BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:21 AM IST
| BRITANNIA 26DEC2024 5050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 3.17
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4900.25 | 31 | -0.50 | 20.34 | 519 | -2 | 921 | |||
| 11 Dec | 4889.50 | 31.5 | 11.95 | 20.92 | 1,716 | 0 | 922 | |||
| 10 Dec | 4787.25 | 19.55 | -1.70 | 22.45 | 612 | 25 | 921 | |||
| 9 Dec | 4793.00 | 21.25 | -16.00 | 22.41 | 1,252 | -5 | 907 | |||
| 6 Dec | 4870.85 | 37.25 | -2.35 | 20.47 | 626 | 64 | 912 | |||
| 5 Dec | 4872.00 | 39.6 | 0.60 | 20.92 | 732 | -2 | 845 | |||
| 4 Dec | 4851.55 | 39 | -16.10 | 21.42 | 1,383 | 135 | 848 | |||
| 3 Dec | 4909.60 | 55.1 | -5.85 | 20.13 | 732 | 58 | 711 | |||
| 2 Dec | 4907.25 | 60.95 | -15.60 | 20.73 | 1,382 | 426 | 652 | |||
| 29 Nov | 4941.15 | 76.55 | 1.10 | 20.29 | 491 | 16 | 227 | |||
| 28 Nov | 4923.65 | 75.45 | -26.55 | 20.30 | 655 | 94 | 211 | |||
| 27 Nov | 4984.15 | 102 | -23.20 | 20.30 | 204 | 43 | 114 | |||
| 26 Nov | 5013.60 | 125.2 | 42.95 | 21.56 | 195 | 32 | 66 | |||
| 25 Nov | 4903.95 | 82.25 | 29.25 | 21.10 | 34 | 15 | 36 | |||
| 22 Nov | 4848.35 | 53 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 21 Nov | 4803.35 | 53 | -37.00 | 21.71 | 4 | 2 | 20 | |||
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| 20 Nov | 4892.70 | 90 | 0.00 | 22.17 | 20 | 18 | 18 | |||
| 19 Nov | 4892.70 | 90 | -656.65 | 22.17 | 20 | 18 | 18 | |||
| 18 Nov | 4911.35 | 746.65 | 0.00 | 1.33 | 0 | 0 | 0 | |||
| 14 Nov | 4915.60 | 746.65 | 0.00 | 1.23 | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 746.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 5027.55 | 746.65 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5050 expiring on 26DEC2024
Delta for 5050 CE is 0.26
Historical price for 5050 CE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 31, which was -0.50 lower than the previous day. The implied volatity was 20.34, the open interest changed by -2 which decreased total open position to 921
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 31.5, which was 11.95 higher than the previous day. The implied volatity was 20.92, the open interest changed by 0 which decreased total open position to 922
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 19.55, which was -1.70 lower than the previous day. The implied volatity was 22.45, the open interest changed by 25 which increased total open position to 921
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 21.25, which was -16.00 lower than the previous day. The implied volatity was 22.41, the open interest changed by -5 which decreased total open position to 907
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 37.25, which was -2.35 lower than the previous day. The implied volatity was 20.47, the open interest changed by 64 which increased total open position to 912
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 39.6, which was 0.60 higher than the previous day. The implied volatity was 20.92, the open interest changed by -2 which decreased total open position to 845
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 39, which was -16.10 lower than the previous day. The implied volatity was 21.42, the open interest changed by 135 which increased total open position to 848
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 55.1, which was -5.85 lower than the previous day. The implied volatity was 20.13, the open interest changed by 58 which increased total open position to 711
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 60.95, which was -15.60 lower than the previous day. The implied volatity was 20.73, the open interest changed by 426 which increased total open position to 652
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 76.55, which was 1.10 higher than the previous day. The implied volatity was 20.29, the open interest changed by 16 which increased total open position to 227
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 75.45, which was -26.55 lower than the previous day. The implied volatity was 20.30, the open interest changed by 94 which increased total open position to 211
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 102, which was -23.20 lower than the previous day. The implied volatity was 20.30, the open interest changed by 43 which increased total open position to 114
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 125.2, which was 42.95 higher than the previous day. The implied volatity was 21.56, the open interest changed by 32 which increased total open position to 66
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 82.25, which was 29.25 higher than the previous day. The implied volatity was 21.10, the open interest changed by 15 which increased total open position to 36
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 53, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 53, which was -37.00 lower than the previous day. The implied volatity was 21.71, the open interest changed by 2 which increased total open position to 20
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 22.17, the open interest changed by 18 which increased total open position to 18
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 90, which was -656.65 lower than the previous day. The implied volatity was 22.17, the open interest changed by 18 which increased total open position to 18
