BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
20 Dec 2024 04:11 PM IST
| BRITANNIA 26DEC2024 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4698.10 | 202.45 | -80.00 | - | 27 | 11 | 30 | |||
| 19 Dec | 4785.75 | 282.45 | -17.55 | - | 15 | 3 | 18 | |||
| 18 Dec | 4782.65 | 300 | -9.40 | 32.50 | 1 | 0 | 16 | |||
| 17 Dec | 4776.75 | 309.4 | -16.30 | 39.06 | 2 | 0 | 16 | |||
| 16 Dec | 4846.50 | 325.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4850.10 | 325.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 4828.35 | 325.7 | -64.30 | - | 2 | 0 | 15 | |||
| 11 Dec | 4889.50 | 390 | 44.90 | - | 9 | 6 | 14 | |||
| 10 Dec | 4787.25 | 345.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4793.00 | 345.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4870.85 | 345.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 4872.00 | 345.1 | -81.90 | - | 1 | 0 | 7 | |||
| 4 Dec | 4851.55 | 427 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 4909.60 | 427 | -40.00 | - | 1 | 0 | 6 | |||
| 2 Dec | 4907.25 | 467 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 467 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 4923.65 | 467 | -54.00 | 18.14 | 1 | 0 | 5 | |||
| 27 Nov | 4984.15 | 521 | 31.00 | 15.53 | 2 | 0 | 4 | |||
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| 26 Nov | 5013.60 | 490 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 25 Nov | 4903.95 | 490 | 15.00 | 32.15 | 3 | 1 | 2 | |||
| 22 Nov | 4848.35 | 475 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 475 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 4892.70 | 475 | 0.00 | 30.62 | 1 | 0 | 1 | |||
| 19 Nov | 4892.70 | 475 | 30.62 | 1 | 0 | 1 | ||||
For Britannia Industries Ltd - strike price 4500 expiring on 26DEC2024
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 202.45, which was -80.00 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 30
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 282.45, which was -17.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 18
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 300, which was -9.40 lower than the previous day. The implied volatity was 32.50, the open interest changed by 0 which decreased total open position to 16
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 309.4, which was -16.30 lower than the previous day. The implied volatity was 39.06, the open interest changed by 0 which decreased total open position to 16
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 325.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 325.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 325.7, which was -64.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 390, which was 44.90 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 14
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 345.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 345.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 345.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 345.1, which was -81.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 427, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 427, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 467, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 467, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 467, which was -54.00 lower than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 5
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 521, which was 31.00 higher than the previous day. The implied volatity was 15.53, the open interest changed by 0 which decreased total open position to 4
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 490, which was 15.00 higher than the previous day. The implied volatity was 32.15, the open interest changed by 1 which increased total open position to 2
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 475, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 475, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 475, which was 0.00 lower than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 1
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 475, which was lower than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 1
| BRITANNIA 26DEC2024 4500 PE | |||||||
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Delta: -0.09
Vega: 1.00
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4698.10 | 7.05 | 2.20 | 26.68 | 1,588 | -75 | 1,161 |
| 19 Dec | 4785.75 | 4.85 | 1.25 | 29.47 | 1,611 | 71 | 1,247 |
| 18 Dec | 4782.65 | 3.6 | -2.00 | 25.57 | 675 | -77 | 1,176 |
| 17 Dec | 4776.75 | 5.6 | 1.55 | 26.24 | 615 | 40 | 1,251 |
| 16 Dec | 4846.50 | 4.05 | -0.65 | 26.80 | 961 | 76 | 1,217 |
| 13 Dec | 4850.10 | 4.7 | -2.85 | 25.07 | 1,531 | 64 | 1,142 |
| 12 Dec | 4828.35 | 7.55 | 1.45 | 25.48 | 1,074 | 171 | 1,074 |
| 11 Dec | 4889.50 | 6.1 | -4.05 | 26.95 | 1,421 | 37 | 908 |
| 10 Dec | 4787.25 | 10.15 | -4.20 | 24.63 | 802 | 24 | 873 |
| 9 Dec | 4793.00 | 14.35 | 5.85 | 26.27 | 1,797 | 172 | 847 |
| 6 Dec | 4870.85 | 8.5 | -1.75 | 24.61 | 452 | 54 | 684 |
| 5 Dec | 4872.00 | 10.25 | -3.35 | 24.90 | 994 | 88 | 629 |
| 4 Dec | 4851.55 | 13.6 | 4.10 | 25.37 | 459 | 82 | 526 |
| 3 Dec | 4909.60 | 9.5 | -3.65 | 25.43 | 299 | -76 | 460 |
| 2 Dec | 4907.25 | 13.15 | 0.65 | 27.09 | 294 | 35 | 536 |
| 29 Nov | 4941.15 | 12.5 | -3.60 | 26.46 | 367 | 87 | 502 |
