BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6050 CE | ||||||||||||||||
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Delta: 0.54
Vega: 3.55
Theta: -5.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 6056.50 | 83 | -28.2 | 20.67 | 1,406 | 278 | 503 | |||||||||
| 21 Sept | 6069.50 | 113.7 | -8.95 | 20.35 | 542 | 31 | 232 | |||||||||
| 18 Sept | 6100.50 | 122.3 | -7.6 | 21.76 | 376 | -16 | 196 | |||||||||
| 14 Sept | 6247.00 | 222.9 | -68.15 | - | 3 | -2 | 95 | |||||||||
For Britannia Industries Ltd - strike price 6050 expiring on 30SEP2025
Delta for 6050 CE is 0.54
Historical price for 6050 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 83, which was -28.2 lower than the previous day. The implied volatity was 20.67, the open interest changed by 278 which increased total open position to 503
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 113.7, which was -8.95 lower than the previous day. The implied volatity was 20.35, the open interest changed by 31 which increased total open position to 232
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 122.3, which was -7.6 lower than the previous day. The implied volatity was 21.76, the open interest changed by -16 which decreased total open position to 196
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 222.9, which was -68.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 95
| BRITANNIA 30SEP2025 6050 PE | |||||||
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Delta: -0.46
Vega: 3.56
Theta: -4.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 69.3 | 6.6 | 21.80 | 2,197 | 34 | 435 |
| 21 Sept | 6069.50 | 60.15 | 0.65 | 19.90 | 847 | 5 | 400 |
| 18 Sept | 6100.50 | 60 | -9.2 | 18.85 | 568 | 27 | 400 |
| 14 Sept | 6247.00 | 31.55 | 3.25 | 20.40 | 216 | -8 | 237 |
For Britannia Industries Ltd - strike price 6050 expiring on 30SEP2025
Delta for 6050 PE is -0.46
Historical price for 6050 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 69.3, which was 6.6 higher than the previous day. The implied volatity was 21.80, the open interest changed by 34 which increased total open position to 435
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 60.15, which was 0.65 higher than the previous day. The implied volatity was 19.90, the open interest changed by 5 which increased total open position to 400
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 60, which was -9.2 lower than the previous day. The implied volatity was 18.85, the open interest changed by 27 which increased total open position to 400
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 31.55, which was 3.25 higher than the previous day. The implied volatity was 20.40, the open interest changed by -8 which decreased total open position to 237
