BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:31 AM IST
| BRITANNIA 26DEC2024 4950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 3.81
Theta: -3.23
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4894.95 | 61.05 | 0.80 | 19.82 | 886 | 12 | 1,344 | |||
| 11 Dec | 4889.50 | 60.25 | 23.20 | 19.99 | 3,751 | -111 | 1,344 | |||
| 10 Dec | 4787.25 | 37.05 | -2.65 | 21.38 | 782 | 30 | 1,455 | |||
| 9 Dec | 4793.00 | 39.7 | -28.60 | 21.47 | 1,541 | 227 | 1,426 | |||
| 6 Dec | 4870.85 | 68.3 | 1.30 | 20.20 | 620 | 33 | 1,199 | |||
| 5 Dec | 4872.00 | 67 | -2.00 | 19.86 | 1,056 | 86 | 1,167 | |||
|
|
||||||||||
| 4 Dec | 4851.55 | 69 | -24.35 | 21.30 | 2,430 | 256 | 1,078 | |||
| 3 Dec | 4909.60 | 93.35 | -8.40 | 19.86 | 1,060 | 128 | 819 | |||
| 2 Dec | 4907.25 | 101.75 | -21.05 | 20.81 | 1,668 | 446 | 688 | |||
| 29 Nov | 4941.15 | 122.8 | 3.90 | 20.51 | 801 | 52 | 243 | |||
| 28 Nov | 4923.65 | 118.9 | -26.00 | 20.19 | 630 | 64 | 189 | |||
| 27 Nov | 4984.15 | 144.9 | -31.10 | 18.63 | 295 | 35 | 126 | |||
| 26 Nov | 5013.60 | 176 | 52.85 | 20.75 | 239 | 24 | 94 | |||
| 25 Nov | 4903.95 | 123.15 | 31.10 | 20.69 | 115 | 49 | 68 | |||
| 22 Nov | 4848.35 | 92.05 | -2.45 | 19.73 | 5 | 1 | 20 | |||
| 21 Nov | 4803.35 | 94.5 | -122.40 | 24.04 | 201 | 18 | 19 | |||
| 20 Nov | 4892.70 | 216.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 4892.70 | 216.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 4911.35 | 216.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Nov | 4915.60 | 216.9 | -622.95 | 30.46 | 1 | 0 | 0 | |||
| 13 Nov | 5046.50 | 839.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 5027.55 | 839.85 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4950 expiring on 26DEC2024
Delta for 4950 CE is 0.44
Historical price for 4950 CE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 61.05, which was 0.80 higher than the previous day. The implied volatity was 19.82, the open interest changed by 12 which increased total open position to 1344
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 60.25, which was 23.20 higher than the previous day. The implied volatity was 19.99, the open interest changed by -111 which decreased total open position to 1344
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 37.05, which was -2.65 lower than the previous day. The implied volatity was 21.38, the open interest changed by 30 which increased total open position to 1455
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 39.7, which was -28.60 lower than the previous day. The implied volatity was 21.47, the open interest changed by 227 which increased total open position to 1426
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 68.3, which was 1.30 higher than the previous day. The implied volatity was 20.20, the open interest changed by 33 which increased total open position to 1199
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 67, which was -2.00 lower than the previous day. The implied volatity was 19.86, the open interest changed by 86 which increased total open position to 1167
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 69, which was -24.35 lower than the previous day. The implied volatity was 21.30, the open interest changed by 256 which increased total open position to 1078
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 93.35, which was -8.40 lower than the previous day. The implied volatity was 19.86, the open interest changed by 128 which increased total open position to 819
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 101.75, which was -21.05 lower than the previous day. The implied volatity was 20.81, the open interest changed by 446 which increased total open position to 688
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 122.8, which was 3.90 higher than the previous day. The implied volatity was 20.51, the open interest changed by 52 which increased total open position to 243
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 118.9, which was -26.00 lower than the previous day. The implied volatity was 20.19, the open interest changed by 64 which increased total open position to 189
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 144.9, which was -31.10 lower than the previous day. The implied volatity was 18.63, the open interest changed by 35 which increased total open position to 126
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 176, which was 52.85 higher than the previous day. The implied volatity was 20.75, the open interest changed by 24 which increased total open position to 94
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 123.15, which was 31.10 higher than the previous day. The implied volatity was 20.69, the open interest changed by 49 which increased total open position to 68
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 92.05, which was -2.45 lower than the previous day. The implied volatity was 19.73, the open interest changed by 1 which increased total open position to 20
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 94.5, which was -122.40 lower than the previous day. The implied volatity was 24.04, the open interest changed by 18 which increased total open position to 19
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 216.9, 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 216.9, 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 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 216.9, 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 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 216.9, which was -622.95 lower than the previous day. The implied volatity was 30.46, 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 839.85, 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 839.85, 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 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 3.82
