BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:21 AM IST
| BRITANNIA 26DEC2024 4850 CE | ||||||||||
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Delta: 0.65
Vega: 3.57
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4900.25 | 113.25 | 4.15 | 19.21 | 641 | -7 | 592 | |||
| 11 Dec | 4889.50 | 109.1 | 38.60 | 19.52 | 6,180 | -31 | 601 | |||
| 10 Dec | 4787.25 | 70.5 | -4.35 | 21.03 | 1,204 | 22 | 631 | |||
| 9 Dec | 4793.00 | 74.85 | -40.60 | 21.43 | 1,532 | 158 | 612 | |||
| 6 Dec | 4870.85 | 115.45 | 0.50 | 19.95 | 713 | 36 | 452 | |||
| 5 Dec | 4872.00 | 114.95 | 0.20 | 19.97 | 1,393 | 89 | 416 | |||
| 4 Dec | 4851.55 | 114.75 | -32.55 | 21.48 | 625 | 189 | 326 | |||
| 3 Dec | 4909.60 | 147.3 | -8.70 | 19.57 | 176 | 17 | 140 | |||
| 2 Dec | 4907.25 | 156 | -30.45 | 20.59 | 63 | 11 | 124 | |||
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| 29 Nov | 4941.15 | 186.45 | 8.85 | 21.42 | 71 | 27 | 113 | |||
| 28 Nov | 4923.65 | 177.6 | -32.40 | 20.30 | 61 | 15 | 86 | |||
| 27 Nov | 4984.15 | 210 | -33.50 | 18.23 | 29 | -9 | 64 | |||
| 26 Nov | 5013.60 | 243.5 | 64.70 | 20.61 | 42 | 18 | 72 | |||
| 25 Nov | 4903.95 | 178.8 | 32.45 | 20.56 | 83 | 2 | 53 | |||
| 22 Nov | 4848.35 | 146.35 | 15.80 | 20.86 | 75 | -1 | 50 | |||
| 21 Nov | 4803.35 | 130.55 | -73.50 | 23.17 | 83 | 46 | 52 | |||
| 20 Nov | 4892.70 | 204.05 | 0.00 | 25.66 | 6 | -1 | 6 | |||
| 19 Nov | 4892.70 | 204.05 | 14.00 | 25.66 | 6 | -1 | 6 | |||
| 18 Nov | 4911.35 | 190.05 | -80.45 | 19.84 | 22 | 6 | 7 | |||
| 14 Nov | 4915.60 | 270.5 | 30.46 | 1 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4850 expiring on 26DEC2024
Delta for 4850 CE is 0.65
Historical price for 4850 CE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 113.25, which was 4.15 higher than the previous day. The implied volatity was 19.21, the open interest changed by -7 which decreased total open position to 592
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 109.1, which was 38.60 higher than the previous day. The implied volatity was 19.52, the open interest changed by -31 which decreased total open position to 601
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 70.5, which was -4.35 lower than the previous day. The implied volatity was 21.03, the open interest changed by 22 which increased total open position to 631
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 74.85, which was -40.60 lower than the previous day. The implied volatity was 21.43, the open interest changed by 158 which increased total open position to 612
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 115.45, which was 0.50 higher than the previous day. The implied volatity was 19.95, the open interest changed by 36 which increased total open position to 452
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 114.95, which was 0.20 higher than the previous day. The implied volatity was 19.97, the open interest changed by 89 which increased total open position to 416
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 114.75, which was -32.55 lower than the previous day. The implied volatity was 21.48, the open interest changed by 189 which increased total open position to 326
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 147.3, which was -8.70 lower than the previous day. The implied volatity was 19.57, the open interest changed by 17 which increased total open position to 140
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 156, which was -30.45 lower than the previous day. The implied volatity was 20.59, the open interest changed by 11 which increased total open position to 124
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 186.45, which was 8.85 higher than the previous day. The implied volatity was 21.42, the open interest changed by 27 which increased total open position to 113
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 177.6, which was -32.40 lower than the previous day. The implied volatity was 20.30, the open interest changed by 15 which increased total open position to 86
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 210, which was -33.50 lower than the previous day. The implied volatity was 18.23, the open interest changed by -9 which decreased total open position to 64
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 243.5, which was 64.70 higher than the previous day. The implied volatity was 20.61, the open interest changed by 18 which increased total open position to 72
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 178.8, which was 32.45 higher than the previous day. The implied volatity was 20.56, the open interest changed by 2 which increased total open position to 53
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 146.35, which was 15.80 higher than the previous day. The implied volatity was 20.86, the open interest changed by -1 which decreased total open position to 50
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 130.55, which was -73.50 lower than the previous day. The implied volatity was 23.17, the open interest changed by 46 which increased total open position to 52
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 204.05, which was 0.00 lower than the previous day. The implied volatity was 25.66, the open interest changed by -1 which decreased total open position to 6
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 204.05, which was 14.00 higher than the previous day. The implied volatity was 25.66, the open interest changed by -1 which decreased total open position to 6
