BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:21 AM IST
| BRITANNIA 26DEC2024 4800 CE | ||||||||||
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Delta: 0.75
Vega: 3.09
Theta: -3.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4900.25 | 147.6 | 6.15 | 19.24 | 627 | 12 | 882 | |||
| 11 Dec | 4889.50 | 141.45 | 47.75 | 19.38 | 8,911 | -166 | 866 | |||
| 10 Dec | 4787.25 | 93.7 | -5.25 | 20.83 | 3,036 | 84 | 1,031 | |||
| 9 Dec | 4793.00 | 98.95 | -49.05 | 21.45 | 4,398 | 558 | 948 | |||
| 6 Dec | 4870.85 | 148 | 2.85 | 20.43 | 617 | -10 | 388 | |||
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| 5 Dec | 4872.00 | 145.15 | 2.20 | 20.01 | 1,370 | 221 | 396 | |||
| 4 Dec | 4851.55 | 142.95 | -37.05 | 21.48 | 208 | 50 | 174 | |||
| 3 Dec | 4909.60 | 180 | -12.40 | 19.34 | 81 | 1 | 124 | |||
| 2 Dec | 4907.25 | 192.4 | -31.50 | 21.35 | 45 | -1 | 123 | |||
| 29 Nov | 4941.15 | 223.9 | 11.75 | 22.14 | 65 | 18 | 124 | |||
| 28 Nov | 4923.65 | 212.15 | -36.20 | 20.39 | 37 | 11 | 108 | |||
| 27 Nov | 4984.15 | 248.35 | -34.80 | 18.17 | 24 | 6 | 96 | |||
| 26 Nov | 5013.60 | 283.15 | 66.75 | 20.94 | 80 | -4 | 91 | |||
| 25 Nov | 4903.95 | 216.4 | 47.10 | 21.50 | 173 | -39 | 99 | |||
| 22 Nov | 4848.35 | 169.3 | 13.30 | 19.84 | 257 | -40 | 98 | |||
| 21 Nov | 4803.35 | 156 | -50.80 | 23.30 | 273 | 133 | 137 | |||
| 20 Nov | 4892.70 | 206.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4892.70 | 206.8 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Nov | 4911.35 | 206.8 | -1335.05 | 16.76 | 4 | 3 | 3 | |||
| 14 Nov | 4915.60 | 1541.85 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4800 expiring on 26DEC2024
Delta for 4800 CE is 0.75
Historical price for 4800 CE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 147.6, which was 6.15 higher than the previous day. The implied volatity was 19.24, the open interest changed by 12 which increased total open position to 882
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 141.45, which was 47.75 higher than the previous day. The implied volatity was 19.38, the open interest changed by -166 which decreased total open position to 866
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 93.7, which was -5.25 lower than the previous day. The implied volatity was 20.83, the open interest changed by 84 which increased total open position to 1031
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 98.95, which was -49.05 lower than the previous day. The implied volatity was 21.45, the open interest changed by 558 which increased total open position to 948
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 148, which was 2.85 higher than the previous day. The implied volatity was 20.43, the open interest changed by -10 which decreased total open position to 388
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 145.15, which was 2.20 higher than the previous day. The implied volatity was 20.01, the open interest changed by 221 which increased total open position to 396
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 142.95, which was -37.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by 50 which increased total open position to 174
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 180, which was -12.40 lower than the previous day. The implied volatity was 19.34, the open interest changed by 1 which increased total open position to 124
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 192.4, which was -31.50 lower than the previous day. The implied volatity was 21.35, the open interest changed by -1 which decreased total open position to 123
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 223.9, which was 11.75 higher than the previous day. The implied volatity was 22.14, the open interest changed by 18 which increased total open position to 124
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 212.15, which was -36.20 lower than the previous day. The implied volatity was 20.39, the open interest changed by 11 which increased total open position to 108
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 248.35, which was -34.80 lower than the previous day. The implied volatity was 18.17, the open interest changed by 6 which increased total open position to 96
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 283.15, which was 66.75 higher than the previous day. The implied volatity was 20.94, the open interest changed by -4 which decreased total open position to 91
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 216.4, which was 47.10 higher than the previous day. The implied volatity was 21.50, the open interest changed by -39 which decreased total open position to 99
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 169.3, which was 13.30 higher than the previous day. The implied volatity was 19.84, the open interest changed by -40 which decreased total open position to 98
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 156, which was -50.80 lower than the previous day. The implied volatity was 23.30, the open interest changed by 133 which increased total open position to 137
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 206.8, 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 206.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 206.8, which was -1335.05 lower than the previous day. The implied volatity was 16.76, the open interest changed by 3 which increased total open position to 3
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 1541.85, 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 4800 PE | |||||||
