BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
20 Dec 2024 04:11 PM IST
| BRITANNIA 26DEC2024 5100 CE | ||||||||||
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Delta: 0.03
Vega: 0.44
Theta: -1.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4698.10 | 2.6 | -2.65 | 33.76 | 1,695 | -94 | 1,133 | |||
| 19 Dec | 4785.75 | 5.25 | -3.25 | 28.84 | 1,840 | 23 | 1,230 | |||
| 18 Dec | 4782.65 | 8.5 | 0.20 | 30.58 | 1,057 | 107 | 1,210 | |||
| 17 Dec | 4776.75 | 8.3 | -2.25 | 28.93 | 959 | 12 | 1,107 | |||
| 16 Dec | 4846.50 | 10.55 | -3.30 | 24.87 | 1,246 | -31 | 1,097 | |||
| 13 Dec | 4850.10 | 13.85 | -0.65 | 22.53 | 2,638 | -205 | 1,125 | |||
| 12 Dec | 4828.35 | 14.5 | -8.45 | 23.59 | 2,250 | 210 | 1,329 | |||
| 11 Dec | 4889.50 | 22.95 | 8.10 | 21.62 | 2,947 | -14 | 1,119 | |||
| 10 Dec | 4787.25 | 14.85 | -0.85 | 23.35 | 611 | 49 | 1,130 | |||
| 9 Dec | 4793.00 | 15.7 | -12.20 | 23.02 | 1,790 | -27 | 1,081 | |||
| 6 Dec | 4870.85 | 27.9 | -1.80 | 20.98 | 1,674 | 8 | 1,087 | |||
| 5 Dec | 4872.00 | 29.7 | 0.05 | 21.30 | 2,933 | -92 | 1,081 | |||
| 4 Dec | 4851.55 | 29.65 | -11.85 | 21.82 | 2,443 | 506 | 1,174 | |||
| 3 Dec | 4909.60 | 41.5 | -4.05 | 20.33 | 950 | 77 | 668 | |||
| 2 Dec | 4907.25 | 45.55 | -12.10 | 20.64 | 1,337 | 120 | 590 | |||
| 29 Nov | 4941.15 | 57.65 | -3.35 | 19.97 | 764 | 40 | 471 | |||
| 28 Nov | 4923.65 | 61 | -15.05 | 20.81 | 1,240 | 93 | 423 | |||
| 27 Nov | 4984.15 | 76.05 | -27.25 | 19.36 | 753 | -5 | 331 | |||
| 26 Nov | 5013.60 | 103.3 | 36.00 | 21.72 | 834 | 129 | 322 | |||
| 25 Nov | 4903.95 | 67.3 | 16.45 | 21.50 | 448 | 63 | 192 | |||
| 22 Nov | 4848.35 | 50.85 | 4.85 | 21.13 | 106 | 19 | 148 | |||
| 21 Nov | 4803.35 | 46 | -29.20 | 22.94 | 132 | 46 | 128 | |||
| 20 Nov | 4892.70 | 75.2 | 0.00 | 22.44 | 76 | 5 | 82 | |||
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| 19 Nov | 4892.70 | 75.2 | -6.50 | 22.44 | 76 | 5 | 82 | |||
| 18 Nov | 4911.35 | 81.7 | -7.40 | 21.50 | 55 | 27 | 80 | |||
| 14 Nov | 4915.60 | 89.1 | -66.05 | 20.90 | 69 | 45 | 52 | |||
| 13 Nov | 5046.50 | 155.15 | -2.15 | 21.94 | 18 | 6 | 8 | |||
| 12 Nov | 5027.55 | 157.3 | 22.61 | 5 | 2 | 2 | ||||
For Britannia Industries Ltd - strike price 5100 expiring on 26DEC2024
Delta for 5100 CE is 0.03
Historical price for 5100 CE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 2.6, which was -2.65 lower than the previous day. The implied volatity was 33.76, the open interest changed by -94 which decreased total open position to 1133
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 5.25, which was -3.25 lower than the previous day. The implied volatity was 28.84, the open interest changed by 23 which increased total open position to 1230
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 8.5, which was 0.20 higher than the previous day. The implied volatity was 30.58, the open interest changed by 107 which increased total open position to 1210
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 8.3, which was -2.25 lower than the previous day. The implied volatity was 28.93, the open interest changed by 12 which increased total open position to 1107
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 10.55, which was -3.30 lower than the previous day. The implied volatity was 24.87, the open interest changed by -31 which decreased total open position to 1097
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 13.85, which was -0.65 lower than the previous day. The implied volatity was 22.53, the open interest changed by -205 which decreased total open position to 1125
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 14.5, which was -8.45 lower than the previous day. The implied volatity was 23.59, the open interest changed by 210 which increased total open position to 1329
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 22.95, which was 8.10 higher than the previous day. The implied volatity was 21.62, the open interest changed by -14 which decreased total open position to 1119
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 14.85, which was -0.85 lower than the previous day. The implied volatity was 23.35, the open interest changed by 49 which increased total open position to 1130
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 15.7, which was -12.20 lower than the previous day. The implied volatity was 23.02, the open interest changed by -27 which decreased total open position to 1081
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 27.9, which was -1.80 lower than the previous day. The implied volatity was 20.98, the open interest changed by 8 which increased total open position to 1087
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 29.7, which was 0.05 higher than the previous day. The implied volatity was 21.30, the open interest changed by -92 which decreased total open position to 1081
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 29.65, which was -11.85 lower than the previous day. The implied volatity was 21.82, the open interest changed by 506 which increased total open position to 1174
