BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4350 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 | 653.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 4761.65 | 653.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 4744.10 | 653.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Dec | 4704.35 | 653.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 4698.10 | 653.4 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4350 expiring on 30JAN2025
Delta for 4350 CE is -
Historical price for 4350 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 653.4, 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 653.4, 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 653.4, 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 653.4, 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 653.4, 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 4350 PE | |||||||
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Delta: -0.08
Vega: 2.18
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 13.4 | 0.95 | 24.39 | 128 | 40 | 74 |
| 26 Dec | 4761.65 | 12.45 | -4.10 | 23.08 | 30 | 11 | 34 |
| 24 Dec | 4744.10 | 16.55 | -8.75 | 23.48 | 52 | 22 | 22 |
| 23 Dec | 4704.35 | 25.3 | 0.00 | 6.92 | 0 | 0 | 0 |
| 20 Dec | 4698.10 | 25.3 | 7.88 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4350 expiring on 30JAN2025
Delta for 4350 PE is -0.08
Historical price for 4350 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 13.4, which was 0.95 higher than the previous day. The implied volatity was 24.39, the open interest changed by 40 which increased total open position to 74
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 12.45, which was -4.10 lower than the previous day. The implied volatity was 23.08, the open interest changed by 11 which increased total open position to 34
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 16.55, which was -8.75 lower than the previous day. The implied volatity was 23.48, the open interest changed by 22 which increased total open position to 22
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 25.3, which was 0.00 lower than the previous day. The implied volatity was 6.92, 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 25.3, which was lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
