BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
20 Dec 2024 04:11 PM IST
| BRITANNIA 26DEC2024 4900 CE | ||||||||||
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Delta: 0.11
Vega: 1.13
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4698.10 | 8 | -14.45 | 25.38 | 3,569 | -458 | 2,360 | |||
| 19 Dec | 4785.75 | 22.45 | -7.15 | 22.80 | 4,672 | 13 | 2,815 | |||
| 18 Dec | 4782.65 | 29.6 | 0.10 | 24.98 | 3,647 | -201 | 2,802 | |||
| 17 Dec | 4776.75 | 29.5 | -19.50 | 23.92 | 2,792 | 482 | 3,003 | |||
| 16 Dec | 4846.50 | 49 | -8.10 | 22.65 | 2,427 | 162 | 2,517 | |||
| 13 Dec | 4850.10 | 57.1 | 1.65 | 20.31 | 4,844 | -4 | 2,356 | |||
| 12 Dec | 4828.35 | 55.45 | -27.40 | 21.76 | 6,419 | 522 | 2,350 | |||
| 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 | |||
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| 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 0.11
Historical price for 4900 CE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 8, which was -14.45 lower than the previous day. The implied volatity was 25.38, the open interest changed by -458 which decreased total open position to 2360
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 22.45, which was -7.15 lower than the previous day. The implied volatity was 22.80, the open interest changed by 13 which increased total open position to 2815
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 29.6, which was 0.10 higher than the previous day. The implied volatity was 24.98, the open interest changed by -201 which decreased total open position to 2802
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 29.5, which was -19.50 lower than the previous day. The implied volatity was 23.92, the open interest changed by 482 which increased total open position to 3003
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 49, which was -8.10 lower than the previous day. The implied volatity was 22.65, the open interest changed by 162 which increased total open position to 2517
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 57.1, which was 1.65 higher than the previous day. The implied volatity was 20.31, the open interest changed by -4 which decreased total open position to 2356
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 55.45, which was -27.40 lower than the previous day. The implied volatity was 21.76, the open interest changed by 522 which increased total open position to 2350
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 | |||||||
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Delta: -0.80
Vega: 1.68
Theta: -4.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4698.10 | 217.7 | 85.50 | 36.33 | 172 | -54 | 519 |
| 19 Dec | 4785.75 | 132.2 | -0.65 | 25.29 | 244 | -72 | 566 |
| 18 Dec | 4782.65 | 132.85 | -14.60 | 22.38 | 356 | -9 | 639 |
| 17 Dec | 4776.75 | 147.45 | 48.45 | 25.90 | 547 | -55 | 646 |
| 16 Dec | 4846.50 | 99 | -0.55 | 21.48 | 484 | -2 | 701 |
| 13 Dec | 4850.10 | 99.55 | -22.20 | 21.67 | 1,047 | -96 | 703 |
| 12 Dec | 4828.35 | 121.75 | 35.00 | 23.16 | 1,869 | -118 | 802 |
| 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 -0.80
Historical price for 4900 PE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 217.7, which was 85.50 higher than the previous day. The implied volatity was 36.33, the open interest changed by -54 which decreased total open position to 519
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 132.2, which was -0.65 lower than the previous day. The implied volatity was 25.29, the open interest changed by -72 which decreased total open position to 566
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 132.85, which was -14.60 lower than the previous day. The implied volatity was 22.38, the open interest changed by -9 which decreased total open position to 639
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 147.45, which was 48.45 higher than the previous day. The implied volatity was 25.90, the open interest changed by -55 which decreased total open position to 646
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 99, which was -0.55 lower than the previous day. The implied volatity was 21.48, the open interest changed by -2 which decreased total open position to 701
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 99.55, which was -22.20 lower than the previous day. The implied volatity was 21.67, the open interest changed by -96 which decreased total open position to 703
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 121.75, which was 35.00 higher than the previous day. The implied volatity was 23.16, the open interest changed by -118 which decreased total open position to 802
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
