BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:21 AM IST
| BRITANNIA 26DEC2024 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.25
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4900.25 | 1.3 | 0.00 | 42.27 | 22 | -20 | 224 | |||
| 11 Dec | 4889.50 | 1.3 | 0.10 | 41.57 | 12 | -4 | 244 | |||
| 10 Dec | 4787.25 | 1.2 | -0.40 | 43.09 | 16 | -10 | 249 | |||
| 9 Dec | 4793.00 | 1.6 | -0.20 | 43.36 | 21 | 3 | 262 | |||
| 6 Dec | 4870.85 | 1.8 | -0.10 | 37.79 | 21 | -7 | 259 | |||
| 5 Dec | 4872.00 | 1.9 | -0.10 | 37.40 | 13 | 2 | 267 | |||
| 4 Dec | 4851.55 | 2 | -0.50 | 37.28 | 9 | 5 | 265 | |||
| 3 Dec | 4909.60 | 2.5 | 0.30 | 35.47 | 65 | 40 | 244 | |||
| 2 Dec | 4907.25 | 2.2 | -0.45 | 34.21 | 174 | 125 | 204 | |||
| 29 Nov | 4941.15 | 2.65 | -0.85 | 32.00 | 31 | 9 | 77 | |||
| 28 Nov | 4923.65 | 3.5 | -1.00 | 32.97 | 30 | 1 | 59 | |||
| 27 Nov | 4984.15 | 4.5 | -2.50 | 31.93 | 6 | 1 | 56 | |||
| 26 Nov | 5013.60 | 7 | 2.00 | 32.91 | 2 | 0 | 54 | |||
| 25 Nov | 4903.95 | 5 | -2.40 | 33.37 | 35 | 34 | 54 | |||
| 14 Nov | 4915.60 | 7.4 | -2.65 | 30.13 | 6 | 4 | 20 | |||
| 13 Nov | 5046.50 | 10.05 | -3.95 | 27.93 | 5 | 2 | 16 | |||
| 12 Nov | 5027.55 | 14 | -476.80 | 29.80 | 17 | 13 | 13 | |||
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| 11 Nov | 5434.65 | 490.8 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 5 Nov | 5605.10 | 490.8 | 490.80 | 3.11 | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 6331.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 6446.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 6338.15 | 0 | - | 0 | 0 | 0 | ||||
For Britannia Industries Ltd - strike price 6000 expiring on 26DEC2024
Delta for 6000 CE is 0.01
Historical price for 6000 CE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 42.27, the open interest changed by -20 which decreased total open position to 224
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 41.57, the open interest changed by -4 which decreased total open position to 244
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 43.09, the open interest changed by -10 which decreased total open position to 249
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 43.36, the open interest changed by 3 which increased total open position to 262
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 37.79, the open interest changed by -7 which decreased total open position to 259
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 37.40, the open interest changed by 2 which increased total open position to 267
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 37.28, the open interest changed by 5 which increased total open position to 265
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 35.47, the open interest changed by 40 which increased total open position to 244
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 34.21, the open interest changed by 125 which increased total open position to 204
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 32.00, the open interest changed by 9 which increased total open position to 77
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 3.5, which was -1.00 lower than the previous day. The implied volatity was 32.97, the open interest changed by 1 which increased total open position to 59
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 4.5, which was -2.50 lower than the previous day. The implied volatity was 31.93, the open interest changed by 1 which increased total open position to 56
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 7, which was 2.00 higher than the previous day. The implied volatity was 32.91, the open interest changed by 0 which decreased total open position to 54
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 5, which was -2.40 lower than the previous day. The implied volatity was 33.37, the open interest changed by 34 which increased total open position to 54
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 7.4, which was -2.65 lower than the previous day. The implied volatity was 30.13, the open interest changed by 4 which increased total open position to 20
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 10.05, which was -3.95 lower than the previous day. The implied volatity was 27.93, the open interest changed by 2 which increased total open position to 16
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 14, which was -476.80 lower than the previous day. The implied volatity was 29.80, the open interest changed by 13 which increased total open position to 13
On 11 Nov BRITANNIA was trading at 5434.65. The strike last trading price was 490.8, 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 5 Nov BRITANNIA was trading at 5605.10. The strike last trading price was 490.8, which was 490.80 higher than the previous day. The implied volatity was 3.11, 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BRITANNIA was trading at 6331.75. 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 1 Oct BRITANNIA was trading at 6446.05. 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 30 Sept BRITANNIA was trading at 6338.15. 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 6000 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 | 4900.25 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 4889.50 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 4787.25 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4872.00 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 4851.55 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4909.60 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4907.25 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 1025 | 0.00 | 0.00 | 0 | 20 | 0 |
| 28 Nov | 4923.65 | 1025 | 896.55 | 27.38 | 20 | 17 | 17 |
| 27 Nov | 4984.15 | 128.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 128.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 128.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4915.60 | 128.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5046.50 | 128.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 5027.55 | 128.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 5434.65 | 128.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 5605.10 | 128.45 | 128.45 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 6331.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 6446.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 6338.15 | 0 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 6000 expiring on 26DEC2024
Delta for 6000 PE is 0.00
Historical price for 6000 PE is as follows
On 12 Dec BRITANNIA was trading at 4900.25. The strike last trading price was 1025, 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 1025, 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 1025, 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 1025, 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 1025, 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 1025, 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 1025, 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 1025, 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 1025, 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 1025, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 1025, which was 896.55 higher than the previous day. The implied volatity was 27.38, the open interest changed by 17 which increased total open position to 17
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 128.45, 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 128.45, 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 128.45, 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 128.45, 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 128.45, 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 128.45, 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 128.45, 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 128.45, which was 128.45 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BRITANNIA was trading at 6331.75. 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 1 Oct BRITANNIA was trading at 6446.05. 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 30 Sept BRITANNIA was trading at 6338.15. 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
