BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:01 AM IST
| BRITANNIA 26DEC2024 5400 CE | ||||||||||
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Delta: 0.04
Vega: 0.77
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4890.25 | 3.65 | -0.60 | 26.57 | 157 | -30 | 1,336 | |||
| 11 Dec | 4889.50 | 4.25 | 0.60 | 26.61 | 1,202 | 168 | 1,366 | |||
| 10 Dec | 4787.25 | 3.65 | 0.05 | 28.97 | 152 | 24 | 1,196 | |||
| 9 Dec | 4793.00 | 3.6 | -2.45 | 28.03 | 834 | 110 | 1,169 | |||
| 6 Dec | 4870.85 | 6.05 | -0.95 | 25.16 | 700 | 93 | 1,064 | |||
| 5 Dec | 4872.00 | 7 | -0.65 | 25.49 | 975 | -115 | 959 | |||
| 4 Dec | 4851.55 | 7.65 | -1.90 | 26.08 | 1,190 | 89 | 1,074 | |||
| 3 Dec | 4909.60 | 9.55 | 1.05 | 23.97 | 1,857 | 518 | 964 | |||
| 2 Dec | 4907.25 | 8.5 | -3.95 | 22.72 | 622 | 47 | 452 | |||
| 29 Nov | 4941.15 | 12.45 | -2.55 | 22.15 | 556 | 58 | 405 | |||
| 28 Nov | 4923.65 | 15 | -4.60 | 23.16 | 414 | 75 | 352 | |||
| 27 Nov | 4984.15 | 19.6 | -9.90 | 22.05 | 337 | 54 | 276 | |||
| 26 Nov | 5013.60 | 29.5 | 11.75 | 23.38 | 249 | 69 | 214 | |||
| 25 Nov | 4903.95 | 17.75 | 4.50 | 23.37 | 89 | 32 | 145 | |||
| 22 Nov | 4848.35 | 13.25 | -0.30 | 23.03 | 32 | 0 | 113 | |||
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| 21 Nov | 4803.35 | 13.55 | -8.05 | 24.98 | 23 | 0 | 113 | |||
| 20 Nov | 4892.70 | 21.6 | 0.00 | 23.53 | 46 | -8 | 114 | |||
| 19 Nov | 4892.70 | 21.6 | 1.40 | 23.53 | 46 | -7 | 114 | |||
| 18 Nov | 4911.35 | 20.2 | -9.30 | 21.51 | 2 | -1 | 122 | |||
| 14 Nov | 4915.60 | 29.5 | -25.50 | 22.67 | 109 | 49 | 124 | |||
| 13 Nov | 5046.50 | 55 | -4.00 | 22.47 | 42 | 16 | 73 | |||
| 12 Nov | 5027.55 | 59 | -912.95 | 23.30 | 134 | 56 | 56 | |||
| 4 Nov | 5625.20 | 971.95 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5400 expiring on 26DEC2024
Delta for 5400 CE is 0.04
Historical price for 5400 CE is as follows
On 12 Dec BRITANNIA was trading at 4890.25. The strike last trading price was 3.65, which was -0.60 lower than the previous day. The implied volatity was 26.57, the open interest changed by -30 which decreased total open position to 1336
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 4.25, which was 0.60 higher than the previous day. The implied volatity was 26.61, the open interest changed by 168 which increased total open position to 1366
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 3.65, which was 0.05 higher than the previous day. The implied volatity was 28.97, the open interest changed by 24 which increased total open position to 1196
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 3.6, which was -2.45 lower than the previous day. The implied volatity was 28.03, the open interest changed by 110 which increased total open position to 1169
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 6.05, which was -0.95 lower than the previous day. The implied volatity was 25.16, the open interest changed by 93 which increased total open position to 1064
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 7, which was -0.65 lower than the previous day. The implied volatity was 25.49, the open interest changed by -115 which decreased total open position to 959
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 7.65, which was -1.90 lower than the previous day. The implied volatity was 26.08, the open interest changed by 89 which increased total open position to 1074
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 9.55, which was 1.05 higher than the previous day. The implied volatity was 23.97, the open interest changed by 518 which increased total open position to 964
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 8.5, which was -3.95 lower than the previous day. The implied volatity was 22.72, the open interest changed by 47 which increased total open position to 452
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 12.45, which was -2.55 lower than the previous day. The implied volatity was 22.15, the open interest changed by 58 which increased total open position to 405
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 15, which was -4.60 lower than the previous day. The implied volatity was 23.16, the open interest changed by 75 which increased total open position to 352
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 19.6, which was -9.90 lower than the previous day. The implied volatity was 22.05, the open interest changed by 54 which increased total open position to 276
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 29.5, which was 11.75 higher than the previous day. The implied volatity was 23.38, the open interest changed by 69 which increased total open position to 214
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 17.75, which was 4.50 higher than the previous day. The implied volatity was 23.37, the open interest changed by 32 which increased total open position to 145
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 13.25, which was -0.30 lower than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 113
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 13.55, which was -8.05 lower than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 113
