BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
20 Dec 2024 04:11 PM IST
| BRITANNIA 26DEC2024 5200 CE | ||||||||||
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Delta: 0.03
Vega: 0.37
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4698.10 | 2.35 | -1.45 | 39.67 | 1,219 | -295 | 1,523 | |||
| 19 Dec | 4785.75 | 3.8 | -2.00 | 33.54 | 1,097 | -90 | 1,826 | |||
| 18 Dec | 4782.65 | 5.8 | 0.75 | 34.47 | 844 | -9 | 1,917 | |||
| 17 Dec | 4776.75 | 5.05 | -0.75 | 31.83 | 1,237 | -23 | 1,930 | |||
| 16 Dec | 4846.50 | 5.8 | -1.80 | 27.32 | 1,464 | -116 | 1,951 | |||
| 13 Dec | 4850.10 | 7.6 | -0.65 | 24.53 | 1,362 | -11 | 2,065 | |||
| 12 Dec | 4828.35 | 8.25 | -4.00 | 25.45 | 1,685 | -45 | 2,078 | |||
| 11 Dec | 4889.50 | 12.25 | 3.25 | 23.06 | 3,023 | -22 | 2,131 | |||
| 10 Dec | 4787.25 | 9 | -0.35 | 25.29 | 858 | 100 | 2,153 | |||
| 9 Dec | 4793.00 | 9.35 | -6.50 | 24.75 | 2,191 | 168 | 2,052 | |||
| 6 Dec | 4870.85 | 15.85 | -1.40 | 22.14 | 1,008 | 150 | 1,881 | |||
| 5 Dec | 4872.00 | 17.25 | -0.05 | 22.42 | 1,660 | -140 | 1,729 | |||
| 4 Dec | 4851.55 | 17.3 | -6.25 | 22.79 | 2,498 | 351 | 1,875 | |||
| 3 Dec | 4909.60 | 23.55 | -2.05 | 20.98 | 1,289 | 157 | 1,523 | |||
| 2 Dec | 4907.25 | 25.6 | -8.80 | 21.05 | 1,503 | 181 | 1,371 | |||
| 29 Nov | 4941.15 | 34.4 | -2.60 | 20.51 | 1,357 | 124 | 1,189 | |||
| 28 Nov | 4923.65 | 37 | -10.50 | 21.19 | 1,944 | 281 | 1,060 | |||
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| 27 Nov | 4984.15 | 47.5 | -19.50 | 19.98 | 1,480 | 285 | 776 | |||
| 26 Nov | 5013.60 | 67 | 24.50 | 21.78 | 1,149 | 142 | 489 | |||
| 25 Nov | 4903.95 | 42.5 | 11.90 | 21.82 | 584 | -57 | 345 | |||
| 22 Nov | 4848.35 | 30.6 | 2.60 | 21.21 | 306 | -68 | 334 | |||
| 21 Nov | 4803.35 | 28 | -21.10 | 22.88 | 347 | 152 | 402 | |||
| 20 Nov | 4892.70 | 49.1 | 0.00 | 22.49 | 157 | 24 | 250 | |||
| 19 Nov | 4892.70 | 49.1 | -4.90 | 22.49 | 157 | 24 | 250 | |||
| 18 Nov | 4911.35 | 54 | -5.60 | 21.68 | 244 | 60 | 226 | |||
| 14 Nov | 4915.60 | 59.6 | -52.60 | 21.02 | 183 | 89 | 165 | |||
| 13 Nov | 5046.50 | 112.2 | 1.20 | 22.04 | 35 | 12 | 77 | |||
| 12 Nov | 5027.55 | 111 | 22.11 | 75 | 63 | 63 | ||||
For Britannia Industries Ltd - strike price 5200 expiring on 26DEC2024
Delta for 5200 CE is 0.03
Historical price for 5200 CE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 2.35, which was -1.45 lower than the previous day. The implied volatity was 39.67, the open interest changed by -295 which decreased total open position to 1523
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 3.8, which was -2.00 lower than the previous day. The implied volatity was 33.54, the open interest changed by -90 which decreased total open position to 1826
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 5.8, which was 0.75 higher than the previous day. The implied volatity was 34.47, the open interest changed by -9 which decreased total open position to 1917
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 5.05, which was -0.75 lower than the previous day. The implied volatity was 31.83, the open interest changed by -23 which decreased total open position to 1930
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 5.8, which was -1.80 lower than the previous day. The implied volatity was 27.32, the open interest changed by -116 which decreased total open position to 1951
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 7.6, which was -0.65 lower than the previous day. The implied volatity was 24.53, the open interest changed by -11 which decreased total open position to 2065
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 8.25, which was -4.00 lower than the previous day. The implied volatity was 25.45, the open interest changed by -45 which decreased total open position to 2078
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 12.25, which was 3.25 higher than the previous day. The implied volatity was 23.06, the open interest changed by -22 which decreased total open position to 2131
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 9, which was -0.35 lower than the previous day. The implied volatity was 25.29, the open interest changed by 100 which increased total open position to 2153
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 9.35, which was -6.50 lower than the previous day. The implied volatity was 24.75, the open interest changed by 168 which increased total open position to 2052
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 15.85, which was -1.40 lower than the previous day. The implied volatity was 22.14, the open interest changed by 150 which increased total open position to 1881
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 17.25, which was -0.05 lower than the previous day. The implied volatity was 22.42, the open interest changed by -140 which decreased total open position to 1729
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 17.3, which was -6.25 lower than the previous day. The implied volatity was 22.79, the open interest changed by 351 which increased total open position to 1875
