BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 5.18
Theta: -2.18
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 167.4 | 17.30 | 17.53 | 416 | 12 | 313 | |||
| 26 Dec | 4761.65 | 150.1 | -14.90 | 15.87 | 476 | 20 | 297 | |||
| 24 Dec | 4744.10 | 165 | 9.05 | 20.23 | 449 | 61 | 276 | |||
| 23 Dec | 4704.35 | 155.95 | -16.05 | 21.05 | 404 | 160 | 215 | |||
| 20 Dec | 4698.10 | 172 | -89.65 | 23.27 | 62 | 48 | 50 | |||
| 19 Dec | 4785.75 | 261.65 | -19.75 | 29.06 | 1 | 0 | 1 | |||
| 18 Dec | 4782.65 | 281.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 17 Dec | 4776.75 | 281.4 | -837.05 | 32.09 | 1 | 0 | 0 | |||
| 16 Dec | 4846.50 | 1118.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 4850.10 | 1118.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 4828.35 | 1118.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4889.50 | 1118.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4787.25 | 1118.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 4793.00 | 1118.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 1118.45 | 1118.45 | - | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 27 Nov | 4984.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 0 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4700 expiring on 30JAN2025
Delta for 4700 CE is 0.68
Historical price for 4700 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 167.4, which was 17.30 higher than the previous day. The implied volatity was 17.53, the open interest changed by 12 which increased total open position to 313
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 150.1, which was -14.90 lower than the previous day. The implied volatity was 15.87, the open interest changed by 20 which increased total open position to 297
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 165, which was 9.05 higher than the previous day. The implied volatity was 20.23, the open interest changed by 61 which increased total open position to 276
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 155.95, which was -16.05 lower than the previous day. The implied volatity was 21.05, the open interest changed by 160 which increased total open position to 215
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 172, which was -89.65 lower than the previous day. The implied volatity was 23.27, the open interest changed by 48 which increased total open position to 50
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 261.65, which was -19.75 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 1
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 281.4, 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 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 281.4, which was -837.05 lower than the previous day. The implied volatity was 32.09, 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 1118.45, 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 1118.45, 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 1118.45, 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 1118.45, 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 1118.45, 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 1118.45, 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 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 1118.45, which was 1118.45 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 5.36
Theta: -1.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 74.35 | -1.20 | 21.42 | 983 | 131 | 492 |
| 26 Dec | 4761.65 | 75.55 | -19.45 | 20.40 | 1,091 | -87 | 359 |
| 24 Dec | 4744.10 | 95 | -21.15 | 22.03 | 667 | 201 | 443 |
| 23 Dec | 4704.35 | 116.15 | -19.05 | 23.55 | 327 | 112 | 242 |
| 20 Dec | 4698.10 | 135.2 | 47.20 | 25.49 | 207 | 66 | 130 |
| 19 Dec | 4785.75 | 88 | -12.00 | 22.77 | 49 | 21 | 64 |
| 18 Dec | 4782.65 | 100 | 2.50 | 24.56 | 9 | 7 | 42 |
| 17 Dec | 4776.75 | 97.5 | 23.35 | 23.67 | 29 | 8 | 37 |
| 16 Dec | 4846.50 | 74.15 | 0.15 | 22.71 | 14 | 0 | 28 |
| 13 Dec | 4850.10 | 74 | -18.25 | 22.79 | 11 | 3 | 28 |
| 12 Dec | 4828.35 | 92.25 | 28.85 | 24.32 | 12 | 2 | 24 |
| 11 Dec | 4889.50 | 63.4 | -35.60 | 22.56 | 24 | 18 | 22 |
| 10 Dec | 4787.25 | 99 | 4.00 | 23.97 | 1 | 0 | 3 |
| 9 Dec | 4793.00 | 95 | 88.00 | 23.15 | 6 | 1 | 1 |
| 29 Nov | 4941.15 | 7 | 0.00 | 3.96 | 0 | 0 | 0 |
| 28 Nov | 4923.65 | 7 | 0.00 | 3.78 | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 7 | 0.00 | 4.34 | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 7 | 0.00 | 4.72 | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 7 | 0.00 | 3.73 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 7 | 7.00 | 2.97 | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 0 | 4.83 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4700 expiring on 30JAN2025
Delta for 4700 PE is -0.34
Historical price for 4700 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 74.35, which was -1.20 lower than the previous day. The implied volatity was 21.42, the open interest changed by 131 which increased total open position to 492
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 75.55, which was -19.45 lower than the previous day. The implied volatity was 20.40, the open interest changed by -87 which decreased total open position to 359
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 95, which was -21.15 lower than the previous day. The implied volatity was 22.03, the open interest changed by 201 which increased total open position to 443
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 116.15, which was -19.05 lower than the previous day. The implied volatity was 23.55, the open interest changed by 112 which increased total open position to 242
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 135.2, which was 47.20 higher than the previous day. The implied volatity was 25.49, the open interest changed by 66 which increased total open position to 130
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 88, which was -12.00 lower than the previous day. The implied volatity was 22.77, the open interest changed by 21 which increased total open position to 64
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 100, which was 2.50 higher than the previous day. The implied volatity was 24.56, the open interest changed by 7 which increased total open position to 42
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 97.5, which was 23.35 higher than the previous day. The implied volatity was 23.67, the open interest changed by 8 which increased total open position to 37
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 74.15, which was 0.15 higher than the previous day. The implied volatity was 22.71, the open interest changed by 0 which decreased total open position to 28
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 74, which was -18.25 lower than the previous day. The implied volatity was 22.79, the open interest changed by 3 which increased total open position to 28
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 92.25, which was 28.85 higher than the previous day. The implied volatity was 24.32, the open interest changed by 2 which increased total open position to 24
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 63.4, which was -35.60 lower than the previous day. The implied volatity was 22.56, the open interest changed by 18 which increased total open position to 22
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 99, which was 4.00 higher than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 3
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 95, which was 88.00 higher than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 1
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 7, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 7, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 7, which was 0.00 lower than the previous day. The implied volatity was 4.72, 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 7, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 7, which was 7.00 higher than the previous day. The implied volatity was 2.97, 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 4.83, the open interest changed by 0 which decreased total open position to 0
