BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
28 Sep 2025 10:07 PM IST
| BRITANNIA 28-OCT-2025 6600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 2.40
Theta: -0.94
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 5920.50 | 12 | -4.5 | 22.00 | 43 | 14 | 100 | |||||||||
| 22 Sept | 6056.50 | 28.1 | 3.45 | 21.68 | 11 | 7 | 39 | |||||||||
| 18 Sept | 6100.50 | 24.65 | -10.35 | 18.79 | 1 | 0 | 32 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 6247.00 | 68.85 | -13.5 | 18.77 | 21 | 3 | 23 | |||||||||
For Britannia Industries Ltd - strike price 6600 expiring on 28OCT2025
Delta for 6600 CE is 0.07
Historical price for 6600 CE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 12, which was -4.5 lower than the previous day. The implied volatity was 22.00, the open interest changed by 14 which increased total open position to 100
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 28.1, which was 3.45 higher than the previous day. The implied volatity was 21.68, the open interest changed by 7 which increased total open position to 39
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 24.65, which was -10.35 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 32
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 68.85, which was -13.5 lower than the previous day. The implied volatity was 18.77, the open interest changed by 3 which increased total open position to 23
| BRITANNIA 28OCT2025 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5920.50 | 790.05 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 6056.50 | 790.05 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 790.05 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 790.05 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6600 expiring on 28OCT2025
Delta for 6600 PE is -
Historical price for 6600 PE is as follows
On 28 Sept BRITANNIA was trading at 5920.50. The strike last trading price was 790.05, 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 790.05, 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 790.05, 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 790.05, 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