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 23.55, which was -2.05 lower than the previous day. The implied volatity was 20.98, the open interest changed by 157 which increased total open position to 1523
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 25.6, which was -8.80 lower than the previous day. The implied volatity was 21.05, the open interest changed by 181 which increased total open position to 1371
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 34.4, which was -2.60 lower than the previous day. The implied volatity was 20.51, the open interest changed by 124 which increased total open position to 1189
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 37, which was -10.50 lower than the previous day. The implied volatity was 21.19, the open interest changed by 281 which increased total open position to 1060
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 47.5, which was -19.50 lower than the previous day. The implied volatity was 19.98, the open interest changed by 285 which increased total open position to 776
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 67, which was 24.50 higher than the previous day. The implied volatity was 21.78, the open interest changed by 142 which increased total open position to 489
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 42.5, which was 11.90 higher than the previous day. The implied volatity was 21.82, the open interest changed by -57 which decreased total open position to 345
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 30.6, which was 2.60 higher than the previous day. The implied volatity was 21.21, the open interest changed by -68 which decreased total open position to 334
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 28, which was -21.10 lower than the previous day. The implied volatity was 22.88, the open interest changed by 152 which increased total open position to 402
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 49.1, which was 0.00 lower than the previous day. The implied volatity was 22.49, the open interest changed by 24 which increased total open position to 250
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 49.1, which was -4.90 lower than the previous day. The implied volatity was 22.49, the open interest changed by 24 which increased total open position to 250
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 54, which was -5.60 lower than the previous day. The implied volatity was 21.68, the open interest changed by 60 which increased total open position to 226
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 59.6, which was -52.60 lower than the previous day. The implied volatity was 21.02, the open interest changed by 89 which increased total open position to 165
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 112.2, which was 1.20 higher than the previous day. The implied volatity was 22.04, the open interest changed by 12 which increased total open position to 77
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 111, which was lower than the previous day. The implied volatity was 22.11, the open interest changed by 63 which increased total open position to 63
| BRITANNIA 26DEC2024 5200 PE | |||||||
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Delta: -0.95
Vega: 0.67
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4698.10 | 500 | 89.90 | 47.78 | 8 | -5 | 227 |
| 19 Dec | 4785.75 | 410.1 | 4.30 | 37.13 | 4 | -1 | 232 |
| 18 Dec | 4782.65 | 405.8 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 4776.75 | 405.8 | 59.90 | - | 3 | 0 | 234 |
| 16 Dec | 4846.50 | 345.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 345.9 | -22.10 | 25.82 | 4 | 0 | 234 |
| 12 Dec | 4828.35 | 368 | 63.30 | 25.20 | 38 | -21 | 233 |
| 11 Dec | 4889.50 | 304.7 | -90.30 | 23.97 | 17 | -7 | 253 |
| 10 Dec | 4787.25 | 395 | 0.00 | 0.00 | 0 | -2 | 0 |
| 9 Dec | 4793.00 | 395 | 67.55 | 29.03 | 5 | -1 | 261 |
| 6 Dec | 4870.85 | 327.45 | -2.60 | 25.93 | 6 | -1 | 263 |
| 5 Dec | 4872.00 | 330.05 | -10.15 | 24.89 | 21 | -9 | 264 |
| 4 Dec | 4851.55 | 340.2 | 48.20 | 22.85 | 19 | 1 | 272 |
| 3 Dec | 4909.60 | 292 | 22.00 | 24.33 | 8 | 0 | 270 |
| 2 Dec | 4907.25 | 270 | 11.00 | 17.89 | 7 | -3 | 269 |
| 29 Nov | 4941.15 | 259 | -18.35 | 20.98 | 43 | 16 | 273 |
| 28 Nov | 4923.65 | 277.35 | 37.55 | 23.57 | 128 | 66 | 257 |
| 27 Nov | 4984.15 | 239.8 | 13.45 | 23.77 | 79 | 67 | 190 |
| 26 Nov | 5013.60 | 226.35 | -74.65 | 24.41 | 92 | 60 | 123 |
| 25 Nov | 4903.95 | 301 | -59.00 | 26.23 | 68 | 54 | 61 |
| 22 Nov | 4848.35 | 360 | 58.00 | 27.54 | 1 | 0 | 7 |
| 21 Nov | 4803.35 | 302 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4892.70 | 302 | 0.00 | 20.89 | 4 | 0 | 7 |
| 19 Nov | 4892.70 | 302 | -8.75 | 20.89 | 4 | 0 | 7 |
| 18 Nov | 4911.35 | 310.75 | 52.10 | 26.40 | 35 | 0 | 8 |
| 14 Nov | 4915.60 | 258.65 | 0.00 | 17.46 | 1 | 0 | 7 |
| 13 Nov | 5046.50 | 258.65 | 46.60 | 30.08 | 1 | 0 | 7 |
| 12 Nov | 5027.55 | 212.05 | 22.31 | 7 | 3 | 3 | |
For Britannia Industries Ltd - strike price 5200 expiring on 26DEC2024
