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

4897.25 7.75 (0.16%)

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Historical option data for BRITANNIA

12 Dec 2024 10:31 AM IST
BRITANNIA 26DEC2024 5000 CE
Delta: 0.34
Vega: 3.55
Theta: -2.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4894.95 43.5 -0.55 20.19 1,732 97 3,726
11 Dec 4889.50 44.05 16.90 20.50 10,028 -546 3,631
10 Dec 4787.25 27.15 -2.25 21.96 2,082 129 4,182
9 Dec 4793.00 29.4 -21.30 22.01 5,939 807 4,051
6 Dec 4870.85 50.7 -1.30 20.28 2,226 61 3,240
5 Dec 4872.00 52 -0.50 20.47 3,975 26 3,178
4 Dec 4851.55 52.5 -20.25 21.39 6,481 841 3,201
3 Dec 4909.60 72.75 -6.65 20.08 2,605 410 2,472
2 Dec 4907.25 79.4 -18.85 20.74 3,038 168 2,039
29 Nov 4941.15 98.25 3.25 20.46 2,708 100 1,874
28 Nov 4923.65 95 -25.00 20.16 4,704 404 1,773
27 Nov 4984.15 120 -29.50 19.19 2,188 303 1,364
26 Nov 5013.60 149.5 46.00 21.26 4,550 445 1,113
25 Nov 4903.95 103.5 22.50 21.31 2,460 372 729
22 Nov 4848.35 81 9.20 21.14 542 27 384
21 Nov 4803.35 71.8 -36.30 22.94 754 148 357
20 Nov 4892.70 108.1 0.00 21.95 284 54 205
19 Nov 4892.70 108.1 -12.90 21.95 284 50 205
18 Nov 4911.35 121 -10.00 21.58 279 62 154
14 Nov 4915.60 131 -78.25 21.14 128 69 95
13 Nov 5046.50 209.25 3.70 21.98 65 10 25
12 Nov 5027.55 205.55 21.94 19 15 15


For Britannia Industries Ltd - strike price 5000 expiring on 26DEC2024

Delta for 5000 CE is 0.34

Historical price for 5000 CE is as follows

On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 43.5, which was -0.55 lower than the previous day. The implied volatity was 20.19, the open interest changed by 97 which increased total open position to 3726


On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 44.05, which was 16.90 higher than the previous day. The implied volatity was 20.50, the open interest changed by -546 which decreased total open position to 3631


On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 27.15, which was -2.25 lower than the previous day. The implied volatity was 21.96, the open interest changed by 129 which increased total open position to 4182


On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 29.4, which was -21.30 lower than the previous day. The implied volatity was 22.01, the open interest changed by 807 which increased total open position to 4051


On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 50.7, which was -1.30 lower than the previous day. The implied volatity was 20.28, the open interest changed by 61 which increased total open position to 3240


On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 52, which was -0.50 lower than the previous day. The implied volatity was 20.47, the open interest changed by 26 which increased total open position to 3178


On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 52.5, which was -20.25 lower than the previous day. The implied volatity was 21.39, the open interest changed by 841 which increased total open position to 3201


On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 72.75, which was -6.65 lower than the previous day. The implied volatity was 20.08, the open interest changed by 410 which increased total open position to 2472


On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 79.4, which was -18.85 lower than the previous day. The implied volatity was 20.74, the open interest changed by 168 which increased total open position to 2039


On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 98.25, which was 3.25 higher than the previous day. The implied volatity was 20.46, the open interest changed by 100 which increased total open position to 1874


On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 95, which was -25.00 lower than the previous day. The implied volatity was 20.16, the open interest changed by 404 which increased total open position to 1773


On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 120, which was -29.50 lower than the previous day. The implied volatity was 19.19, the open interest changed by 303 which increased total open position to 1364


On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 149.5, which was 46.00 higher than the previous day. The implied volatity was 21.26, the open interest changed by 445 which increased total open position to 1113


On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 103.5, which was 22.50 higher than the previous day. The implied volatity was 21.31, the open interest changed by 372 which increased total open position to 729


On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 81, which was 9.20 higher than the previous day. The implied volatity was 21.14, the open interest changed by 27 which increased total open position to 384


On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 71.8, which was -36.30 lower than the previous day. The implied volatity was 22.94, the open interest changed by 148 which increased total open position to 357


On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 108.1, which was 0.00 lower than the previous day. The implied volatity was 21.95, the open interest changed by 54 which increased total open position to 205


On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 108.1, which was -12.90 lower than the previous day. The implied volatity was 21.95, the open interest changed by 50 which increased total open position to 205


On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 121, which was -10.00 lower than the previous day. The implied volatity was 21.58, the open interest changed by 62 which increased total open position to 154


On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 131, which was -78.25 lower than the previous day. The implied volatity was 21.14, the open interest changed by 69 which increased total open position to 95


On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 209.25, which was 3.70 higher than the previous day. The implied volatity was 21.98, the open interest changed by 10 which increased total open position to 25


