BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5900 CE | ||||||||||||||||
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Delta: 0.88
Vega: 1.77
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 175.85 | -47.6 | 16.13 | 50 | -19 | 285 | |||||||||
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| 21 Sept | 6069.50 | 208 | -32 | 14.74 | 16 | -7 | 305 | |||||||||
| 18 Sept | 6100.50 | 240 | 3.6 | 26.25 | 2 | -1 | 311 | |||||||||
| 14 Sept | 6247.00 | 375 | -38.8 | - | 20 | -8 | 375 | |||||||||
| 17 Aug | 5302.50 | 301.35 | 0 | 6.00 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.88
Historical price for 5900 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 175.85, which was -47.6 lower than the previous day. The implied volatity was 16.13, the open interest changed by -19 which decreased total open position to 285
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 208, which was -32 lower than the previous day. The implied volatity was 14.74, the open interest changed by -7 which decreased total open position to 305
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 240, which was 3.6 higher than the previous day. The implied volatity was 26.25, the open interest changed by -1 which decreased total open position to 311
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 375, which was -38.8 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 375
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 301.35, which was 0 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 30SEP2025 5900 PE | |||||||
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Delta: -0.19
Vega: 2.43
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 20.8 | -0.35 | 21.93 | 859 | 19 | 911 |
| 21 Sept | 6069.50 | 19.9 | -1.35 | 20.59 | 591 | -52 | 893 |
| 18 Sept | 6100.50 | 20.9 | -6.65 | 19.96 | 665 | 27 | 945 |
| 14 Sept | 6247.00 | 13 | 0.45 | 21.61 | 321 | -7 | 736 |
| 17 Aug | 5302.50 | 278.85 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is -0.19
Historical price for 5900 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 20.8, which was -0.35 lower than the previous day. The implied volatity was 21.93, the open interest changed by 19 which increased total open position to 911
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 19.9, which was -1.35 lower than the previous day. The implied volatity was 20.59, the open interest changed by -52 which decreased total open position to 893
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 20.9, which was -6.65 lower than the previous day. The implied volatity was 19.96, the open interest changed by 27 which increased total open position to 945
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 13, which was 0.45 higher than the previous day. The implied volatity was 21.61, the open interest changed by -7 which decreased total open position to 736
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 278.85, 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
