BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5700 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 | |||||||||
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| 22 Sept | 6056.50 | 421.95 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
| 21 Sept | 6069.50 | 421.95 | 21.95 | 33.97 | 2 | -1 | 148 | |||||||||
| 18 Sept | 6100.50 | 400 | -12 | 17.95 | 1 | 0 | 150 | |||||||||
| 14 Sept | 6247.00 | 530 | -98 | - | 5 | -1 | 170 | |||||||||
| 17 Aug | 5302.50 | 55.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.00
Historical price for 5700 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 421.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 421.95, which was 21.95 higher than the previous day. The implied volatity was 33.97, the open interest changed by -1 which decreased total open position to 148
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 400, which was -12 lower than the previous day. The implied volatity was 17.95, the open interest changed by 0 which decreased total open position to 150
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 530, which was -98 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 170
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 55.5, 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
| BRITANNIA 30SEP2025 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 1.09
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 6.7 | -0.6 | 27.73 | 478 | -25 | 586 |
| 21 Sept | 6069.50 | 7.65 | 0.25 | 26.03 | 453 | -37 | 611 |
| 18 Sept | 6100.50 | 7.85 | -2.2 | 24.98 | 317 | -62 | 643 |
| 14 Sept | 6247.00 | 6.8 | 0.8 | 26.22 | 93 | -9 | 617 |
| 17 Aug | 5302.50 | 188.7 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.06
Historical price for 5700 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 6.7, which was -0.6 lower than the previous day. The implied volatity was 27.73, the open interest changed by -25 which decreased total open position to 586
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 7.65, which was 0.25 higher than the previous day. The implied volatity was 26.03, the open interest changed by -37 which decreased total open position to 611
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 7.85, which was -2.2 lower than the previous day. The implied volatity was 24.98, the open interest changed by -62 which decreased total open position to 643
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 6.8, which was 0.8 higher than the previous day. The implied volatity was 26.22, the open interest changed by -9 which decreased total open position to 617
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 188.7, 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
