BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
30 Mar 2026 04:11 PM IST
| BRITANNIA 28-Apr-2026 (28d) 5650 CE | ||||||||||||||||
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Delta: 0.34
Vega: 5.58
Theta: -3
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 5423.00 | 86.1 | -33.5 | 26.2 | 148 | -42 | 152 | |||||||||
| 27 Mar | 5500.00 | 124.5 | -503.95 | 25.86 | 468 | 196 | 196 | |||||||||
| 25 Mar | 5647.00 | 628.45 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 24 Mar | 5513.50 | 628.45 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
| 23 Mar | 5490.00 | 628.45 | 0 | 1.81 | 0 | 0 | 0 | |||||||||
| 20 Mar | 5618.50 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 5673.50 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 5885.00 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Mar | 5857.50 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 5842.00 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 5808.50 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 5787.00 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 5921.50 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 5968.00 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 5890.00 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 5983.00 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 5963.00 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 5889.50 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 5959.00 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 6002.50 | 628.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5650 expiring on 28APR2026
Delta for 5650 CE is 0.34
Historical price for 5650 CE is as follows
On 30 Mar BRITANNIA was trading at 5423.00. The strike last trading price was 86.1, which was -33.5 lower than the previous day. The implied volatity was 26.2, the open interest changed by -42 which decreased total open position to 152
On 27 Mar BRITANNIA was trading at 5500.00. The strike last trading price was 124.5, which was -503.95 lower than the previous day. The implied volatity was 25.86, the open interest changed by 196 which increased total open position to 196
On 25 Mar BRITANNIA was trading at 5647.00. The strike last trading price was 628.45, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BRITANNIA was trading at 5513.50. The strike last trading price was 628.45, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BRITANNIA was trading at 5490.00. The strike last trading price was 628.45, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BRITANNIA was trading at 5618.50. The strike last trading price was 628.45, 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 19 Mar BRITANNIA was trading at 5673.50. The strike last trading price was 628.45, 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 Mar BRITANNIA was trading at 5885.00. The strike last trading price was 628.45, 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 17 Mar BRITANNIA was trading at 5857.50. The strike last trading price was 628.45, 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 16 Mar BRITANNIA was trading at 5842.00. The strike last trading price was 628.45, 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 13 Mar BRITANNIA was trading at 5808.50. The strike last trading price was 628.45, 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 12 Mar BRITANNIA was trading at 5787.00. The strike last trading price was 628.45, 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 11 Mar BRITANNIA was trading at 5921.50. The strike last trading price was 628.45, 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 10 Mar BRITANNIA was trading at 5968.00. The strike last trading price was 628.45, 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 9 Mar BRITANNIA was trading at 5890.00. The strike last trading price was 628.45, 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 6 Mar BRITANNIA was trading at 5983.00. The strike last trading price was 628.45, 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 5 Mar BRITANNIA was trading at 5963.00. The strike last trading price was 628.45, 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 4 Mar BRITANNIA was trading at 5889.50. The strike last trading price was 628.45, 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 2 Mar BRITANNIA was trading at 5959.00. The strike last trading price was 628.45, 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 27 Feb BRITANNIA was trading at 6002.50. The strike last trading price was 628.45, 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
| BRITANNIA 28-Apr-2026 (28d) 5650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 5.51
Theta: -1.28
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 5423.00 | 264 | 38.8 | 24.78 | 6 | 0 | 19 |
