BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 4950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 5.21
Theta: -1.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 53.9 | 6.20 | 18.33 | 825 | 269 | 325 | |||
| 26 Dec | 4761.65 | 47.7 | -10.30 | 17.74 | 97 | 22 | 55 | |||
| 24 Dec | 4744.10 | 58 | 4.50 | 20.28 | 35 | 20 | 33 | |||
| 23 Dec | 4704.35 | 53.5 | -21.40 | 20.60 | 3 | 1 | 14 | |||
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| 20 Dec | 4698.10 | 74.9 | -25.10 | 23.97 | 15 | -7 | 13 | |||
| 19 Dec | 4785.75 | 100 | -5.00 | 22.51 | 9 | 2 | 14 | |||
| 18 Dec | 4782.65 | 105 | 12.25 | 23.40 | 1 | 0 | 13 | |||
| 17 Dec | 4776.75 | 92.75 | -32.25 | 21.40 | 7 | 3 | 13 | |||
| 16 Dec | 4846.50 | 125 | 12.65 | 22.26 | 5 | 1 | 10 | |||
| 13 Dec | 4850.10 | 112.35 | -44.00 | 18.62 | 8 | 3 | 9 | |||
| 12 Dec | 4828.35 | 156.35 | -75.05 | 26.32 | 7 | 4 | 4 | |||
| 11 Dec | 4889.50 | 231.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4787.25 | 231.4 | 0.00 | 1.37 | 0 | 0 | 0 | |||
| 9 Dec | 4793.00 | 231.4 | 0.00 | 1.23 | 0 | 0 | 0 | |||
| 6 Dec | 4870.85 | 231.4 | 0.00 | 0.10 | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 231.4 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 4950 expiring on 30JAN2025
Delta for 4950 CE is 0.32
Historical price for 4950 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 53.9, which was 6.20 higher than the previous day. The implied volatity was 18.33, the open interest changed by 269 which increased total open position to 325
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 47.7, which was -10.30 lower than the previous day. The implied volatity was 17.74, the open interest changed by 22 which increased total open position to 55
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 58, which was 4.50 higher than the previous day. The implied volatity was 20.28, the open interest changed by 20 which increased total open position to 33
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 53.5, which was -21.40 lower than the previous day. The implied volatity was 20.60, the open interest changed by 1 which increased total open position to 14
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 74.9, which was -25.10 lower than the previous day. The implied volatity was 23.97, the open interest changed by -7 which decreased total open position to 13
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 100, which was -5.00 lower than the previous day. The implied volatity was 22.51, the open interest changed by 2 which increased total open position to 14
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 105, which was 12.25 higher than the previous day. The implied volatity was 23.40, the open interest changed by 0 which decreased total open position to 13
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 92.75, which was -32.25 lower than the previous day. The implied volatity was 21.40, the open interest changed by 3 which increased total open position to 13
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 125, which was 12.65 higher than the previous day. The implied volatity was 22.26, the open interest changed by 1 which increased total open position to 10
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 112.35, which was -44.00 lower than the previous day. The implied volatity was 18.62, the open interest changed by 3 which increased total open position to 9
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 156.35, which was -75.05 lower than the previous day. The implied volatity was 26.32, the open interest changed by 4 which increased total open position to 4
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 231.4, 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 231.4, which was 0.00 lower than the previous day. The implied volatity was 1.37, 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 231.4, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 231.4, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 231.4, 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 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 5.40
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 206.6 | 7.90 | 21.84 | 56 | 38 | 75 |
| 26 Dec | 4761.65 | 198.7 | -36.10 | 18.22 | 51 | 19 | 39 |
| 24 Dec | 4744.10 | 234.8 | -30.20 | 21.85 | 1 | 0 | 19 |
| 23 Dec | 4704.35 | 265 | 94.00 | 24.15 | 19 | 13 | 14 |
| 20 Dec | 4698.10 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 4785.75 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4782.65 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4776.75 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4846.50 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 4828.35 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 171 | -24.80 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 195.8 | 1.00 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 4950 expiring on 30JAN2025
Delta for 4950 PE is -0.65
Historical price for 4950 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 206.6, which was 7.90 higher than the previous day. The implied volatity was 21.84, the open interest changed by 38 which increased total open position to 75
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 198.7, which was -36.10 lower than the previous day. The implied volatity was 18.22, the open interest changed by 19 which increased total open position to 39
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 234.8, which was -30.20 lower than the previous day. The implied volatity was 21.85, the open interest changed by 0 which decreased total open position to 19
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 265, which was 94.00 higher than the previous day. The implied volatity was 24.15, the open interest changed by 13 which increased total open position to 14
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 171, 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 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 171, 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 171, 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 171, 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 171, 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 171, 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 171, 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 171, 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 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 171, 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 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 171, 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 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 171, which was -24.80 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 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 195.8, which was lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0
