BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 5.58
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 4769.30 | 135.7 | 12.95 | 17.41 | 604 | 83 | 269 | |||
| 26 Dec | 4761.65 | 122.75 | -13.25 | 16.43 | 671 | 46 | 186 | |||
| 24 Dec | 4744.10 | 136 | 5.35 | 20.02 | 405 | 117 | 140 | |||
| 23 Dec | 4704.35 | 130.65 | -59.35 | 21.15 | 33 | 18 | 23 | |||
| 20 Dec | 4698.10 | 190 | -0.30 | 30.18 | 1 | 0 | 4 | |||
| 19 Dec | 4785.75 | 190.3 | 18.05 | 22.30 | 5 | 0 | 3 | |||
| 18 Dec | 4782.65 | 172.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 17 Dec | 4776.75 | 172.25 | -44.00 | 19.39 | 3 | 1 | 3 | |||
| 16 Dec | 4846.50 | 216.25 | -129.50 | 20.21 | 2 | 1 | 1 | |||
| 13 Dec | 4850.10 | 345.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 4828.35 | 345.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4889.50 | 345.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4787.25 | 345.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 4793.00 | 345.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 345.75 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4750 expiring on 30JAN2025
Delta for 4750 CE is 0.61
Historical price for 4750 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 135.7, which was 12.95 higher than the previous day. The implied volatity was 17.41, the open interest changed by 83 which increased total open position to 269
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 122.75, which was -13.25 lower than the previous day. The implied volatity was 16.43, the open interest changed by 46 which increased total open position to 186
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 136, which was 5.35 higher than the previous day. The implied volatity was 20.02, the open interest changed by 117 which increased total open position to 140
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 130.65, which was -59.35 lower than the previous day. The implied volatity was 21.15, the open interest changed by 18 which increased total open position to 23
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 190, which was -0.30 lower than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 4
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 190.3, which was 18.05 higher than the previous day. The implied volatity was 22.30, the open interest changed by 0 which decreased total open position to 3
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 172.25, 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 172.25, which was -44.00 lower than the previous day. The implied volatity was 19.39, the open interest changed by 1 which increased total open position to 3
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 216.25, which was -129.50 lower than the previous day. The implied volatity was 20.21, the open interest changed by 1 which increased total open position to 1
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 345.75, 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 345.75, 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 345.75, 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 345.75, 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 345.75, 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 345.75, 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 4750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 5.64
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 92.95 | -3.85 | 21.21 | 968 | 197 | 473 |
| 26 Dec | 4761.65 | 96.8 | -18.20 | 20.53 | 588 | 192 | 270 |
| 24 Dec | 4744.10 | 115 | -41.95 | 21.68 | 157 | 75 | 77 |
| 23 Dec | 4704.35 | 156.95 | 44.35 | 26.36 | 3 | 2 | 2 |
| 20 Dec | 4698.10 | 112.6 | 0.00 | 0.02 | 0 | 0 | 0 |
| 19 Dec | 4785.75 | 112.6 | 0.00 | 1.50 | 0 | 0 | 0 |
| 18 Dec | 4782.65 | 112.6 | 0.00 | 1.48 | 0 | 0 | 0 |
| 17 Dec | 4776.75 | 112.6 | 0.00 | 1.33 | 0 | 0 | 0 |
| 16 Dec | 4846.50 | 112.6 | 0.00 | 2.24 | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 112.6 | 0.00 | 2.40 | 0 | 0 | 0 |
| 12 Dec | 4828.35 | 112.6 | 0.00 | 2.06 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 112.6 | 0.00 | 2.97 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 112.6 | 0.00 | 1.73 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 112.6 | 112.60 | 1.64 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 0 | 3.35 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4750 expiring on 30JAN2025
Delta for 4750 PE is -0.40
Historical price for 4750 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 92.95, which was -3.85 lower than the previous day. The implied volatity was 21.21, the open interest changed by 197 which increased total open position to 473
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 96.8, which was -18.20 lower than the previous day. The implied volatity was 20.53, the open interest changed by 192 which increased total open position to 270
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 115, which was -41.95 lower than the previous day. The implied volatity was 21.68, the open interest changed by 75 which increased total open position to 77
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 156.95, which was 44.35 higher than the previous day. The implied volatity was 26.36, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 0.02, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 1.50, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 2.40, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 2.97, 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 112.6, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 112.6, which was 112.60 higher than the previous day. The implied volatity was 1.64, 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 0, which was lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
