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

4888.7 -0.80 (-0.02%)

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Historical option data for BRITANNIA

12 Dec 2024 10:01 AM IST
BRITANNIA 26DEC2024 4400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4890.25 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
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 4890.25. 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
Delta: -0.02
Vega: 0.49
Theta: -0.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4890.25 2.15 -0.70 27.69 30 1 641
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 4890.25. The strike last trading price was 2.15, which was -0.70 lower than the previous day. The implied volatity was 27.69, the open interest changed by 1 which increased total open position to 641


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