BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
20 Dec 2024 04:11 PM IST
| BRITANNIA 26DEC2024 5000 CE | ||||||||||
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Delta: 0.05
Vega: 0.67
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4698.10 | 4 | -6.55 | 29.18 | 4,643 | -1,503 | 3,270 | |||
| 19 Dec | 4785.75 | 10.55 | -4.70 | 25.89 | 4,087 | -125 | 4,776 | |||
| 18 Dec | 4782.65 | 15.25 | -0.10 | 27.65 | 2,683 | -110 | 4,901 | |||
| 17 Dec | 4776.75 | 15.35 | -7.45 | 26.44 | 3,632 | 312 | 5,024 | |||
| 16 Dec | 4846.50 | 22.8 | -5.60 | 23.49 | 2,711 | 312 | 4,713 | |||
| 13 Dec | 4850.10 | 28.4 | 0.40 | 21.28 | 5,853 | 72 | 4,405 | |||
| 12 Dec | 4828.35 | 28 | -16.05 | 22.31 | 5,777 | 698 | 4,327 | |||
| 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 | |||
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| 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 0.05
Historical price for 5000 CE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 4, which was -6.55 lower than the previous day. The implied volatity was 29.18, the open interest changed by -1503 which decreased total open position to 3270
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 10.55, which was -4.70 lower than the previous day. The implied volatity was 25.89, the open interest changed by -125 which decreased total open position to 4776
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 15.25, which was -0.10 lower than the previous day. The implied volatity was 27.65, the open interest changed by -110 which decreased total open position to 4901
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 15.35, which was -7.45 lower than the previous day. The implied volatity was 26.44, the open interest changed by 312 which increased total open position to 5024
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 22.8, which was -5.60 lower than the previous day. The implied volatity was 23.49, the open interest changed by 312 which increased total open position to 4713
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 28.4, which was 0.40 higher than the previous day. The implied volatity was 21.28, the open interest changed by 72 which increased total open position to 4405
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 28, which was -16.05 lower than the previous day. The implied volatity was 22.31, the open interest changed by 698 which increased total open position to 4327
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 | |||||||
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Delta: -0.85
Vega: 1.40
Theta: -3.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4698.10 | 313.9 | 92.15 | 44.31 | 199 | -103 | 521 |
| 19 Dec | 4785.75 | 221.75 | -0.25 | 30.51 | 44 | -14 | 624 |
| 18 Dec | 4782.65 | 222 | -7.00 | 26.23 | 25 | 1 | 638 |
| 17 Dec | 4776.75 | 229 | 59.45 | 26.99 | 51 | 11 | 638 |
| 16 Dec | 4846.50 | 169.55 | 2.95 | 20.56 | 55 | 19 | 626 |
| 13 Dec | 4850.10 | 166.6 | -25.65 | 21.61 | 164 | -26 | 606 |
| 12 Dec | 4828.35 | 192.25 | 48.35 | 23.46 | 452 | -30 | 632 |
| 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 -0.85
Historical price for 5000 PE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 313.9, which was 92.15 higher than the previous day. The implied volatity was 44.31, the open interest changed by -103 which decreased total open position to 521
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 221.75, which was -0.25 lower than the previous day. The implied volatity was 30.51, the open interest changed by -14 which decreased total open position to 624
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 222, which was -7.00 lower than the previous day. The implied volatity was 26.23, the open interest changed by 1 which increased total open position to 638
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 229, which was 59.45 higher than the previous day. The implied volatity was 26.99, the open interest changed by 11 which increased total open position to 638
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 169.55, which was 2.95 higher than the previous day. The implied volatity was 20.56, the open interest changed by 19 which increased total open position to 626
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 166.6, which was -25.65 lower than the previous day. The implied volatity was 21.61, the open interest changed by -26 which decreased total open position to 606
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 192.25, which was 48.35 higher than the previous day. The implied volatity was 23.46, the open interest changed by -30 which decreased total open position to 632
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
