BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:31 AM IST
| BRITANNIA 26DEC2024 4600 CE | ||||||||||
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Delta: 0.96
Vega: 0.82
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4894.95 | 318 | 8.60 | 19.40 | 1 | 0 | 20 | |||
| 11 Dec | 4889.50 | 309.4 | 75.40 | 17.90 | 6 | 1 | 18 | |||
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| 10 Dec | 4787.25 | 234 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 9 Dec | 4793.00 | 234 | -68.40 | 20.14 | 6 | 5 | 16 | |||
| 6 Dec | 4870.85 | 302.4 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 5 Dec | 4872.00 | 302.4 | 6.40 | 20.66 | 15 | 5 | 11 | |||
| 4 Dec | 4851.55 | 296 | -54.05 | 23.52 | 5 | 0 | 7 | |||
| 3 Dec | 4909.60 | 350.05 | -9.75 | 21.56 | 5 | 0 | 2 | |||
| 2 Dec | 4907.25 | 359.8 | -1377.60 | 24.23 | 11 | 4 | 4 | |||
| 29 Nov | 4941.15 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4892.70 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4892.70 | 1737.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4911.35 | 1737.4 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4600 expiring on 26DEC2024
Delta for 4600 CE is 0.96
Historical price for 4600 CE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 318, which was 8.60 higher than the previous day. The implied volatity was 19.40, the open interest changed by 0 which decreased total open position to 20
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 309.4, which was 75.40 higher than the previous day. The implied volatity was 17.90, the open interest changed by 1 which increased total open position to 18
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 234, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 234, which was -68.40 lower than the previous day. The implied volatity was 20.14, the open interest changed by 5 which increased total open position to 16
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 302.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 302.4, which was 6.40 higher than the previous day. The implied volatity was 20.66, the open interest changed by 5 which increased total open position to 11
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 296, which was -54.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 7
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 350.05, which was -9.75 lower than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 2
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 359.8, which was -1377.60 lower than the previous day. The implied volatity was 24.23, the open interest changed by 4 which increased total open position to 4
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 1737.4, 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 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 1737.4, 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 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 1737.4, 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 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 1737.4, 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 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 1737.4, 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 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 1737.4, 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 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 1737.4, 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 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1737.4, 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 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1737.4, 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 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 1737.4, 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 26DEC2024 4600 PE | |||||||
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Delta: -0.08
Vega: 1.48
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4894.95 | 9.3 | -2.65 | 24.80 | 177 | -31 | 538 |
| 11 Dec | 4889.50 | 11.95 | -8.90 | 25.32 | 1,089 | 8 | 572 |
| 10 Dec | 4787.25 | 20.85 | -6.70 | 23.39 | 1,003 | -44 | 558 |
| 9 Dec | 4793.00 | 27.55 | 11.50 | 25.22 | 1,699 | 195 | 602 |
| 6 Dec | 4870.85 | 16.05 | -2.60 | 23.28 | 758 | 6 | 408 |
| 5 Dec | 4872.00 | 18.65 | -4.95 | 23.55 | 1,198 | -25 | 403 |
| 4 Dec | 4851.55 | 23.6 | 7.60 | 23.96 | 765 | 135 | 431 |
| 3 Dec | 4909.60 | 16 | -4.45 | 23.81 | 369 | 26 | 295 |
| 2 Dec | 4907.25 | 20.45 | 1.30 | 25.25 | 437 | 26 | 269 |
| 29 Nov | 4941.15 | 19.15 | -4.30 | 24.73 | 451 | -33 | 244 |
| 28 Nov | 4923.65 | 23.45 | 2.85 | 25.50 | 109 | 27 | 276 |
| 27 Nov | 4984.15 | 20.6 | 0.40 | 26.46 | 195 | 95 | 249 |
| 26 Nov | 5013.60 | 20.2 | -10.10 | 27.02 | 419 | 59 | 304 |
| 25 Nov | 4903.95 | 30.3 | -11.75 | 26.03 | 225 | 24 | 246 |
| 22 Nov | 4848.35 | 42.05 | -20.20 | 25.03 | 174 | 8 | 230 |
| 21 Nov | 4803.35 | 62.25 | 23.10 | 26.22 | 556 | 176 | 222 |
| 20 Nov | 4892.70 | 39.15 | 0.00 | 25.15 | 73 | 24 | 46 |
| 19 Nov | 4892.70 | 39.15 | -0.85 | 25.15 | 73 | 24 | 46 |
| 18 Nov | 4911.35 | 40 | 26.47 | 34 | 21 | 21 | |
For Britannia Industries Ltd - strike price 4600 expiring on 26DEC2024
Delta for 4600 PE is -0.08
Historical price for 4600 PE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 9.3, which was -2.65 lower than the previous day. The implied volatity was 24.80, the open interest changed by -31 which decreased total open position to 538
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 11.95, which was -8.90 lower than the previous day. The implied volatity was 25.32, the open interest changed by 8 which increased total open position to 572
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 20.85, which was -6.70 lower than the previous day. The implied volatity was 23.39, the open interest changed by -44 which decreased total open position to 558
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 27.55, which was 11.50 higher than the previous day. The implied volatity was 25.22, the open interest changed by 195 which increased total open position to 602
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 16.05, which was -2.60 lower than the previous day. The implied volatity was 23.28, the open interest changed by 6 which increased total open position to 408
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 18.65, which was -4.95 lower than the previous day. The implied volatity was 23.55, the open interest changed by -25 which decreased total open position to 403
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 23.6, which was 7.60 higher than the previous day. The implied volatity was 23.96, the open interest changed by 135 which increased total open position to 431
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 16, which was -4.45 lower than the previous day. The implied volatity was 23.81, the open interest changed by 26 which increased total open position to 295
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 20.45, which was 1.30 higher than the previous day. The implied volatity was 25.25, the open interest changed by 26 which increased total open position to 269
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 19.15, which was -4.30 lower than the previous day. The implied volatity was 24.73, the open interest changed by -33 which decreased total open position to 244
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 23.45, which was 2.85 higher than the previous day. The implied volatity was 25.50, the open interest changed by 27 which increased total open position to 276
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 20.6, which was 0.40 higher than the previous day. The implied volatity was 26.46, the open interest changed by 95 which increased total open position to 249
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 20.2, which was -10.10 lower than the previous day. The implied volatity was 27.02, the open interest changed by 59 which increased total open position to 304
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 30.3, which was -11.75 lower than the previous day. The implied volatity was 26.03, the open interest changed by 24 which increased total open position to 246
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 42.05, which was -20.20 lower than the previous day. The implied volatity was 25.03, the open interest changed by 8 which increased total open position to 230
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 62.25, which was 23.10 higher than the previous day. The implied volatity was 26.22, the open interest changed by 176 which increased total open position to 222
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 39.15, which was 0.00 lower than the previous day. The implied volatity was 25.15, the open interest changed by 24 which increased total open position to 46
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 39.15, which was -0.85 lower than the previous day. The implied volatity was 25.15, the open interest changed by 24 which increased total open position to 46
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 40, which was lower than the previous day. The implied volatity was 26.47, the open interest changed by 21 which increased total open position to 21
