BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
27 Dec 2024 04:11 PM IST
| BRITANNIA 30JAN2025 5600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.90
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 4769.30 | 3.6 | -0.30 | 24.92 | 69 | 64 | 70 | |||
| 26 Dec | 4761.65 | 3.9 | 0.65 | 25.49 | 2 | 1 | 6 | |||
| 24 Dec | 4744.10 | 3.25 | -383.90 | 24.61 | 4 | 3 | 4 | |||
| 21 Nov | 4803.35 | 387.15 | -88.55 | 7.14 | 0 | 0 | 0 | |||
| 8 Nov | 5747.15 | 475.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 5688.90 | 475.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 5694.90 | 475.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 475.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 475.7 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5600 expiring on 30JAN2025
Delta for 5600 CE is 0.03
Historical price for 5600 CE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 3.6, which was -0.30 lower than the previous day. The implied volatity was 24.92, the open interest changed by 64 which increased total open position to 70
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 3.9, which was 0.65 higher than the previous day. The implied volatity was 25.49, the open interest changed by 1 which increased total open position to 6
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 3.25, which was -383.90 lower than the previous day. The implied volatity was 24.61, the open interest changed by 3 which increased total open position to 4
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 387.15, which was -88.55 lower than the previous day. The implied volatity was 7.14, 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 475.7, 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 475.7, 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 475.7, 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 475.7, 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 475.7, 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 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 820 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Dec | 4761.65 | 820 | 70.00 | 36.43 | 2 | 1 | 3 |
| 24 Dec | 4744.10 | 750 | 243.80 | - | 1 | 0 | 1 |
| 21 Nov | 4803.35 | 506.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 506.2 | 0.00 | 2.55 | 0 | 0 | 0 |
| 7 Nov | 5688.90 | 506.2 | 0.00 | 2.03 | 0 | 0 | 0 |
| 6 Nov | 5694.90 | 506.2 | 0.00 | 2.21 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 506.2 | 0.00 | 1.42 | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 506.2 | 1.54 | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5600 expiring on 30JAN2025
Delta for 5600 PE is 0.00
Historical price for 5600 PE is as follows
On 27 Dec BRITANNIA was trading at 4769.30. The strike last trading price was 820, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Dec BRITANNIA was trading at 4761.65. The strike last trading price was 820, which was 70.00 higher than the previous day. The implied volatity was 36.43, the open interest changed by 1 which increased total open position to 3
On 24 Dec BRITANNIA was trading at 4744.10. The strike last trading price was 750, which was 243.80 higher than the previous day. The implied volatity was -, 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 506.2, 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 506.2, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 506.2, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 506.2, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 506.2, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 506.2, which was lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
