BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:21 AM IST
| BRITANNIA 26DEC2024 4700 CE | ||||||||||
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Delta: 0.92
Vega: 1.41
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4900.25 | 225 | 5.30 | 16.56 | 21 | 1 | 113 | |||
| 11 Dec | 4889.50 | 219.7 | 64.60 | 19.19 | 274 | -33 | 111 | |||
| 10 Dec | 4787.25 | 155.1 | -6.55 | 20.67 | 260 | 59 | 139 | |||
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| 9 Dec | 4793.00 | 161.65 | -62.35 | 21.87 | 361 | 78 | 83 | |||
| 6 Dec | 4870.85 | 224 | 8.55 | 21.56 | 4 | -2 | 5 | |||
| 5 Dec | 4872.00 | 215.45 | 5.45 | 19.58 | 16 | 4 | 7 | |||
| 4 Dec | 4851.55 | 210 | -59.85 | 21.36 | 1 | 0 | 3 | |||
| 3 Dec | 4909.60 | 269.85 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 2 Dec | 4907.25 | 269.85 | -1369.65 | 22.01 | 3 | 2 | 2 | |||
| 29 Nov | 4941.15 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4892.70 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4892.70 | 1639.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4911.35 | 1639.5 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4700 expiring on 26DEC2024
Delta for 4700 CE is 0.92
Historical price for 4700 CE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 225, which was 5.30 higher than the previous day. The implied volatity was 16.56, the open interest changed by 1 which increased total open position to 113
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 219.7, which was 64.60 higher than the previous day. The implied volatity was 19.19, the open interest changed by -33 which decreased total open position to 111
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 155.1, which was -6.55 lower than the previous day. The implied volatity was 20.67, the open interest changed by 59 which increased total open position to 139
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 161.65, which was -62.35 lower than the previous day. The implied volatity was 21.87, the open interest changed by 78 which increased total open position to 83
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 224, which was 8.55 higher than the previous day. The implied volatity was 21.56, the open interest changed by -2 which decreased total open position to 5
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 215.45, which was 5.45 higher than the previous day. The implied volatity was 19.58, the open interest changed by 4 which increased total open position to 7
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 210, which was -59.85 lower than the previous day. The implied volatity was 21.36, the open interest changed by 0 which decreased total open position to 3
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 269.85, 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 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 269.85, which was -1369.65 lower than the previous day. The implied volatity was 22.01, 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 1639.5, 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 1639.5, 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 1639.5, 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 1639.5, 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 1639.5, 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 1639.5, 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 1639.5, 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 1639.5, 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 1639.5, 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 1639.5, 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 4700 PE | |||||||
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Delta: -0.16
Vega: 2.31
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4900.25 | 18.9 | -5.20 | 23.47 | 475 | 33 | 1,412 |
| 11 Dec | 4889.50 | 24.1 | -18.90 | 24.13 | 3,234 | 337 | 1,382 |
| 10 Dec | 4787.25 | 43 | -8.00 | 22.86 | 976 | 28 | 1,045 |
| 9 Dec | 4793.00 | 51 | 21.50 | 24.44 | 2,943 | 363 | 1,022 |
| 6 Dec | 4870.85 | 29.5 | -5.15 | 21.93 | 865 | 120 | 663 |
| 5 Dec | 4872.00 | 34.65 | -6.40 | 22.63 | 1,188 | 53 | 543 |
| 4 Dec | 4851.55 | 41.05 | 13.85 | 22.79 | 897 | 99 | 489 |
| 3 Dec | 4909.60 | 27.2 | -5.80 | 22.29 | 365 | 23 | 392 |
| 2 Dec | 4907.25 | 33 | 3.75 | 23.71 | 477 | 58 | 367 |
| 29 Nov | 4941.15 | 29.25 | -4.70 | 22.92 | 430 | 57 | 309 |
| 28 Nov | 4923.65 | 33.95 | 1.85 | 23.43 | 720 | 68 | 251 |
| 27 Nov | 4984.15 | 32.1 | 2.10 | 25.26 | 206 | 76 | 183 |
| 26 Nov | 5013.60 | 30 | -17.00 | 25.53 | 174 | 13 | 107 |
| 25 Nov | 4903.95 | 47 | -22.50 | 25.09 | 82 | 3 | 94 |
| 22 Nov | 4848.35 | 69.5 | -22.10 | 25.30 | 132 | 13 | 104 |
| 21 Nov | 4803.35 | 91.6 | 90.95 | 25.62 | 168 | 90 | 90 |
| 20 Nov | 4892.70 | 0.65 | 0.00 | 4.01 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 0.65 | 0.00 | 4.01 | 0 | 0 | 0 |
| 18 Nov | 4911.35 | 0.65 | 4.45 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4700 expiring on 26DEC2024
Delta for 4700 PE is -0.16
Historical price for 4700 PE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 18.9, which was -5.20 lower than the previous day. The implied volatity was 23.47, the open interest changed by 33 which increased total open position to 1412
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 24.1, which was -18.90 lower than the previous day. The implied volatity was 24.13, the open interest changed by 337 which increased total open position to 1382
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 43, which was -8.00 lower than the previous day. The implied volatity was 22.86, the open interest changed by 28 which increased total open position to 1045
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 51, which was 21.50 higher than the previous day. The implied volatity was 24.44, the open interest changed by 363 which increased total open position to 1022
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 29.5, which was -5.15 lower than the previous day. The implied volatity was 21.93, the open interest changed by 120 which increased total open position to 663
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 34.65, which was -6.40 lower than the previous day. The implied volatity was 22.63, the open interest changed by 53 which increased total open position to 543
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 41.05, which was 13.85 higher than the previous day. The implied volatity was 22.79, the open interest changed by 99 which increased total open position to 489
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 27.2, which was -5.80 lower than the previous day. The implied volatity was 22.29, the open interest changed by 23 which increased total open position to 392
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 33, which was 3.75 higher than the previous day. The implied volatity was 23.71, the open interest changed by 58 which increased total open position to 367
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 29.25, which was -4.70 lower than the previous day. The implied volatity was 22.92, the open interest changed by 57 which increased total open position to 309
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 33.95, which was 1.85 higher than the previous day. The implied volatity was 23.43, the open interest changed by 68 which increased total open position to 251
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 32.1, which was 2.10 higher than the previous day. The implied volatity was 25.26, the open interest changed by 76 which increased total open position to 183
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 30, which was -17.00 lower than the previous day. The implied volatity was 25.53, the open interest changed by 13 which increased total open position to 107
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 47, which was -22.50 lower than the previous day. The implied volatity was 25.09, the open interest changed by 3 which increased total open position to 94
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 69.5, which was -22.10 lower than the previous day. The implied volatity was 25.30, the open interest changed by 13 which increased total open position to 104
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 91.6, which was 90.95 higher than the previous day. The implied volatity was 25.62, the open interest changed by 90 which increased total open position to 90
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 0.65, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 0.65, which was lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
