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

4799.45 30.15 (0.63%)

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Historical option data for BRITANNIA

30 Dec 2024 04:11 PM IST
BRITANNIA 30JAN2025 4300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
30 Dec 4799.45 1504.95 0.00 - 0 0 0
27 Dec 4769.30 1504.95 0.00 - 0 0 0
26 Dec 4761.65 1504.95 0.00 - 0 0 0
24 Dec 4744.10 1504.95 0.00 - 0 0 0
23 Dec 4704.35 1504.95 0.00 - 0 0 0
20 Dec 4698.10 1504.95 - 0 0 0


For Britannia Industries Ltd - strike price 4300 expiring on 30JAN2025

Delta for 4300 CE is -

Historical price for 4300 CE is as follows

On 30 Dec BRITANNIA was trading at 4799.45. The strike last trading price was 1504.95, 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 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 1504.95, 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 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 1504.95, 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 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 1504.95, 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 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 1504.95, 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 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 1504.95, 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 30JAN2025 4300 PE
Delta: -0.05
Vega: 1.40
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 4799.45 6.95 -3.50 24.17 131 -14 457
27 Dec 4769.30 10.45 0.20 24.97 892 433 472
26 Dec 4761.65 10.25 -4.50 24.00 124 4 38
24 Dec 4744.10 14.75 -5.95 24.83 54 19 34
23 Dec 4704.35 20.7 19.95 25.87 16 2 2
20 Dec 4698.10 0.75 8.64 0 0 0


For Britannia Industries Ltd - strike price 4300 expiring on 30JAN2025

Delta for 4300 PE is -0.05

Historical price for 4300 PE is as follows

On 30 Dec BRITANNIA was trading at 4799.45. The strike last trading price was 6.95, which was -3.50 lower than the previous day. The implied volatity was 24.17, the open interest changed by -14 which decreased total open position to 457


On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 10.45, which was 0.20 higher than the previous day. The implied volatity was 24.97, the open interest changed by 433 which increased total open position to 472


On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 10.25, which was -4.50 lower than the previous day. The implied volatity was 24.00, the open interest changed by 4 which increased total open position to 38


On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 14.75, which was -5.95 lower than the previous day. The implied volatity was 24.83, the open interest changed by 19 which increased total open position to 34


On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 20.7, which was 19.95 higher than the previous day. The implied volatity was 25.87, the open interest changed by 2 which increased total open position to 2


On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0