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

4769.3 7.66 (0.16%)

Back to Option Chain


Historical option data for BRITANNIA

27 Dec 2024 04:11 PM IST
BRITANNIA 30JAN2025 4450 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 4769.30 568.25 0.00 - 0 0 0
26 Dec 4761.65 568.25 0.00 - 0 0 0
24 Dec 4744.10 568.25 0.00 - 0 0 0
23 Dec 4704.35 568.25 0.00 - 0 0 0
20 Dec 4698.10 568.25 - 0 0 0


For Britannia Industries Ltd - strike price 4450 expiring on 30JAN2025

Delta for 4450 CE is -

Historical price for 4450 CE is as follows

On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 568.25, 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 568.25, 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 568.25, 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 568.25, 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 568.25, 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 4450 PE
Delta: -0.13
Vega: 3.03
Theta: -0.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 4769.30 22.15 -16.75 23.34 239 157 157
26 Dec 4761.65 38.9 0.00 6.19 0 0 0
24 Dec 4744.10 38.9 0.00 5.74 0 0 0
23 Dec 4704.35 38.9 0.00 5.27 0 0 0
20 Dec 4698.10 38.9 5.84 0 0 0


For Britannia Industries Ltd - strike price 4450 expiring on 30JAN2025

Delta for 4450 PE is -0.13

Historical price for 4450 PE is as follows

On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 22.15, which was -16.75 lower than the previous day. The implied volatity was 23.34, the open interest changed by 157 which increased total open position to 157


On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 38.9, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 38.9, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 38.9, which was 0.00 lower than the previous day. The implied volatity was 5.27, 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 38.9, which was lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0