BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:31 AM IST
| BRITANNIA 26DEC2024 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.58
Theta: -0.62
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4894.95 | 2.65 | -0.15 | 28.76 | 67 | -8 | 1,241 | |||
| 11 Dec | 4889.50 | 2.8 | 0.05 | 28.59 | 731 | 72 | 1,249 | |||
| 10 Dec | 4787.25 | 2.75 | 0.10 | 31.30 | 302 | 9 | 1,175 | |||
| 9 Dec | 4793.00 | 2.65 | -1.55 | 30.18 | 582 | 3 | 1,166 | |||
| 6 Dec | 4870.85 | 4.2 | -0.70 | 26.97 | 352 | 60 | 1,163 | |||
| 5 Dec | 4872.00 | 4.9 | -0.20 | 27.24 | 525 | 102 | 1,103 | |||
| 4 Dec | 4851.55 | 5.1 | -1.90 | 27.46 | 1,075 | -140 | 1,006 | |||
| 3 Dec | 4909.60 | 7 | 0.90 | 25.88 | 716 | 101 | 1,155 | |||
| 2 Dec | 4907.25 | 6.1 | -2.45 | 24.57 | 839 | -73 | 1,056 | |||
| 29 Nov | 4941.15 | 8.55 | -1.80 | 23.64 | 1,191 | 234 | 1,128 | |||
| 28 Nov | 4923.65 | 10.35 | -2.60 | 24.51 | 1,011 | 52 | 892 | |||
| 27 Nov | 4984.15 | 12.95 | -5.40 | 23.17 | 570 | 100 | 840 | |||
| 26 Nov | 5013.60 | 18.35 | 4.75 | 23.79 | 457 | 85 | 747 | |||
| 25 Nov | 4903.95 | 13.6 | 2.65 | 25.15 | 400 | 115 | 662 | |||
| 22 Nov | 4848.35 | 10.95 | 1.85 | 25.07 | 324 | 35 | 582 | |||
| 21 Nov | 4803.35 | 9.1 | -4.90 | 25.71 | 125 | -4 | 546 | |||
| 20 Nov | 4892.70 | 14 | 0.00 | 24.00 | 274 | 65 | 549 | |||
| 19 Nov | 4892.70 | 14 | -3.70 | 24.00 | 274 | 64 | 549 | |||
| 18 Nov | 4911.35 | 17.7 | -3.80 | 24.05 | 180 | 29 | 486 | |||
| 14 Nov | 4915.60 | 21.5 | -14.50 | 23.68 | 235 | 35 | 457 | |||
| 13 Nov | 5046.50 | 36 | -1.90 | 22.41 | 276 | -9 | 422 | |||
| 12 Nov | 5027.55 | 37.9 | -844.90 | 22.89 | 755 | 429 | 429 | |||
| 11 Nov | 5434.65 | 882.8 | 0.00 | 0.42 | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 882.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 882.8 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 5694.90 | 882.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 882.8 | 882.80 | - | 0 | 0 | 0 | |||
| 14 Oct | 5978.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 5978.50 | 0 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5500 expiring on 26DEC2024
Delta for 5500 CE is 0.03
Historical price for 5500 CE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 28.76, the open interest changed by -8 which decreased total open position to 1241
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 28.59, the open interest changed by 72 which increased total open position to 1249
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 2.75, which was 0.10 higher than the previous day. The implied volatity was 31.30, the open interest changed by 9 which increased total open position to 1175
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 2.65, which was -1.55 lower than the previous day. The implied volatity was 30.18, the open interest changed by 3 which increased total open position to 1166
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 4.2, which was -0.70 lower than the previous day. The implied volatity was 26.97, the open interest changed by 60 which increased total open position to 1163
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 4.9, which was -0.20 lower than the previous day. The implied volatity was 27.24, the open interest changed by 102 which increased total open position to 1103
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 5.1, which was -1.90 lower than the previous day. The implied volatity was 27.46, the open interest changed by -140 which decreased total open position to 1006
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 7, which was 0.90 higher than the previous day. The implied volatity was 25.88, the open interest changed by 101 which increased total open position to 1155
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 6.1, which was -2.45 lower than the previous day. The implied volatity was 24.57, the open interest changed by -73 which decreased total open position to 1056
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 8.55, which was -1.80 lower than the previous day. The implied volatity was 23.64, the open interest changed by 234 which increased total open position to 1128
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 10.35, which was -2.60 lower than the previous day. The implied volatity was 24.51, the open interest changed by 52 which increased total open position to 892
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 12.95, which was -5.40 lower than the previous day. The implied volatity was 23.17, the open interest changed by 100 which increased total open position to 840
