BRITANNIA
Britannia Industries Ltd
4889.5
102.25 (2.14%)
Option Chain for BRITANNIA
11 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 100 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 1 | 1 | 2 | - | 1000.00 | 0.00 | 3900 | 0.00 | 0.30 | 41.27 | 1 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3950 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 2326.25 | 0.00 | 4000 | 0.20 | 1.75 | 45.04 | 34 | -1 | 56 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4050 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 1841.65 | 0.00 | 4100 | 0.00 | 0.05 | 20.89 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 2129.90 | 0.00 | 4200 | -0.55 | 1.70 | 35.34 | 1 | 0 | 5 | -0.01 |
- | 0 | 0 | 0 | - | 1524.15 | 0.00 | 4250 | 0.00 | 0.05 | 16.62 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 1888.50 | 0.00 | 4300 | -1.25 | 1.85 | 31.04 | 140 | -23 | 137 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 537.60 | 0.00 | 4350 | 0.00 | 0.70 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 1933.55 | 0.00 | 4400 | -2.15 | 2.85 | 28.22 | 332 | 10 | 639 | -0.03 |
- | 0 | 0 | 0 | - | 1326.60 | 0.00 | 4450 | 0.00 | 0.25 | 11.81 | 0 | 0 | 0 | -0.00 |
- | 14 | 6 | 9 | - | 390.00 | 44.90 | 4500 | -4.05 | 6.10 | 26.95 | 1,421 | 37 | 908 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 333.35 | 0.00 | 4550 | -6.25 | 8.10 | 25.80 | 449 | -26 | 143 | -0.07 |
0.96 | 18 | 1 | 6 | 17.90 | 309.40 | 75.40 | 4600 | -8.90 | 11.95 | 25.32 | 1,089 | 8 | 572 | -0.10 |
0.94 | 8 | 2 | 11 | 17.69 | 262.00 | 64.60 | 4650 | -13.35 | 16.70 | 24.54 | 742 | 37 | 314 | -0.13 |
0.87 | 111 | -33 | 274 | 19.19 | 219.70 | 64.60 | 4700 | -18.90 | 24.10 | 24.13 | 3,234 | 337 | 1,382 | -0.18 |
0.79 | 138 | -57 | 398 | 20.21 | 181.20 | 59.05 | 4750 | -26.20 | 33.40 | 23.49 | 890 | 69 | 425 | -0.24 |
0.72 | 866 | -166 | 8,911 | 19.38 | 141.45 | 47.75 | 4800 | -34.15 | 46.80 | 23.19 | 3,702 | 159 | 868 | -0.31 |
0.63 | 601 | -31 | 6,180 | 19.52 | 109.10 | 38.60 | 4850 | -42.20 | 64.80 | 23.11 | 2,932 | 163 | 450 | -0.39 |
0.52 | 1,827 | -117 | 13,764 | 19.94 | 82.85 | 31.35 | 4900 | -53.20 | 86.75 | 22.98 | 3,805 | 179 | 923 | -0.48 |
0.42 | 1,344 | -111 | 3,751 | 19.99 | 60.25 | 23.20 | 4950 | -59.70 | 114.00 | 23.09 | 443 | 34 | 588 | -0.56 |
0.34 | 3,631 | -546 | 10,028 | 20.50 | 44.05 | 16.90 | 5000 | -69.10 | 143.90 | 22.79 | 435 | -43 | 665 | -0.65 |
0.26 | 922 | 0 | 1,716 | 20.92 | 31.50 | 11.95 | 5050 | -65.35 | 184.65 | 24.51 | 32 | -3 | 82 | -0.71 |
0.20 | 1,119 | -14 | 2,947 | 21.62 | 22.95 | 8.10 | 5100 | -66.35 | 218.80 | 23.31 | 28 | -9 | 185 | -0.78 |
0.15 | 738 | 95 | 1,293 | 22.12 | 16.25 | 5.05 | 5150 | -32.75 | 259.40 | 23.09 | 4 | -3 | 0 | -0.84 |
0.11 | 2,131 | -22 | 3,023 | 23.06 | 12.25 | 3.25 | 5200 | -90.30 | 304.70 | 23.97 | 17 | -7 | 253 | -0.88 |
0.08 | 389 | 40 | 471 | 23.72 | 8.90 | 2.25 | 5250 | 0.00 | 345.60 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 865 | -55 | 1,971 | 24.59 | 6.75 | 1.40 | 5300 | 0.00 | 410.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.05 | 238 | 46 | 140 | 25.68 | 5.40 | 0.95 | 5350 | 0.00 | 52.00 | - | 0 | 0 | 0 | - |
0.04 | 1,366 | 168 | 1,202 | 26.61 | 4.25 | 0.60 | 5400 | 0.00 | 475.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 67 | -20 | 41 | 27.70 | 3.50 | -0.05 | 5450 | 0.00 | 75.25 | - | 0 | 0 | 0 | - |
0.03 | 1,249 | 72 | 731 | 28.59 | 2.80 | 0.05 | 5500 | -90.00 | 600.00 | 36.73 | 5 | -1 | 215 | -0.93 |
0.00 | 0 | 0 | 0 | 0.00 | 1.95 | 0.00 | 5550 | 0.00 | 520.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 446 | 29 | 164 | 31.56 | 2.40 | -0.10 | 5600 | 0.00 | 787.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 281.00 | 0.00 | 5650 | 0.00 | 141.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 387 | 21 | 85 | 35.08 | 2.40 | 0.30 | 5700 | 0.00 | 776.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 226.45 | 0.00 | 5750 | 0.00 | 185.65 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 3,341 | 57 | 653 | 37.65 | 2.05 | 0.10 | 5800 | 0.00 | 810.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 179.40 | 0.00 | 5850 | 0.00 | 237.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 2 | 0 | 0.00 | 1.50 | 0.00 | 5900 | 0.00 | 1029.25 | 0.00 | 0 | 5 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 139.75 | 0.00 | 5950 | 0.00 | 296.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 244 | -4 | 12 | 41.57 | 1.30 | 0.10 | 6000 | 0.00 | 1025.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 107.00 | 0.00 | 6050 | 0.00 | 362.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 44.10 | 0.00 | 6100 | 0.00 | 1125.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 80.85 | 0.00 | 6150 | 0.00 | 435.60 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 48 | 18 | 23 | 46.71 | 1.15 | 0.55 | 6200 | 0.00 | 201.50 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 59.70 | 0.00 | 6250 | 0.00 | 513.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 313.95 | 0.00 | 6300 | 0.00 | 250.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 43.45 | 0.00 | 6350 | 0.00 | 596.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 113.20 | 0.00 | 6400 | 0.00 | 296.45 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6450 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 17 | 5 | 6 | - | 0.85 | -0.15 | 6500 | 0.00 | 352.15 | 0.00 | 0 | 0 | 0 | 0.00 |
22,126 | 8,810 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.