BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:31 AM IST
| BRITANNIA 26DEC2024 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.36
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4894.95 | 1.85 | -0.20 | 37.87 | 53 | -12 | 3,332 | |||
| 11 Dec | 4889.50 | 2.05 | 0.10 | 37.65 | 653 | 57 | 3,341 | |||
| 10 Dec | 4787.25 | 1.95 | -0.15 | 39.62 | 332 | 81 | 3,285 | |||
| 9 Dec | 4793.00 | 2.1 | -0.45 | 38.81 | 648 | -149 | 3,198 | |||
| 6 Dec | 4870.85 | 2.55 | -0.05 | 34.04 | 486 | -81 | 3,356 | |||
| 5 Dec | 4872.00 | 2.6 | 0.10 | 33.48 | 1,505 | -338 | 3,439 | |||
| 4 Dec | 4851.55 | 2.5 | -0.95 | 33.09 | 5,113 | -27 | 3,783 | |||
| 3 Dec | 4909.60 | 3.45 | 0.55 | 31.66 | 8,271 | 3,662 | 3,699 | |||
| 2 Dec | 4907.25 | 2.9 | -1.55 | 30.11 | 27 | 10 | 35 | |||
| 29 Nov | 4941.15 | 4.45 | -2.55 | 29.34 | 17 | 9 | 24 | |||
| 28 Nov | 4923.65 | 7 | 3.55 | 31.45 | 6 | 2 | 15 | |||
| 27 Nov | 4984.15 | 3.45 | -3.80 | 26.08 | 5 | 0 | 11 | |||
| 26 Nov | 5013.60 | 7.25 | -4.75 | 27.77 | 13 | 6 | 11 | |||
| 25 Nov | 4903.95 | 12 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 4803.35 | 12 | -13.00 | 35.41 | 4 | 0 | 4 | |||
| 14 Nov | 4915.60 | 25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 5046.50 | 25 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 12 Nov | 5027.55 | 25 | -609.90 | 28.58 | 5 | 2 | 2 | |||
| 11 Nov | 5434.65 | 634.9 | 0.00 | 4.05 | 0 | 0 | 0 | |||
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| 8 Nov | 5747.15 | 634.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 634.9 | 0.00 | 0.89 | 0 | 0 | 0 | |||
| 4 Nov | 5625.20 | 634.9 | 634.90 | 1.18 | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 6206.00 | 0 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 5800 expiring on 26DEC2024
Delta for 5800 CE is 0.01
Historical price for 5800 CE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 37.87, the open interest changed by -12 which decreased total open position to 3332
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 2.05, which was 0.10 higher than the previous day. The implied volatity was 37.65, the open interest changed by 57 which increased total open position to 3341
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 39.62, the open interest changed by 81 which increased total open position to 3285
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 38.81, the open interest changed by -149 which decreased total open position to 3198
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 34.04, the open interest changed by -81 which decreased total open position to 3356
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 2.6, which was 0.10 higher than the previous day. The implied volatity was 33.48, the open interest changed by -338 which decreased total open position to 3439
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 2.5, which was -0.95 lower than the previous day. The implied volatity was 33.09, the open interest changed by -27 which decreased total open position to 3783
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was 31.66, the open interest changed by 3662 which increased total open position to 3699
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 2.9, which was -1.55 lower than the previous day. The implied volatity was 30.11, the open interest changed by 10 which increased total open position to 35
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 4.45, which was -2.55 lower than the previous day. The implied volatity was 29.34, the open interest changed by 9 which increased total open position to 24
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 7, which was 3.55 higher than the previous day. The implied volatity was 31.45, the open interest changed by 2 which increased total open position to 15
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 3.45, which was -3.80 lower than the previous day. The implied volatity was 26.08, the open interest changed by 0 which decreased total open position to 11
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 7.25, which was -4.75 lower than the previous day. The implied volatity was 27.77, the open interest changed by 6 which increased total open position to 11
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 12, 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 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 12, which was -13.00 lower than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 4
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 25, 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 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 25, which was -609.90 lower than the previous day. The implied volatity was 28.58, the open interest changed by 2 which increased total open position to 2
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 634.9, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 634.9, 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 634.9, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 634.9, which was 634.90 higher than the previous day. The implied volatity was 1.18, 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BRITANNIA was trading at 6206.00. 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 5800 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 |
| 12 Dec | 4894.95 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 4851.55 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4909.60 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4907.25 | 810 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 810 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 4923.65 | 810 | 16.00 | - | 2 | 1 | 9 |
| 27 Nov | 4984.15 | 794 | 53.20 | 32.72 | 4 | 0 | 4 |
| 26 Nov | 5013.60 | 740.8 | 664.60 | 18.53 | 4 | 0 | 0 |
| 25 Nov | 4903.95 | 76.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 76.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4915.60 | 76.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 76.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 5027.55 | 76.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 5434.65 | 76.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 5747.15 | 76.2 | 0.00 | 0.34 | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 76.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 5625.20 | 76.2 | 76.20 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 6206.00 | 0 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5800 expiring on 26DEC2024
Delta for 5800 PE is 0.00
Historical price for 5800 PE is as follows
On 12 Dec BRITANNIA was trading at 4894.95. The strike last trading price was 810, 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 810, 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 810, 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 810, 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 810, 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 810, 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 810, 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 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 810, 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 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 810, 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 810, 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 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 810, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 794, which was 53.20 higher than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 4
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 740.8, which was 664.60 higher than the previous day. The implied volatity was 18.53, 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 76.2, 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 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 76.2, 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 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 76.2, 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 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 76.2, 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 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 76.2, 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 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 76.2, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 76.2, 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 4 Nov BRITANNIA was trading at 5625.20. The strike last trading price was 76.2, which was 76.20 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BRITANNIA was trading at 6206.00. 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