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 18.35, which was 4.75 higher than the previous day. The implied volatity was 23.79, the open interest changed by 85 which increased total open position to 747
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 13.6, which was 2.65 higher than the previous day. The implied volatity was 25.15, the open interest changed by 115 which increased total open position to 662
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 10.95, which was 1.85 higher than the previous day. The implied volatity was 25.07, the open interest changed by 35 which increased total open position to 582
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 9.1, which was -4.90 lower than the previous day. The implied volatity was 25.71, the open interest changed by -4 which decreased total open position to 546
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 24.00, the open interest changed by 65 which increased total open position to 549
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 14, which was -3.70 lower than the previous day. The implied volatity was 24.00, the open interest changed by 64 which increased total open position to 549
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 17.7, which was -3.80 lower than the previous day. The implied volatity was 24.05, the open interest changed by 29 which increased total open position to 486
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 21.5, which was -14.50 lower than the previous day. The implied volatity was 23.68, the open interest changed by 35 which increased total open position to 457
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 36, which was -1.90 lower than the previous day. The implied volatity was 22.41, the open interest changed by -9 which decreased total open position to 422
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 37.9, which was -844.90 lower than the previous day. The implied volatity was 22.89, the open interest changed by 429 which increased total open position to 429
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 882.8, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 882.8, 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 882.8, 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 882.8, 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 882.8, which was 882.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct BRITANNIA was trading at 5978.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BRITANNIA was trading at 5978.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BRITANNIA 26DEC2024 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4894.95 | 600 | 0.00 | 0.00 | 0 | -2 | 0 |
| 11 Dec | 4889.50 | 600 | -90.00 | 36.73 | 5 | -1 | 215 |
| 10 Dec | 4787.25 | 690 | -7.85 | 41.91 | 7 | 0 | 215 |
| 9 Dec | 4793.00 | 697.85 | 72.85 | 45.04 | 2 | 0 | 216 |
| 6 Dec | 4870.85 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 625 | 0.00 | 0.00 | 0 | 5 | 0 |
| 4 Dec | 4851.55 | 625 | 43.00 | 26.36 | 10 | 7 | 218 |
| 3 Dec | 4909.60 | 582 | 25.50 | 35.82 | 3 | 0 | 210 |
| 2 Dec | 4907.25 | 556.5 | 30.35 | 23.05 | 4 | 2 | 209 |
| 29 Nov | 4941.15 | 526.15 | -33.85 | 21.74 | 8 | 1 | 207 |
| 28 Nov | 4923.65 | 560 | 59.80 | 33.11 | 44 | 37 | 204 |
| 27 Nov | 4984.15 | 500.2 | 21.35 | 28.94 | 127 | 108 | 165 |
| 26 Nov | 5013.60 | 478.85 | -36.15 | 29.26 | 21 | 9 | 55 |
| 25 Nov | 4903.95 | 515 | -110.00 | - | 7 | 1 | 44 |
| 22 Nov | 4848.35 | 625 | -65.00 | 31.12 | 8 | 2 | 45 |
| 21 Nov | 4803.35 | 690 | 151.00 | 35.19 | 6 | 0 | 43 |
| 20 Nov | 4892.70 | 539 | 0.00 | - | 8 | 4 | 41 |
| 19 Nov | 4892.70 | 539 | -110.95 | - | 8 | 2 | 41 |
| 18 Nov | 4911.35 | 649.95 | 84.95 | 47.90 | 1 | 0 | 39 |
| 14 Nov | 4915.60 | 565 | 108.25 | 30.98 | 22 | 0 | 39 |
| 13 Nov | 5046.50 | 456.75 | 0.00 | 28.93 | 1 | 0 | 39 |
| 12 Nov | 5027.55 | 456.75 | 266.75 | 27.47 | 27 | 26 | 39 |
| 11 Nov | 5434.65 | 190 | 78.90 | 23.17 | 9 | 2 | 12 |
| 8 Nov | 5747.15 | 111.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 5688.90 | 111.1 | 6.10 | 26.04 | 1 | 0 | 9 |
| 6 Nov | 5694.90 | 105 | 75.50 | 25.80 | 9 | 3 | 3 |
| 4 Nov | 5625.20 | 29.5 | 29.50 | 2.67 | 0 | 0 | 0 |
| 14 Oct | 5978.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 5978.50 | 0 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5500 expiring on 26DEC2024
Delta for 5500 PE is 0.00
Historical price for 5500 PE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 600, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 600, which was -90.00 lower than the previous day. The implied volatity was 36.73, the open interest changed by -1 which decreased total open position to 215
