BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
20 Dec 2024 04:11 PM IST
| BRITANNIA 26DEC2024 4750 CE | ||||||||||
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Delta: 0.35
Vega: 2.24
Theta: -3.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4698.10 | 26.9 | -51.95 | 18.90 | 1,675 | 133 | 456 | |||
| 19 Dec | 4785.75 | 78.85 | -14.15 | 20.19 | 1,514 | 75 | 319 | |||
| 18 Dec | 4782.65 | 93 | 6.65 | 25.25 | 932 | 45 | 244 | |||
| 17 Dec | 4776.75 | 86.35 | -48.60 | 22.28 | 419 | 26 | 195 | |||
| 16 Dec | 4846.50 | 134.95 | -10.55 | 24.59 | 207 | 36 | 165 | |||
| 13 Dec | 4850.10 | 145.5 | 11.85 | 21.35 | 570 | -1 | 131 | |||
| 12 Dec | 4828.35 | 133.65 | -47.55 | 22.01 | 83 | -5 | 133 | |||
| 11 Dec | 4889.50 | 181.2 | 59.05 | 20.21 | 398 | -57 | 138 | |||
| 10 Dec | 4787.25 | 122.15 | 3.05 | 20.76 | 513 | 21 | 214 | |||
| 9 Dec | 4793.00 | 119.1 | -51.70 | 19.31 | 1,035 | 185 | 199 | |||
| 6 Dec | 4870.85 | 170.8 | -7.15 | 17.13 | 13 | -1 | 12 | |||
| 5 Dec | 4872.00 | 177.95 | 2.20 | 19.69 | 38 | 8 | 14 | |||
| 4 Dec | 4851.55 | 175.75 | -124.25 | 21.68 | 5 | 0 | 6 | |||
| 3 Dec | 4909.60 | 300 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 4907.25 | 300 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 300 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 300 | 31.95 | 32.01 | 1 | 0 | 6 | |||
| 27 Nov | 4984.15 | 268.05 | -31.95 | - | 2 | 0 | 5 | |||
| 26 Nov | 5013.60 | 300 | 27.00 | - | 1 | 0 | 6 | |||
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| 25 Nov | 4903.95 | 273 | 85.00 | 26.08 | 7 | -2 | 7 | |||
| 22 Nov | 4848.35 | 188 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 21 Nov | 4803.35 | 188 | -844.00 | 24.81 | 14 | 8 | 8 | |||
| 20 Nov | 4892.70 | 1032 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4892.70 | 1032 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4911.35 | 1032 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4915.60 | 1032 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4750 expiring on 26DEC2024
Delta for 4750 CE is 0.35
Historical price for 4750 CE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 26.9, which was -51.95 lower than the previous day. The implied volatity was 18.90, the open interest changed by 133 which increased total open position to 456
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 78.85, which was -14.15 lower than the previous day. The implied volatity was 20.19, the open interest changed by 75 which increased total open position to 319
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 93, which was 6.65 higher than the previous day. The implied volatity was 25.25, the open interest changed by 45 which increased total open position to 244
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 86.35, which was -48.60 lower than the previous day. The implied volatity was 22.28, the open interest changed by 26 which increased total open position to 195
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 134.95, which was -10.55 lower than the previous day. The implied volatity was 24.59, the open interest changed by 36 which increased total open position to 165
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 145.5, which was 11.85 higher than the previous day. The implied volatity was 21.35, the open interest changed by -1 which decreased total open position to 131
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 133.65, which was -47.55 lower than the previous day. The implied volatity was 22.01, the open interest changed by -5 which decreased total open position to 133
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 181.2, which was 59.05 higher than the previous day. The implied volatity was 20.21, the open interest changed by -57 which decreased total open position to 138
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 122.15, which was 3.05 higher than the previous day. The implied volatity was 20.76, the open interest changed by 21 which increased total open position to 214
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 119.1, which was -51.70 lower than the previous day. The implied volatity was 19.31, the open interest changed by 185 which increased total open position to 199
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 170.8, which was -7.15 lower than the previous day. The implied volatity was 17.13, the open interest changed by -1 which decreased total open position to 12
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 177.95, which was 2.20 higher than the previous day. The implied volatity was 19.69, the open interest changed by 8 which increased total open position to 14
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 175.75, which was -124.25 lower than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 6
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 300, 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 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 300, 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 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 300, 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 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 300, which was 31.95 higher than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 6
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 268.05, which was -31.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 300, which was 27.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 273, which was 85.00 higher than the previous day. The implied volatity was 26.08, the open interest changed by -2 which decreased total open position to 7
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 188, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 188, which was -844.00 lower than the previous day. The implied volatity was 24.81, the open interest changed by 8 which increased total open position to 8
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 1032, 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 1032, 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 1032, 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 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 1032, 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 4750 PE | |||||||
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Delta: -0.60
Vega: 2.33
Theta: -4.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4698.10 | 91.45 | 50.25 | 27.77 | 1,910 | 80 | 716 |
| 19 Dec | 4785.75 | 41.2 | -2.65 | 23.26 | 2,611 | 177 | 644 |
| 18 Dec | 4782.65 | 43.85 | -15.10 | 22.04 | 1,424 | 29 | 467 |
| 17 Dec | 4776.75 | 58.95 | 22.60 | 25.47 | 979 | 113 | 437 |
| 16 Dec | 4846.50 | 36.35 | 0.80 | 23.66 | 748 | 17 | 324 |
| 13 Dec | 4850.10 | 35.55 | -14.70 | 21.98 | 1,333 | -21 | 308 |