| 27 Mar | 5500.00 | 225.2 | 75.9 | 26.09 | 6 | 2 | 20 |
| 25 Mar | 5647.00 | 146.65 | 76.6 | 24.77 | 9 | 6 | 16 |
| 24 Mar | 5513.50 | 70.05 | -24.9 | - | 0 | 0 | 10 |
| 23 Mar | 5490.00 | 70.05 | -24.9 | - | 0 | 0 | 10 |
| 20 Mar | 5618.50 | 70.05 | -24.9 | - | 0 | 0 | 0 |
| 19 Mar | 5673.50 | 70.05 | -24.9 | - | 0 | 0 | 10 |
| 18 Mar | 5885.00 | 70.05 | -24.9 | 23.77 | 10 | 0 | 11 |
| 17 Mar | 5857.50 | 94.95 | -15.05 | 26.12 | 1 | 0 | 11 |
| 16 Mar | 5842.00 | 110 | 56.9 | 26.39 | 11 | -2 | 11 |
| 13 Mar | 5808.50 | 53.1 | -43.3 | - | 0 | 0 | 0 |
| 12 Mar | 5787.00 | 53.1 | -43.3 | - | 0 | 0 | 0 |
| 11 Mar | 5921.50 | 53.1 | -43.3 | - | 0 | 0 | 13 |
| 10 Mar | 5968.00 | 53.1 | -43.3 | 22.66 | 15 | 9 | 11 |
| 9 Mar | 5890.00 | 96.4 | 28.45 | 25.62 | 2 | 0 | 1 |
| 6 Mar | 5983.00 | 67.95 | 16.6 | - | 0 | 0 | 1 |
| 5 Mar | 5963.00 | 67.95 | 16.6 | - | 0 | 0 | 0 |
| 4 Mar | 5889.50 | 67.95 | 16.6 | - | 0 | 0 | 1 |
| 2 Mar | 5959.00 | 67.95 | 16.6 | - | 0 | 0 | 1 |
| 27 Feb | 6002.50 | 67.95 | 16.6 | 23.62 | 1 | 0 | 0 |
For Britannia Industries Ltd - strike price 5650 expiring on 28APR2026
Delta for 5650 PE is -0.67
Historical price for 5650 PE is as follows
On 30 Mar BRITANNIA was trading at 5423.00. The strike last trading price was 264, which was 38.8 higher than the previous day. The implied volatity was 24.78, the open interest changed by 0 which decreased total open position to 19
On 27 Mar BRITANNIA was trading at 5500.00. The strike last trading price was 225.2, which was 75.9 higher than the previous day. The implied volatity was 26.09, the open interest changed by 2 which increased total open position to 20
On 25 Mar BRITANNIA was trading at 5647.00. The strike last trading price was 146.65, which was 76.6 higher than the previous day. The implied volatity was 24.77, the open interest changed by 6 which increased total open position to 16
On 24 Mar BRITANNIA was trading at 5513.50. The strike last trading price was 70.05, which was -24.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Mar BRITANNIA was trading at 5490.00. The strike last trading price was 70.05, which was -24.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Mar BRITANNIA was trading at 5618.50. The strike last trading price was 70.05, which was -24.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BRITANNIA was trading at 5673.50. The strike last trading price was 70.05, which was -24.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 18 Mar BRITANNIA was trading at 5885.00. The strike last trading price was 70.05, which was -24.9 lower than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 11
On 17 Mar BRITANNIA was trading at 5857.50. The strike last trading price was 94.95, which was -15.05 lower than the previous day. The implied volatity was 26.12, the open interest changed by 0 which decreased total open position to 11
On 16 Mar BRITANNIA was trading at 5842.00. The strike last trading price was 110, which was 56.9 higher than the previous day. The implied volatity was 26.39, the open interest changed by -2 which decreased total open position to 11
On 13 Mar BRITANNIA was trading at 5808.50. The strike last trading price was 53.1, which was -43.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BRITANNIA was trading at 5787.00. The strike last trading price was 53.1, which was -43.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BRITANNIA was trading at 5921.50. The strike last trading price was 53.1, which was -43.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Mar BRITANNIA was trading at 5968.00. The strike last trading price was 53.1, which was -43.3 lower than the previous day. The implied volatity was 22.66, the open interest changed by 9 which increased total open position to 11
On 9 Mar BRITANNIA was trading at 5890.00. The strike last trading price was 96.4, which was 28.45 higher than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 1
On 6 Mar BRITANNIA was trading at 5983.00. The strike last trading price was 67.95, which was 16.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar BRITANNIA was trading at 5963.00. The strike last trading price was 67.95, which was 16.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BRITANNIA was trading at 5889.50. The strike last trading price was 67.95, which was 16.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Mar BRITANNIA was trading at 5959.00. The strike last trading price was 67.95, which was 16.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Feb BRITANNIA was trading at 6002.50. The strike last trading price was 67.95, which was 16.6 higher than the previous day. The implied volatity was 23.62, the open interest changed by 0 which decreased total open position to 0
