BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5450 CE | ||||||||||||||||
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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 | |||||||||
| 22 Sept | 6056.50 | 339 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 6069.50 | 339 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 6100.50 | 339 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 6247.00 | 339 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 5302.50 | 455.2 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5450 expiring on 30SEP2025
Delta for 5450 CE is 0.00
Historical price for 5450 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 339, which was 0 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 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 339, which was 0 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 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 339, which was 0 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 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 339, which was 0 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 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 455.2, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 30SEP2025 5450 PE | |||||||
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Delta: -0.02
Vega: 0.42
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 2.25 | -1.5 | 35.57 | 2 | 1 | 14 |
| 21 Sept | 6069.50 | 3.75 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 3.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 3 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5302.50 | 78.9 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5450 expiring on 30SEP2025
Delta for 5450 PE is -0.02
Historical price for 5450 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 2.25, which was -1.5 lower than the previous day. The implied volatity was 35.57, the open interest changed by 1 which increased total open position to 14
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 3.75, which was 0 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 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 3.75, which was 0 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 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 3, which was 0 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 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 78.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
