BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6300 CE | ||||||||||||||||
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Delta: 0.14
Vega: 2.02
Theta: -3.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 15 | -8.2 | 23.34 | 1,890 | -39 | 1,459 | |||||||||
| 21 Sept | 6069.50 | 23.85 | -4.3 | 21.08 | 1,445 | 78 | 1,501 | |||||||||
| 18 Sept | 6100.50 | 27.9 | -4.7 | 21.60 | 2,375 | 10 | 1,421 | |||||||||
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| 14 Sept | 6247.00 | 84.4 | -33.35 | 16.75 | 1,802 | -88 | 716 | |||||||||
For Britannia Industries Ltd - strike price 6300 expiring on 30SEP2025
Delta for 6300 CE is 0.14
Historical price for 6300 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 15, which was -8.2 lower than the previous day. The implied volatity was 23.34, the open interest changed by -39 which decreased total open position to 1459
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 23.85, which was -4.3 lower than the previous day. The implied volatity was 21.08, the open interest changed by 78 which increased total open position to 1501
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 27.9, which was -4.7 lower than the previous day. The implied volatity was 21.60, the open interest changed by 10 which increased total open position to 1421
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 84.4, which was -33.35 lower than the previous day. The implied volatity was 16.75, the open interest changed by -88 which decreased total open position to 716
| BRITANNIA 30SEP2025 6300 PE | |||||||
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Delta: -0.83
Vega: 2.24
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 251.85 | 29.25 | 25.75 | 45 | -12 | 137 |
| 21 Sept | 6069.50 | 220.2 | 5.2 | 20.67 | 8 | -6 | 150 |
| 18 Sept | 6100.50 | 215 | -8.8 | 17.45 | 9 | -3 | 155 |
| 14 Sept | 6247.00 | 122.35 | 15.75 | 20.45 | 750 | -107 | 336 |
For Britannia Industries Ltd - strike price 6300 expiring on 30SEP2025
Delta for 6300 PE is -0.83
Historical price for 6300 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 251.85, which was 29.25 higher than the previous day. The implied volatity was 25.75, the open interest changed by -12 which decreased total open position to 137
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 220.2, which was 5.2 higher than the previous day. The implied volatity was 20.67, the open interest changed by -6 which decreased total open position to 150
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 215, which was -8.8 lower than the previous day. The implied volatity was 17.45, the open interest changed by -3 which decreased total open position to 155
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 122.35, which was 15.75 higher than the previous day. The implied volatity was 20.45, the open interest changed by -107 which decreased total open position to 336
