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[--[65.84.65.76]--]
BRITANNIA
Britannia Industries Ltd

4900 10.50 (0.21%)

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Historical option data for BRITANNIA

12 Dec 2024 10:21 AM IST
BRITANNIA 26DEC2024 4000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4900.25 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 4900.25. 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 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
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4900.25 1 -0.75 42.74 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 4900.25. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 42.74, 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