BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 6950 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.15
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 0.6 | -1.2 | 36.06 | 1 | 0 | 28 | |||||||||
| 21 Sept | 6069.50 | 1.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 6100.50 | 1.8 | 0.15 | 32.51 | 4 | -1 | 29 | |||||||||
| 14 Sept | 6247.00 | 3.65 | 1.5 | 23.76 | 5 | 0 | 27 | |||||||||
For Britannia Industries Ltd - strike price 6950 expiring on 30SEP2025
Delta for 6950 CE is 0.01
Historical price for 6950 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 0.6, which was -1.2 lower than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 28
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 1.8, 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 1.8, which was 0.15 higher than the previous day. The implied volatity was 32.51, the open interest changed by -1 which decreased total open position to 29
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 3.65, which was 1.5 higher than the previous day. The implied volatity was 23.76, the open interest changed by 0 which decreased total open position to 27
| BRITANNIA 30SEP2025 6950 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 | 1117.2 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 1117.2 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 1117.2 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 1117.2 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6950 expiring on 30SEP2025
Delta for 6950 PE is -
Historical price for 6950 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 1117.2, 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 1117.2, 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 1117.2, 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 1117.2, 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