| 28 Nov | 4923.65 | 16.1 | 2.75 | 27.41 | 282 | 66 | 406 |
| 27 Nov | 4984.15 | 13.35 | -1.45 | 27.81 | 288 | 80 | 340 |
| 26 Nov | 5013.60 | 14.8 | -5.20 | 29.11 | 45 | 12 | 259 |
| 25 Nov | 4903.95 | 20 | -11.45 | 27.33 | 62 | 42 | 247 |
| 22 Nov | 4848.35 | 31.45 | -9.55 | 27.25 | 193 | 13 | 218 |
| 21 Nov | 4803.35 | 41 | 40.80 | 26.85 | 321 | 204 | 204 |
| 20 Nov | 4892.70 | 0.2 | 0.00 | 7.26 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 0.2 | 7.26 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4500 expiring on 26DEC2024
Delta for 4500 PE is -0.09
Historical price for 4500 PE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 7.05, which was 2.20 higher than the previous day. The implied volatity was 26.68, the open interest changed by -75 which decreased total open position to 1161
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 4.85, which was 1.25 higher than the previous day. The implied volatity was 29.47, the open interest changed by 71 which increased total open position to 1247
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 3.6, which was -2.00 lower than the previous day. The implied volatity was 25.57, the open interest changed by -77 which decreased total open position to 1176
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 5.6, which was 1.55 higher than the previous day. The implied volatity was 26.24, the open interest changed by 40 which increased total open position to 1251
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 4.05, which was -0.65 lower than the previous day. The implied volatity was 26.80, the open interest changed by 76 which increased total open position to 1217
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 4.7, which was -2.85 lower than the previous day. The implied volatity was 25.07, the open interest changed by 64 which increased total open position to 1142
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 7.55, which was 1.45 higher than the previous day. The implied volatity was 25.48, the open interest changed by 171 which increased total open position to 1074
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 6.1, which was -4.05 lower than the previous day. The implied volatity was 26.95, the open interest changed by 37 which increased total open position to 908
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 10.15, which was -4.20 lower than the previous day. The implied volatity was 24.63, the open interest changed by 24 which increased total open position to 873
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 14.35, which was 5.85 higher than the previous day. The implied volatity was 26.27, the open interest changed by 172 which increased total open position to 847
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 8.5, which was -1.75 lower than the previous day. The implied volatity was 24.61, the open interest changed by 54 which increased total open position to 684
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 10.25, which was -3.35 lower than the previous day. The implied volatity was 24.90, the open interest changed by 88 which increased total open position to 629
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 13.6, which was 4.10 higher than the previous day. The implied volatity was 25.37, the open interest changed by 82 which increased total open position to 526
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 9.5, which was -3.65 lower than the previous day. The implied volatity was 25.43, the open interest changed by -76 which decreased total open position to 460
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 13.15, which was 0.65 higher than the previous day. The implied volatity was 27.09, the open interest changed by 35 which increased total open position to 536
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 12.5, which was -3.60 lower than the previous day. The implied volatity was 26.46, the open interest changed by 87 which increased total open position to 502
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 16.1, which was 2.75 higher than the previous day. The implied volatity was 27.41, the open interest changed by 66 which increased total open position to 406
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 13.35, which was -1.45 lower than the previous day. The implied volatity was 27.81, the open interest changed by 80 which increased total open position to 340
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 14.8, which was -5.20 lower than the previous day. The implied volatity was 29.11, the open interest changed by 12 which increased total open position to 259
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 20, which was -11.45 lower than the previous day. The implied volatity was 27.33, the open interest changed by 42 which increased total open position to 247
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 31.45, which was -9.55 lower than the previous day. The implied volatity was 27.25, the open interest changed by 13 which increased total open position to 218
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 41, which was 40.80 higher than the previous day. The implied volatity was 26.85, the open interest changed by 204 which increased total open position to 204
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
