BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
30 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4600 CE | ||||||||||
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Delta: 0.79
Vega: 4.06
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 4799.45 | 256.85 | 10.45 | 21.18 | 33 | 17 | 31 | |||
| 27 Dec | 4769.30 | 246.4 | 24.10 | 19.11 | 3 | 1 | 13 | |||
| 26 Dec | 4761.65 | 222.3 | -991.55 | 15.81 | 38 | 14 | 14 | |||
| 24 Dec | 4744.10 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 4704.35 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 4698.10 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 4785.75 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 4782.65 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 4776.75 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 4846.50 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 4850.10 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 4828.35 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4889.50 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4787.25 | 1213.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 4793.00 | 1213.85 | 1053.05 | - | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 160.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 160.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 5013.60 | 160.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 160.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 160.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 160.8 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4600 expiring on 30JAN2025
Delta for 4600 CE is 0.79
Historical price for 4600 CE is as follows
On 30 Dec BRITANNIA was trading at 4799.45. The strike last trading price was 256.85, which was 10.45 higher than the previous day. The implied volatity was 21.18, the open interest changed by 17 which increased total open position to 31
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 246.4, which was 24.10 higher than the previous day. The implied volatity was 19.11, the open interest changed by 1 which increased total open position to 13
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 222.3, which was -991.55 lower than the previous day. The implied volatity was 15.81, the open interest changed by 14 which increased total open position to 14
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 1213.85, 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 1213.85, 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 1213.85, 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 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 1213.85, 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 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 1213.85, 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 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 1213.85, 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 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 1213.85, 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 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 1213.85, 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 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 1213.85, 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 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 1213.85, 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 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 1213.85, 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 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 1213.85, which was 1053.05 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 160.8, 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 160.8, 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 160.8, 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 160.8, 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 160.8, 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 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 160.8, 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 4600 PE | |||||||
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Delta: -0.20
Vega: 3.95
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 4799.45 | 33.4 | -13.10 | 20.29 | 811 | 136 | 604 |
| 27 Dec | 4769.30 | 46.5 | -1.60 | 22.04 | 989 | 271 | 463 |
| 26 Dec | 4761.65 | 48.1 | -13.60 | 21.31 | 452 | 112 | 185 |
| 24 Dec | 4744.10 | 61.7 | -16.40 | 22.48 | 118 | 68 | 71 |
| 23 Dec | 4704.35 | 78.1 | 73.85 | 23.82 | 4 | 2 | 2 |
| 20 Dec | 4698.10 | 4.25 | 0.00 | 2.35 | 0 | 0 | 0 |
| 19 Dec | 4785.75 | 4.25 | 0.00 | 3.99 | 0 | 0 | 0 |
| 18 Dec | 4782.65 | 4.25 | 0.00 | 3.86 | 0 | 0 | 0 |
| 17 Dec | 4776.75 | 4.25 | 0.00 | 4.15 | 0 | 0 | 0 |
| 16 Dec | 4846.50 | 4.25 | 0.00 | 4.76 | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 4.25 | 0.00 | 4.63 | 0 | 0 | 0 |
| 12 Dec | 4828.35 | 4.25 | 0.00 | 4.42 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 4.25 | 0.00 | 4.87 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 4.25 | 0.00 | 3.92 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 4.25 | 0.00 | 3.89 | 0 | 0 | 0 |
| 28 Nov | 4923.65 | 4.25 | 0.00 | 5.04 | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 4.25 | 0.00 | 5.62 | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 4.25 | 0.00 | 5.88 | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 4.25 | 0.00 | 4.84 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 4.25 | 4.25 | 4.04 | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 0 | 5.88 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4600 expiring on 30JAN2025
Delta for 4600 PE is -0.20
Historical price for 4600 PE is as follows
On 30 Dec BRITANNIA was trading at 4799.45. The strike last trading price was 33.4, which was -13.10 lower than the previous day. The implied volatity was 20.29, the open interest changed by 136 which increased total open position to 604
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 46.5, which was -1.60 lower than the previous day. The implied volatity was 22.04, the open interest changed by 271 which increased total open position to 463
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 48.1, which was -13.60 lower than the previous day. The implied volatity was 21.31, the open interest changed by 112 which increased total open position to 185
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 61.7, which was -16.40 lower than the previous day. The implied volatity was 22.48, the open interest changed by 68 which increased total open position to 71
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 78.1, which was 73.85 higher than the previous day. The implied volatity was 23.82, the open interest changed by 2 which increased total open position to 2
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 4.76, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 3.89, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 5.62, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 5.88, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 4.84, 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 4.25, which was 4.25 higher than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
