BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 5300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 2.09
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 10.45 | 2.50 | 21.50 | 403 | 101 | 148 | |||
| 26 Dec | 4761.65 | 7.95 | -4.05 | 20.43 | 54 | 11 | 47 | |||
| 24 Dec | 4744.10 | 12 | -2.90 | 22.49 | 36 | 12 | 35 | |||
| 23 Dec | 4704.35 | 14.9 | -13.10 | 24.34 | 4 | 0 | 23 | |||
| 20 Dec | 4698.10 | 28 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 4785.75 | 28 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Dec | 4782.65 | 28 | 0.00 | 23.74 | 2 | 0 | 22 | |||
| 17 Dec | 4776.75 | 28 | -7.00 | 23.95 | 2 | 1 | 22 | |||
| 16 Dec | 4846.50 | 35 | -6.00 | 23.11 | 2 | 1 | 20 | |||
| 13 Dec | 4850.10 | 41 | 8.00 | 23.05 | 2 | 1 | 18 | |||
| 12 Dec | 4828.35 | 33 | -4.00 | 21.93 | 4 | 2 | 16 | |||
| 11 Dec | 4889.50 | 37 | 3.00 | 20.00 | 8 | 5 | 13 | |||
| 10 Dec | 4787.25 | 34 | -6.05 | 22.79 | 3 | 2 | 7 | |||
| 9 Dec | 4793.00 | 40.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Dec | 4870.85 | 40.05 | -4.95 | 20.09 | 3 | 0 | 4 | |||
| 5 Dec | 4872.00 | 45 | -15.00 | 20.28 | 1 | 0 | 4 | |||
| 2 Dec | 4907.25 | 60 | -533.75 | 21.05 | 3 | 2 | 3 | |||
| 28 Nov | 4923.65 | 593.75 | 0.00 | 3.46 | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 593.75 | 0.00 | 2.77 | 0 | 0 | 0 | |||
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| 26 Nov | 5013.60 | 593.75 | 0.00 | 2.60 | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 593.75 | 0.00 | 2.83 | 0 | 0 | 0 | |||
| 22 Nov | 4848.35 | 593.75 | 0.00 | 3.85 | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 593.75 | 0.00 | 4.33 | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 593.75 | 232.30 | 1.63 | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 361.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 361.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 361.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 361.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 361.45 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5300 expiring on 30JAN2025
Delta for 5300 CE is 0.08
Historical price for 5300 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 10.45, which was 2.50 higher than the previous day. The implied volatity was 21.50, the open interest changed by 101 which increased total open position to 148
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 7.95, which was -4.05 lower than the previous day. The implied volatity was 20.43, the open interest changed by 11 which increased total open position to 47
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 12, which was -2.90 lower than the previous day. The implied volatity was 22.49, the open interest changed by 12 which increased total open position to 35
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 14.9, which was -13.10 lower than the previous day. The implied volatity was 24.34, the open interest changed by 0 which decreased total open position to 23
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 28, 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 28, 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 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 28, which was 0.00 lower than the previous day. The implied volatity was 23.74, the open interest changed by 0 which decreased total open position to 22
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 28, which was -7.00 lower than the previous day. The implied volatity was 23.95, the open interest changed by 1 which increased total open position to 22
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 35, which was -6.00 lower than the previous day. The implied volatity was 23.11, the open interest changed by 1 which increased total open position to 20
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 41, which was 8.00 higher than the previous day. The implied volatity was 23.05, the open interest changed by 1 which increased total open position to 18
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 33, which was -4.00 lower than the previous day. The implied volatity was 21.93, the open interest changed by 2 which increased total open position to 16
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 37, which was 3.00 higher than the previous day. The implied volatity was 20.00, the open interest changed by 5 which increased total open position to 13
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 34, which was -6.05 lower than the previous day. The implied volatity was 22.79, the open interest changed by 2 which increased total open position to 7
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 40.05, 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 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 40.05, which was -4.95 lower than the previous day. The implied volatity was 20.09, the open interest changed by 0 which decreased total open position to 4
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 45, which was -15.00 lower than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 4
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 60, which was -533.75 lower than the previous day. The implied volatity was 21.05, the open interest changed by 2 which increased total open position to 3
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 593.75, which was 0.00 lower than the previous day. The implied volatity was 3.46, 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 593.75, which was 0.00 lower than the previous day. The implied volatity was 2.77, 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 593.75, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 593.75, which was 0.00 lower than the previous day. The implied volatity was 2.83, 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 593.75, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 593.75, which was 0.00 lower than the previous day. The implied volatity was 4.33, 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 593.75, which was 232.30 higher than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 361.45, 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 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 361.45, 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 361.45, 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 361.45, 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 361.45, 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 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 |
| 27 Dec | 4769.30 | 521 | 0.00 | 0.00 | 0 | 7 | 0 |
| 26 Dec | 4761.65 | 521 | 59.00 | 27.53 | 7 | 3 | 4 |
| 24 Dec | 4744.10 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 4704.35 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 4698.10 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 4785.75 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4782.65 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4776.75 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4846.50 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 4828.35 | 462 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 462 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 4787.25 | 462 | 390.45 | 20.92 | 1 | 0 | 0 |
| 9 Dec | 4793.00 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4907.25 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4923.65 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 71.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 71.55 | -53.80 | - | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 125.35 | 0.00 | 5.26 | 0 | 0 | 0 |
| 7 Nov | 5688.90 | 125.35 | 0.00 | 4.75 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 125.35 | 0.00 | 4.91 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 125.35 | 0.00 | 4.07 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 125.35 | 4.17 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5300 expiring on 30JAN2025
Delta for 5300 PE is 0.00
Historical price for 5300 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 521, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 521, which was 59.00 higher than the previous day. The implied volatity was 27.53, the open interest changed by 3 which increased total open position to 4
On 24 Dec BRITANNIA was trading at 4744.10. 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 0 which decreased total open position to 0
On 23 Dec BRITANNIA was trading at 4704.35. 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 0 which decreased total open position to 0
On 20 Dec BRITANNIA was trading at 4698.10. 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 0 which decreased total open position to 0
On 19 Dec BRITANNIA was trading at 4785.75. 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 0 which decreased total open position to 0
On 18 Dec BRITANNIA was trading at 4782.65. 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 0 which decreased total open position to 0
On 17 Dec BRITANNIA was trading at 4776.75. 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 0 which decreased total open position to 0
On 16 Dec BRITANNIA was trading at 4846.50. 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 0 which decreased total open position to 0
On 13 Dec BRITANNIA was trading at 4850.10. 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 0 which decreased total open position to 0
On 12 Dec BRITANNIA was trading at 4828.35. 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 0 which decreased total open position to 0
On 11 Dec BRITANNIA was trading at 4889.50. 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 1 which increased total open position to 0
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 462, which was 390.45 higher than the previous day. The implied volatity was 20.92, 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 71.55, 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 71.55, 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 71.55, 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 71.55, 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 71.55, 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 71.55, 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 71.55, 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 71.55, 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 71.55, 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 71.55, 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 71.55, which was -53.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 125.35, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 125.35, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 125.35, which was 0.00 lower than the previous day. The implied volatity was 4.91, 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 125.35, which was 0.00 lower than the previous day. The implied volatity was 4.07, 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 125.35, which was lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