Theta: -2.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4894.95 | 103.85 | -10.15 | 22.24 | 211 | -33 | 555 |
| 11 Dec | 4889.50 | 114 | -59.70 | 23.09 | 443 | 34 | 588 |
| 10 Dec | 4787.25 | 173.7 | -12.60 | 23.49 | 19 | 5 | 556 |
| 9 Dec | 4793.00 | 186.3 | 64.30 | 26.27 | 26 | -8 | 548 |
| 6 Dec | 4870.85 | 122 | -12.25 | 20.37 | 67 | 4 | 557 |
| 5 Dec | 4872.00 | 134.25 | -10.70 | 21.98 | 226 | -42 | 553 |
| 4 Dec | 4851.55 | 144.95 | 39.75 | 21.67 | 707 | 37 | 596 |
| 3 Dec | 4909.60 | 105.2 | -7.55 | 20.46 | 304 | 15 | 557 |
| 2 Dec | 4907.25 | 112.75 | 15.25 | 21.85 | 822 | 21 | 540 |
| 29 Nov | 4941.15 | 97.5 | -13.55 | 20.54 | 540 | 107 | 519 |
| 28 Nov | 4923.65 | 111.05 | 9.95 | 22.03 | 946 | 267 | 415 |
| 27 Nov | 4984.15 | 101.1 | 9.10 | 24.26 | 272 | 59 | 149 |
| 26 Nov | 5013.60 | 92 | -35.10 | 24.19 | 169 | 87 | 90 |
| 25 Nov | 4903.95 | 127.1 | -83.90 | 23.11 | 6 | 1 | 4 |
| 22 Nov | 4848.35 | 211 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 4803.35 | 211 | 51.00 | 24.70 | 2 | 1 | 3 |
| 20 Nov | 4892.70 | 160 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 160 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Nov | 4911.35 | 160 | 152.00 | 26.61 | 2 | 1 | 1 |
| 14 Nov | 4915.60 | 8 | 0.00 | 0.50 | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 8 | 0.00 | 2.41 | 0 | 0 | 0 |
| 12 Nov | 5027.55 | 8 | 2.26 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4950 expiring on 26DEC2024
Delta for 4950 PE is -0.55
Historical price for 4950 PE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 103.85, which was -10.15 lower than the previous day. The implied volatity was 22.24, the open interest changed by -33 which decreased total open position to 555
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 114, which was -59.70 lower than the previous day. The implied volatity was 23.09, the open interest changed by 34 which increased total open position to 588
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 173.7, which was -12.60 lower than the previous day. The implied volatity was 23.49, the open interest changed by 5 which increased total open position to 556
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 186.3, which was 64.30 higher than the previous day. The implied volatity was 26.27, the open interest changed by -8 which decreased total open position to 548
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 122, which was -12.25 lower than the previous day. The implied volatity was 20.37, the open interest changed by 4 which increased total open position to 557
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 134.25, which was -10.70 lower than the previous day. The implied volatity was 21.98, the open interest changed by -42 which decreased total open position to 553
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 144.95, which was 39.75 higher than the previous day. The implied volatity was 21.67, the open interest changed by 37 which increased total open position to 596
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 105.2, which was -7.55 lower than the previous day. The implied volatity was 20.46, the open interest changed by 15 which increased total open position to 557
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 112.75, which was 15.25 higher than the previous day. The implied volatity was 21.85, the open interest changed by 21 which increased total open position to 540
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 97.5, which was -13.55 lower than the previous day. The implied volatity was 20.54, the open interest changed by 107 which increased total open position to 519
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 111.05, which was 9.95 higher than the previous day. The implied volatity was 22.03, the open interest changed by 267 which increased total open position to 415
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 101.1, which was 9.10 higher than the previous day. The implied volatity was 24.26, the open interest changed by 59 which increased total open position to 149
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 92, which was -35.10 lower than the previous day. The implied volatity was 24.19, the open interest changed by 87 which increased total open position to 90
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 127.1, which was -83.90 lower than the previous day. The implied volatity was 23.11, the open interest changed by 1 which increased total open position to 4
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 211, 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 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 211, which was 51.00 higher than the previous day. The implied volatity was 24.70, the open interest changed by 1 which increased total open position to 3
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 160, 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 160, 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 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 160, which was 152.00 higher than the previous day. The implied volatity was 26.61, the open interest changed by 1 which increased total open position to 1
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 8, which was 0.00 lower than the previous day. The implied volatity was 2.41, 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 8, 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
