BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
22 Sep 2025 08:01 PM IST
| BRITANNIA 30SEP2025 7050 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.30
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 6056.50 | 1.75 | 0.55 | 44.74 | 93 | 41 | 46 | |||||||||
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| 21 Sept | 6069.50 | 1.2 | 0 | 35.92 | 1 | -1 | 6 | |||||||||
| 18 Sept | 6100.50 | 1.2 | 0.35 | 33.72 | 1 | 0 | 6 | |||||||||
| 14 Sept | 6247.00 | 3 | 0 | 25.64 | 2 | 2 | 5 | |||||||||
For Britannia Industries Ltd - strike price 7050 expiring on 30SEP2025
Delta for 7050 CE is 0.01
Historical price for 7050 CE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 44.74, the open interest changed by 41 which increased total open position to 46
On 21 Sept BRITANNIA was trading at 6069.50. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 35.92, the open interest changed by -1 which decreased total open position to 6
On 18 Sept BRITANNIA was trading at 6100.50. The strike last trading price was 1.2, which was 0.35 higher than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 6
On 14 Sept BRITANNIA was trading at 6247.00. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 25.64, the open interest changed by 2 which increased total open position to 5
| BRITANNIA 30SEP2025 7050 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 | 1213.5 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 6069.50 | 1213.5 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 6100.50 | 1213.5 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 6247.00 | 1213.5 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 7050 expiring on 30SEP2025
Delta for 7050 PE is -
Historical price for 7050 PE is as follows
On 22 Sept BRITANNIA was trading at 6056.50. The strike last trading price was 1213.5, 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 1213.5, 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 1213.5, 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 1213.5, 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
