BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6600 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.66
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 3.5 | -0.8 | 30.54 | 93 | -33 | 1,598 | |||||||||
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| 21 Sept | 6069.50 | 4.25 | -0.9 | 25.47 | 440 | -15 | 1,649 | |||||||||
| 18 Sept | 6100.50 | 5.7 | -0.8 | 25.87 | 604 | 15 | 1,626 | |||||||||
| 14 Sept | 6247.00 | 14.5 | -10.55 | 18.41 | 839 | 27 | 1,321 | |||||||||
For Britannia Industries Ltd - strike price 6600 expiring on 30SEP2025
Delta for 6600 CE is 0.03
Historical price for 6600 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 3.5, which was -0.8 lower than the previous day. The implied volatity was 30.54, the open interest changed by -33 which decreased total open position to 1598
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 4.25, which was -0.9 lower than the previous day. The implied volatity was 25.47, the open interest changed by -15 which decreased total open position to 1649
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 5.7, which was -0.8 lower than the previous day. The implied volatity was 25.87, the open interest changed by 15 which increased total open position to 1626
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 14.5, which was -10.55 lower than the previous day. The implied volatity was 18.41, the open interest changed by 27 which increased total open position to 1321
| BRITANNIA 30SEP2025 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 6056.50 | 371 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 371 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 371 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 325 | 0 | 0.00 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6600 expiring on 30SEP2025
Delta for 6600 PE is 0.00
Historical price for 6600 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 371, 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 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 371, 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 371, 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 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 325, 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