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 746.65, which was 0.00 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 746.65, 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 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 746.65, 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 746.65, 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 5050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4900.25 | 184.65 | 0.00 | 0.00 | 0 | -3 | 0 |
| 11 Dec | 4889.50 | 184.65 | -65.35 | 24.51 | 32 | -3 | 82 |
| 10 Dec | 4787.25 | 250 | -14.35 | 23.05 | 3 | -1 | 86 |
| 9 Dec | 4793.00 | 264.35 | 62.55 | 27.43 | 14 | 2 | 88 |
| 6 Dec | 4870.85 | 201.8 | 0.00 | 0.00 | 0 | -3 | 0 |
| 5 Dec | 4872.00 | 201.8 | -13.30 | 22.24 | 17 | -3 | 86 |
| 4 Dec | 4851.55 | 215.1 | 43.60 | 22.05 | 43 | 4 | 89 |
| 3 Dec | 4909.60 | 171.5 | 0.80 | 21.91 | 26 | 2 | 84 |
| 2 Dec | 4907.25 | 170.7 | 18.75 | 21.72 | 103 | -6 | 82 |
| 29 Nov | 4941.15 | 151.95 | -12.30 | 20.60 | 157 | -3 | 92 |
| 28 Nov | 4923.65 | 164.25 | 18.40 | 21.70 | 146 | 63 | 95 |
| 27 Nov | 4984.15 | 145.85 | 8.85 | 23.66 | 77 | 0 | 31 |
| 26 Nov | 5013.60 | 137 | -47.35 | 24.20 | 63 | 26 | 29 |
| 25 Nov | 4903.95 | 184.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 184.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 184.35 | 0.00 | 0.00 | 0 | 3 | 0 |
| 20 Nov | 4892.70 | 184.35 | 0.00 | 19.05 | 3 | 3 | 1 |
| 19 Nov | 4892.70 | 184.35 | 170.70 | 19.05 | 3 | 1 | 1 |
| 18 Nov | 4911.35 | 13.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4915.60 | 13.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 13.65 | 0.00 | 0.88 | 0 | 0 | 0 |
| 12 Nov | 5027.55 | 13.65 | 0.80 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5050 expiring on 26DEC2024
Delta for 5050 PE is 0.00
Historical price for 5050 PE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 184.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 184.65, which was -65.35 lower than the previous day. The implied volatity was 24.51, the open interest changed by -3 which decreased total open position to 82
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 250, which was -14.35 lower than the previous day. The implied volatity was 23.05, the open interest changed by -1 which decreased total open position to 86
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 264.35, which was 62.55 higher than the previous day. The implied volatity was 27.43, the open interest changed by 2 which increased total open position to 88
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 201.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 201.8, which was -13.30 lower than the previous day. The implied volatity was 22.24, the open interest changed by -3 which decreased total open position to 86
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 215.1, which was 43.60 higher than the previous day. The implied volatity was 22.05, the open interest changed by 4 which increased total open position to 89
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 171.5, which was 0.80 higher than the previous day. The implied volatity was 21.91, the open interest changed by 2 which increased total open position to 84
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 170.7, which was 18.75 higher than the previous day. The implied volatity was 21.72, the open interest changed by -6 which decreased total open position to 82
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 151.95, which was -12.30 lower than the previous day. The implied volatity was 20.60, the open interest changed by -3 which decreased total open position to 92
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 164.25, which was 18.40 higher than the previous day. The implied volatity was 21.70, the open interest changed by 63 which increased total open position to 95
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 145.85, which was 8.85 higher than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 31
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 137, which was -47.35 lower than the previous day. The implied volatity was 24.20, the open interest changed by 26 which increased total open position to 29
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 184.35, 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 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 184.35, 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 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 184.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 184.35, which was 0.00 lower than the previous day. The implied volatity was 19.05, the open interest changed by 3 which increased total open position to 1
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 184.35, which was 170.70 higher than the previous day. The implied volatity was 19.05, the open interest changed by 1 which increased total open position to 1
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 13.65, 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 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 13.65, 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 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 13.65, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 13.65, which was lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
