BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 2.84
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 16.5 | 3.50 | 20.56 | 549 | 150 | 243 | |||
| 26 Dec | 4761.65 | 13 | -5.40 | 19.55 | 119 | 39 | 91 | |||
| 24 Dec | 4744.10 | 18.4 | -0.60 | 21.66 | 66 | 14 | 50 | |||
| 23 Dec | 4704.35 | 19 | -36.00 | 22.58 | 40 | 33 | 34 | |||
| 20 Dec | 4698.10 | 55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 4785.75 | 55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4782.65 | 55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 4776.75 | 55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 4846.50 | 55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 4850.10 | 55 | -617.70 | 22.04 | 1 | 0 | 0 | |||
| 12 Dec | 4828.35 | 672.7 | 0.00 | 4.16 | 0 | 0 | 0 | |||
| 11 Dec | 4889.50 | 672.7 | 0.00 | 3.41 | 0 | 0 | 0 | |||
| 10 Dec | 4787.25 | 672.7 | 0.00 | 4.32 | 0 | 0 | 0 | |||
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| 9 Dec | 4793.00 | 672.7 | 0.00 | 4.28 | 0 | 0 | 0 | |||
| 6 Dec | 4870.85 | 672.7 | 0.00 | 3.21 | 0 | 0 | 0 | |||
| 5 Dec | 4872.00 | 672.7 | 0.00 | 3.13 | 0 | 0 | 0 | |||
| 2 Dec | 4907.25 | 672.7 | 0.00 | 2.72 | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 672.7 | 0.00 | 2.50 | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 672.7 | 0.00 | 1.56 | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 672.7 | 0.00 | 1.13 | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 672.7 | 0.00 | 1.85 | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 672.7 | 0.00 | 2.81 | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 672.7 | 337.60 | 3.30 | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 335.1 | 0.00 | 0.58 | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 335.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 335.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 335.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 335.1 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5200 expiring on 30JAN2025
Delta for 5200 CE is 0.12
Historical price for 5200 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 16.5, which was 3.50 higher than the previous day. The implied volatity was 20.56, the open interest changed by 150 which increased total open position to 243
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 13, which was -5.40 lower than the previous day. The implied volatity was 19.55, the open interest changed by 39 which increased total open position to 91
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 18.4, which was -0.60 lower than the previous day. The implied volatity was 21.66, the open interest changed by 14 which increased total open position to 50
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 19, which was -36.00 lower than the previous day. The implied volatity was 22.58, the open interest changed by 33 which increased total open position to 34
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 55, 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 55, 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 55, 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 55, 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 55, 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 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 55, which was -617.70 lower than the previous day. The implied volatity was 22.04, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 4.16, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 3.41, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 4.32, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 2.50, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 1.13, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 672.7, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 672.7, which was 337.60 higher than the previous day. The implied volatity was 3.30, 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 335.1, which was 0.00 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 335.1, 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 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 335.1, 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 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 335.1, 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 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 335.1, 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 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 27 Dec | 4769.30 | 418.1 | 0.00 | 0.00 | 0 | 4 | 0 |
| 26 Dec | 4761.65 | 418.1 | -27.40 | 22.65 | 6 | 3 | 9 |
| 24 Dec | 4744.10 | 445.5 | -54.50 | 25.42 | 1 | 0 | 5 |
| 23 Dec | 4704.35 | 500 | 447.75 | 33.27 | 5 | 1 | 1 |
| 20 Dec | 4698.10 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 4785.75 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 4782.65 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 4776.75 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 4846.50 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 4828.35 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4907.25 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4923.65 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 52.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 52.25 | -85.05 | - | 0 | 0 | 0 |
| 7 Nov | 5688.90 | 137.3 | 0.00 | 5.66 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 137.3 | 0.00 | 5.81 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 137.3 | 0.00 | 4.98 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 137.3 | 5.07 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5200 expiring on 30JAN2025
Delta for 5200 PE is 0.00
Historical price for 5200 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 418.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 418.1, which was -27.40 lower than the previous day. The implied volatity was 22.65, the open interest changed by 3 which increased total open position to 9
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 445.5, which was -54.50 lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 5
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 500, which was 447.75 higher than the previous day. The implied volatity was 33.27, the open interest changed by 1 which increased total open position to 1
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 52.25, 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 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 52.25, 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 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 52.25, 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 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 52.25, 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 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 52.25, 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 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 52.25, 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 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 52.25, 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 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 52.25, 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 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 52.25, 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 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 52.25, 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 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 52.25, 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 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 52.25, 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 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 52.25, 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 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 52.25, 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 52.25, 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 52.25, 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 52.25, 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 52.25, 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 52.25, 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 52.25, which was -85.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 137.3, which was 0.00 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 137.3, which was lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
