BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 5100 CE | ||||||||||
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Delta: 0.17
Vega: 3.74
Theta: -1.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 25.85 | 1.90 | 19.49 | 740 | 119 | 310 | |||
| 26 Dec | 4761.65 | 23.95 | -4.05 | 19.36 | 445 | 72 | 191 | |||
| 24 Dec | 4744.10 | 28 | -1.00 | 20.72 | 110 | 37 | 120 | |||
| 23 Dec | 4704.35 | 29 | -10.40 | 21.85 | 92 | 36 | 83 | |||
| 20 Dec | 4698.10 | 39.4 | -15.35 | 23.71 | 34 | 14 | 50 | |||
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| 19 Dec | 4785.75 | 54.75 | -0.25 | 22.71 | 18 | 9 | 36 | |||
| 18 Dec | 4782.65 | 55 | -0.75 | 22.43 | 10 | 3 | 26 | |||
| 17 Dec | 4776.75 | 55.75 | -13.25 | 22.49 | 8 | 0 | 23 | |||
| 16 Dec | 4846.50 | 69 | -8.50 | 21.64 | 7 | 1 | 23 | |||
| 13 Dec | 4850.10 | 77.5 | 7.50 | 21.51 | 22 | 2 | 21 | |||
| 12 Dec | 4828.35 | 70 | 2.35 | 21.29 | 25 | 16 | 18 | |||
| 11 Dec | 4889.50 | 67.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4787.25 | 67.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 4793.00 | 67.65 | -6.35 | 21.16 | 4 | 1 | 2 | |||
| 6 Dec | 4870.85 | 74 | -681.80 | 17.94 | 1 | 0 | 0 | |||
| 5 Dec | 4872.00 | 755.8 | 0.00 | 2.17 | 0 | 0 | 0 | |||
| 4 Dec | 4851.55 | 755.8 | 0.00 | 2.31 | 0 | 0 | 0 | |||
| 2 Dec | 4907.25 | 755.8 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 29 Nov | 4941.15 | 755.8 | 0.00 | 0.99 | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 755.8 | 0.00 | 1.28 | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 755.8 | 0.00 | 0.43 | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 755.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 755.8 | 0.00 | 0.70 | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 755.8 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 755.8 | 470.60 | 2.72 | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 285.2 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5100 expiring on 30JAN2025
Delta for 5100 CE is 0.17
Historical price for 5100 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 25.85, which was 1.90 higher than the previous day. The implied volatity was 19.49, the open interest changed by 119 which increased total open position to 310
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 23.95, which was -4.05 lower than the previous day. The implied volatity was 19.36, the open interest changed by 72 which increased total open position to 191
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 28, which was -1.00 lower than the previous day. The implied volatity was 20.72, the open interest changed by 37 which increased total open position to 120
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 29, which was -10.40 lower than the previous day. The implied volatity was 21.85, the open interest changed by 36 which increased total open position to 83
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 39.4, which was -15.35 lower than the previous day. The implied volatity was 23.71, the open interest changed by 14 which increased total open position to 50
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 54.75, which was -0.25 lower than the previous day. The implied volatity was 22.71, the open interest changed by 9 which increased total open position to 36
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 55, which was -0.75 lower than the previous day. The implied volatity was 22.43, the open interest changed by 3 which increased total open position to 26
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 55.75, which was -13.25 lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 23
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 69, which was -8.50 lower than the previous day. The implied volatity was 21.64, the open interest changed by 1 which increased total open position to 23
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 77.5, which was 7.50 higher than the previous day. The implied volatity was 21.51, the open interest changed by 2 which increased total open position to 21
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 70, which was 2.35 higher than the previous day. The implied volatity was 21.29, the open interest changed by 16 which increased total open position to 18
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 67.65, 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 67.65, 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 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 67.65, which was -6.35 lower than the previous day. The implied volatity was 21.16, the open interest changed by 1 which increased total open position to 2
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 74, which was -681.80 lower than the previous day. The implied volatity was 17.94, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 755.8, which was 0.00 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 755.8, which was 0.00 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 755.8, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 755.8, which was 0.00 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 755.8, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 755.8, which was 0.00 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 755.8, 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 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 755.8, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 755.8, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 755.8, which was 470.60 higher than the previous day. The implied volatity was 2.72, 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 285.2, 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 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 4.51
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 332.1 | -1.55 | 25.15 | 11 | 2 | 28 |
| 26 Dec | 4761.65 | 333.65 | -7.50 | 22.58 | 8 | 4 | 25 |
| 24 Dec | 4744.10 | 341.15 | -83.85 | 20.09 | 22 | 17 | 21 |
| 23 Dec | 4704.35 | 425 | 159.00 | 33.83 | 2 | 0 | 2 |
| 20 Dec | 4698.10 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 4785.75 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4782.65 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4776.75 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4846.50 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 4828.35 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 266 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 4851.55 | 266 | 66.00 | 21.08 | 1 | 0 | 1 |
| 2 Dec | 4907.25 | 200 | 162.80 | 17.05 | 1 | 0 | 0 |
| 29 Nov | 4941.15 | 37.2 | -113.00 | - | 0 | 0 | 0 |
| 28 Nov | 4923.65 | 150.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 150.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 150.2 | 0.00 | 0.12 | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 150.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 150.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 150.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 150.2 | 0.63 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5100 expiring on 30JAN2025
Delta for 5100 PE is -0.76
Historical price for 5100 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 332.1, which was -1.55 lower than the previous day. The implied volatity was 25.15, the open interest changed by 2 which increased total open position to 28
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 333.65, which was -7.50 lower than the previous day. The implied volatity was 22.58, the open interest changed by 4 which increased total open position to 25
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 341.15, which was -83.85 lower than the previous day. The implied volatity was 20.09, the open interest changed by 17 which increased total open position to 21
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 425, which was 159.00 higher than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 2
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 266, 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 266, 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 266, 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 266, 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 266, 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 266, 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 266, 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 266, 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 266, 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 266, 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 266, 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 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 266, 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 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 266, which was 66.00 higher than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 1
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 200, which was 162.80 higher than the previous day. The implied volatity was 17.05, 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 37.2, which was -113.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 150.2, 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 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 150.2, 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 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 150.2, which was 0.00 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 150.2, 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 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 150.2, 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 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 150.2, 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 150.2, which was lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
