BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:31 AM IST
| BRITANNIA 26DEC2024 4650 CE | ||||||||||
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Delta: 0.90
Vega: 1.70
Theta: -2.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4894.95 | 275.8 | 13.80 | 22.47 | 5 | 0 | 9 | |||
| 11 Dec | 4889.50 | 262 | 64.60 | 17.69 | 11 | 2 | 8 | |||
| 10 Dec | 4787.25 | 197.4 | 6.30 | 22.35 | 3 | -1 | 7 | |||
| 9 Dec | 4793.00 | 191.1 | -78.85 | 19.46 | 23 | 5 | 8 | |||
| 6 Dec | 4870.85 | 269.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 4872.00 | 269.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 4851.55 | 269.95 | -26.30 | 27.62 | 2 | 0 | 4 | |||
| 3 Dec | 4909.60 | 296.25 | -11.15 | 16.97 | 2 | 0 | 2 | |||
| 2 Dec | 4907.25 | 307.4 | -822.30 | 20.54 | 3 | 2 | 2 | |||
| 29 Nov | 4941.15 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 4892.70 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4892.70 | 1129.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4911.35 | 1129.7 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4650 expiring on 26DEC2024
Delta for 4650 CE is 0.90
Historical price for 4650 CE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 275.8, which was 13.80 higher than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 9
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 262, which was 64.60 higher than the previous day. The implied volatity was 17.69, the open interest changed by 2 which increased total open position to 8
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 197.4, which was 6.30 higher than the previous day. The implied volatity was 22.35, the open interest changed by -1 which decreased total open position to 7
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 191.1, which was -78.85 lower than the previous day. The implied volatity was 19.46, the open interest changed by 5 which increased total open position to 8
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 269.95, 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 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 269.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 269.95, which was -26.30 lower than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 4
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 296.25, which was -11.15 lower than the previous day. The implied volatity was 16.97, 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 307.4, which was -822.30 lower than the previous day. The implied volatity was 20.54, the open interest changed by 2 which increased total open position to 2
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 1129.7, 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 1129.7, 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 1129.7, 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 1129.7, 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 1129.7, 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 1129.7, 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 1129.7, 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 1129.7, 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 1129.7, 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 1129.7, 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 4650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 1.91
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4894.95 | 13.9 | -2.80 | 24.29 | 299 | -28 | 290 |
| 11 Dec | 4889.50 | 16.7 | -13.35 | 24.54 | 742 | 37 | 314 |
| 10 Dec | 4787.25 | 30.05 | -7.15 | 23.03 | 352 | 23 | 273 |
| 9 Dec | 4793.00 | 37.2 | 15.90 | 24.63 | 640 | 65 | 248 |
| 6 Dec | 4870.85 | 21.3 | -4.25 | 22.41 | 576 | 1 | 181 |
| 5 Dec | 4872.00 | 25.55 | -5.10 | 23.08 | 441 | 59 | 179 |
| 4 Dec | 4851.55 | 30.65 | 10.45 | 23.19 | 290 | -5 | 124 |
| 3 Dec | 4909.60 | 20.2 | -5.60 | 22.80 | 245 | -2 | 130 |
| 2 Dec | 4907.25 | 25.8 | 2.00 | 24.41 | 310 | 38 | 130 |
| 29 Nov | 4941.15 | 23.8 | -4.75 | 23.87 | 175 | 80 | 98 |
| 28 Nov | 4923.65 | 28.55 | -52.45 | 24.58 | 11 | 1 | 8 |
| 27 Nov | 4984.15 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 81 | 26.80 | 26.92 | 1 | 0 | 7 |
| 20 Nov | 4892.70 | 54.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 54.2 | 0.00 | 0.00 | 0 | 7 | 0 |
| 18 Nov | 4911.35 | 54.2 | 27.14 | 7 | 6 | 6 | |
For Britannia Industries Ltd - strike price 4650 expiring on 26DEC2024
Delta for 4650 PE is -0.12
Historical price for 4650 PE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 13.9, which was -2.80 lower than the previous day. The implied volatity was 24.29, the open interest changed by -28 which decreased total open position to 290
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 16.7, which was -13.35 lower than the previous day. The implied volatity was 24.54, the open interest changed by 37 which increased total open position to 314
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 30.05, which was -7.15 lower than the previous day. The implied volatity was 23.03, the open interest changed by 23 which increased total open position to 273
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 37.2, which was 15.90 higher than the previous day. The implied volatity was 24.63, the open interest changed by 65 which increased total open position to 248
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 21.3, which was -4.25 lower than the previous day. The implied volatity was 22.41, the open interest changed by 1 which increased total open position to 181
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 25.55, which was -5.10 lower than the previous day. The implied volatity was 23.08, the open interest changed by 59 which increased total open position to 179
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 30.65, which was 10.45 higher than the previous day. The implied volatity was 23.19, the open interest changed by -5 which decreased total open position to 124
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 20.2, which was -5.60 lower than the previous day. The implied volatity was 22.80, the open interest changed by -2 which decreased total open position to 130
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 25.8, which was 2.00 higher than the previous day. The implied volatity was 24.41, the open interest changed by 38 which increased total open position to 130
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 23.8, which was -4.75 lower than the previous day. The implied volatity was 23.87, the open interest changed by 80 which increased total open position to 98
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 28.55, which was -52.45 lower than the previous day. The implied volatity was 24.58, the open interest changed by 1 which increased total open position to 8
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 81, 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 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 81, 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 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 81, 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 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 81, 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 81, which was 26.80 higher than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 7
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 54.2, 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 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 54.2, which was lower than the previous day. The implied volatity was 27.14, the open interest changed by 6 which increased total open position to 6
