BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:31 AM IST
| BRITANNIA 26DEC2024 5300 CE | ||||||||||
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Delta: 0.06
Vega: 1.16
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4894.95 | 6 | -0.75 | 24.21 | 322 | -29 | 836 | |||
| 11 Dec | 4889.50 | 6.75 | 1.40 | 24.59 | 1,971 | -55 | 865 | |||
| 10 Dec | 4787.25 | 5.35 | -0.05 | 26.88 | 450 | 28 | 921 | |||
| 9 Dec | 4793.00 | 5.4 | -4.40 | 26.11 | 1,079 | 171 | 894 | |||
| 6 Dec | 4870.85 | 9.8 | -0.90 | 23.75 | 431 | 21 | 723 | |||
| 5 Dec | 4872.00 | 10.7 | 0.30 | 23.90 | 993 | 7 | 705 | |||
| 4 Dec | 4851.55 | 10.4 | -3.85 | 23.95 | 1,307 | 68 | 696 | |||
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| 3 Dec | 4909.60 | 14.25 | -0.25 | 22.27 | 905 | 239 | 624 | |||
| 2 Dec | 4907.25 | 14.5 | -5.90 | 21.76 | 485 | 10 | 385 | |||
| 29 Nov | 4941.15 | 20.4 | -2.70 | 21.21 | 794 | 5 | 380 | |||
| 28 Nov | 4923.65 | 23.1 | -6.35 | 22.05 | 418 | 59 | 376 | |||
| 27 Nov | 4984.15 | 29.45 | -13.95 | 20.76 | 385 | 82 | 318 | |||
| 26 Nov | 5013.60 | 43.4 | 17.85 | 22.31 | 360 | 74 | 235 | |||
| 25 Nov | 4903.95 | 25.55 | 2.85 | 22.04 | 242 | 69 | 161 | |||
| 22 Nov | 4848.35 | 22.7 | 4.20 | 22.96 | 37 | 7 | 99 | |||
| 21 Nov | 4803.35 | 18.5 | -11.50 | 23.63 | 28 | 0 | 89 | |||
| 20 Nov | 4892.70 | 30 | 0.00 | 22.31 | 11 | 7 | 89 | |||
| 19 Nov | 4892.70 | 30 | -5.10 | 22.31 | 11 | 7 | 89 | |||
| 18 Nov | 4911.35 | 35.1 | -6.90 | 21.99 | 50 | 14 | 79 | |||
| 14 Nov | 4915.60 | 42 | -37.00 | 21.87 | 52 | 21 | 65 | |||
| 13 Nov | 5046.50 | 79 | 1.00 | 22.17 | 23 | 3 | 46 | |||
| 12 Nov | 5027.55 | 78 | 22.18 | 50 | 42 | 42 | ||||
For Britannia Industries Ltd - strike price 5300 expiring on 26DEC2024
Delta for 5300 CE is 0.06
Historical price for 5300 CE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 6, which was -0.75 lower than the previous day. The implied volatity was 24.21, the open interest changed by -29 which decreased total open position to 836
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 6.75, which was 1.40 higher than the previous day. The implied volatity was 24.59, the open interest changed by -55 which decreased total open position to 865
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 5.35, which was -0.05 lower than the previous day. The implied volatity was 26.88, the open interest changed by 28 which increased total open position to 921
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 5.4, which was -4.40 lower than the previous day. The implied volatity was 26.11, the open interest changed by 171 which increased total open position to 894
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 9.8, which was -0.90 lower than the previous day. The implied volatity was 23.75, the open interest changed by 21 which increased total open position to 723
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 10.7, which was 0.30 higher than the previous day. The implied volatity was 23.90, the open interest changed by 7 which increased total open position to 705
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 10.4, which was -3.85 lower than the previous day. The implied volatity was 23.95, the open interest changed by 68 which increased total open position to 696
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 14.25, which was -0.25 lower than the previous day. The implied volatity was 22.27, the open interest changed by 239 which increased total open position to 624
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 14.5, which was -5.90 lower than the previous day. The implied volatity was 21.76, the open interest changed by 10 which increased total open position to 385
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 20.4, which was -2.70 lower than the previous day. The implied volatity was 21.21, the open interest changed by 5 which increased total open position to 380
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 23.1, which was -6.35 lower than the previous day. The implied volatity was 22.05, the open interest changed by 59 which increased total open position to 376
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 29.45, which was -13.95 lower than the previous day. The implied volatity was 20.76, the open interest changed by 82 which increased total open position to 318
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 43.4, which was 17.85 higher than the previous day. The implied volatity was 22.31, the open interest changed by 74 which increased total open position to 235
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 25.55, which was 2.85 higher than the previous day. The implied volatity was 22.04, the open interest changed by 69 which increased total open position to 161
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 22.7, which was 4.20 higher than the previous day. The implied volatity was 22.96, the open interest changed by 7 which increased total open position to 99
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 18.5, which was -11.50 lower than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 89
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 22.31, the open interest changed by 7 which increased total open position to 89
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 30, which was -5.10 lower than the previous day. The implied volatity was 22.31, the open interest changed by 7 which increased total open position to 89
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 35.1, which was -6.90 lower than the previous day. The implied volatity was 21.99, the open interest changed by 14 which increased total open position to 79
