BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5800 CE | ||||||||||||||||
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Delta: 0.90
Vega: 1.58
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 6056.50 | 277.7 | -39.5 | 24.20 | 9 | -5 | 200 | |||||||||
| 21 Sept | 6069.50 | 298.55 | -7.45 | - | 17 | 0 | 203 | |||||||||
| 18 Sept | 6100.50 | 306 | 0 | 0.00 | 0 | -17 | 0 | |||||||||
| 14 Sept | 6247.00 | 468 | -47.3 | - | 18 | -7 | 224 | |||||||||
| 17 Aug | 5302.50 | 40.5 | 0 | 22.41 | 1 | 1 | 3 | |||||||||
For Britannia Industries Ltd - strike price 5800 expiring on 30SEP2025
Delta for 5800 CE is 0.90
Historical price for 5800 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 277.7, which was -39.5 lower than the previous day. The implied volatity was 24.20, the open interest changed by -5 which decreased total open position to 200
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 298.55, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 306, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 468, which was -47.3 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 224
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 22.41, the open interest changed by 1 which increased total open position to 3
| BRITANNIA 30SEP2025 5800 PE | |||||||
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Delta: -0.10
Vega: 1.61
Theta: -2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 10.9 | -0.85 | 24.45 | 715 | -98 | 837 |
| 21 Sept | 6069.50 | 11.1 | -0.85 | 22.80 | 538 | -80 | 935 |
| 18 Sept | 6100.50 | 12.55 | -3.35 | 22.48 | 530 | 112 | 1,012 |
| 14 Sept | 6247.00 | 8.55 | 0.1 | 23.50 | 298 | -51 | 772 |
| 17 Aug | 5302.50 | 250 | 0 | 0.00 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5800 expiring on 30SEP2025
Delta for 5800 PE is -0.10
Historical price for 5800 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 10.9, which was -0.85 lower than the previous day. The implied volatity was 24.45, the open interest changed by -98 which decreased total open position to 837
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 11.1, which was -0.85 lower than the previous day. The implied volatity was 22.80, the open interest changed by -80 which decreased total open position to 935
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 12.55, which was -3.35 lower than the previous day. The implied volatity was 22.48, the open interest changed by 112 which increased total open position to 1012
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 8.55, which was 0.1 higher than the previous day. The implied volatity was 23.50, the open interest changed by -51 which decreased total open position to 772
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 250, 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
