BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 5.79
Theta: -2.17
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 110 | 14.00 | 17.69 | 4,628 | 930 | 1,516 | |||
| 26 Dec | 4761.65 | 96 | -17.50 | 16.35 | 1,274 | 62 | 586 | |||
| 24 Dec | 4744.10 | 113.5 | 5.55 | 20.35 | 1,042 | 171 | 523 | |||
| 23 Dec | 4704.35 | 107.95 | -19.20 | 21.18 | 391 | 102 | 351 | |||
|
|
||||||||||
| 20 Dec | 4698.10 | 127.15 | -39.80 | 23.78 | 216 | 64 | 247 | |||
| 19 Dec | 4785.75 | 166.95 | -1.05 | 23.10 | 165 | 65 | 182 | |||
| 18 Dec | 4782.65 | 168 | 7.85 | 22.89 | 71 | 19 | 116 | |||
| 17 Dec | 4776.75 | 160.15 | -36.85 | 21.75 | 104 | 58 | 96 | |||
| 16 Dec | 4846.50 | 197 | -5.00 | 21.86 | 56 | 9 | 37 | |||
| 13 Dec | 4850.10 | 202 | 0.00 | 20.35 | 40 | 17 | 28 | |||
| 12 Dec | 4828.35 | 202 | -43.90 | 22.40 | 8 | 4 | 9 | |||
| 11 Dec | 4889.50 | 245.9 | 70.90 | 22.18 | 1 | 0 | 4 | |||
| 10 Dec | 4787.25 | 175 | -849.45 | 19.67 | 4 | 3 | 3 | |||
| 9 Dec | 4793.00 | 1024.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 1024.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 1024.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 1024.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 1024.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 1024.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 1024.45 | 1024.45 | - | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 0 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4800 expiring on 30JAN2025
Delta for 4800 CE is 0.53
Historical price for 4800 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 110, which was 14.00 higher than the previous day. The implied volatity was 17.69, the open interest changed by 930 which increased total open position to 1516
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 96, which was -17.50 lower than the previous day. The implied volatity was 16.35, the open interest changed by 62 which increased total open position to 586
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 113.5, which was 5.55 higher than the previous day. The implied volatity was 20.35, the open interest changed by 171 which increased total open position to 523
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 107.95, which was -19.20 lower than the previous day. The implied volatity was 21.18, the open interest changed by 102 which increased total open position to 351
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 127.15, which was -39.80 lower than the previous day. The implied volatity was 23.78, the open interest changed by 64 which increased total open position to 247
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 166.95, which was -1.05 lower than the previous day. The implied volatity was 23.10, the open interest changed by 65 which increased total open position to 182
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 168, which was 7.85 higher than the previous day. The implied volatity was 22.89, the open interest changed by 19 which increased total open position to 116
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 160.15, which was -36.85 lower than the previous day. The implied volatity was 21.75, the open interest changed by 58 which increased total open position to 96
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 197, which was -5.00 lower than the previous day. The implied volatity was 21.86, the open interest changed by 9 which increased total open position to 37
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 202, which was 0.00 lower than the previous day. The implied volatity was 20.35, the open interest changed by 17 which increased total open position to 28
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 202, which was -43.90 lower than the previous day. The implied volatity was 22.40, the open interest changed by 4 which increased total open position to 9
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 245.9, which was 70.90 higher than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 4
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 175, which was -849.45 lower than the previous day. The implied volatity was 19.67, the open interest changed by 3 which increased total open position to 3
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 1024.45, 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 1024.45, 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 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 1024.45, 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 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 1024.45, 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 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 1024.45, 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 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 1024.45, 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 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 1024.45, which was 1024.45 higher 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 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 5.79
Theta: -1.14
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 114.5 | -9.55 | 20.97 | 1,376 | 273 | 910 |
| 26 Dec | 4761.65 | 124.05 | -17.40 | 21.13 | 980 | 312 | 635 |
| 24 Dec | 4744.10 | 141.45 | -34.45 | 21.91 | 241 | 115 | 321 |
| 23 Dec | 4704.35 | 175.9 | -10.20 | 25.10 | 47 | 0 | 206 |
| 20 Dec | 4698.10 | 186.1 | 46.65 | 25.47 | 73 | 26 | 206 |
| 19 Dec | 4785.75 | 139.45 | 3.45 | 24.26 | 69 | 24 | 179 |
| 18 Dec | 4782.65 | 136 | -2.70 | 23.54 | 44 | 12 | 154 |
| 17 Dec | 4776.75 | 138.7 | 23.70 | 23.43 | 58 | 13 | 144 |
| 16 Dec | 4846.50 | 115 | 4.75 | 23.37 | 23 | 1 | 133 |
| 13 Dec | 4850.10 | 110.25 | -13.90 | 22.90 | 88 | 53 | 131 |
| 12 Dec | 4828.35 | 124.15 | 25.70 | 23.31 | 56 | 35 | 73 |
| 11 Dec | 4889.50 | 98.45 | -31.55 | 23.07 | 47 | 37 | 38 |
| 10 Dec | 4787.25 | 130 | 118.80 | 22.61 | 4 | 0 | 0 |
| 9 Dec | 4793.00 | 11.2 | 0.00 | 0.98 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 11.2 | 0.00 | 2.91 | 0 | 0 | 0 |
| 28 Nov | 4923.65 | 11.2 | 0.00 | 2.79 | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 11.2 | 0.00 | 3.15 | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 11.2 | 0.00 | 3.55 | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 11.2 | 0.00 | 2.79 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 11.2 | 0.00 | 1.43 | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 11.2 | 3.75 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4800 expiring on 30JAN2025
Delta for 4800 PE is -0.47
Historical price for 4800 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 114.5, which was -9.55 lower than the previous day. The implied volatity was 20.97, the open interest changed by 273 which increased total open position to 910
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 124.05, which was -17.40 lower than the previous day. The implied volatity was 21.13, the open interest changed by 312 which increased total open position to 635
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 141.45, which was -34.45 lower than the previous day. The implied volatity was 21.91, the open interest changed by 115 which increased total open position to 321
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 175.9, which was -10.20 lower than the previous day. The implied volatity was 25.10, the open interest changed by 0 which decreased total open position to 206
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 186.1, which was 46.65 higher than the previous day. The implied volatity was 25.47, the open interest changed by 26 which increased total open position to 206
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 139.45, which was 3.45 higher than the previous day. The implied volatity was 24.26, the open interest changed by 24 which increased total open position to 179
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 136, which was -2.70 lower than the previous day. The implied volatity was 23.54, the open interest changed by 12 which increased total open position to 154
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 138.7, which was 23.70 higher than the previous day. The implied volatity was 23.43, the open interest changed by 13 which increased total open position to 144
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 115, which was 4.75 higher than the previous day. The implied volatity was 23.37, the open interest changed by 1 which increased total open position to 133
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 110.25, which was -13.90 lower than the previous day. The implied volatity was 22.90, the open interest changed by 53 which increased total open position to 131
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 124.15, which was 25.70 higher than the previous day. The implied volatity was 23.31, the open interest changed by 35 which increased total open position to 73
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 98.45, which was -31.55 lower than the previous day. The implied volatity was 23.07, the open interest changed by 37 which increased total open position to 38
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 130, which was 118.80 higher than the previous day. The implied volatity was 22.61, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 3.15, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 11.2, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 11.2, which was lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
