BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
28 Sep 2025 10:07 PM IST
| BRITANNIA 28-OCT-2025 6150 CE | ||||||||||||||||
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Delta: 0.32
Vega: 6.27
Theta: -2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 5920.50 | 64 | -46 | 18.15 | 34 | 9 | 40 | |||||||||
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| 22 Sept | 6056.50 | 140 | -9.75 | 20.63 | 12 | 8 | 24 | |||||||||
| 21 Sept | 6069.50 | 141.75 | -19.25 | 17.94 | 3 | 1 | 17 | |||||||||
| 18 Sept | 6100.50 | 161 | -6.45 | 20.23 | 12 | 2 | 14 | |||||||||
| 14 Sept | 6247.00 | 107.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 6150 expiring on 28OCT2025
Delta for 6150 CE is 0.32
Historical price for 6150 CE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 64, which was -46 lower than the previous day. The implied volatity was 18.15, the open interest changed by 9 which increased total open position to 40
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 140, which was -9.75 lower than the previous day. The implied volatity was 20.63, the open interest changed by 8 which increased total open position to 24
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 141.75, which was -19.25 lower than the previous day. The implied volatity was 17.94, the open interest changed by 1 which increased total open position to 17
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 161, which was -6.45 lower than the previous day. The implied volatity was 20.23, the open interest changed by 2 which increased total open position to 14
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 107.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 28OCT2025 6150 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5920.50 | 195 | 0 | 0.00 | 0 | 0 | 0 |
| 22 Sept | 6056.50 | 171 | 14.8 | 20.09 | 4 | 0 | 1 |
| 21 Sept | 6069.50 | 156.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 156.2 | -317.8 | 19.27 | 1 | 0 | 0 |
| 14 Sept | 6247.00 | 474 | 0 | 2.15 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6150 expiring on 28OCT2025
Delta for 6150 PE is 0.00
Historical price for 6150 PE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 195, 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
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 171, which was 14.8 higher than the previous day. The implied volatity was 20.09, the open interest changed by 0 which decreased total open position to 1
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 156.2, 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
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 156.2, which was -317.8 lower than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 474, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
