BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5550 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 | 711.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 6069.50 | 711.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 6100.50 | 711.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 6247.00 | 759 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 5302.50 | 384.75 | 0 | 2.42 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5550 expiring on 30SEP2025
Delta for 5550 CE is 0.00
Historical price for 5550 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 711.6, 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 711.6, 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 711.6, 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 759, 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 384.75, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 30SEP2025 5550 PE | |||||||
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Delta: -0.03
Vega: 0.61
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 3.5 | -0.5 | 32.70 | 3 | -1 | 133 |
| 21 Sept | 6069.50 | 4 | -2.5 | 29.87 | 10 | -6 | 136 |
| 18 Sept | 6100.50 | 6.5 | 0.6 | 31.25 | 4 | 0 | 140 |
| 14 Sept | 6247.00 | 4.4 | 0.8 | 29.57 | 35 | -20 | 155 |
| 17 Aug | 5302.50 | 107.45 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5550 expiring on 30SEP2025
Delta for 5550 PE is -0.03
Historical price for 5550 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 32.70, the open interest changed by -1 which decreased total open position to 133
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 4, which was -2.5 lower than the previous day. The implied volatity was 29.87, the open interest changed by -6 which decreased total open position to 136
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 6.5, which was 0.6 higher than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 140
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 4.4, which was 0.8 higher than the previous day. The implied volatity was 29.57, the open interest changed by -20 which decreased total open position to 155
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 107.45, 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
