BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6900 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.31
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 1.6 | -0.4 | 38.69 | 15 | -14 | 40 | |||||||||
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| 21 Sept | 6069.50 | 2 | -0.5 | 32.75 | 12 | 6 | 50 | |||||||||
| 18 Sept | 6100.50 | 2.35 | 0.2 | 32.16 | 18 | 1 | 46 | |||||||||
| 14 Sept | 6247.00 | 3.85 | -2.4 | 22.51 | 47 | 27 | 91 | |||||||||
For Britannia Industries Ltd - strike price 6900 expiring on 30SEP2025
Delta for 6900 CE is 0.01
Historical price for 6900 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 38.69, the open interest changed by -14 which decreased total open position to 40
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 2, which was -0.5 lower than the previous day. The implied volatity was 32.75, the open interest changed by 6 which increased total open position to 50
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 2.35, which was 0.2 higher than the previous day. The implied volatity was 32.16, the open interest changed by 1 which increased total open position to 46
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 3.85, which was -2.4 lower than the previous day. The implied volatity was 22.51, the open interest changed by 27 which increased total open position to 91
| BRITANNIA 30SEP2025 6900 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 | 1003.8 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 1003.8 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 1003.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 1003.8 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6900 expiring on 30SEP2025
Delta for 6900 PE is -
Historical price for 6900 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 1003.8, 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 1003.8, 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 1003.8, 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 1003.8, 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
