BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 7000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.21
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 1 | -0.2 | 39.97 | 37 | -6 | 61 | |||||||||
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| 21 Sept | 6069.50 | 1.2 | -0.65 | 33.95 | 8 | 0 | 67 | |||||||||
| 18 Sept | 6100.50 | 1.75 | 0.15 | 33.90 | 9 | -4 | 63 | |||||||||
| 14 Sept | 6247.00 | 3 | -0.85 | 24.32 | 43 | 11 | 93 | |||||||||
For Britannia Industries Ltd - strike price 7000 expiring on 30SEP2025
Delta for 7000 CE is 0.01
Historical price for 7000 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 39.97, the open interest changed by -6 which decreased total open position to 61
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 33.95, the open interest changed by 0 which decreased total open position to 67
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 33.90, the open interest changed by -4 which decreased total open position to 63
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 24.32, the open interest changed by 11 which increased total open position to 93
| BRITANNIA 30SEP2025 7000 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 | 1093.35 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 1093.35 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 1093.35 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 1093.35 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 7000 expiring on 30SEP2025
Delta for 7000 PE is -
Historical price for 7000 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 1093.35, 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 1093.35, 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 1093.35, 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 1093.35, 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
