BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6700 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.51
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 2.65 | -0.3 | 33.42 | 40 | -5 | 699 | |||||||||
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| 21 Sept | 6069.50 | 3.15 | -0.35 | 27.90 | 82 | -52 | 705 | |||||||||
| 18 Sept | 6100.50 | 3.3 | -0.8 | 26.99 | 269 | 16 | 756 | |||||||||
| 14 Sept | 6247.00 | 8.2 | -5.4 | 19.36 | 375 | -5 | 894 | |||||||||
For Britannia Industries Ltd - strike price 6700 expiring on 30SEP2025
Delta for 6700 CE is 0.02
Historical price for 6700 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 2.65, which was -0.3 lower than the previous day. The implied volatity was 33.42, the open interest changed by -5 which decreased total open position to 699
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 27.90, the open interest changed by -52 which decreased total open position to 705
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 3.3, which was -0.8 lower than the previous day. The implied volatity was 26.99, the open interest changed by 16 which increased total open position to 756
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 8.2, which was -5.4 lower than the previous day. The implied volatity was 19.36, the open interest changed by -5 which decreased total open position to 894
| BRITANNIA 30SEP2025 6700 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 | 444 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 444 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 444 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 444 | 44 | 27.15 | 2 | 0 | 2 |
For Britannia Industries Ltd - strike price 6700 expiring on 30SEP2025
Delta for 6700 PE is 0.00
Historical price for 6700 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 444, 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 444, 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 444, 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 444, which was 44 higher than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 2
