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[--[65.84.65.76]--]
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
Put

Lot Size : 100

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
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
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.