BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4300 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 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 | |||||||
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Delta: -0.06
Vega: 1.83
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.06
Historical price for 4300 PE is as follows
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
