BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 5950 CE | ||||||||||||||||
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Delta: 0.72
Vega: 3.00
Theta: -5.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 153.45 | -40.6 | 23.04 | 35 | -1 | 101 | |||||||||
| 21 Sept | 6069.50 | 194.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 6100.50 | 194.05 | -8.05 | 23.57 | 18 | -2 | 100 | |||||||||
| 14 Sept | 6247.00 | 373.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 5302.50 | 50 | 0 | 0.00 | 0 | 0 | 1 | |||||||||
For Britannia Industries Ltd - strike price 5950 expiring on 30SEP2025
Delta for 5950 CE is 0.72
Historical price for 5950 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 153.45, which was -40.6 lower than the previous day. The implied volatity was 23.04, the open interest changed by -1 which decreased total open position to 101
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 194.05, 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 194.05, which was -8.05 lower than the previous day. The implied volatity was 23.57, 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 373.1, 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 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 50, 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 1
| BRITANNIA 30SEP2025 5950 PE | |||||||
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Delta: -0.27
Vega: 2.96
Theta: -3.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 33 | 2.05 | 22.06 | 330 | 3 | 319 |
| 21 Sept | 6069.50 | 31.7 | 1.7 | 20.98 | 115 | -10 | 318 |
| 18 Sept | 6100.50 | 30.4 | -7.4 | 19.58 | 313 | 0 | 326 |
| 14 Sept | 6247.00 | 17.35 | 1.05 | 21.10 | 73 | 2 | 282 |
| 17 Aug | 5302.50 | 290.65 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5950 expiring on 30SEP2025
Delta for 5950 PE is -0.27
Historical price for 5950 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 33, which was 2.05 higher than the previous day. The implied volatity was 22.06, the open interest changed by 3 which increased total open position to 319
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 31.7, which was 1.7 higher than the previous day. The implied volatity was 20.98, the open interest changed by -10 which decreased total open position to 318
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 30.4, which was -7.4 lower than the previous day. The implied volatity was 19.58, the open interest changed by 0 which decreased total open position to 326
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 17.35, which was 1.05 higher than the previous day. The implied volatity was 21.10, the open interest changed by 2 which increased total open position to 282
On 17 Aug BRITANNIA was trading at 5302.50. The strike last trading price was 290.65, 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
