BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
28 Sep 2025 10:07 PM IST
| BRITANNIA 28-OCT-2025 6350 CE | ||||||||||||||||
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Delta: 0.17
Vega: 4.40
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 5920.50 | 30.4 | -13.9 | 19.97 | 3 | -1 | 4 | |||||||||
| 22 Sept | 6056.50 | 85.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 6069.50 | 85.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 6100.50 | 85.6 | 20.65 | 19.51 | 1 | 0 | 0 | |||||||||
| 14 Sept | 6247.00 | 64.95 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 6350 expiring on 28OCT2025
Delta for 6350 CE is 0.17
Historical price for 6350 CE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 30.4, which was -13.9 lower than the previous day. The implied volatity was 19.97, the open interest changed by -1 which decreased total open position to 4
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 85.6, 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 85.6, 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 85.6, which was 20.65 higher than the previous day. The implied volatity was 19.51, 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 64.95, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 28OCT2025 6350 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5920.50 | 629.55 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 6056.50 | 629.55 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 629.55 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 629.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 629.55 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6350 expiring on 28OCT2025
Delta for 6350 PE is -
Historical price for 6350 PE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 629.55, 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
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 629.55, 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
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 629.55, 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
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 629.55, 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
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 629.55, 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
