BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6400 CE | ||||||||||||||||
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Delta: 0.08
Vega: 1.35
Theta: -2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 6056.50 | 8.3 | -3.95 | 25.44 | 811 | -195 | 1,074 | |||||||||
| 21 Sept | 6069.50 | 13.3 | -1.8 | 22.61 | 578 | -6 | 1,270 | |||||||||
| 18 Sept | 6100.50 | 15.15 | -2.5 | 22.59 | 982 | -9 | 1,275 | |||||||||
| 14 Sept | 6247.00 | 49.45 | -23.1 | 17.34 | 1,432 | 19 | 999 | |||||||||
For Britannia Industries Ltd - strike price 6400 expiring on 30SEP2025
Delta for 6400 CE is 0.08
Historical price for 6400 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 8.3, which was -3.95 lower than the previous day. The implied volatity was 25.44, the open interest changed by -195 which decreased total open position to 1074
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 13.3, which was -1.8 lower than the previous day. The implied volatity was 22.61, the open interest changed by -6 which decreased total open position to 1270
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 15.15, which was -2.5 lower than the previous day. The implied volatity was 22.59, the open interest changed by -9 which decreased total open position to 1275
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 49.45, which was -23.1 lower than the previous day. The implied volatity was 17.34, the open interest changed by 19 which increased total open position to 999
| BRITANNIA 30SEP2025 6400 PE | |||||||
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Delta: -0.98
Vega: 0.39
Theta: 1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 332.45 | 8.55 | 17.00 | 27 | 6 | 187 |
| 21 Sept | 6069.50 | 323.9 | -18.6 | 28.20 | 5 | -3 | 182 |
| 18 Sept | 6100.50 | 342.5 | 0 | 0.00 | 0 | -5 | 0 |
| 14 Sept | 6247.00 | 188.65 | 26.95 | 21.70 | 65 | -12 | 199 |
For Britannia Industries Ltd - strike price 6400 expiring on 30SEP2025
Delta for 6400 PE is -0.98
Historical price for 6400 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 332.45, which was 8.55 higher than the previous day. The implied volatity was 17.00, the open interest changed by 6 which increased total open position to 187
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 323.9, which was -18.6 lower than the previous day. The implied volatity was 28.20, the open interest changed by -3 which decreased total open position to 182
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 342.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 188.65, which was 26.95 higher than the previous day. The implied volatity was 21.70, the open interest changed by -12 which decreased total open position to 199