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 21.6, which was 0.00 lower than the previous day. The implied volatity was 23.53, the open interest changed by -8 which decreased total open position to 114
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 21.6, which was 1.40 higher than the previous day. The implied volatity was 23.53, the open interest changed by -7 which decreased total open position to 114
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 20.2, which was -9.30 lower than the previous day. The implied volatity was 21.51, the open interest changed by -1 which decreased total open position to 122
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 29.5, which was -25.50 lower than the previous day. The implied volatity was 22.67, the open interest changed by 49 which increased total open position to 124
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 55, which was -4.00 lower than the previous day. The implied volatity was 22.47, the open interest changed by 16 which increased total open position to 73
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 59, which was -912.95 lower than the previous day. The implied volatity was 23.30, the open interest changed by 56 which increased total open position to 56
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 971.95, 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 26DEC2024 5400 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 | 4890.25 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 4851.55 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4909.60 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4907.25 | 475 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 475 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 4923.65 | 475 | 74.00 | 33.14 | 1 | 0 | 5 |
| 27 Nov | 4984.15 | 401 | 15.00 | 24.90 | 2 | 1 | 4 |
| 26 Nov | 5013.60 | 386 | -134.00 | 26.68 | 3 | 0 | 2 |
| 25 Nov | 4903.95 | 520 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 520 | 156.10 | 22.97 | 1 | 0 | 1 |
| 21 Nov | 4803.35 | 363.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4892.70 | 363.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 363.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 4911.35 | 363.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 4915.60 | 363.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 363.9 | 104.65 | 25.93 | 1 | 0 | 1 |
| 12 Nov | 5027.55 | 259.25 | 238.80 | - | 1 | 0 | 0 |
| 4 Nov | 5625.20 | 20.45 | 3.68 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5400 expiring on 26DEC2024
Delta for 5400 PE is 0.00
Historical price for 5400 PE is as follows
On 12 Dec BRITANNIA was trading at 4890.25. The strike last trading price was 475, 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 475, 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 475, 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 475, 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 475, 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 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 475, 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 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 475, 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 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 475, 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 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 475, 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 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 475, 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 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 475, which was 74.00 higher than the previous day. The implied volatity was 33.14, the open interest changed by 0 which decreased total open position to 5
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 401, which was 15.00 higher than the previous day. The implied volatity was 24.90, the open interest changed by 1 which increased total open position to 4
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 386, which was -134.00 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 2
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 520, 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 520, which was 156.10 higher than the previous day. The implied volatity was 22.97, the open interest changed by 0 which decreased total open position to 1
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 363.9, 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 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 363.9, 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 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 363.9, 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 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 363.9, 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 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 363.9, 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 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 363.9, which was 104.65 higher than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 1
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 259.25, which was 238.80 higher 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 20.45, which was lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