On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 205.55, which was lower than the previous day. The implied volatity was 21.94, the open interest changed by 15 which increased total open position to 15


BRITANNIA 26DEC2024 5000 PE
Delta: -0.63
Vega: 3.64
Theta: -2.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 4894.95 139.05 -4.85 23.49 211 0 662
11 Dec 4889.50 143.9 -69.10 22.79 435 -43 665
10 Dec 4787.25 213 -6.35 24.16 74 -3 708
9 Dec 4793.00 219.35 65.95 25.45 230 19 710
6 Dec 4870.85 153.4 -15.95 20.28 248 -16 691
5 Dec 4872.00 169.35 -9.20 22.80 333 -53 705
4 Dec 4851.55 178.55 40.60 21.88 884 83 760
3 Dec 4909.60 137.95 -5.20 21.45 381 67 675
2 Dec 4907.25 143.15 21.15 22.42 630 -75 607
29 Nov 4941.15 122 -17.00 20.39 373 -24 683
28 Nov 4923.65 139 18.00 22.41 1,013 256 707
27 Nov 4984.15 121 20.65 23.78 819 38 449
26 Nov 5013.60 100.35 -51.65 21.93 738 182 414
25 Nov 4903.95 152 -53.45 22.86 386 40 231
22 Nov 4848.35 205.45 -24.55 24.78 46 -2 189
21 Nov 4803.35 230 59.00 22.18 8 -1 191
20 Nov 4892.70 171 0.00 22.01 95 -25 192
19 Nov 4892.70 171 -20.00 22.01 95 -25 192
18 Nov 4911.35 191 15.55 27.40 46 10 219
14 Nov 4915.60 175.45 54.45 24.71 67 14 209
13 Nov 5046.50 121 -8.40 24.68 129 10 194
12 Nov 5027.55 129.4 25.19 275 182 182


For Britannia Industries Ltd - strike price 5000 expiring on 26DEC2024

Delta for 5000 PE is -0.63

Historical price for 5000 PE is as follows

On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 139.05, which was -4.85 lower than the previous day. The implied volatity was 23.49, the open interest changed by 0 which decreased total open position to 662


On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 143.9, which was -69.10 lower than the previous day. The implied volatity was 22.79, the open interest changed by -43 which decreased total open position to 665


On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 213, which was -6.35 lower than the previous day. The implied volatity was 24.16, the open interest changed by -3 which decreased total open position to 708


On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 219.35, which was 65.95 higher than the previous day. The implied volatity was 25.45, the open interest changed by 19 which increased total open position to 710


On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 153.4, which was -15.95 lower than the previous day. The implied volatity was 20.28, the open interest changed by -16 which decreased total open position to 691


On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 169.35, which was -9.20 lower than the previous day. The implied volatity was 22.80, the open interest changed by -53 which decreased total open position to 705


On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 178.55, which was 40.60 higher than the previous day. The implied volatity was 21.88, the open interest changed by 83 which increased total open position to 760


On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 137.95, which was -5.20 lower than the previous day. The implied volatity was 21.45, the open interest changed by 67 which increased total open position to 675


On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 143.15, which was 21.15 higher than the previous day. The implied volatity was 22.42, the open interest changed by -75 which decreased total open position to 607


On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 122, which was -17.00 lower than the previous day. The implied volatity was 20.39, the open interest changed by -24 which decreased total open position to 683


On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 139, which was 18.00 higher than the previous day. The implied volatity was 22.41, the open interest changed by 256 which increased total open position to 707


On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 121, which was 20.65 higher than the previous day. The implied volatity was 23.78, the open interest changed by 38 which increased total open position to 449


On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 100.35, which was -51.65 lower than the previous day. The implied volatity was 21.93, the open interest changed by 182 which increased total open position to 414


On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 152, which was -53.45 lower than the previous day. The implied volatity was 22.86, the open interest changed by 40 which increased total open position to 231


On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 205.45, which was -24.55 lower than the previous day. The implied volatity was 24.78, the open interest changed by -2 which decreased total open position to 189


On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 230, which was 59.00 higher than the previous day. The implied volatity was 22.18, the open interest changed by -1 which decreased total open position to 191


On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was 22.01, the open interest changed by -25 which decreased total open position to 192


On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 171, which was -20.00 lower than the previous day. The implied volatity was 22.01, the open interest changed by -25 which decreased total open position to 192


On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 191, which was 15.55 higher than the previous day. The implied volatity was 27.40, the open interest changed by 10 which increased total open position to 219


On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 175.45, which was 54.45 higher than the previous day. The implied volatity was 24.71, the open interest changed by 14 which increased total open position to 209


On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 121, which was -8.40 lower than the previous day. The implied volatity was 24.68, the open interest changed by 10 which increased total open position to 194


On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 129.4, which was lower than the previous day. The implied volatity was 25.19, the open interest changed by 182 which increased total open position to 182