BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 5.57
Theta: -1.96
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 68.85 | 9.45 | 18.06 | 2,650 | 184 | 361 | |||
| 26 Dec | 4761.65 | 59.4 | -11.65 | 17.07 | 353 | 14 | 175 | |||
|
|
||||||||||
| 24 Dec | 4744.10 | 71.05 | -0.55 | 19.86 | 295 | 51 | 158 | |||
| 23 Dec | 4704.35 | 71.6 | -18.50 | 21.30 | 92 | 16 | 108 | |||
| 20 Dec | 4698.10 | 90.1 | -29.10 | 23.92 | 52 | 15 | 92 | |||
| 19 Dec | 4785.75 | 119.2 | -3.80 | 22.89 | 72 | 39 | 78 | |||
| 18 Dec | 4782.65 | 123 | 0.75 | 23.12 | 18 | 7 | 38 | |||
| 17 Dec | 4776.75 | 122.25 | -25.75 | 23.00 | 18 | 0 | 21 | |||
| 16 Dec | 4846.50 | 148 | 0.00 | 22.36 | 7 | 0 | 24 | |||
| 13 Dec | 4850.10 | 148 | 5.80 | 20.41 | 20 | 10 | 24 | |||
| 12 Dec | 4828.35 | 142.2 | -790.10 | 21.18 | 20 | 14 | 14 | |||
| 11 Dec | 4889.50 | 932.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4787.25 | 932.3 | 0.00 | 0.53 | 0 | 0 | 0 | |||
| 9 Dec | 4793.00 | 932.3 | 0.00 | 0.52 | 0 | 0 | 0 | |||
| 6 Dec | 4870.85 | 932.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 932.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 932.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 932.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 932.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 932.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 932.3 | 753.50 | - | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 178.8 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4900 expiring on 30JAN2025
Delta for 4900 CE is 0.39
Historical price for 4900 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 68.85, which was 9.45 higher than the previous day. The implied volatity was 18.06, the open interest changed by 184 which increased total open position to 361
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 59.4, which was -11.65 lower than the previous day. The implied volatity was 17.07, the open interest changed by 14 which increased total open position to 175
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 71.05, which was -0.55 lower than the previous day. The implied volatity was 19.86, the open interest changed by 51 which increased total open position to 158
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 71.6, which was -18.50 lower than the previous day. The implied volatity was 21.30, the open interest changed by 16 which increased total open position to 108
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 90.1, which was -29.10 lower than the previous day. The implied volatity was 23.92, the open interest changed by 15 which increased total open position to 92
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 119.2, which was -3.80 lower than the previous day. The implied volatity was 22.89, the open interest changed by 39 which increased total open position to 78
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 123, which was 0.75 higher than the previous day. The implied volatity was 23.12, the open interest changed by 7 which increased total open position to 38
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 122.25, which was -25.75 lower than the previous day. The implied volatity was 23.00, the open interest changed by 0 which decreased total open position to 21
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 148, which was 0.00 lower than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 24
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 148, which was 5.80 higher than the previous day. The implied volatity was 20.41, the open interest changed by 10 which increased total open position to 24
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 142.2, which was -790.10 lower than the previous day. The implied volatity was 21.18, the open interest changed by 14 which increased total open position to 14
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 932.3, 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 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 932.3, which was 0.00 lower than the previous day. The implied volatity was 0.53, 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 932.3, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 932.3, 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 932.3, 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 932.3, 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 932.3, 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 932.3, 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 932.3, 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 932.3, which was 753.50 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 178.8, 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 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 5.65
Theta: -0.95
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 171.7 | -10.30 | 21.32 | 114 | 20 | 113 |
| 26 Dec | 4761.65 | 182 | -22.95 | 21.30 | 92 | 27 | 92 |
| 24 Dec | 4744.10 | 204.95 | -23.05 | 22.73 | 62 | 32 | 65 |
| 23 Dec | 4704.35 | 228 | 23.00 | 23.63 | 11 | 9 | 31 |
| 20 Dec | 4698.10 | 205 | 11.00 | 18.33 | 11 | 4 | 21 |
| 19 Dec | 4785.75 | 194 | -2.00 | 24.58 | 14 | 12 | 16 |
| 18 Dec | 4782.65 | 196 | 0.00 | 0.00 | 0 | 2 | 0 |
| 17 Dec | 4776.75 | 196 | 56.00 | 24.13 | 2 | 1 | 3 |
| 16 Dec | 4846.50 | 140 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Dec | 4850.10 | 140 | -2.00 | 20.76 | 1 | 0 | 1 |
| 12 Dec | 4828.35 | 142 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 4889.50 | 142 | 124.75 | 23.40 | 1 | 0 | 0 |
| 10 Dec | 4787.25 | 17.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 17.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 17.25 | 0.00 | 0.68 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 17.25 | 0.00 | 1.61 | 0 | 0 | 0 |
| 28 Nov | 4923.65 | 17.25 | 0.00 | 2.32 | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 17.25 | 0.00 | 2.21 | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 17.25 | 0.00 | 2.60 | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 17.25 | 0.00 | 1.80 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 17.25 | 0.00 | 0.67 | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 17.25 | 2.55 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4900 expiring on 30JAN2025
Delta for 4900 PE is -0.59
Historical price for 4900 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 171.7, which was -10.30 lower than the previous day. The implied volatity was 21.32, the open interest changed by 20 which increased total open position to 113
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 182, which was -22.95 lower than the previous day. The implied volatity was 21.30, the open interest changed by 27 which increased total open position to 92
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 204.95, which was -23.05 lower than the previous day. The implied volatity was 22.73, the open interest changed by 32 which increased total open position to 65
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 228, which was 23.00 higher than the previous day. The implied volatity was 23.63, the open interest changed by 9 which increased total open position to 31
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 205, which was 11.00 higher than the previous day. The implied volatity was 18.33, the open interest changed by 4 which increased total open position to 21
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 194, which was -2.00 lower than the previous day. The implied volatity was 24.58, the open interest changed by 12 which increased total open position to 16
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 196, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 196, which was 56.00 higher than the previous day. The implied volatity was 24.13, the open interest changed by 1 which increased total open position to 3
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 140, 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 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 140, which was -2.00 lower than the previous day. The implied volatity was 20.76, the open interest changed by 0 which decreased total open position to 1
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 142, 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 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 142, which was 124.75 higher than the previous day. The implied volatity was 23.40, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 17.25, 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 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 17.25, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 0.68, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 17.25, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 17.25, which was lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
