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

4769.3 7.66 (0.16%)

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Historical option data for BRITANNIA

27 Dec 2024 04:11 PM IST
BRITANNIA 30JAN2025 4400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 4769.30 1407.4 0.00 - 0 0 0
26 Dec 4761.65 1407.4 0.00 - 0 0 0
24 Dec 4744.10 1407.4 0.00 - 0 0 0
23 Dec 4704.35 1407.4 0.00 - 0 0 0
20 Dec 4698.10 1407.4 1021.50 - 0 0 0
22 Nov 4848.35 385.9 - 0 0 0


For Britannia Industries Ltd - strike price 4400 expiring on 30JAN2025

Delta for 4400 CE is -

Historical price for 4400 CE is as follows

On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 1407.4, 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 1407.4, 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 1407.4, 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 1407.4, 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 1407.4, which was 1021.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 385.9, 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 4400 PE
Delta: -0.10
Vega: 2.51
Theta: -0.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 4769.30 16.2 -0.55 23.44 449 -14 180
26 Dec 4761.65 16.75 -7.05 22.76 356 100 194
24 Dec 4744.10 23.8 -9.25 23.81 118 53 97
23 Dec 4704.35 33.05 -7.95 25.11 80 39 44
20 Dec 4698.10 41 -294.55 25.95 5 4 4
22 Nov 4848.35 335.55 6.43 0 0 0


For Britannia Industries Ltd - strike price 4400 expiring on 30JAN2025

Delta for 4400 PE is -0.10

Historical price for 4400 PE is as follows

On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 16.2, which was -0.55 lower than the previous day. The implied volatity was 23.44, the open interest changed by -14 which decreased total open position to 180


On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 16.75, which was -7.05 lower than the previous day. The implied volatity was 22.76, the open interest changed by 100 which increased total open position to 194


On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 23.8, which was -9.25 lower than the previous day. The implied volatity was 23.81, the open interest changed by 53 which increased total open position to 97


On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 33.05, which was -7.95 lower than the previous day. The implied volatity was 25.11, the open interest changed by 39 which increased total open position to 44


On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 41, which was -294.55 lower than the previous day. The implied volatity was 25.95, the open interest changed by 4 which increased total open position to 4


On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 335.55, which was lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0