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[--[65.84.65.76]--]
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
Put

Lot Size : 100

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
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
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.