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 190.05, which was -80.45 lower than the previous day. The implied volatity was 19.84, the open interest changed by 6 which increased total open position to 7
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 270.5, which was lower than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 26DEC2024 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 3.65
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4900.25 | 59 | -5.80 | 23.40 | 370 | 1 | 447 |
| 11 Dec | 4889.50 | 64.8 | -42.20 | 23.11 | 2,932 | 163 | 450 |
| 10 Dec | 4787.25 | 107 | -7.20 | 22.72 | 310 | -4 | 288 |
| 9 Dec | 4793.00 | 114.2 | 40.95 | 23.84 | 548 | -39 | 289 |
| 6 Dec | 4870.85 | 73.25 | -8.70 | 20.92 | 742 | 34 | 329 |
| 5 Dec | 4872.00 | 81.95 | -10.30 | 21.90 | 997 | 93 | 293 |
| 4 Dec | 4851.55 | 92.25 | 28.70 | 22.04 | 955 | 63 | 193 |
| 3 Dec | 4909.60 | 63.55 | -6.40 | 21.04 | 792 | 32 | 129 |
| 2 Dec | 4907.25 | 69.95 | 9.25 | 22.21 | 688 | 0 | 96 |
| 29 Nov | 4941.15 | 60.7 | -9.95 | 21.21 | 296 | 30 | 93 |
| 28 Nov | 4923.65 | 70.65 | 10.65 | 22.34 | 81 | 29 | 64 |
| 27 Nov | 4984.15 | 60 | 4.00 | 23.34 | 75 | 10 | 37 |
| 26 Nov | 5013.60 | 56 | -31.00 | 23.73 | 38 | 1 | 28 |
| 25 Nov | 4903.95 | 87 | -33.00 | 23.80 | 58 | 22 | 26 |
| 22 Nov | 4848.35 | 120 | -30.50 | 24.05 | 1 | 0 | 4 |
| 21 Nov | 4803.35 | 150.5 | 25.40 | 24.23 | 4 | 1 | 2 |
| 20 Nov | 4892.70 | 125.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 125.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 4911.35 | 125.1 | 120.65 | 28.28 | 1 | 0 | 0 |
| 14 Nov | 4915.60 | 4.45 | 2.05 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4850 expiring on 26DEC2024
Delta for 4850 PE is -0.37
Historical price for 4850 PE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 59, which was -5.80 lower than the previous day. The implied volatity was 23.40, the open interest changed by 1 which increased total open position to 447
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 64.8, which was -42.20 lower than the previous day. The implied volatity was 23.11, the open interest changed by 163 which increased total open position to 450
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 107, which was -7.20 lower than the previous day. The implied volatity was 22.72, the open interest changed by -4 which decreased total open position to 288
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 114.2, which was 40.95 higher than the previous day. The implied volatity was 23.84, the open interest changed by -39 which decreased total open position to 289
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 73.25, which was -8.70 lower than the previous day. The implied volatity was 20.92, the open interest changed by 34 which increased total open position to 329
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 81.95, which was -10.30 lower than the previous day. The implied volatity was 21.90, the open interest changed by 93 which increased total open position to 293
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 92.25, which was 28.70 higher than the previous day. The implied volatity was 22.04, the open interest changed by 63 which increased total open position to 193
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 63.55, which was -6.40 lower than the previous day. The implied volatity was 21.04, the open interest changed by 32 which increased total open position to 129
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 69.95, which was 9.25 higher than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 96
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 60.7, which was -9.95 lower than the previous day. The implied volatity was 21.21, the open interest changed by 30 which increased total open position to 93
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 70.65, which was 10.65 higher than the previous day. The implied volatity was 22.34, the open interest changed by 29 which increased total open position to 64
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 60, which was 4.00 higher than the previous day. The implied volatity was 23.34, the open interest changed by 10 which increased total open position to 37
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 56, which was -31.00 lower than the previous day. The implied volatity was 23.73, the open interest changed by 1 which increased total open position to 28
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 87, which was -33.00 lower than the previous day. The implied volatity was 23.80, the open interest changed by 22 which increased total open position to 26
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 120, which was -30.50 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 4
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 150.5, which was 25.40 higher than the previous day. The implied volatity was 24.23, the open interest changed by 1 which increased total open position to 2
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 125.1, 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 125.1, 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 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 125.1, which was 120.65 higher than the previous day. The implied volatity was 28.28, 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 4.45, which was lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
