BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5500 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 | 609.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 6069.50 | 609.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 6100.50 | 609.5 | -1.45 | 37.90 | 1 | 0 | 53 | |||||||||
| 14 Sept | 6247.00 | 755 | 25 | - | 8 | -7 | 68 | |||||||||
| 17 Aug | 5302.50 | 70 | -30 | 15.90 | 1 | 0 | 2 | |||||||||
For Britannia Industries Ltd - strike price 5500 expiring on 30SEP2025
Delta for 5500 CE is 0.00
Historical price for 5500 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 609.5, 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 609.5, 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 609.5, which was -1.45 lower than the previous day. The implied volatity was 37.90, the open interest changed by 0 which decreased total open position to 53
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 755, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 68
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 70, which was -30 lower than the previous day. The implied volatity was 15.90, the open interest changed by 0 which decreased total open position to 2
| BRITANNIA 30SEP2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.55
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 3.2 | -1.2 | 34.76 | 91 | 19 | 501 |
| 21 Sept | 6069.50 | 4.35 | 0.05 | 32.71 | 125 | -40 | 481 |
| 18 Sept | 6100.50 | 4.25 | -0.9 | 31.11 | 101 | -32 | 524 |
| 14 Sept | 6247.00 | 3.55 | 0.15 | 30.29 | 267 | -134 | 549 |
| 17 Aug | 5302.50 | 99 | 0 | 0.00 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5500 expiring on 30SEP2025
Delta for 5500 PE is -0.03
Historical price for 5500 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 3.2, which was -1.2 lower than the previous day. The implied volatity was 34.76, the open interest changed by 19 which increased total open position to 501
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 4.35, which was 0.05 higher than the previous day. The implied volatity was 32.71, the open interest changed by -40 which decreased total open position to 481
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 4.25, which was -0.9 lower than the previous day. The implied volatity was 31.11, the open interest changed by -32 which decreased total open position to 524
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 3.55, which was 0.15 higher than the previous day. The implied volatity was 30.29, the open interest changed by -134 which decreased total open position to 549
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 99, 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
