BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
17 Aug 2025 12:55 AM IST
| BRITANNIA 30SEP2025 5400 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.02
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 5302.50 | 607.55 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.00
Historical price for 5400 CE is as follows
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 607.55, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 30SEP2025 5400 PE | |||||||
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Delta: -0.52
Vega: 7.59
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 5302.50 | 142.55 | -37.45 | 17.11 | 2 | -1 | 2 |
For Britannia Industries Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.52
Historical price for 5400 PE is as follows
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 142.55, which was -37.45 lower than the previous day. The implied volatity was 17.11, the open interest changed by -1 which decreased total open position to 2