Delta for 5200 PE is -0.95
Historical price for 5200 PE is as follows
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 500, which was 89.90 higher than the previous day. The implied volatity was 47.78, the open interest changed by -5 which decreased total open position to 227
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 410.1, which was 4.30 higher than the previous day. The implied volatity was 37.13, the open interest changed by -1 which decreased total open position to 232
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 405.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 405.8, which was 59.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 234
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 345.9, 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 345.9, which was -22.10 lower than the previous day. The implied volatity was 25.82, the open interest changed by 0 which decreased total open position to 234
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 368, which was 63.30 higher than the previous day. The implied volatity was 25.20, the open interest changed by -21 which decreased total open position to 233
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 304.7, which was -90.30 lower than the previous day. The implied volatity was 23.97, the open interest changed by -7 which decreased total open position to 253
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 395, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 395, which was 67.55 higher than the previous day. The implied volatity was 29.03, the open interest changed by -1 which decreased total open position to 261
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 327.45, which was -2.60 lower than the previous day. The implied volatity was 25.93, the open interest changed by -1 which decreased total open position to 263
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 330.05, which was -10.15 lower than the previous day. The implied volatity was 24.89, the open interest changed by -9 which decreased total open position to 264
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 340.2, which was 48.20 higher than the previous day. The implied volatity was 22.85, the open interest changed by 1 which increased total open position to 272
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 292, which was 22.00 higher than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 270
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 270, which was 11.00 higher than the previous day. The implied volatity was 17.89, the open interest changed by -3 which decreased total open position to 269
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 259, which was -18.35 lower than the previous day. The implied volatity was 20.98, the open interest changed by 16 which increased total open position to 273
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 277.35, which was 37.55 higher than the previous day. The implied volatity was 23.57, the open interest changed by 66 which increased total open position to 257
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 239.8, which was 13.45 higher than the previous day. The implied volatity was 23.77, the open interest changed by 67 which increased total open position to 190
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 226.35, which was -74.65 lower than the previous day. The implied volatity was 24.41, the open interest changed by 60 which increased total open position to 123
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 301, which was -59.00 lower than the previous day. The implied volatity was 26.23, the open interest changed by 54 which increased total open position to 61
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 360, which was 58.00 higher than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 7
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 302, 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 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 302, which was 0.00 lower than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 7
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 302, which was -8.75 lower than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 7
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 310.75, which was 52.10 higher than the previous day. The implied volatity was 26.40, the open interest changed by 0 which decreased total open position to 8
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 258.65, which was 0.00 lower than the previous day. The implied volatity was 17.46, the open interest changed by 0 which decreased total open position to 7
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 258.65, which was 46.60 higher than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 7
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 212.05, which was lower than the previous day. The implied volatity was 22.31, the open interest changed by 3 which increased total open position to 3
