BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6350 CE | ||||||||||||||||
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Delta: 0.11
Vega: 1.67
Theta: -2.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 11.4 | -5.6 | 24.57 | 484 | -25 | 708 | |||||||||
| 21 Sept | 6069.50 | 17 | -3.95 | 21.53 | 364 | 0 | 750 | |||||||||
| 18 Sept | 6100.50 | 20.15 | -3.8 | 21.93 | 498 | 6 | 732 | |||||||||
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| 14 Sept | 6247.00 | 66.3 | -28 | 17.28 | 446 | -20 | 466 | |||||||||
For Britannia Industries Ltd - strike price 6350 expiring on 30SEP2025
Delta for 6350 CE is 0.11
Historical price for 6350 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 11.4, which was -5.6 lower than the previous day. The implied volatity was 24.57, the open interest changed by -25 which decreased total open position to 708
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 17, which was -3.95 lower than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 750
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 20.15, which was -3.8 lower than the previous day. The implied volatity was 21.93, the open interest changed by 6 which increased total open position to 732
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 66.3, which was -28 lower than the previous day. The implied volatity was 17.28, the open interest changed by -20 which decreased total open position to 466
| BRITANNIA 30SEP2025 6350 PE | |||||||
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Delta: -0.91
Vega: 1.49
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 290.35 | 7.75 | 22.90 | 4 | -2 | 73 |
| 21 Sept | 6069.50 | 282.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 282.6 | 5.55 | 26.45 | 1 | 0 | 76 |
| 14 Sept | 6247.00 | 155.35 | 22.35 | 21.32 | 55 | 8 | 86 |
For Britannia Industries Ltd - strike price 6350 expiring on 30SEP2025
Delta for 6350 PE is -0.91
Historical price for 6350 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 290.35, which was 7.75 higher than the previous day. The implied volatity was 22.90, the open interest changed by -2 which decreased total open position to 73
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 282.6, 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 282.6, which was 5.55 higher than the previous day. The implied volatity was 26.45, the open interest changed by 0 which decreased total open position to 76
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 155.35, which was 22.35 higher than the previous day. The implied volatity was 21.32, the open interest changed by 8 which increased total open position to 86
