BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4500 CE | ||||||||||
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Delta: 0.82
Vega: 3.79
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 348 | 43.00 | 25.01 | 2 | 1 | 7 | |||
| 26 Dec | 4761.65 | 305 | -145.00 | 14.92 | 3 | 1 | 4 | |||
| 24 Dec | 4744.10 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 4704.35 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 4698.10 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 4785.75 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4782.65 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 17 Dec | 4776.75 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4846.50 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4850.10 | 450 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 4828.35 | 450 | 35.00 | 29.97 | 1 | 0 | 2 | |||
| 11 Dec | 4889.50 | 415 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 10 Dec | 4787.25 | 415 | -895.30 | 26.37 | 2 | 1 | 1 | |||
| 9 Dec | 4793.00 | 1310.3 | 1182.10 | - | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 128.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 128.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 128.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 128.2 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4500 expiring on 30JAN2025
Delta for 4500 CE is 0.82
Historical price for 4500 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 348, which was 43.00 higher than the previous day. The implied volatity was 25.01, the open interest changed by 1 which increased total open position to 7
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 305, which was -145.00 lower than the previous day. The implied volatity was 14.92, the open interest changed by 1 which increased total open position to 4
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 450, 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 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 450, 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 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 450, 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 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 450, 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 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 450, 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 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 450, 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 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 450, 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 450, 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 450, which was 35.00 higher than the previous day. The implied volatity was 29.97, the open interest changed by 0 which decreased total open position to 2
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 415, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 415, which was -895.30 lower than the previous day. The implied volatity was 26.37, the open interest changed by 1 which increased total open position to 1
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 1310.3, which was 1182.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 128.2, 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 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 128.2, 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 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 128.2, 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 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 128.2, 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 4500 PE | |||||||
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Delta: -0.16
Vega: 3.52
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 28.6 | 0.05 | 22.91 | 755 | 29 | 592 |
| 26 Dec | 4761.65 | 28.55 | -9.75 | 21.92 | 720 | 186 | 563 |
| 24 Dec | 4744.10 | 38.3 | -15.70 | 22.96 | 411 | 72 | 376 |
| 23 Dec | 4704.35 | 54 | -9.00 | 24.96 | 352 | 55 | 287 |
| 20 Dec | 4698.10 | 63 | 23.80 | 25.66 | 139 | 57 | 231 |
| 19 Dec | 4785.75 | 39.2 | -4.90 | 24.07 | 162 | 79 | 173 |
| 18 Dec | 4782.65 | 44.1 | 3.10 | 25.17 | 17 | 2 | 90 |
| 17 Dec | 4776.75 | 41 | 10.00 | 23.84 | 72 | 42 | 88 |
| 16 Dec | 4846.50 | 31 | -7.40 | 23.51 | 35 | 13 | 45 |
| 13 Dec | 4850.10 | 38.4 | 2.40 | 25.18 | 19 | 8 | 33 |
| 12 Dec | 4828.35 | 36 | 9.00 | 23.46 | 8 | 6 | 24 |
| 11 Dec | 4889.50 | 27 | -17.10 | 23.45 | 3 | 0 | 18 |
| 10 Dec | 4787.25 | 44.1 | -0.90 | 24.02 | 9 | -1 | 18 |
| 9 Dec | 4793.00 | 45 | 42.55 | 24.06 | 21 | 18 | 18 |
| 28 Nov | 4923.65 | 2.45 | 0.00 | 6.23 | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 2.45 | 0.00 | 6.68 | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 2.45 | 0.00 | 6.01 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 2.45 | 5.21 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4500 expiring on 30JAN2025
Delta for 4500 PE is -0.16
Historical price for 4500 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 28.6, which was 0.05 higher than the previous day. The implied volatity was 22.91, the open interest changed by 29 which increased total open position to 592
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 28.55, which was -9.75 lower than the previous day. The implied volatity was 21.92, the open interest changed by 186 which increased total open position to 563
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 38.3, which was -15.70 lower than the previous day. The implied volatity was 22.96, the open interest changed by 72 which increased total open position to 376
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 54, which was -9.00 lower than the previous day. The implied volatity was 24.96, the open interest changed by 55 which increased total open position to 287
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 63, which was 23.80 higher than the previous day. The implied volatity was 25.66, the open interest changed by 57 which increased total open position to 231
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 39.2, which was -4.90 lower than the previous day. The implied volatity was 24.07, the open interest changed by 79 which increased total open position to 173
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 44.1, which was 3.10 higher than the previous day. The implied volatity was 25.17, the open interest changed by 2 which increased total open position to 90
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 41, which was 10.00 higher than the previous day. The implied volatity was 23.84, the open interest changed by 42 which increased total open position to 88
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 31, which was -7.40 lower than the previous day. The implied volatity was 23.51, the open interest changed by 13 which increased total open position to 45
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 38.4, which was 2.40 higher than the previous day. The implied volatity was 25.18, the open interest changed by 8 which increased total open position to 33
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 36, which was 9.00 higher than the previous day. The implied volatity was 23.46, the open interest changed by 6 which increased total open position to 24
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 27, which was -17.10 lower than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 18
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 44.1, which was -0.90 lower than the previous day. The implied volatity was 24.02, the open interest changed by -1 which decreased total open position to 18
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 45, which was 42.55 higher than the previous day. The implied volatity was 24.06, the open interest changed by 18 which increased total open position to 18
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 6.01, 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 2.45, which was lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0
