BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
28 Sep 2025 10:07 PM IST
| BRITANNIA 28-OCT-2025 6400 CE | ||||||||||||||||
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Delta: 0.14
Vega: 3.90
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 5920.50 | 24.55 | -12.15 | 20.22 | 20 | 8 | 27 | |||||||||
| 22 Sept | 6056.50 | 65 | 0 | 21.95 | 1 | 0 | 7 | |||||||||
| 21 Sept | 6069.50 | 65 | -6.8 | 19.69 | 4 | 4 | 5 | |||||||||
| 18 Sept | 6100.50 | 71.8 | -47.2 | 20.52 | 1 | 0 | 2 | |||||||||
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| 14 Sept | 6247.00 | 120 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 6400 expiring on 28OCT2025
Delta for 6400 CE is 0.14
Historical price for 6400 CE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 24.55, which was -12.15 lower than the previous day. The implied volatity was 20.22, the open interest changed by 8 which increased total open position to 27
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 21.95, the open interest changed by 0 which decreased total open position to 7
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 65, which was -6.8 lower than the previous day. The implied volatity was 19.69, the open interest changed by 4 which increased total open position to 5
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 71.8, which was -47.2 lower than the previous day. The implied volatity was 20.52, the open interest changed by 0 which decreased total open position to 2
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 120, 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
| BRITANNIA 28OCT2025 6400 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 | 627.15 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 6056.50 | 627.15 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 627.15 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 627.15 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 627.15 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6400 expiring on 28OCT2025
Delta for 6400 PE is -
Historical price for 6400 PE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 627.15, 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 627.15, 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 627.15, 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 627.15, 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 627.15, 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
