BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:31 AM IST
| BRITANNIA 26DEC2024 5700 CE | ||||||||||
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Delta: 0.01
Vega: 0.35
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4894.95 | 1.6 | -0.80 | 33.72 | 14 | 1 | 388 | |||
| 11 Dec | 4889.50 | 2.4 | 0.30 | 35.08 | 85 | 21 | 387 | |||
| 10 Dec | 4787.25 | 2.1 | -0.05 | 36.80 | 92 | -5 | 369 | |||
| 9 Dec | 4793.00 | 2.15 | -0.85 | 35.81 | 164 | -4 | 373 | |||
| 6 Dec | 4870.85 | 3 | -0.05 | 31.84 | 97 | -10 | 377 | |||
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| 5 Dec | 4872.00 | 3.05 | -0.10 | 31.32 | 251 | 27 | 383 | |||
| 4 Dec | 4851.55 | 3.15 | -0.95 | 31.35 | 555 | 5 | 356 | |||
| 3 Dec | 4909.60 | 4.1 | 0.80 | 29.63 | 343 | 87 | 349 | |||
| 2 Dec | 4907.25 | 3.3 | -0.15 | 27.90 | 126 | 7 | 262 | |||
| 29 Nov | 4941.15 | 3.45 | -2.45 | 25.48 | 79 | 23 | 257 | |||
| 28 Nov | 4923.65 | 5.9 | -2.05 | 27.70 | 79 | 26 | 236 | |||
| 27 Nov | 4984.15 | 7.95 | -4.35 | 26.83 | 69 | 2 | 209 | |||
| 26 Nov | 5013.60 | 12.3 | 3.55 | 27.89 | 93 | -25 | 206 | |||
| 25 Nov | 4903.95 | 8.75 | 1.95 | 29.23 | 11 | -8 | 231 | |||
| 22 Nov | 4848.35 | 6.8 | 0.80 | 28.08 | 12 | -2 | 237 | |||
| 21 Nov | 4803.35 | 6 | -2.75 | 28.86 | 32 | 0 | 239 | |||
| 20 Nov | 4892.70 | 8.75 | 0.00 | 26.95 | 27 | 11 | 240 | |||
| 19 Nov | 4892.70 | 8.75 | -3.75 | 26.95 | 27 | 12 | 240 | |||
| 18 Nov | 4911.35 | 12.5 | 1.10 | 27.54 | 26 | 3 | 228 | |||
| 14 Nov | 4915.60 | 11.4 | -7.85 | 25.44 | 138 | 86 | 217 | |||
| 13 Nov | 5046.50 | 19.25 | -3.20 | 24.20 | 67 | 17 | 132 | |||
| 12 Nov | 5027.55 | 22.45 | -102.55 | 25.20 | 196 | 105 | 114 | |||
| 11 Nov | 5434.65 | 125 | -155.00 | 28.41 | 16 | 7 | 9 | |||
| 8 Nov | 5747.15 | 280 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 280 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 280 | 280.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Oct | 5978.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 5978.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 6097.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 6120.30 | 0 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5700 expiring on 26DEC2024
Delta for 5700 CE is 0.01
Historical price for 5700 CE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was 33.72, the open interest changed by 1 which increased total open position to 388
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 2.4, which was 0.30 higher than the previous day. The implied volatity was 35.08, the open interest changed by 21 which increased total open position to 387
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 36.80, the open interest changed by -5 which decreased total open position to 369
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 35.81, the open interest changed by -4 which decreased total open position to 373
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 31.84, the open interest changed by -10 which decreased total open position to 377
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 3.05, which was -0.10 lower than the previous day. The implied volatity was 31.32, the open interest changed by 27 which increased total open position to 383
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was 31.35, the open interest changed by 5 which increased total open position to 356
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 4.1, which was 0.80 higher than the previous day. The implied volatity was 29.63, the open interest changed by 87 which increased total open position to 349
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 27.90, the open interest changed by 7 which increased total open position to 262
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 3.45, which was -2.45 lower than the previous day. The implied volatity was 25.48, the open interest changed by 23 which increased total open position to 257
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 5.9, which was -2.05 lower than the previous day. The implied volatity was 27.70, the open interest changed by 26 which increased total open position to 236
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 7.95, which was -4.35 lower than the previous day. The implied volatity was 26.83, the open interest changed by 2 which increased total open position to 209
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 12.3, which was 3.55 higher than the previous day. The implied volatity was 27.89, the open interest changed by -25 which decreased total open position to 206
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 8.75, which was 1.95 higher than the previous day. The implied volatity was 29.23, the open interest changed by -8 which decreased total open position to 231
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 6.8, which was 0.80 higher than the previous day. The implied volatity was 28.08, the open interest changed by -2 which decreased total open position to 237
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 6, which was -2.75 lower than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 239
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 8.75, which was 0.00 lower than the previous day. The implied volatity was 26.95, the open interest changed by 11 which increased total open position to 240
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 8.75, which was -3.75 lower than the previous day. The implied volatity was 26.95, the open interest changed by 12 which increased total open position to 240
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 12.5, which was 1.10 higher than the previous day. The implied volatity was 27.54, the open interest changed by 3 which increased total open position to 228