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Delta: -0.28
Vega: 3.27
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4900.25 | 39.2 | -7.60 | 22.60 | 749 | 77 | 948 |
| 11 Dec | 4889.50 | 46.8 | -34.15 | 23.19 | 3,702 | 159 | 868 |
| 10 Dec | 4787.25 | 80.95 | -7.65 | 21.68 | 1,163 | 5 | 709 |
| 9 Dec | 4793.00 | 88.6 | 33.60 | 23.88 | 4,676 | 126 | 710 |
| 6 Dec | 4870.85 | 55 | -7.00 | 21.21 | 969 | -5 | 587 |
| 5 Dec | 4872.00 | 62 | -8.80 | 21.96 | 2,557 | 22 | 590 |
| 4 Dec | 4851.55 | 70.8 | 24.00 | 22.08 | 1,124 | 135 | 571 |
| 3 Dec | 4909.60 | 46.8 | -8.90 | 21.03 | 793 | 7 | 437 |
| 2 Dec | 4907.25 | 55.7 | 7.80 | 22.87 | 755 | 43 | 431 |
| 29 Nov | 4941.15 | 47.9 | -6.75 | 21.77 | 571 | 5 | 393 |
| 28 Nov | 4923.65 | 54.65 | 4.85 | 22.42 | 396 | 44 | 386 |
| 27 Nov | 4984.15 | 49.8 | 4.40 | 24.19 | 211 | 49 | 340 |
| 26 Nov | 5013.60 | 45.4 | -28.60 | 24.27 | 425 | 91 | 291 |
| 25 Nov | 4903.95 | 74 | -22.50 | 24.74 | 410 | 119 | 200 |
| 22 Nov | 4848.35 | 96.5 | -30.35 | 23.71 | 251 | 104 | 185 |
| 21 Nov | 4803.35 | 126.85 | 33.85 | 24.44 | 123 | 40 | 81 |
| 20 Nov | 4892.70 | 93 | 0.00 | 24.70 | 44 | 2 | 41 |
| 19 Nov | 4892.70 | 93 | -6.55 | 24.70 | 44 | 2 | 41 |
| 18 Nov | 4911.35 | 99.55 | 6.55 | 27.23 | 41 | 26 | 37 |
| 14 Nov | 4915.60 | 93 | 25.51 | 11 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4800 expiring on 26DEC2024
Delta for 4800 PE is -0.28
Historical price for 4800 PE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 39.2, which was -7.60 lower than the previous day. The implied volatity was 22.60, the open interest changed by 77 which increased total open position to 948
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 46.8, which was -34.15 lower than the previous day. The implied volatity was 23.19, the open interest changed by 159 which increased total open position to 868
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 80.95, which was -7.65 lower than the previous day. The implied volatity was 21.68, the open interest changed by 5 which increased total open position to 709
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 88.6, which was 33.60 higher than the previous day. The implied volatity was 23.88, the open interest changed by 126 which increased total open position to 710
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 55, which was -7.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by -5 which decreased total open position to 587
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 62, which was -8.80 lower than the previous day. The implied volatity was 21.96, the open interest changed by 22 which increased total open position to 590
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 70.8, which was 24.00 higher than the previous day. The implied volatity was 22.08, the open interest changed by 135 which increased total open position to 571
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 46.8, which was -8.90 lower than the previous day. The implied volatity was 21.03, the open interest changed by 7 which increased total open position to 437
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 55.7, which was 7.80 higher than the previous day. The implied volatity was 22.87, the open interest changed by 43 which increased total open position to 431
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 47.9, which was -6.75 lower than the previous day. The implied volatity was 21.77, the open interest changed by 5 which increased total open position to 393
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 54.65, which was 4.85 higher than the previous day. The implied volatity was 22.42, the open interest changed by 44 which increased total open position to 386
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 49.8, which was 4.40 higher than the previous day. The implied volatity was 24.19, the open interest changed by 49 which increased total open position to 340
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 45.4, which was -28.60 lower than the previous day. The implied volatity was 24.27, the open interest changed by 91 which increased total open position to 291
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 74, which was -22.50 lower than the previous day. The implied volatity was 24.74, the open interest changed by 119 which increased total open position to 200
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 96.5, which was -30.35 lower than the previous day. The implied volatity was 23.71, the open interest changed by 104 which increased total open position to 185
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 126.85, which was 33.85 higher than the previous day. The implied volatity was 24.44, the open interest changed by 40 which increased total open position to 81
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by 2 which increased total open position to 41
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 93, which was -6.55 lower than the previous day. The implied volatity was 24.70, the open interest changed by 2 which increased total open position to 41
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 99.55, which was 6.55 higher than the previous day. The implied volatity was 27.23, the open interest changed by 26 which increased total open position to 37
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 93, which was lower than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 0