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 42, which was -37.00 lower than the previous day. The implied volatity was 21.87, the open interest changed by 21 which increased total open position to 65
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 79, which was 1.00 higher than the previous day. The implied volatity was 22.17, the open interest changed by 3 which increased total open position to 46
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 78, which was lower than the previous day. The implied volatity was 22.18, the open interest changed by 42 which increased total open position to 42
| BRITANNIA 26DEC2024 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 12 Dec | 4894.95 | 410.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 410.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 410.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 410.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 410.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 4872.00 | 410.25 | 27.20 | 19.89 | 2 | 1 | 53 |
| 4 Dec | 4851.55 | 383.05 | 12.00 | - | 7 | 2 | 51 |
| 3 Dec | 4909.60 | 371.05 | -7.45 | 22.31 | 6 | 1 | 48 |
| 2 Dec | 4907.25 | 378.5 | 28.60 | 25.67 | 22 | 13 | 45 |
| 29 Nov | 4941.15 | 349.9 | -5.35 | 23.56 | 18 | 4 | 31 |
| 28 Nov | 4923.65 | 355.25 | 29.25 | 22.97 | 3 | 1 | 26 |
| 27 Nov | 4984.15 | 326 | 22.50 | 26.41 | 4 | 3 | 24 |
| 26 Nov | 5013.60 | 303.5 | -136.50 | 25.66 | 21 | 7 | 20 |
| 25 Nov | 4903.95 | 440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 440 | 57.80 | 27.52 | 2 | 0 | 11 |
| 21 Nov | 4803.35 | 382.2 | 0.00 | 0.00 | 0 | -4 | 0 |
| 20 Nov | 4892.70 | 382.2 | 0.00 | 20.34 | 6 | -4 | 10 |
| 19 Nov | 4892.70 | 382.2 | -40.85 | 20.34 | 6 | -5 | 10 |
| 18 Nov | 4911.35 | 423.05 | 53.10 | 33.62 | 4 | 0 | 13 |
| 14 Nov | 4915.60 | 369.95 | 68.95 | 24.02 | 10 | 3 | 12 |
| 13 Nov | 5046.50 | 301 | 76.20 | 27.12 | 8 | 3 | 8 |
| 12 Nov | 5027.55 | 224.8 | 13.41 | 7 | 3 | 5 | |
For Britannia Industries Ltd - strike price 5300 expiring on 26DEC2024
Delta for 5300 PE is 0.00
Historical price for 5300 PE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 410.25, 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 410.25, 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 410.25, 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 410.25, 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 410.25, 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 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 410.25, which was 27.20 higher than the previous day. The implied volatity was 19.89, the open interest changed by 1 which increased total open position to 53
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 383.05, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 51
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 371.05, which was -7.45 lower than the previous day. The implied volatity was 22.31, the open interest changed by 1 which increased total open position to 48
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 378.5, which was 28.60 higher than the previous day. The implied volatity was 25.67, the open interest changed by 13 which increased total open position to 45
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 349.9, which was -5.35 lower than the previous day. The implied volatity was 23.56, the open interest changed by 4 which increased total open position to 31
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 355.25, which was 29.25 higher than the previous day. The implied volatity was 22.97, the open interest changed by 1 which increased total open position to 26
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 326, which was 22.50 higher than the previous day. The implied volatity was 26.41, the open interest changed by 3 which increased total open position to 24
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 303.5, which was -136.50 lower than the previous day. The implied volatity was 25.66, the open interest changed by 7 which increased total open position to 20
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 440, 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 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 440, which was 57.80 higher than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 11
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 382.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 382.2, which was 0.00 lower than the previous day. The implied volatity was 20.34, the open interest changed by -4 which decreased total open position to 10
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 382.2, which was -40.85 lower than the previous day. The implied volatity was 20.34, the open interest changed by -5 which decreased total open position to 10
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 423.05, which was 53.10 higher than the previous day. The implied volatity was 33.62, the open interest changed by 0 which decreased total open position to 13
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 369.95, which was 68.95 higher than the previous day. The implied volatity was 24.02, the open interest changed by 3 which increased total open position to 12
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 301, which was 76.20 higher than the previous day. The implied volatity was 27.12, the open interest changed by 3 which increased total open position to 8
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 224.8, which was lower than the previous day. The implied volatity was 13.41, the open interest changed by 3 which increased total open position to 5
