BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6000 CE | ||||||||||||||||
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Delta: 0.65
Vega: 3.33
Theta: -5.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 6056.50 | 113.1 | -30.7 | 20.94 | 809 | -87 | 431 | |||||||||
| 21 Sept | 6069.50 | 147.95 | -8.5 | 21.07 | 576 | 77 | 518 | |||||||||
| 18 Sept | 6100.50 | 156 | -6.1 | 22.52 | 348 | -24 | 442 | |||||||||
| 14 Sept | 6247.00 | 284.25 | -45.4 | 12.35 | 242 | 3 | 346 | |||||||||
For Britannia Industries Ltd - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.65
Historical price for 6000 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 113.1, which was -30.7 lower than the previous day. The implied volatity was 20.94, the open interest changed by -87 which decreased total open position to 431
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 147.95, which was -8.5 lower than the previous day. The implied volatity was 21.07, the open interest changed by 77 which increased total open position to 518
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 156, which was -6.1 lower than the previous day. The implied volatity was 22.52, the open interest changed by -24 which decreased total open position to 442
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 284.25, which was -45.4 lower than the previous day. The implied volatity was 12.35, the open interest changed by 3 which increased total open position to 346
| BRITANNIA 30SEP2025 6000 PE | |||||||
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Delta: -0.36
Vega: 3.35
Theta: -4.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 49.25 | 4.75 | 22.07 | 2,121 | -133 | 1,037 |
| 21 Sept | 6069.50 | 43.35 | 0.6 | 20.25 | 998 | -48 | 1,182 |
| 18 Sept | 6100.50 | 42.4 | -8.3 | 19.00 | 1,485 | 52 | 1,238 |
| 14 Sept | 6247.00 | 23 | 1.65 | 20.59 | 729 | -34 | 804 |
For Britannia Industries Ltd - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -0.36
Historical price for 6000 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 49.25, which was 4.75 higher than the previous day. The implied volatity was 22.07, the open interest changed by -133 which decreased total open position to 1037
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 43.35, which was 0.6 higher than the previous day. The implied volatity was 20.25, the open interest changed by -48 which decreased total open position to 1182
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 42.4, which was -8.3 lower than the previous day. The implied volatity was 19.00, the open interest changed by 52 which increased total open position to 1238
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 23, which was 1.65 higher than the previous day. The implied volatity was 20.59, the open interest changed by -34 which decreased total open position to 804