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 41.5, which was -4.05 lower than the previous day. The implied volatity was 20.33, the open interest changed by 77 which increased total open position to 668
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 45.55, which was -12.10 lower than the previous day. The implied volatity was 20.64, the open interest changed by 120 which increased total open position to 590
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 57.65, which was -3.35 lower than the previous day. The implied volatity was 19.97, the open interest changed by 40 which increased total open position to 471
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 61, which was -15.05 lower than the previous day. The implied volatity was 20.81, the open interest changed by 93 which increased total open position to 423
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 76.05, which was -27.25 lower than the previous day. The implied volatity was 19.36, the open interest changed by -5 which decreased total open position to 331
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 103.3, which was 36.00 higher than the previous day. The implied volatity was 21.72, the open interest changed by 129 which increased total open position to 322
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 67.3, which was 16.45 higher than the previous day. The implied volatity was 21.50, the open interest changed by 63 which increased total open position to 192
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 50.85, which was 4.85 higher than the previous day. The implied volatity was 21.13, the open interest changed by 19 which increased total open position to 148
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 46, which was -29.20 lower than the previous day. The implied volatity was 22.94, the open interest changed by 46 which increased total open position to 128
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 75.2, which was 0.00 lower than the previous day. The implied volatity was 22.44, the open interest changed by 5 which increased total open position to 82
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 75.2, which was -6.50 lower than the previous day. The implied volatity was 22.44, the open interest changed by 5 which increased total open position to 82
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 81.7, which was -7.40 lower than the previous day. The implied volatity was 21.50, the open interest changed by 27 which increased total open position to 80
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 89.1, which was -66.05 lower than the previous day. The implied volatity was 20.90, the open interest changed by 45 which increased total open position to 52
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 155.15, which was -2.15 lower than the previous day. The implied volatity was 21.94, the open interest changed by 6 which increased total open position to 8
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 157.3, which was lower than the previous day. The implied volatity was 22.61, the open interest changed by 2 which increased total open position to 2
| BRITANNIA 26DEC2024 5100 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4698.10 | 390 | 76.95 | - | 15 | -5 | 180 |
| 19 Dec | 4785.75 | 313.05 | -7.05 | 32.81 | 11 | 4 | 186 |
| 18 Dec | 4782.65 | 320.1 | 10.20 | 32.89 | 5 | 0 | 182 |
| 17 Dec | 4776.75 | 309.9 | 49.90 | - | 8 | -3 | 181 |
| 16 Dec | 4846.50 | 260 | -20.00 | 22.29 | 2 | -1 | 183 |
| 13 Dec | 4850.10 | 280 | 5.55 | 34.33 | 1 | 0 | 185 |
| 12 Dec | 4828.35 | 274.45 | 55.65 | 23.32 | 3 | 0 | 184 |
| 11 Dec | 4889.50 | 218.8 | -66.35 | 23.31 | 28 | -9 | 185 |
| 10 Dec | 4787.25 | 285.15 | -19.85 | 18.70 | 4 | 0 | 193 |
| 9 Dec | 4793.00 | 305 | 51.85 | 27.46 | 9 | -1 | 193 |
| 6 Dec | 4870.85 | 253.15 | 21.40 | 27.45 | 21 | 0 | 195 |
| 5 Dec | 4872.00 | 231.75 | -25.75 | 19.89 | 42 | 3 | 191 |
| 4 Dec | 4851.55 | 257.5 | 54.50 | 23.11 | 51 | 9 | 187 |
| 3 Dec | 4909.60 | 203 | 1.05 | 21.18 | 17 | 1 | 178 |
| 2 Dec | 4907.25 | 201.95 | 23.15 | 21.02 | 21 | 3 | 176 |
| 29 Nov | 4941.15 | 178.8 | -19.80 | 19.51 | 34 | 0 | 175 |
| 28 Nov | 4923.65 | 198.6 | 20.15 | 22.12 | 75 | 35 | 177 |
| 27 Nov | 4984.15 | 178.45 | 14.35 | 24.43 | 80 | 47 | 142 |
| 26 Nov | 5013.60 | 164.1 | -53.75 | 24.27 | 98 | 57 | 101 |
| 25 Nov | 4903.95 | 217.85 | -39.15 | 23.70 | 46 | 23 | 43 |
| 22 Nov | 4848.35 | 257 | -63.00 | 21.82 | 2 | -1 | 19 |
| 21 Nov | 4803.35 | 320 | 80.00 | 24.57 | 4 | 2 | 19 |
| 20 Nov | 4892.70 | 240 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 240 | 0.00 | 0.00 | 0 | 9 | 0 |
| 18 Nov | 4911.35 | 240 | 70.00 | 25.83 | 10 | 6 | 14 |
| 14 Nov | 4915.60 | 170 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 5046.50 | 170 | 21.70 | 25.14 | 8 | 1 | 7 |
| 12 Nov | 5027.55 | 148.3 | 21.19 | 10 | 6 | 6 | |
For Britannia Industries Ltd - strike price 5100 expiring on 26DEC2024
Delta for 5100 PE is -
Historical price for 5100 PE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 390, which was 76.95 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 180
