BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 5400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 1.59
Theta: -0.60
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 7.35 | 0.70 | 22.85 | 30 | 21 | 37 | |||
| 26 Dec | 4761.65 | 6.65 | -2.35 | 22.55 | 14 | 4 | 14 | |||
| 24 Dec | 4744.10 | 9 | -510.75 | 23.95 | 24 | 7 | 7 | |||
| 23 Dec | 4704.35 | 519.75 | 0.00 | 9.50 | 0 | 0 | 0 | |||
| 20 Dec | 4698.10 | 519.75 | 0.00 | 8.72 | 0 | 0 | 0 | |||
| 19 Dec | 4785.75 | 519.75 | 0.00 | 7.82 | 0 | 0 | 0 | |||
| 18 Dec | 4782.65 | 519.75 | 0.00 | 7.94 | 0 | 0 | 0 | |||
| 17 Dec | 4776.75 | 519.75 | 0.00 | 7.90 | 0 | 0 | 0 | |||
| 16 Dec | 4846.50 | 519.75 | 0.00 | 7.03 | 0 | 0 | 0 | |||
| 13 Dec | 4850.10 | 519.75 | 0.00 | 6.62 | 0 | 0 | 0 | |||
| 12 Dec | 4828.35 | 519.75 | 0.00 | 6.88 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Dec | 4889.50 | 519.75 | 0.00 | 5.64 | 0 | 0 | 0 | |||
| 9 Dec | 4793.00 | 519.75 | 0.00 | 7.04 | 0 | 0 | 0 | |||
| 6 Dec | 4870.85 | 519.75 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 5 Dec | 4872.00 | 519.75 | 0.00 | 5.30 | 0 | 0 | 0 | |||
| 28 Nov | 4923.65 | 519.75 | 0.00 | 4.51 | 0 | 0 | 0 | |||
| 27 Nov | 4984.15 | 519.75 | 0.00 | 3.84 | 0 | 0 | 0 | |||
| 26 Nov | 5013.60 | 519.75 | 0.00 | 3.24 | 0 | 0 | 0 | |||
| 25 Nov | 4903.95 | 519.75 | 0.00 | 3.88 | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 519.75 | 131.05 | 5.31 | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 388.7 | 0.00 | 2.52 | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 388.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 388.7 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5400 expiring on 30JAN2025
Delta for 5400 CE is 0.05
Historical price for 5400 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 7.35, which was 0.70 higher than the previous day. The implied volatity was 22.85, the open interest changed by 21 which increased total open position to 37
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 6.65, which was -2.35 lower than the previous day. The implied volatity was 22.55, the open interest changed by 4 which increased total open position to 14
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 9, which was -510.75 lower than the previous day. The implied volatity was 23.95, the open interest changed by 7 which increased total open position to 7
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was 9.50, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 8.72, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 7.82, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 7.94, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 7.90, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 7.03, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 6.62, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 6.88, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 5.64, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 7.04, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 4.51, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 519.75, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 519.75, which was 131.05 higher than the previous day. The implied volatity was 5.31, 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 388.7, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 388.7, 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 388.7, 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 388.7, 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 388.7, 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 388.7, 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 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 3.12
Theta: -0.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4769.30 | 610 | 0.00 | 32.31 | 1 | 0 | 1 |
| 26 Dec | 4761.65 | 610 | 0.00 | 0.00 | 0 | 1 | 0 |
| 24 Dec | 4744.10 | 610 | 514.30 | - | 1 | 0 | 0 |
| 23 Dec | 4704.35 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 4698.10 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 4785.75 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 4782.65 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 4776.75 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 4846.50 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 4828.35 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4923.65 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4984.15 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 95.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 95.7 | -18.55 | - | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 114.25 | 0.00 | 4.36 | 0 | 0 | 0 |
| 7 Nov | 5688.90 | 114.25 | 0.00 | 3.85 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 114.25 | 0.00 | 4.02 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 114.25 | 0.00 | 3.16 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 114.25 | 3.26 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5400 expiring on 30JAN2025
Delta for 5400 PE is -0.87
Historical price for 5400 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 610, which was 0.00 lower than the previous day. The implied volatity was 32.31, the open interest changed by 0 which decreased total open position to 1
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 610, 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 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 610, which was 514.30 higher than the previous day. The implied volatity was -, 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 95.7, 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 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 95.7, 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 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, 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 95.7, which was -18.55 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 114.25, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 114.25, 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 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 114.25, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 114.25, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 114.25, which was lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
