 | 32 | 105 | |||
| 6 Nov | 5694.90 | 206.95 | 37.55 | 24.73 | 270.5 | 10.5 | 74 | |||
| 5 Nov | 5605.10 | 169.4 | -24.65 | 25.49 | 209 | 9 | 63.5 | |||
| 4 Nov | 5625.20 | 194.05 | -57.20 | 27.29 | 161 | 38.5 | 53.5 | |||
| 1 Nov | 5693.05 | 251.25 | -3.45 | 28.29 | 2 | 0 | 13 | |||
| 31 Oct | 5726.90 | 254.7 | 0.00 | - | 0 | -2 | 0 | |||
| 30 Oct | 5782.50 | 254.7 | 52.30 | - | 15 | -2 | 13 | |||
| 29 Oct | 5667.50 | 202.4 | -68.40 | - | 23 | 5 | 14 | |||
| 28 Oct | 5722.30 | 270.8 | 51.80 | - | 9 | 3 | 9 | |||
| 25 Oct | 5669.40 | 219 | 11.15 | - | 6 | 3 | 6 | |||
| 24 Oct | 5612.40 | 207.85 | -250.05 | - | 5 | 3 | 3 | |||
| 23 Oct | 5748.85 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 5727.00 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5778.30 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5887.20 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 5988.50 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6090.10 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6068.70 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 5978.05 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 5978.50 | 457.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 6002.15 | 457.9 | 457.90 | - | 0 | 0 | 0 | |||
| 16 Sept | 6063.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Sept | 6008.65 | 0 | 0.00 | - | 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 5600 expiring on 28NOV2024
Delta for 5600 CE is 0.01
Historical price for 5600 CE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 49.95, the open interest changed by -305 which decreased total open position to 1848
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 39.52, the open interest changed by -196 which decreased total open position to 2161
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 39.52, the open interest changed by -188 which decreased total open position to 2161
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 2.5, which was -0.75 lower than the previous day. The implied volatity was 37.83, the open interest changed by -119 which decreased total open position to 2350
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 3.25, which was -2.25 lower than the previous day. The implied volatity was 32.76, the open interest changed by -320 which decreased total open position to 2470
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 5.5, which was -1.70 lower than the previous day. The implied volatity was 28.76, the open interest changed by -260 which decreased total open position to 2789
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 7.2, which was -81.50 lower than the previous day. The implied volatity was 29.76, the open interest changed by 2011 which increased total open position to 3111
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 88.7, which was -169.65 lower than the previous day. The implied volatity was 33.68, the open interest changed by 723 which increased total open position to 1069
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 258.35, which was 48.35 higher than the previous day. The implied volatity was 29.32, the open interest changed by 135 which increased total open position to 347
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 210, which was 3.05 higher than the previous day. The implied volatity was 28.48, the open interest changed by 64 which increased total open position to 210
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 206.95, which was 37.55 higher than the previous day. The implied volatity was 24.73, the open interest changed by 21 which increased total open position to 148
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 169.4, which was -24.65 lower than the previous day. The implied volatity was 25.49, the open interest changed by 18 which increased total open position to 127
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 194.05, which was -57.20 lower than the previous day. The implied volatity was 27.29, the open interest changed by 77 which increased total open position to 107
On 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 251.25, which was -3.45 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 26
On 31 Oct BRITANNIA was trading at 5726.90. The strike last trading price was 254.7, 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 254.7, which was 52.30 higher 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 202.4, which was -68.40 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 270.8, which was 51.80 higher 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 219, which was 11.15 higher 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 207.85, which was -250.05 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 457.9, 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 457.9, 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 457.9, 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 457.9, 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 457.9, 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 457.9, 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 15 Oct BRITANNIA was trading at 6068.70. The strike last trading price was 457.9, 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 14 Oct BRITANNIA was trading at 5978.05. The strike last trading price was 457.9, 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 457.9, 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 10 Oct BRITANNIA was trading at 6002.15. The strike last trading price was 457.9, which was 457.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BRITANNIA was trading at 6063.00. 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 11 Sept BRITANNIA was trading at 6008.65. 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 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 5600 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 | 790 | 77.55 | - | 5 | -3.5 | 226 |
| 20 Nov | 4892.70 | 712.45 | 0.00 | 56.39 | 13.5 | -8.5 | 229.5 |
| 19 Nov | 4892.70 | 712.45 | 27.35 | 56.39 | 13.5 | -8.5 | 229.5 |
| 18 Nov | 4911.35 | 685.1 | 15.10 | 53.46 | 119 | 44.5 | 338.5 |
| 14 Nov | 4915.60 | 670 | 130.00 | 43.16 | 13.5 | -8 | 294.5 |
| 13 Nov | 5046.50 | 540 | -16.20 | 32.90 | 110.5 | -98 | 303 |