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 313.05, which was -7.05 lower than the previous day. The implied volatity was 32.81, the open interest changed by 4 which increased total open position to 186
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 320.1, which was 10.20 higher than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 182
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 309.9, which was 49.90 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 181
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 260, which was -20.00 lower than the previous day. The implied volatity was 22.29, the open interest changed by -1 which decreased total open position to 183
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 280, which was 5.55 higher than the previous day. The implied volatity was 34.33, the open interest changed by 0 which decreased total open position to 185
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 274.45, which was 55.65 higher than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 184
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 218.8, which was -66.35 lower than the previous day. The implied volatity was 23.31, the open interest changed by -9 which decreased total open position to 185
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 285.15, which was -19.85 lower than the previous day. The implied volatity was 18.70, the open interest changed by 0 which decreased total open position to 193
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 305, which was 51.85 higher than the previous day. The implied volatity was 27.46, the open interest changed by -1 which decreased total open position to 193
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 253.15, which was 21.40 higher than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 195
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 231.75, which was -25.75 lower than the previous day. The implied volatity was 19.89, the open interest changed by 3 which increased total open position to 191
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 257.5, which was 54.50 higher than the previous day. The implied volatity was 23.11, the open interest changed by 9 which increased total open position to 187
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 203, which was 1.05 higher than the previous day. The implied volatity was 21.18, the open interest changed by 1 which increased total open position to 178
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 201.95, which was 23.15 higher than the previous day. The implied volatity was 21.02, the open interest changed by 3 which increased total open position to 176
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 178.8, which was -19.80 lower than the previous day. The implied volatity was 19.51, the open interest changed by 0 which decreased total open position to 175
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 198.6, which was 20.15 higher than the previous day. The implied volatity was 22.12, the open interest changed by 35 which increased total open position to 177
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 178.45, which was 14.35 higher than the previous day. The implied volatity was 24.43, the open interest changed by 47 which increased total open position to 142
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 164.1, which was -53.75 lower than the previous day. The implied volatity was 24.27, the open interest changed by 57 which increased total open position to 101
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 217.85, which was -39.15 lower than the previous day. The implied volatity was 23.70, the open interest changed by 23 which increased total open position to 43
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 257, which was -63.00 lower than the previous day. The implied volatity was 21.82, the open interest changed by -1 which decreased total open position to 19
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 320, which was 80.00 higher than the previous day. The implied volatity was 24.57, the open interest changed by 2 which increased total open position to 19
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 240, 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 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 240, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 240, which was 70.00 higher than the previous day. The implied volatity was 25.83, the open interest changed by 6 which increased total open position to 14
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 170, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 170, which was 21.70 higher than the previous day. The implied volatity was 25.14, the open interest changed by 1 which increased total open position to 7
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 148.3, which was lower than the previous day. The implied volatity was 21.19, the open interest changed by 6 which increased total open position to 6
