`
[--[65.84.65.76]--]
BRITANNIA
Britannia Industries Ltd

4879.7 -9.80 (-0.20%)

Back to Option Chain


Historical option data for BRITANNIA

12 Dec 2024 10:11 AM IST
BRITANNIA 26DEC2024 4900 CE
Delta: 0.50
Vega: 3.84
Theta: -3.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4878.10 77.05 -5.80 20.42 2,219 294 2,122
11 Dec 4889.50 82.85 31.35 19.94 13,764 -117 1,827
10 Dec 4787.25 51.5 -3.10 21.15 2,429 -63 1,949
9 Dec 4793.00 54.6 -34.15 21.28 4,436 759 2,017
6 Dec 4870.85 88.75 -0.80 19.86 1,877 7 1,267
5 Dec 4872.00 89.55 -0.05 20.06 3,250 -103 1,260
4 Dec 4851.55 89.6 -30.60 21.21 4,502 747 1,360
3 Dec 4909.60 120.2 -0.20 20.11 1,309 178 615
2 Dec 4907.25 120.4 -30.80 19.37 982 131 435
29 Nov 4941.15 151.2 1.70 20.61 532 14 305
28 Nov 4923.65 149.5 -28.50 20.81 456 120 288
27 Nov 4984.15 178 -31.50 18.91 180 -3 167
26 Nov 5013.60 209.5 62.45 20.94 280 2 170
25 Nov 4903.95 147.05 26.05 20.22 626 4 170
22 Nov 4848.35 121 14.95 20.87 332 42 208
21 Nov 4803.35 106.05 -43.95 22.72 294 66 154
20 Nov 4892.70 150 0.00 21.18 197 48 89
19 Nov 4892.70 150 -24.90 21.18 197 49 89
18 Nov 4911.35 174.9 -5.10 22.21 130 39 40
14 Nov 4915.60 180 -1264.55 20.80 1 0 0
13 Nov 5046.50 1444.55 0.00 - 0 0 0
12 Nov 5027.55 1444.55 - 0 0 0


For Britannia Industries Ltd - strike price 4900 expiring on 26DEC2024

Delta for 4900 CE is 0.50

Historical price for 4900 CE is as follows

On 12 Dec BRITANNIA was trading at 4878.10. The strike last trading price was 77.05, which was -5.80 lower than the previous day. The implied volatity was 20.42, the open interest changed by 294 which increased total open position to 2122


On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 82.85, which was 31.35 higher than the previous day. The implied volatity was 19.94, the open interest changed by -117 which decreased total open position to 1827


On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 51.5, which was -3.10 lower than the previous day. The implied volatity was 21.15, the open interest changed by -63 which decreased total open position to 1949


On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 54.6, which was -34.15 lower than the previous day. The implied volatity was 21.28, the open interest changed by 759 which increased total open position to 2017


On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 88.75, which was -0.80 lower than the previous day. The implied volatity was 19.86, the open interest changed by 7 which increased total open position to 1267


On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 89.55, which was -0.05 lower than the previous day. The implied volatity was 20.06, the open interest changed by -103 which decreased total open position to 1260


On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 89.6, which was -30.60 lower than the previous day. The implied volatity was 21.21, the open interest changed by 747 which increased total open position to 1360


On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 120.2, which was -0.20 lower than the previous day. The implied volatity was 20.11, the open interest changed by 178 which increased total open position to 615


On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 120.4, which was -30.80 lower than the previous day. The implied volatity was 19.37, the open interest changed by 131 which increased total open position to 435


On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 151.2, which was 1.70 higher than the previous day. The implied volatity was 20.61, the open interest changed by 14 which increased total open position to 305


On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 149.5, which was -28.50 lower than the previous day. The implied volatity was 20.81, the open interest changed by 120 which increased total open position to 288


On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 178, which was -31.50 lower than the previous day. The implied volatity was 18.91, the open interest changed by -3 which decreased total open position to 167


On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 209.5, which was 62.45 higher than the previous day. The implied volatity was 20.94, the open interest changed by 2 which increased total open position to 170


On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 147.05, which was 26.05 higher than the previous day. The implied volatity was 20.22, the open interest changed by 4 which increased total open position to 170


On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 121, which was 14.95 higher than the previous day. The implied volatity was 20.87, the open interest changed by 42 which increased total open position to 208


On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 106.05, which was -43.95 lower than the previous day. The implied volatity was 22.72, the open interest changed by 66 which increased total open position to 154


On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 21.18, the open interest changed by 48 which increased total open position to 89


On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 150, which was -24.90 lower than the previous day. The implied volatity was 21.18, the open interest changed by 49 which increased total open position to 89


On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 174.9, which was -5.10 lower than the previous day. The implied volatity was 22.21, the open interest changed by 39 which increased total open position to 40