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 690, which was -7.85 lower than the previous day. The implied volatity was 41.91, the open interest changed by 0 which decreased total open position to 215
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 697.85, which was 72.85 higher than the previous day. The implied volatity was 45.04, the open interest changed by 0 which decreased total open position to 216
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 625, 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 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 625, which was 43.00 higher than the previous day. The implied volatity was 26.36, the open interest changed by 7 which increased total open position to 218
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 582, which was 25.50 higher than the previous day. The implied volatity was 35.82, the open interest changed by 0 which decreased total open position to 210
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 556.5, which was 30.35 higher than the previous day. The implied volatity was 23.05, the open interest changed by 2 which increased total open position to 209
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 526.15, which was -33.85 lower than the previous day. The implied volatity was 21.74, the open interest changed by 1 which increased total open position to 207
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 560, which was 59.80 higher than the previous day. The implied volatity was 33.11, the open interest changed by 37 which increased total open position to 204
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 500.2, which was 21.35 higher than the previous day. The implied volatity was 28.94, the open interest changed by 108 which increased total open position to 165
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 478.85, which was -36.15 lower than the previous day. The implied volatity was 29.26, the open interest changed by 9 which increased total open position to 55
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 515, which was -110.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 625, which was -65.00 lower than the previous day. The implied volatity was 31.12, the open interest changed by 2 which increased total open position to 45
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 690, which was 151.00 higher than the previous day. The implied volatity was 35.19, the open interest changed by 0 which decreased total open position to 43
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 539, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 41
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 539, which was -110.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 41
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 649.95, which was 84.95 higher than the previous day. The implied volatity was 47.90, the open interest changed by 0 which decreased total open position to 39
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 565, which was 108.25 higher than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 39
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 456.75, which was 0.00 lower than the previous day. The implied volatity was 28.93, the open interest changed by 0 which decreased total open position to 39
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 456.75, which was 266.75 higher than the previous day. The implied volatity was 27.47, the open interest changed by 26 which increased total open position to 39
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 190, which was 78.90 higher than the previous day. The implied volatity was 23.17, the open interest changed by 2 which increased total open position to 12
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 111.1, 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 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 111.1, which was 6.10 higher than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 9
On 6 Nov BRITANNIA was trading at 5694.90. The strike last trading price was 105, which was 75.50 higher than the previous day. The implied volatity was 25.80, the open interest changed by 3 which increased total open position to 3
On 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 29.5, which was 29.50 higher than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 14 Oct BRITANNIA was trading at 5978.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BRITANNIA was trading at 5978.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
