BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:11 AM IST
| BRITANNIA 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 4878.10 | 2326.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4889.50 | 2326.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4787.25 | 2326.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 4793.00 | 2326.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 4870.85 | 2326.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 4872.00 | 2326.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 4851.55 | 2326.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 4907.25 | 2326.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 2326.25 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4000 expiring on 26DEC2024
Delta for 4000 CE is -
Historical price for 4000 CE is as follows
On 12 Dec BRITANNIA was trading at 4878.10. The strike last trading price was 2326.25, 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 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 2326.25, 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 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 2326.25, 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 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 2326.25, 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 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 2326.25, 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 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 2326.25, 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 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 2326.25, 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 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 2326.25, 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 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 2326.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 26DEC2024 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.19
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4878.10 | 1 | -0.75 | 42.85 | 2 | 0 | 60 |
| 11 Dec | 4889.50 | 1.75 | 0.20 | 45.04 | 34 | -1 | 56 |
| 10 Dec | 4787.25 | 1.55 | -1.40 | 39.33 | 228 | -32 | 58 |
| 9 Dec | 4793.00 | 2.95 | -0.05 | 42.00 | 14 | 6 | 89 |
| 6 Dec | 4870.85 | 3 | 0.10 | 41.71 | 1 | 0 | 83 |
| 5 Dec | 4872.00 | 2.9 | -0.45 | 40.34 | 24 | 13 | 73 |
| 4 Dec | 4851.55 | 3.35 | 0.60 | 39.71 | 4 | 3 | 59 |
| 2 Dec | 4907.25 | 2.75 | -0.75 | 39.09 | 25 | 20 | 56 |
| 29 Nov | 4941.15 | 3.5 | 39.16 | 60 | 37 | 37 | |
For Britannia Industries Ltd - strike price 4000 expiring on 26DEC2024
Delta for 4000 PE is -0.01
Historical price for 4000 PE is as follows
On 12 Dec BRITANNIA was trading at 4878.10. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 42.85, the open interest changed by 0 which decreased total open position to 60
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 45.04, the open interest changed by -1 which decreased total open position to 56
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 1.55, which was -1.40 lower than the previous day. The implied volatity was 39.33, the open interest changed by -32 which decreased total open position to 58
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 42.00, the open interest changed by 6 which increased total open position to 89
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 3, which was 0.10 higher than the previous day. The implied volatity was 41.71, the open interest changed by 0 which decreased total open position to 83
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 2.9, which was -0.45 lower than the previous day. The implied volatity was 40.34, the open interest changed by 13 which increased total open position to 73
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 3.35, which was 0.60 higher than the previous day. The implied volatity was 39.71, the open interest changed by 3 which increased total open position to 59
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 2.75, which was -0.75 lower than the previous day. The implied volatity was 39.09, the open interest changed by 20 which increased total open position to 56
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was 39.16, the open interest changed by 37 which increased total open position to 37
