BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 5.77
Theta: -2.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 86.45 | 10.90 | 17.68 | 1,711 | 792 | 893 | |||
| 26 Dec | 4761.65 | 75.55 | -14.70 | 16.66 | 392 | 77 | 101 | |||
| 24 Dec | 4744.10 | 90.25 | -36.35 | 20.03 | 42 | 23 | 24 | |||
| 23 Dec | 4704.35 | 126.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 4698.10 | 126.6 | -28.40 | 26.96 | 1 | 0 | 1 | |||
| 19 Dec | 4785.75 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4782.65 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 4776.75 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4846.50 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4850.10 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4828.35 | 155 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4889.50 | 155 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 4787.25 | 155 | -129.95 | 20.62 | 1 | 0 | 0 | |||
| 9 Dec | 4793.00 | 284.95 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Dec | 4870.85 | 284.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 284.95 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4850 expiring on 30JAN2025
Delta for 4850 CE is 0.46
Historical price for 4850 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 86.45, which was 10.90 higher than the previous day. The implied volatity was 17.68, the open interest changed by 792 which increased total open position to 893
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 75.55, which was -14.70 lower than the previous day. The implied volatity was 16.66, the open interest changed by 77 which increased total open position to 101
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 90.25, which was -36.35 lower than the previous day. The implied volatity was 20.03, the open interest changed by 23 which increased total open position to 24
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 126.6, 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 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 126.6, which was -28.40 lower than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 1
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 155, 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 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 155, 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 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 155, 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 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 155, 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 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 155, 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 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 155, 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 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 155, 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 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 155, which was -129.95 lower than the previous day. The implied volatity was 20.62, 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 284.95, 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 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 284.95, 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 284.95, 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 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 5.79
Theta: -1.07
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 142.05 | -7.15 | 21.23 | 653 | 273 | 324 |
| 26 Dec | 4761.65 | 149.2 | -17.65 | 20.81 | 89 | 12 | 52 |
| 24 Dec | 4744.10 | 166.85 | -32.65 | 21.47 | 2 | 1 | 41 |
| 23 Dec | 4704.35 | 199.5 | 32.50 | 24.18 | 19 | 3 | 42 |
| 20 Dec | 4698.10 | 167 | 17.00 | 16.89 | 6 | 3 | 38 |
| 19 Dec | 4785.75 | 150 | -9.00 | 22.50 | 8 | -3 | 34 |
| 18 Dec | 4782.65 | 159 | 0.00 | 0.00 | 0 | 3 | 0 |
| 17 Dec | 4776.75 | 159 | 19.00 | 22.71 | 6 | 2 | 36 |
| 16 Dec | 4846.50 | 140 | -16.15 | 23.79 | 2 | 0 | 35 |
| 13 Dec | 4850.10 | 156.15 | 7.60 | 26.40 | 16 | 4 | 36 |
| 12 Dec | 4828.35 | 148.55 | 26.70 | 23.56 | 23 | 15 | 27 |
| 11 Dec | 4889.50 | 121.85 | -58.15 | 23.64 | 6 | 3 | 12 |
| 10 Dec | 4787.25 | 180 | 0.00 | 26.33 | 1 | 0 | 9 |
| 9 Dec | 4793.00 | 180 | 60.00 | 26.17 | 2 | 0 | 8 |
| 6 Dec | 4870.85 | 120 | -30.55 | 21.70 | 12 | 1 | 1 |
| 29 Nov | 4941.15 | 150.55 | 2.26 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4850 expiring on 30JAN2025
Delta for 4850 PE is -0.53
Historical price for 4850 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 142.05, which was -7.15 lower than the previous day. The implied volatity was 21.23, the open interest changed by 273 which increased total open position to 324
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 149.2, which was -17.65 lower than the previous day. The implied volatity was 20.81, the open interest changed by 12 which increased total open position to 52
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 166.85, which was -32.65 lower than the previous day. The implied volatity was 21.47, the open interest changed by 1 which increased total open position to 41
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 199.5, which was 32.50 higher than the previous day. The implied volatity was 24.18, the open interest changed by 3 which increased total open position to 42
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 167, which was 17.00 higher than the previous day. The implied volatity was 16.89, the open interest changed by 3 which increased total open position to 38
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 150, which was -9.00 lower than the previous day. The implied volatity was 22.50, the open interest changed by -3 which decreased total open position to 34
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 159, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 159, which was 19.00 higher than the previous day. The implied volatity was 22.71, the open interest changed by 2 which increased total open position to 36
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 140, which was -16.15 lower than the previous day. The implied volatity was 23.79, the open interest changed by 0 which decreased total open position to 35
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 156.15, which was 7.60 higher than the previous day. The implied volatity was 26.40, the open interest changed by 4 which increased total open position to 36
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 148.55, which was 26.70 higher than the previous day. The implied volatity was 23.56, the open interest changed by 15 which increased total open position to 27
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 121.85, which was -58.15 lower than the previous day. The implied volatity was 23.64, the open interest changed by 3 which increased total open position to 12
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 180, which was 0.00 lower than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 9
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 180, which was 60.00 higher than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 8
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 120, which was -30.55 lower than the previous day. The implied volatity was 21.70, the open interest changed by 1 which increased total open position to 1
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 150.55, which was lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
