BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:21 AM IST
BRITANNIA 26DEC2024 4400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 4900.25 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 4889.50 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 4787.25 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 4793.00 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 4870.85 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 4872.00 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 4851.55 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 4909.60 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 4907.25 | 1933.55 | 0.00 | - | 0 | 0 | 0 | |||
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29 Nov | 4941.15 | 1933.55 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 4400 expiring on 26DEC2024
Delta for 4400 CE is -
Historical price for 4400 CE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 1933.55, 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 1933.55, 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 1933.55, 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 1933.55, 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 1933.55, 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 1933.55, 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 1933.55, 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 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 1933.55, 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 1933.55, 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 1933.55, 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 4400 PE | |||||||
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Delta: -0.02
Vega: 0.48
Theta: -0.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 4900.25 | 2.1 | -0.75 | 28.11 | 36 | 0 | 640 |
11 Dec | 4889.50 | 2.85 | -2.15 | 28.22 | 332 | 10 | 639 |
10 Dec | 4787.25 | 5 | -2.60 | 26.16 | 441 | 8 | 629 |
9 Dec | 4793.00 | 7.6 | 2.35 | 27.74 | 645 | 84 | 621 |
6 Dec | 4870.85 | 5.25 | -0.50 | 26.82 | 38 | 4 | 538 |
5 Dec | 4872.00 | 5.75 | -1.95 | 26.46 | 404 | -4 | 536 |
4 Dec | 4851.55 | 7.7 | 1.85 | 26.77 | 279 | 66 | 548 |
3 Dec | 4909.60 | 5.85 | -2.50 | 27.24 | 383 | 59 | 487 |
2 Dec | 4907.25 | 8.35 | -0.30 | 28.80 | 587 | 151 | 433 |
29 Nov | 4941.15 | 8.65 | 28.51 | 533 | 282 | 282 |
For Britannia Industries Ltd - strike price 4400 expiring on 26DEC2024
Delta for 4400 PE is -0.02
Historical price for 4400 PE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 640
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 2.85, which was -2.15 lower than the previous day. The implied volatity was 28.22, the open interest changed by 10 which increased total open position to 639
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 5, which was -2.60 lower than the previous day. The implied volatity was 26.16, the open interest changed by 8 which increased total open position to 629
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 7.6, which was 2.35 higher than the previous day. The implied volatity was 27.74, the open interest changed by 84 which increased total open position to 621
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 5.25, which was -0.50 lower than the previous day. The implied volatity was 26.82, the open interest changed by 4 which increased total open position to 538
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 5.75, which was -1.95 lower than the previous day. The implied volatity was 26.46, the open interest changed by -4 which decreased total open position to 536
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 7.7, which was 1.85 higher than the previous day. The implied volatity was 26.77, the open interest changed by 66 which increased total open position to 548
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 5.85, which was -2.50 lower than the previous day. The implied volatity was 27.24, the open interest changed by 59 which increased total open position to 487
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 8.35, which was -0.30 lower than the previous day. The implied volatity was 28.80, the open interest changed by 151 which increased total open position to 433
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was 28.51, the open interest changed by 282 which increased total open position to 282