On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 180, which was -1264.55 lower than the previous day. The implied volatity was 20.80, 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 1444.55, 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 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 1444.55, 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 4900 PE
Delta: -0.50
Vega: 3.84
Theta: -2.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4878.10 83.7 -3.05 21.41 571 -60 860
11 Dec 4889.50 86.75 -53.20 22.98 3,805 179 923
10 Dec 4787.25 139.95 -4.85 23.49 289 -37 744
9 Dec 4793.00 144.8 49.85 24.07 752 2 782
6 Dec 4870.85 94.95 -11.40 20.52 514 37 779
5 Dec 4872.00 106.35 -9.95 21.98 1,255 -118 742
4 Dec 4851.55 116.3 35.10 21.77 1,813 184 854
3 Dec 4909.60 81.2 -9.70 20.48 1,080 87 670
2 Dec 4907.25 90.9 13.40 22.29 1,509 -13 582
29 Nov 4941.15 77.5 -11.30 20.88 915 98 598
28 Nov 4923.65 88.8 10.75 22.09 834 101 500
27 Nov 4984.15 78.05 6.05 23.62 641 68 403
26 Nov 5013.60 72 -33.00 23.85 401 90 334
25 Nov 4903.95 105 -26.40 23.34 390 172 244
22 Nov 4848.35 131.4 -41.25 21.85 42 13 85
21 Nov 4803.35 172.65 34.65 23.30 251 -137 73
20 Nov 4892.70 138 0.00 25.16 136 34 210
19 Nov 4892.70 138 10.95 25.16 136 34 210
18 Nov 4911.35 127.05 -0.15 25.11 69 8 179
14 Nov 4915.60 127.2 42.20 24.72 223 149 171
13 Nov 5046.50 85 -14.80 24.81 25 5 20
12 Nov 5027.55 99.8 26.53 20 15 15


For Britannia Industries Ltd - strike price 4900 expiring on 26DEC2024

Delta for 4900 PE is -0.50

Historical price for 4900 PE is as follows

On 12 Dec BRITANNIA was trading at 4878.10. The strike last trading price was 83.7, which was -3.05 lower than the previous day. The implied volatity was 21.41, the open interest changed by -60 which decreased total open position to 860


On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 86.75, which was -53.20 lower than the previous day. The implied volatity was 22.98, the open interest changed by 179 which increased total open position to 923


On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 139.95, which was -4.85 lower than the previous day. The implied volatity was 23.49, the open interest changed by -37 which decreased total open position to 744


On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 144.8, which was 49.85 higher than the previous day. The implied volatity was 24.07, the open interest changed by 2 which increased total open position to 782


On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 94.95, which was -11.40 lower than the previous day. The implied volatity was 20.52, the open interest changed by 37 which increased total open position to 779


On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 106.35, which was -9.95 lower than the previous day. The implied volatity was 21.98, the open interest changed by -118 which decreased total open position to 742


On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 116.3, which was 35.10 higher than the previous day. The implied volatity was 21.77, the open interest changed by 184 which increased total open position to 854


On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 81.2, which was -9.70 lower than the previous day. The implied volatity was 20.48, the open interest changed by 87 which increased total open position to 670


On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 90.9, which was 13.40 higher than the previous day. The implied volatity was 22.29, the open interest changed by -13 which decreased total open position to 582


On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 77.5, which was -11.30 lower than the previous day. The implied volatity was 20.88, the open interest changed by 98 which increased total open position to 598


On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 88.8, which was 10.75 higher than the previous day. The implied volatity was 22.09, the open interest changed by 101 which increased total open position to 500


On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 78.05, which was 6.05 higher than the previous day. The implied volatity was 23.62, the open interest changed by 68 which increased total open position to 403


On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 72, which was -33.00 lower than the previous day. The implied volatity was 23.85, the open interest changed by 90 which increased total open position to 334


On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 105, which was -26.40 lower than the previous day. The implied volatity was 23.34, the open interest changed by 172 which increased total open position to 244


On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 131.4, which was -41.25 lower than the previous day. The implied volatity was 21.85, the open interest changed by 13 which increased total open position to 85


On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 172.65, which was 34.65 higher than the previous day. The implied volatity was 23.30, the open interest changed by -137 which decreased total open position to 73


On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 138, which was 0.00 lower than the previous day. The implied volatity was 25.16, the open interest changed by 34 which increased total open position to 210


On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 138, which was 10.95 higher than the previous day. The implied volatity was 25.16, the open interest changed by 34 which increased total open position to 210


On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 127.05, which was -0.15 lower than the previous day. The implied volatity was 25.11, the open interest changed by 8 which increased total open position to 179


On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 127.2, which was 42.20 higher than the previous day. The implied volatity was 24.72, the open interest changed by 149 which increased total open position to 171


On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 85, which was -14.80 lower than the previous day. The implied volatity was 24.81, the open interest changed by 5 which increased total open position to 20


On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 99.8, which was lower than the previous day. The implied volatity was 26.53, the open interest changed by 15 which increased total open position to 15