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[--[65.84.65.76]--]
BRITANNIA
Britannia Industries Ltd

4769.3 7.66 (0.16%)

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Historical option data for BRITANNIA

27 Dec 2024 04:11 PM IST
BRITANNIA 30JAN2025 5250 CE
Delta: 0.09
Vega: 2.45
Theta: -0.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 4769.30 13.2 1.55 21.07 315 145 151
26 Dec 4761.65 11.65 -42.20 20.66 13 5 6
24 Dec 4744.10 53.85 0.00 0.00 0 0 0
23 Dec 4704.35 53.85 0.00 0.00 0 0 0
20 Dec 4698.10 53.85 0.00 0.00 0 0 0
19 Dec 4785.75 53.85 0.00 0.00 0 0 0
18 Dec 4782.65 53.85 0.00 0.00 0 0 0
17 Dec 4776.75 53.85 0.00 0.00 0 0 0
16 Dec 4846.50 53.85 0.00 0.00 0 0 0
13 Dec 4850.10 53.85 0.00 0.00 0 1 0
12 Dec 4828.35 53.85 -59.50 24.54 1 0 0
11 Dec 4889.50 113.35 0.00 3.89 0 0 0
10 Dec 4787.25 113.35 0.00 5.07 0 0 0
9 Dec 4793.00 113.35 0.00 4.99 0 0 0
6 Dec 4870.85 113.35 0.00 3.76 0 0 0
5 Dec 4872.00 113.35 0.00 3.66 0 0 0
2 Dec 4907.25 113.35 2.99 0 0 0


For Britannia Industries Ltd - strike price 5250 expiring on 30JAN2025

Delta for 5250 CE is 0.09

Historical price for 5250 CE is as follows

On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 13.2, which was 1.55 higher than the previous day. The implied volatity was 21.07, the open interest changed by 145 which increased total open position to 151


On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 11.65, which was -42.20 lower than the previous day. The implied volatity was 20.66, the open interest changed by 5 which increased total open position to 6


On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 53.85, 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 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 53.85, 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 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 53.85, which was -59.50 lower than the previous day. The implied volatity was 24.54, 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 113.35, which was 0.00 lower than the previous day. The implied volatity was 3.89, 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 113.35, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 113.35, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 113.35, which was 0.00 lower than the previous day. The implied volatity was 3.76, 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 113.35, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 113.35, which was lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0


BRITANNIA 30JAN2025 5250 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 4769.30 462 0.00 0.00 0 3 0
26 Dec 4761.65 462 30.00 22.52 3 1 2
24 Dec 4744.10 432 0.00 0.00 0 0 0
23 Dec 4704.35 432 0.00 0.00 0 1 0
20 Dec 4698.10 432 58.00 - 1 0 0
19 Dec 4785.75 374 0.00 - 0 0 0
18 Dec 4782.65 374 0.00 - 0 0 0
17 Dec 4776.75 374 0.00 - 0 0 0
16 Dec 4846.50 374 0.00 - 0 0 0
13 Dec 4850.10 374 0.00 - 0 0 0
12 Dec 4828.35 374 0.00 - 0 0 0
11 Dec 4889.50 374 0.00 - 0 0 0
10 Dec 4787.25 374 0.00 - 0 0 0
9 Dec 4793.00 374 0.00 - 0 0 0
6 Dec 4870.85 374 0.00 - 0 0 0
5 Dec 4872.00 374 0.00 - 0 0 0
2 Dec 4907.25 374 - 0 0 0


For Britannia Industries Ltd - strike price 5250 expiring on 30JAN2025

Delta for 5250 PE is 0.00

Historical price for 5250 PE is as follows

On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 462, 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 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 462, which was 30.00 higher than the previous day. The implied volatity was 22.52, the open interest changed by 1 which increased total open position to 2


On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 432, 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 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 432, 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 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 432, which was 58.00 higher 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 374, 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 374, 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 374, 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 374, 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 374, 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 374, 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 374, 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 374, 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 374, 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 374, 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 374, 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 374, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0