| 12 Nov | 5027.55 | 556.2 | 294.65 | 37.19 | 431 | -100.5 | 401 |
| 11 Nov | 5434.65 | 261.55 | 167.50 | 34.56 | 2,955 | 129.5 | 510 |
| 8 Nov | 5747.15 | 94.05 | -16.85 | 31.71 | 726 | 40.5 | 385 |
| 7 Nov | 5688.90 | 110.9 | 10.00 | 29.20 | 946 | 152.5 | 342 |
| 6 Nov | 5694.90 | 100.9 | -44.10 | 28.11 | 276 | -0.5 | 192.5 |
| 5 Nov | 5605.10 | 145 | 19.05 | 30.22 | 257.5 | 6.5 | 192.5 |
| 4 Nov | 5625.20 | 125.95 | 0.00 | 27.72 | 583 | 37 | 187 |
| 1 Nov | 5693.05 | 125.95 | 13.75 | 30.82 | 23.5 | 7.5 | 149.5 |
| 31 Oct | 5726.90 | 112.2 | 28.20 | - | 71 | 23 | 142 |
| 30 Oct | 5782.50 | 84 | -31.00 | - | 104 | 11 | 120 |
| 29 Oct | 5667.50 | 115 | 20.00 | - | 92 | 21 | 108 |
| 28 Oct | 5722.30 | 95 | -20.25 | - | 35 | 11 | 86 |
| 25 Oct | 5669.40 | 115.25 | -27.90 | - | 29 | 9 | 75 |
| 24 Oct | 5612.40 | 143.15 | 48.15 | - | 72 | 20 | 66 |
| 23 Oct | 5748.85 | 95 | -10.00 | - | 10 | 1 | 46 |
| 22 Oct | 5727.00 | 105 | 33.00 | - | 28 | 6 | 44 |
| 21 Oct | 5778.30 | 72 | 17.00 | - | 1 | 0 | 37 |
| 18 Oct | 5887.20 | 55 | 31.00 | - | 4 | 2 | 37 |
| 17 Oct | 5988.50 | 24 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 6090.10 | 24 | -8.00 | - | 1 | 0 | 34 |
| 15 Oct | 6068.70 | 32 | -13.25 | - | 12 | 0 | 34 |
| 14 Oct | 5978.05 | 45.25 | -4.75 | - | 4 | 2 | 35 |
| 11 Oct | 5978.50 | 50 | 20.00 | - | 33 | 30 | 32 |
| 10 Oct | 6002.15 | 30 | 30.00 | - | 1 | 0 | 1 |
| 16 Sept | 6063.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 6008.65 | 0 | 0.00 | - | 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 5600 expiring on 28NOV2024
Delta for 5600 PE is -
Historical price for 5600 PE is as follows
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 790, which was 77.55 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 452
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 712.45, which was 0.00 lower than the previous day. The implied volatity was 56.39, the open interest changed by -17 which decreased total open position to 459
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 712.45, which was 27.35 higher than the previous day. The implied volatity was 56.39, the open interest changed by -17 which decreased total open position to 459
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 685.1, which was 15.10 higher than the previous day. The implied volatity was 53.46, the open interest changed by 89 which increased total open position to 677
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 670, which was 130.00 higher than the previous day. The implied volatity was 43.16, the open interest changed by -16 which decreased total open position to 589
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 540, which was -16.20 lower than the previous day. The implied volatity was 32.90, the open interest changed by -196 which decreased total open position to 606
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 556.2, which was 294.65 higher than the previous day. The implied volatity was 37.19, the open interest changed by -201 which decreased total open position to 802
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 261.55, which was 167.50 higher than the previous day. The implied volatity was 34.56, the open interest changed by 259 which increased total open position to 1020
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 94.05, which was -16.85 lower than the previous day. The implied volatity was 31.71, the open interest changed by 81 which increased total open position to 770
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 110.9, which was 10.00 higher than the previous day. The implied volatity was 29.20, the open interest changed by 305 which increased total open position to 684
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 100.9, which was -44.10 lower than the previous day. The implied volatity was 28.11, the open interest changed by -1 which decreased total open position to 385
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 145, which was 19.05 higher than the previous day. The implied volatity was 30.22, the open interest changed by 13 which increased total open position to 385
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 125.95, which was 0.00 lower than the previous day. The implied volatity was 27.72, the open interest changed by 74 which increased total open position to 374
On 1 Nov BRITANNIA was trading at 5693.05. The strike last trading price was 125.95, which was 13.75 higher than the previous day. The implied volatity was 30.82, the open interest changed by 15 which increased total open position to 299
On 31 Oct BRITANNIA was trading at 5726.90. The strike last trading price was 112.2, which was 28.20 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 84, which was -31.00 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 115, which was 20.00 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 95, which was -20.25 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 115.25, which was -27.90 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 143.15, which was 48.15 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 95, which was -10.00 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 105, which was 33.00 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 72, which was 17.00 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 55, which was 31.00 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 24, 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 24, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BRITANNIA was trading at 6068.70. The strike last trading price was 32, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BRITANNIA was trading at 5978.05. The strike last trading price was 45.25, which was -4.75 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 50, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BRITANNIA was trading at 6002.15. The strike last trading price was 30, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BRITANNIA was trading at 6063.00. 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 11 Sept BRITANNIA was trading at 6008.65. 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 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