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 11.4, which was -7.85 lower than the previous day. The implied volatity was 25.44, the open interest changed by 86 which increased total open position to 217
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 19.25, which was -3.20 lower than the previous day. The implied volatity was 24.20, the open interest changed by 17 which increased total open position to 132
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 22.45, which was -102.55 lower than the previous day. The implied volatity was 25.20, the open interest changed by 105 which increased total open position to 114
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 125, which was -155.00 lower than the previous day. The implied volatity was 28.41, the open interest changed by 7 which increased total open position to 9
On 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 280, 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 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 280, 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 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 280, which was 280.00 higher 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BRITANNIA was trading at 6097.25. 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 7 Oct BRITANNIA was trading at 6120.30. 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 5700 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 | 4894.95 | 776 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 776 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 776 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 776 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 776 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 776 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 4851.55 | 776 | 0.00 | 0.00 | 0 | 2 | 0 |
| 3 Dec | 4909.60 | 776 | 101.00 | 39.65 | 2 | 0 | 5 |
| 2 Dec | 4907.25 | 675 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 675 | 0.00 | 0.00 | 0 | 5 | 0 |
| 28 Nov | 4923.65 | 675 | 618.15 | - | 5 | 1 | 1 |
| 27 Nov | 4984.15 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4892.70 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4911.35 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4915.60 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 5027.55 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 5434.65 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 56.85 | 0.00 | 1.55 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 56.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 56.85 | 56.85 | 0.21 | 0 | 0 | 0 |
| 14 Oct | 5978.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 5978.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 6097.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 6120.30 | 0 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5700 expiring on 26DEC2024
Delta for 5700 PE is 0.00
Historical price for 5700 PE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 776, 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 776, 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 776, 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 776, 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 776, 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 776, 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 776, 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 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 776, which was 101.00 higher than the previous day. The implied volatity was 39.65, the open interest changed by 0 which decreased total open position to 5
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 675, 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 675, 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 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 675, which was 618.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 56.85, 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 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 56.85, 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 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 56.85, 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 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 56.85, 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 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 56.85, 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 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 56.85, 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 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 56.85, 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 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 56.85, 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 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 56.85, 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 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 56.85, 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 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 56.85, 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 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 56.85, 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 8 Nov BRITANNIA was trading at 5747.15. The strike last trading price was 56.85, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 56.85, 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 56.85, which was 56.85 higher than the previous day. The implied volatity was 0.21, 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BRITANNIA was trading at 6097.25. 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 7 Oct BRITANNIA was trading at 6120.30. 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
