BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 3.53
Theta: -5.33
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 60 | -22.7 | 20.91 | 2,752 | 110 | 931 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 6069.50 | 85.5 | -10.05 | 20.08 | 1,527 | 112 | 839 | |||||||||
| 18 Sept | 6100.50 | 94.95 | -7.3 | 21.59 | 3,148 | 11 | 712 | |||||||||
| 14 Sept | 6247.00 | 201.55 | -45.85 | 14.68 | 75 | -2 | 209 | |||||||||
For Britannia Industries Ltd - strike price 6100 expiring on 30SEP2025
Delta for 6100 CE is 0.44
Historical price for 6100 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 60, which was -22.7 lower than the previous day. The implied volatity was 20.91, the open interest changed by 110 which increased total open position to 931
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 85.5, which was -10.05 lower than the previous day. The implied volatity was 20.08, the open interest changed by 112 which increased total open position to 839
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 94.95, which was -7.3 lower than the previous day. The implied volatity was 21.59, the open interest changed by 11 which increased total open position to 712
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 201.55, which was -45.85 lower than the previous day. The implied volatity was 14.68, the open interest changed by -2 which decreased total open position to 209
| BRITANNIA 30SEP2025 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 3.54
Theta: -4.26
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 101.35 | 13.25 | 23.51 | 1,388 | -73 | 1,219 |
| 21 Sept | 6069.50 | 87 | 5.1 | 20.87 | 1,209 | -80 | 1,292 |
| 18 Sept | 6100.50 | 83 | -9.05 | 18.88 | 1,856 | -122 | 1,378 |
| 14 Sept | 6247.00 | 42.5 | 4.9 | 20.21 | 734 | -65 | 525 |
For Britannia Industries Ltd - strike price 6100 expiring on 30SEP2025
Delta for 6100 PE is -0.55
Historical price for 6100 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 101.35, which was 13.25 higher than the previous day. The implied volatity was 23.51, the open interest changed by -73 which decreased total open position to 1219
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 87, which was 5.1 higher than the previous day. The implied volatity was 20.87, the open interest changed by -80 which decreased total open position to 1292
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 83, which was -9.05 lower than the previous day. The implied volatity was 18.88, the open interest changed by -122 which decreased total open position to 1378
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 42.5, which was 4.9 higher than the previous day. The implied volatity was 20.21, the open interest changed by -65 which decreased total open position to 525
