BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6500 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.94
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 5.35 | -1.8 | 28.12 | 629 | -57 | 1,267 | |||||||||
| 21 Sept | 6069.50 | 7.55 | -1.1 | 24.13 | 495 | -35 | 1,323 | |||||||||
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| 18 Sept | 6100.50 | 8.6 | -1.35 | 23.89 | 761 | -126 | 1,359 | |||||||||
| 14 Sept | 6247.00 | 27.5 | -15.4 | 17.91 | 1,452 | -75 | 1,033 | |||||||||
For Britannia Industries Ltd - strike price 6500 expiring on 30SEP2025
Delta for 6500 CE is 0.05
Historical price for 6500 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 5.35, which was -1.8 lower than the previous day. The implied volatity was 28.12, the open interest changed by -57 which decreased total open position to 1267
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 7.55, which was -1.1 lower than the previous day. The implied volatity was 24.13, the open interest changed by -35 which decreased total open position to 1323
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 8.6, which was -1.35 lower than the previous day. The implied volatity was 23.89, the open interest changed by -126 which decreased total open position to 1359
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 27.5, which was -15.4 lower than the previous day. The implied volatity was 17.91, the open interest changed by -75 which decreased total open position to 1033
| BRITANNIA 30SEP2025 6500 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 | 430 | 35 | - | 2 | 0 | 7 |
| 21 Sept | 6069.50 | 395 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 395 | 0 | 0.00 | 0 | -1 | 0 |
| 14 Sept | 6247.00 | 261.75 | 28.3 | 22.14 | 5 | -1 | 8 |
For Britannia Industries Ltd - strike price 6500 expiring on 30SEP2025
Delta for 6500 PE is -
Historical price for 6500 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 430, which was 35 higher than the previous day. The implied volatity was -, 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 395, 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 395, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 261.75, which was 28.3 higher than the previous day. The implied volatity was 22.14, the open interest changed by -1 which decreased total open position to 8
