BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
28 Sep 2025 10:07 PM IST
| BRITANNIA 28-OCT-2025 6300 CE | ||||||||||||||||
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Delta: 0.20
Vega: 4.85
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 5920.50 | 36 | -13.3 | 19.40 | 121 | -1 | 109 | |||||||||
| 22 Sept | 6056.50 | 84.55 | -4.85 | 20.77 | 24 | 4 | 32 | |||||||||
| 21 Sept | 6069.50 | 89.15 | -6.5 | 18.98 | 14 | 4 | 29 | |||||||||
| 18 Sept | 6100.50 | 95.65 | -3.75 | 19.69 | 12 | 6 | 24 | |||||||||
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| 14 Sept | 6247.00 | 172 | -34.5 | 17.70 | 51 | 4 | 17 | |||||||||
For Britannia Industries Ltd - strike price 6300 expiring on 28OCT2025
Delta for 6300 CE is 0.20
Historical price for 6300 CE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 36, which was -13.3 lower than the previous day. The implied volatity was 19.40, the open interest changed by -1 which decreased total open position to 109
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 84.55, which was -4.85 lower than the previous day. The implied volatity was 20.77, the open interest changed by 4 which increased total open position to 32
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 89.15, which was -6.5 lower than the previous day. The implied volatity was 18.98, the open interest changed by 4 which increased total open position to 29
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 95.65, which was -3.75 lower than the previous day. The implied volatity was 19.69, the open interest changed by 6 which increased total open position to 24
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 172, which was -34.5 lower than the previous day. The implied volatity was 17.70, the open interest changed by 4 which increased total open position to 17
| BRITANNIA 28OCT2025 6300 PE | |||||||
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Delta: -0.71
Vega: 5.98
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5920.50 | 395.1 | 89.4 | 28.32 | 1 | 0 | 6 |
| 22 Sept | 6056.50 | 250 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 250 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 250 | 65.65 | 20.09 | 4 | -1 | 2 |
| 14 Sept | 6247.00 | 184.35 | -366.9 | 22.56 | 5 | 3 | 4 |
For Britannia Industries Ltd - strike price 6300 expiring on 28OCT2025
Delta for 6300 PE is -0.71
Historical price for 6300 PE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 395.1, which was 89.4 higher than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 6
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 250, 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 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 250, 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 250, which was 65.65 higher than the previous day. The implied volatity was 20.09, the open interest changed by -1 which decreased total open position to 2
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 184.35, which was -366.9 lower than the previous day. The implied volatity was 22.56, the open interest changed by 3 which increased total open position to 4
