BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6150 CE | ||||||||||||||||
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Delta: 0.34
Vega: 3.29
Theta: -5.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 43.45 | -18.85 | 21.58 | 1,441 | 57 | 584 | |||||||||
| 21 Sept | 6069.50 | 65.05 | -7 | 20.56 | 730 | 18 | 528 | |||||||||
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| 18 Sept | 6100.50 | 70.9 | -8 | 21.22 | 2,737 | 15 | 484 | |||||||||
| 14 Sept | 6247.00 | 166.75 | -41.95 | 15.54 | 158 | -7 | 163 | |||||||||
For Britannia Industries Ltd - strike price 6150 expiring on 30SEP2025
Delta for 6150 CE is 0.34
Historical price for 6150 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 43.45, which was -18.85 lower than the previous day. The implied volatity was 21.58, the open interest changed by 57 which increased total open position to 584
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 65.05, which was -7 lower than the previous day. The implied volatity was 20.56, the open interest changed by 18 which increased total open position to 528
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 70.9, which was -8 lower than the previous day. The implied volatity was 21.22, the open interest changed by 15 which increased total open position to 484
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 166.75, which was -41.95 lower than the previous day. The implied volatity was 15.54, the open interest changed by -7 which decreased total open position to 163
| BRITANNIA 30SEP2025 6150 PE | |||||||
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Delta: -0.64
Vega: 3.34
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 132.05 | 22 | 23.55 | 469 | 4 | 166 |
| 21 Sept | 6069.50 | 114.7 | 5.6 | 20.96 | 435 | -5 | 163 |
| 18 Sept | 6100.50 | 110.3 | -7.15 | 18.80 | 516 | 9 | 145 |
| 14 Sept | 6247.00 | 56 | 6.4 | 19.98 | 581 | -40 | 255 |
For Britannia Industries Ltd - strike price 6150 expiring on 30SEP2025
Delta for 6150 PE is -0.64
Historical price for 6150 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 132.05, which was 22 higher than the previous day. The implied volatity was 23.55, the open interest changed by 4 which increased total open position to 166
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 114.7, which was 5.6 higher than the previous day. The implied volatity was 20.96, the open interest changed by -5 which decreased total open position to 163
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 110.3, which was -7.15 lower than the previous day. The implied volatity was 18.80, the open interest changed by 9 which increased total open position to 145
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 56, which was 6.4 higher than the previous day. The implied volatity was 19.98, the open interest changed by -40 which decreased total open position to 255
