BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 28OCT2025 6000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 7.20
Theta: -3.05
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 218.95 | -16.05 | 20.73 | 20 | 11 | 75 | |||||||||
| 21 Sept | 6069.50 | 235 | -10.15 | 19.14 | 6 | 3 | 64 | |||||||||
| 18 Sept | 6100.50 | 245.15 | 1.05 | 20.45 | 5 | 1 | 61 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 6247.00 | 276.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 6000 expiring on 28OCT2025
Delta for 6000 CE is 0.63
Historical price for 6000 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 218.95, which was -16.05 lower than the previous day. The implied volatity was 20.73, the open interest changed by 11 which increased total open position to 75
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 235, which was -10.15 lower than the previous day. The implied volatity was 19.14, the open interest changed by 3 which increased total open position to 64
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 245.15, which was 1.05 higher than the previous day. The implied volatity was 20.45, the open interest changed by 1 which increased total open position to 61
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 276.9, 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
| BRITANNIA 28OCT2025 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 7.20
Theta: -1.44
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 106.5 | 8.5 | 20.86 | 62 | 28 | 81 |
| 21 Sept | 6069.50 | 98 | 3 | 20.55 | 9 | 8 | 53 |
| 18 Sept | 6100.50 | 95 | -5.05 | 19.81 | 13 | 5 | 44 |
| 14 Sept | 6247.00 | 58 | 0 | 0.00 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6000 expiring on 28OCT2025
Delta for 6000 PE is -0.37
Historical price for 6000 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 106.5, which was 8.5 higher than the previous day. The implied volatity was 20.86, the open interest changed by 28 which increased total open position to 81
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 98, which was 3 higher than the previous day. The implied volatity was 20.55, the open interest changed by 8 which increased total open position to 53
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 95, which was -5.05 lower than the previous day. The implied volatity was 19.81, the open interest changed by 5 which increased total open position to 44
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 58, 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