| 12 Dec | 4828.35 | 50.25 | 16.85 | 23.41 | 1,210 | -97 | 328 |
| 11 Dec | 4889.50 | 33.4 | -26.20 | 23.49 | 890 | 69 | 425 |
| 10 Dec | 4787.25 | 59.6 | -7.55 | 22.68 | 591 | -29 | 356 |
| 9 Dec | 4793.00 | 67.15 | 27.40 | 23.96 | 1,985 | 172 | 388 |
| 6 Dec | 4870.85 | 39.75 | -6.95 | 21.32 | 283 | 49 | 213 |
| 5 Dec | 4872.00 | 46.7 | -7.50 | 22.28 | 372 | 48 | 162 |
| 4 Dec | 4851.55 | 54.2 | 18.50 | 22.40 | 473 | 15 | 115 |
| 3 Dec | 4909.60 | 35.7 | -7.30 | 21.63 | 356 | 2 | 102 |
| 2 Dec | 4907.25 | 43 | 5.90 | 23.26 | 154 | 30 | 101 |
| 29 Nov | 4941.15 | 37.1 | -6.55 | 22.23 | 214 | -1 | 71 |
| 28 Nov | 4923.65 | 43.65 | 4.20 | 23.03 | 55 | 10 | 74 |
| 27 Nov | 4984.15 | 39.45 | 4.00 | 24.56 | 52 | 22 | 65 |
| 26 Nov | 5013.60 | 35.45 | -19.55 | 24.50 | 4 | 1 | 43 |
| 25 Nov | 4903.95 | 55 | -28.00 | 23.98 | 32 | 17 | 41 |
| 22 Nov | 4848.35 | 83 | -30.85 | 24.70 | 6 | 0 | 24 |
| 21 Nov | 4803.35 | 113.85 | 52.40 | 26.05 | 23 | 15 | 23 |
| 20 Nov | 4892.70 | 61.45 | 0.00 | 21.99 | 2 | 0 | 7 |
| 19 Nov | 4892.70 | 61.45 | -16.55 | 21.99 | 2 | -1 | 7 |
| 18 Nov | 4911.35 | 78 | 2.05 | 26.39 | 11 | 4 | 9 |
| 14 Nov | 4915.60 | 75.95 | 25.37 | 6 | 2 | 3 | |
For Britannia Industries Ltd - strike price 4750 expiring on 26DEC2024
Delta for 4750 PE is -0.60
Historical price for 4750 PE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 91.45, which was 50.25 higher than the previous day. The implied volatity was 27.77, the open interest changed by 80 which increased total open position to 716
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 41.2, which was -2.65 lower than the previous day. The implied volatity was 23.26, the open interest changed by 177 which increased total open position to 644
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 43.85, which was -15.10 lower than the previous day. The implied volatity was 22.04, the open interest changed by 29 which increased total open position to 467
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 58.95, which was 22.60 higher than the previous day. The implied volatity was 25.47, the open interest changed by 113 which increased total open position to 437
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 36.35, which was 0.80 higher than the previous day. The implied volatity was 23.66, the open interest changed by 17 which increased total open position to 324
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 35.55, which was -14.70 lower than the previous day. The implied volatity was 21.98, the open interest changed by -21 which decreased total open position to 308
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 50.25, which was 16.85 higher than the previous day. The implied volatity was 23.41, the open interest changed by -97 which decreased total open position to 328
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 33.4, which was -26.20 lower than the previous day. The implied volatity was 23.49, the open interest changed by 69 which increased total open position to 425
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 59.6, which was -7.55 lower than the previous day. The implied volatity was 22.68, the open interest changed by -29 which decreased total open position to 356
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 67.15, which was 27.40 higher than the previous day. The implied volatity was 23.96, the open interest changed by 172 which increased total open position to 388
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 39.75, which was -6.95 lower than the previous day. The implied volatity was 21.32, the open interest changed by 49 which increased total open position to 213
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 46.7, which was -7.50 lower than the previous day. The implied volatity was 22.28, the open interest changed by 48 which increased total open position to 162
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 54.2, which was 18.50 higher than the previous day. The implied volatity was 22.40, the open interest changed by 15 which increased total open position to 115
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 35.7, which was -7.30 lower than the previous day. The implied volatity was 21.63, the open interest changed by 2 which increased total open position to 102
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 43, which was 5.90 higher than the previous day. The implied volatity was 23.26, the open interest changed by 30 which increased total open position to 101
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 37.1, which was -6.55 lower than the previous day. The implied volatity was 22.23, the open interest changed by -1 which decreased total open position to 71
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 43.65, which was 4.20 higher than the previous day. The implied volatity was 23.03, the open interest changed by 10 which increased total open position to 74
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 39.45, which was 4.00 higher than the previous day. The implied volatity was 24.56, the open interest changed by 22 which increased total open position to 65
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 35.45, which was -19.55 lower than the previous day. The implied volatity was 24.50, the open interest changed by 1 which increased total open position to 43
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 55, which was -28.00 lower than the previous day. The implied volatity was 23.98, the open interest changed by 17 which increased total open position to 41
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 83, which was -30.85 lower than the previous day. The implied volatity was 24.70, the open interest changed by 0 which decreased total open position to 24
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 113.85, which was 52.40 higher than the previous day. The implied volatity was 26.05, the open interest changed by 15 which increased total open position to 23
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 61.45, which was 0.00 lower than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 7
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 61.45, which was -16.55 lower than the previous day. The implied volatity was 21.99, the open interest changed by -1 which decreased total open position to 7
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 78, which was 2.05 higher than the previous day. The implied volatity was 26.39, the open interest changed by 4 which increased total open position to 9
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 75.95, which was lower than the previous day. The implied volatity was 25.37, the open interest changed by 2 which increased total open position to 3
