BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 5500 CE | ||||||||||
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Delta: 0.03
Vega: 1.12
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4769.30 | 4.6 | 0.55 | 23.56 | 234 | 124 | 213 | |||
| 26 Dec | 4761.65 | 4.05 | -0.10 | 23.16 | 45 | 23 | 89 | |||
| 24 Dec | 4744.10 | 4.15 | -0.90 | 23.17 | 34 | 20 | 65 | |||
| 23 Dec | 4704.35 | 5.05 | -4.00 | 24.42 | 17 | 5 | 45 | |||
| 20 Dec | 4698.10 | 9.05 | -5.70 | 26.40 | 18 | 0 | 40 | |||
| 19 Dec | 4785.75 | 14.75 | -10.25 | 26.15 | 23 | 0 | 37 | |||
| 18 Dec | 4782.65 | 25 | 8.65 | 29.32 | 1 | 0 | 38 | |||
| 17 Dec | 4776.75 | 16.35 | -6.60 | 26.26 | 7 | 2 | 38 | |||
| 16 Dec | 4846.50 | 22.95 | 0.00 | 26.25 | 4 | 2 | 34 | |||
| 13 Dec | 4850.10 | 22.95 | 1.20 | 24.85 | 3 | 2 | 31 | |||
| 12 Dec | 4828.35 | 21.75 | -1.25 | 25.05 | 31 | 20 | 27 | |||
| 11 Dec | 4889.50 | 23 | -1.00 | 22.90 | 5 | 3 | 6 | |||
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| 9 Dec | 4793.00 | 24 | 4.00 | 25.90 | 1 | 0 | 2 | |||
| 6 Dec | 4870.85 | 20 | -5.00 | 21.18 | 2 | 0 | 2 | |||
| 5 Dec | 4872.00 | 25 | -425.50 | 22.24 | 1 | 0 | 1 | |||
| 26 Nov | 5013.60 | 450.5 | 0.00 | 4.27 | 0 | 0 | 0 | |||
| 21 Nov | 4803.35 | 450.5 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 450.5 | 33.65 | 3.50 | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 416.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 416.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 416.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 416.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 416.85 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5500 expiring on 30JAN2025
Delta for 5500 CE is 0.03
Historical price for 5500 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 4.6, which was 0.55 higher than the previous day. The implied volatity was 23.56, the open interest changed by 124 which increased total open position to 213
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 4.05, which was -0.10 lower than the previous day. The implied volatity was 23.16, the open interest changed by 23 which increased total open position to 89
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 4.15, which was -0.90 lower than the previous day. The implied volatity was 23.17, the open interest changed by 20 which increased total open position to 65
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 5.05, which was -4.00 lower than the previous day. The implied volatity was 24.42, the open interest changed by 5 which increased total open position to 45
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 9.05, which was -5.70 lower than the previous day. The implied volatity was 26.40, the open interest changed by 0 which decreased total open position to 40
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 14.75, which was -10.25 lower than the previous day. The implied volatity was 26.15, the open interest changed by 0 which decreased total open position to 37
On 18 Dec BRITANNIA was trading at 4782.65. The strike last trading price was 25, which was 8.65 higher than the previous day. The implied volatity was 29.32, the open interest changed by 0 which decreased total open position to 38
On 17 Dec BRITANNIA was trading at 4776.75. The strike last trading price was 16.35, which was -6.60 lower than the previous day. The implied volatity was 26.26, the open interest changed by 2 which increased total open position to 38
On 16 Dec BRITANNIA was trading at 4846.50. The strike last trading price was 22.95, which was 0.00 lower than the previous day. The implied volatity was 26.25, the open interest changed by 2 which increased total open position to 34
On 13 Dec BRITANNIA was trading at 4850.10. The strike last trading price was 22.95, which was 1.20 higher than the previous day. The implied volatity was 24.85, the open interest changed by 2 which increased total open position to 31
On 12 Dec BRITANNIA was trading at 4828.35. The strike last trading price was 21.75, which was -1.25 lower than the previous day. The implied volatity was 25.05, the open interest changed by 20 which increased total open position to 27
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 23, which was -1.00 lower than the previous day. The implied volatity was 22.90, the open interest changed by 3 which increased total open position to 6
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 24, which was 4.00 higher than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 2
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 20, which was -5.00 lower than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 2
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 25, which was -425.50 lower than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 1
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 450.5, which was 0.00 lower than the previous day. The implied volatity was 4.27, 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 450.5, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 450.5, which was 33.65 higher than the previous day. The implied volatity was 3.50, 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 416.85, 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 416.85, 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 416.85, 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 416.85, 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 416.85, 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 5500 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 | 685 | 0.00 | 0.00 | 0 | 37 | 0 |
| 26 Dec | 4761.65 | 685 | -39.95 | - | 41 | 36 | 58 |
| 24 Dec | 4744.10 | 724.95 | -60.00 | 29.10 | 8 | 7 | 21 |
| 23 Dec | 4704.35 | 784.95 | 25.20 | 41.56 | 10 | 9 | 13 |
| 20 Dec | 4698.10 | 759.75 | 159.80 | 30.59 | 3 | 2 | 3 |
| 19 Dec | 4785.75 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 4782.65 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 4776.75 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 4846.50 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 4850.10 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 4828.35 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 599.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 599.95 | 475.25 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 5013.60 | 124.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 124.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 124.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 124.7 | 0.00 | 3.46 | 0 | 0 | 0 |
| 7 Nov | 5688.90 | 124.7 | 0.00 | 2.94 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 124.7 | 0.00 | 3.12 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 124.7 | 30.00 | 2.16 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 94.7 | 2.36 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5500 expiring on 30JAN2025
Delta for 5500 PE is 0.00
Historical price for 5500 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 685, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 37 which increased total open position to 0
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 685, which was -39.95 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 58
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 724.95, which was -60.00 lower than the previous day. The implied volatity was 29.10, the open interest changed by 7 which increased total open position to 21
On 23 Dec BRITANNIA was trading at 4704.35. The strike last trading price was 784.95, which was 25.20 higher than the previous day. The implied volatity was 41.56, the open interest changed by 9 which increased total open position to 13
On 20 Dec BRITANNIA was trading at 4698.10. The strike last trading price was 759.75, which was 159.80 higher than the previous day. The implied volatity was 30.59, the open interest changed by 2 which increased total open position to 3
On 19 Dec BRITANNIA was trading at 4785.75. The strike last trading price was 599.95, 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 599.95, 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 599.95, 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 599.95, 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 599.95, 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 599.95, 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 599.95, 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 599.95, 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 599.95, 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 599.95, which was 475.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 124.7, 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 124.7, 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 124.7, 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 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 124.7, 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 7 Nov BRITANNIA was trading at 5688.90. The strike last trading price was 124.7, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 124.7, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 124.7, which was 30.00 higher than the previous day. The implied volatity was 2.16, 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 94.7, which was lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
