BRITANNIA
Britannia Industries Ltd
4909.6
2.35 (0.05%)
Option Chain for BRITANNIA
03 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 100 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 1933.55 | 0.00 | 4400 | -2.50 | 5.85 | 27.24 | 383 | 59 | 487 | -0.04 |
- | 0 | 0 | 0 | - | 1326.60 | 0.00 | 4450 | 0.00 | 0.25 | 9.98 | 0 | 0 | 0 | -0.00 |
- | 6 | 0 | 1 | - | 427.00 | -40.00 | 4500 | -3.65 | 9.50 | 25.43 | 299 | -76 | 460 | -0.07 |
- | 0 | 0 | 0 | - | 1228.00 | 0.00 | 4550 | -3.35 | 12.80 | 24.86 | 65 | -1 | 37 | -0.09 |
0.91 | 2 | 0 | 5 | 21.56 | 350.05 | -9.75 | 4600 | -4.45 | 16.00 | 23.81 | 369 | 26 | 295 | -0.11 |
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0.93 | 2 | 0 | 2 | 16.97 | 296.25 | -11.15 | 4650 | -5.60 | 20.20 | 22.80 | 245 | -2 | 130 | -0.14 |
0.00 | 0 | 3 | 0 | 0.00 | 269.85 | 0.00 | 4700 | -5.80 | 27.20 | 22.29 | 365 | 23 | 392 | -0.18 |
0.00 | 0 | 0 | 0 | 0.00 | 300.00 | 0.00 | 4750 | -7.30 | 35.70 | 21.63 | 356 | 2 | 102 | -0.23 |
0.73 | 124 | 1 | 81 | 19.34 | 180.00 | -12.40 | 4800 | -8.90 | 46.80 | 21.03 | 793 | 7 | 437 | -0.28 |
0.66 | 140 | 17 | 176 | 19.57 | 147.30 | -8.70 | 4850 | -6.40 | 63.55 | 21.04 | 792 | 32 | 129 | -0.35 |
0.58 | 615 | 178 | 1,309 | 20.11 | 120.20 | -0.20 | 4900 | -9.70 | 81.20 | 20.48 | 1,080 | 87 | 670 | -0.43 |
0.50 | 819 | 128 | 1,060 | 19.86 | 93.35 | -8.40 | 4950 | -7.55 | 105.20 | 20.46 | 304 | 15 | 557 | -0.50 |
0.42 | 2,472 | 410 | 2,605 | 20.08 | 72.75 | -6.65 | 5000 | -5.20 | 137.95 | 21.45 | 381 | 67 | 675 | -0.58 |
0.34 | 711 | 58 | 732 | 20.13 | 55.10 | -5.85 | 5050 | 0.80 | 171.50 | 21.91 | 26 | 2 | 84 | -0.64 |
0.28 | 668 | 77 | 950 | 20.33 | 41.50 | -4.05 | 5100 | 1.05 | 203.00 | 21.18 | 17 | 1 | 178 | -0.72 |
0.22 | 344 | 10 | 301 | 20.52 | 30.80 | -3.20 | 5150 | 0.00 | 249.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.17 | 1,523 | 157 | 1,289 | 20.98 | 23.55 | -2.05 | 5200 | 22.00 | 292.00 | 24.33 | 8 | 0 | 270 | -0.79 |
0.14 | 198 | 50 | 192 | 21.64 | 18.25 | -0.90 | 5250 | 0.00 | 299.45 | 0.00 | 0 | 1 | 0 | 0.00 |
0.11 | 624 | 239 | 905 | 22.27 | 14.25 | -0.25 | 5300 | -7.45 | 371.05 | 22.31 | 6 | 1 | 48 | -0.89 |
0.09 | 222 | 75 | 403 | 22.94 | 11.25 | 0.15 | 5350 | 0.00 | 52.00 | - | 0 | 0 | 0 | - |
0.07 | 964 | 518 | 1,857 | 23.97 | 9.55 | 1.05 | 5400 | 0.00 | 475.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 105 | 23 | 242 | 24.89 | 8.05 | 1.15 | 5450 | 0.00 | 75.25 | - | 0 | 0 | 0 | - |
0.05 | 1,155 | 101 | 716 | 25.88 | 7.00 | 0.90 | 5500 | 25.50 | 582.00 | 35.82 | 3 | 0 | 210 | -0.87 |
0.00 | 0 | 1 | 0 | 0.00 | 1.95 | 0.00 | 5550 | 0.00 | 520.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 403 | 103 | 540 | 27.54 | 5.05 | 1.30 | 5600 | 0.00 | 648.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 281.00 | 0.00 | 5650 | 0.00 | 141.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 349 | 87 | 343 | 29.63 | 4.10 | 0.80 | 5700 | 101.00 | 776.00 | 39.65 | 2 | 0 | 5 | -0.92 |
0.00 | 0 | 0 | 0 | 0.00 | 226.45 | 0.00 | 5750 | 0.00 | 185.65 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 3,699 | 3,662 | 8,271 | 31.66 | 3.45 | 0.55 | 5800 | 0.00 | 810.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 179.40 | 0.00 | 5850 | 0.00 | 237.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 59 | 18 | 41 | 33.39 | 2.80 | -0.05 | 5900 | 0.00 | 939.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 139.75 | 0.00 | 5950 | 0.00 | 296.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 244 | 40 | 65 | 35.47 | 2.50 | 0.30 | 6000 | 0.00 | 1025.00 | 0.00 | 0 | 0 | 0 | 0.00 |
15,448 | 5,166 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.