BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
BRITANNIA 30JAN2025 4400 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 | 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 | |||
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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 | |||||||
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Delta: -0.10
Vega: 2.51
Theta: -0.73
Gamma: 0.00
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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