BRITANNIA
Britannia Industries Ltd
4769.3
7.66 (0.16%)
Option Chain for BRITANNIA
27 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 | |
| - | 0 | 0 | 0 | - | 1504.95 | 0.00 | 4300 | 0.20 | 10.45 | 24.97 | 892 | 433 | 472 | -0.06 |
| - | 0 | 0 | 0 | - | 653.40 | 0.00 | 4350 | 0.95 | 13.40 | 24.39 | 128 | 40 | 74 | -0.08 |
| - | 0 | 0 | 0 | - | 1407.40 | 0.00 | 4400 | -0.55 | 16.20 | 23.44 | 449 | -14 | 180 | -0.10 |
| - | 0 | 0 | 0 | - | 568.25 | 0.00 | 4450 | -16.75 | 22.15 | 23.34 | 239 | 157 | 157 | -0.13 |
| 0.82 | 7 | 1 | 2 | 25.01 | 348.00 | 43.00 | 4500 | 0.05 | 28.60 | 22.91 | 755 | 29 | 592 | -0.16 |
| 0.86 | 1 | 1 | 2 | 17.40 | 280.30 | -207.75 | 4550 | -0.90 | 36.15 | 22.36 | 774 | 253 | 305 | -0.19 |
| 0.79 | 13 | 1 | 3 | 19.11 | 246.40 | 24.10 | 4600 | -1.60 | 46.50 | 22.04 | 989 | 271 | 463 | -0.24 |
| 0.75 | 23 | 9 | 50 | 17.44 | 201.65 | 11.65 | 4650 | -3.35 | 58.00 | 21.50 | 843 | 377 | 456 | -0.29 |
| 0.68 | 313 | 12 | 416 | 17.53 | 167.40 | 17.30 | 4700 | -1.20 | 74.35 | 21.42 | 983 | 131 | 492 | -0.34 |
| 0.61 | 269 | 83 | 604 | 17.41 | 135.70 | 12.95 | 4750 | -3.85 | 92.95 | 21.21 | 968 | 197 | 473 | -0.40 |
| 0.53 | 1,516 | 930 | 4,628 | 17.69 | 110.00 | 14.00 | 4800 | -9.55 | 114.50 | 20.97 | 1,376 | 273 | 910 | -0.47 |
| 0.46 | 893 | 792 | 1,711 | 17.68 | 86.45 | 10.90 | 4850 | -7.15 | 142.05 | 21.23 | 653 | 273 | 324 | -0.53 |
| 0.39 | 361 | 184 | 2,650 | 18.06 | 68.85 | 9.45 | 4900 | -10.30 | 171.70 | 21.32 | 114 | 20 | 113 | -0.59 |
|
|
||||||||||||||
| 0.32 | 325 | 269 | 825 | 18.33 | 53.90 | 6.20 | 4950 | 7.90 | 206.60 | 21.84 | 56 | 38 | 75 | -0.65 |
| 0.26 | 1,490 | 451 | 2,831 | 18.83 | 42.85 | 6.80 | 5000 | -9.85 | 246.65 | 22.90 | 211 | 37 | 431 | -0.69 |
| 0.21 | 273 | 216 | 659 | 19.09 | 33.05 | 5.35 | 5050 | 57.45 | 281.45 | 22.49 | 1 | 0 | 1 | -0.75 |
| 0.17 | 310 | 119 | 740 | 19.49 | 25.85 | 1.90 | 5100 | -1.55 | 332.10 | 25.15 | 11 | 2 | 28 | -0.76 |
| 0.14 | 160 | 74 | 521 | 19.99 | 20.50 | 3.80 | 5150 | 0.00 | 307.85 | - | 0 | 0 | 0 | - |
| 0.12 | 243 | 150 | 549 | 20.56 | 16.50 | 3.50 | 5200 | 0.00 | 418.10 | 0.00 | 0 | 4 | 0 | 0.00 |
| 0.09 | 151 | 145 | 315 | 21.07 | 13.20 | 1.55 | 5250 | 0.00 | 462.00 | 0.00 | 0 | 3 | 0 | 0.00 |
| 0.08 | 148 | 101 | 403 | 21.50 | 10.45 | 2.50 | 5300 | 0.00 | 521.00 | 0.00 | 0 | 7 | 0 | 0.00 |
| 0.06 | 48 | 46 | 66 | 21.47 | 7.50 | -4.30 | 5350 | 0.00 | 446.35 | - | 0 | 0 | 0 | - |
| 0.05 | 37 | 21 | 30 | 22.85 | 7.35 | 0.70 | 5400 | 0.00 | 610.00 | 32.31 | 1 | 0 | 1 | -0.87 |
| 0.00 | 0 | 5 | 0 | 0.00 | 2.00 | 0.00 | 5450 | 0.00 | 523.65 | - | 0 | 0 | 0 | - |
| 0.03 | 213 | 124 | 234 | 23.56 | 4.60 | 0.55 | 5500 | 0.00 | 685.00 | 0.00 | 0 | 37 | 0 | 0.00 |
| 0.00 | 0 | 2 | 0 | 0.00 | 5.55 | 0.00 | 5550 | 0.00 | 605.60 | - | 0 | 0 | 0 | - |
| 0.03 | 70 | 64 | 69 | 24.92 | 3.60 | -0.30 | 5600 | 0.00 | 820.00 | 0.00 | 0 | 2 | 0 | 0.00 |
| 6,864 | 5,547 | |||||||||||||
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.
