BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 378 | 3.2 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 6069.50 | 378 | 3.2 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 6100.50 | 378 | 3.2 | 0.00 | 0 | -10 | 0 | |||||||||
| 14 Sept | 6247.00 | 510.8 | 24.35 | - | 1 | 0 | 68 | |||||||||
| 17 Aug | 5302.50 | 264.5 | 0 | 4.54 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5750 expiring on 30SEP2025
Delta for 5750 CE is 0.00
Historical price for 5750 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 378, which was 3.2 higher 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 378, which was 3.2 higher 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 378, which was 3.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 510.8, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 264.5, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 30SEP2025 5750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 1.24
Theta: -1.84
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 7.5 | -0.5 | 25.32 | 71 | -10 | 306 |
| 21 Sept | 6069.50 | 8 | -1.2 | 23.64 | 44 | 10 | 316 |
| 18 Sept | 6100.50 | 9.25 | -3.05 | 23.35 | 124 | 38 | 305 |
| 14 Sept | 6247.00 | 7.7 | 0.7 | 24.93 | 204 | 66 | 315 |
| 17 Aug | 5302.50 | 185.15 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5750 expiring on 30SEP2025
Delta for 5750 PE is -0.07
Historical price for 5750 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 7.5, which was -0.5 lower than the previous day. The implied volatity was 25.32, the open interest changed by -10 which decreased total open position to 306
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 8, which was -1.2 lower than the previous day. The implied volatity was 23.64, the open interest changed by 10 which increased total open position to 316
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 9.25, which was -3.05 lower than the previous day. The implied volatity was 23.35, the open interest changed by 38 which increased total open position to 305
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 7.7, which was 0.7 higher than the previous day. The implied volatity was 24.93, the open interest changed by 66 which increased total open position to 315
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 185.15, 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
