BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6250 CE | ||||||||||||||||
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Delta: 0.20
Vega: 2.48
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 6056.50 | 22 | -10.95 | 22.91 | 1,670 | -18 | 643 | |||||||||
| 21 Sept | 6069.50 | 34.8 | -5.1 | 21.11 | 610 | -20 | 660 | |||||||||
| 18 Sept | 6100.50 | 39.4 | -5.1 | 21.62 | 1,337 | -73 | 679 | |||||||||
| 14 Sept | 6247.00 | 108.55 | -34.2 | 16.57 | 1,257 | 145 | 425 | |||||||||
For Britannia Industries Ltd - strike price 6250 expiring on 30SEP2025
Delta for 6250 CE is 0.20
Historical price for 6250 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 22, which was -10.95 lower than the previous day. The implied volatity was 22.91, the open interest changed by -18 which decreased total open position to 643
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 34.8, which was -5.1 lower than the previous day. The implied volatity was 21.11, the open interest changed by -20 which decreased total open position to 660
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 39.4, which was -5.1 lower than the previous day. The implied volatity was 21.62, the open interest changed by -73 which decreased total open position to 679
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 108.55, which was -34.2 lower than the previous day. The implied volatity was 16.57, the open interest changed by 145 which increased total open position to 425
| BRITANNIA 30SEP2025 6250 PE | |||||||
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Delta: -0.80
Vega: 2.50
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 204.3 | 19.35 | 23.10 | 52 | -17 | 62 |
| 21 Sept | 6069.50 | 195 | 20.9 | 24.64 | 32 | -23 | 79 |
| 18 Sept | 6100.50 | 171.85 | -6.35 | 16.72 | 29 | -18 | 103 |
| 14 Sept | 6247.00 | 95.75 | 12.45 | 20.12 | 1,211 | -30 | 220 |
For Britannia Industries Ltd - strike price 6250 expiring on 30SEP2025
Delta for 6250 PE is -0.80
Historical price for 6250 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 204.3, which was 19.35 higher than the previous day. The implied volatity was 23.10, the open interest changed by -17 which decreased total open position to 62
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 195, which was 20.9 higher than the previous day. The implied volatity was 24.64, the open interest changed by -23 which decreased total open position to 79
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 171.85, which was -6.35 lower than the previous day. The implied volatity was 16.72, the open interest changed by -18 which decreased total open position to 103
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 95.75, which was 12.45 higher than the previous day. The implied volatity was 20.12, the open interest changed by -30 which decreased total open position to 220
