BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6450 CE | ||||||||||||||||
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Delta: 0.07
Vega: 1.18
Theta: -2.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 7.2 | -2.3 | 27.30 | 485 | -276 | 310 | |||||||||
| 21 Sept | 6069.50 | 9.45 | -1.65 | 23.05 | 161 | -71 | 590 | |||||||||
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| 18 Sept | 6100.50 | 11 | -1.75 | 23.03 | 203 | -11 | 657 | |||||||||
| 14 Sept | 6247.00 | 36.05 | -19.7 | 17.39 | 311 | 4 | 603 | |||||||||
For Britannia Industries Ltd - strike price 6450 expiring on 30SEP2025
Delta for 6450 CE is 0.07
Historical price for 6450 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was 27.30, the open interest changed by -276 which decreased total open position to 310
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 9.45, which was -1.65 lower than the previous day. The implied volatity was 23.05, the open interest changed by -71 which decreased total open position to 590
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 11, which was -1.75 lower than the previous day. The implied volatity was 23.03, the open interest changed by -11 which decreased total open position to 657
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 36.05, which was -19.7 lower than the previous day. The implied volatity was 17.39, the open interest changed by 4 which increased total open position to 603
| BRITANNIA 30SEP2025 6450 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 659.5 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 659.5 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 659.5 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 659.5 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6450 expiring on 30SEP2025
Delta for 6450 PE is -
Historical price for 6450 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 659.5, 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 659.5, 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 659.5, 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 659.5, 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
