BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5850 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 | 278.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 6069.50 | 278.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 6100.50 | 278.65 | 32.45 | 18.39 | 3 | -2 | 100 | |||||||||
| 14 Sept | 6247.00 | 405.25 | 59.75 | - | 2 | 0 | 102 | |||||||||
| 17 Aug | 5302.50 | 214.8 | 0 | 5.69 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5850 expiring on 30SEP2025
Delta for 5850 CE is 0.00
Historical price for 5850 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 278.65, 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 278.65, 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 278.65, which was 32.45 higher than the previous day. The implied volatity was 18.39, the open interest changed by -2 which decreased total open position to 100
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 405.25, which was 59.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 214.8, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 30SEP2025 5850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 1.99
Theta: -2.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 15 | -0.15 | 23.19 | 277 | -8 | 374 |
| 21 Sept | 6069.50 | 14.7 | -0.65 | 21.64 | 147 | 1 | 382 |
| 18 Sept | 6100.50 | 15 | -5.6 | 20.75 | 275 | 10 | 381 |
| 14 Sept | 6247.00 | 10.8 | 0.7 | 22.70 | 59 | -14 | 227 |
| 17 Aug | 5302.50 | 234.45 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5850 expiring on 30SEP2025
Delta for 5850 PE is -0.14
Historical price for 5850 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 15, which was -0.15 lower than the previous day. The implied volatity was 23.19, the open interest changed by -8 which decreased total open position to 374
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 14.7, which was -0.65 lower than the previous day. The implied volatity was 21.64, the open interest changed by 1 which increased total open position to 382
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 15, which was -5.6 lower than the previous day. The implied volatity was 20.75, the open interest changed by 10 which increased total open position to 381
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 10.8, which was 0.7 higher than the previous day. The implied volatity was 22.70, the open interest changed by -14 which decreased total open position to 227
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 234.45, 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
