BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6800 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.33
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 1.55 | -0.5 | 34.76 | 60 | -2 | 359 | |||||||||
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| 21 Sept | 6069.50 | 2.05 | -0.35 | 29.52 | 10 | -5 | 361 | |||||||||
| 18 Sept | 6100.50 | 2.4 | -0.6 | 29.01 | 128 | 17 | 366 | |||||||||
| 14 Sept | 6247.00 | 5 | -3.05 | 20.56 | 230 | -6 | 332 | |||||||||
For Britannia Industries Ltd - strike price 6800 expiring on 30SEP2025
Delta for 6800 CE is 0.01
Historical price for 6800 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 34.76, the open interest changed by -2 which decreased total open position to 359
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 29.52, the open interest changed by -5 which decreased total open position to 361
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was 29.01, the open interest changed by 17 which increased total open position to 366
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 5, which was -3.05 lower than the previous day. The implied volatity was 20.56, the open interest changed by -6 which decreased total open position to 332
| BRITANNIA 30SEP2025 6800 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 | 916.3 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 916.3 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 916.3 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 916.3 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6800 expiring on 30SEP2025
Delta for 6800 PE is -
Historical price for 6800 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 916.3, 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 916.3, 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 916.3, 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 916.3, 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
