[--[65.84.65.76]--]

BRITANNIA

Britannia Industries Ltd
5961 +84.50 (1.44%)
L: 5838.5 H: 5974

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Historical option data for BRITANNIA

05 Dec 2025 04:11 PM IST
BRITANNIA 30-DEC-2025 5850 CE
Delta: 0.82
Vega: 4.11
Theta: -2.22
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 5961.00 173.5 41.7 11.29 247 -65 175
4 Dec 5876.50 124.8 14.05 15.40 316 7 241
3 Dec 5824.50 112.85 -30.8 15.10 552 29 234
2 Dec 5875.50 143.3 30 14.92 542 -28 214
1 Dec 5813.50 113.05 -18.65 16.43 513 39 247
28 Nov 5846.00 130.3 5.1 15.75 404 48 215
27 Nov 5826.50 124.35 -27.8 16.48 251 21 166
26 Nov 5880.50 153.75 4.6 16.06 356 31 146
25 Nov 5867.00 138.6 2.2 14.86 203 18 117
24 Nov 5815.50 135.45 -8.6 17.41 146 50 99
21 Nov 5813.00 144.05 -11.35 17.19 73 21 50
20 Nov 5819.00 152.3 -33.75 17.58 124 19 28
19 Nov 5874.50 184.25 7.3 18.47 19 8 9
18 Nov 5840.00 176.95 -103.3 - 0 1 0
17 Nov 5830.50 176.95 -103.3 19.06 1 0 0
14 Nov 5803.50 280.25 0 - 0 0 0
13 Nov 5851.50 280.25 0 - 0 0 0
12 Nov 5880.00 280.25 0 - 0 0 0
11 Nov 5950.50 280.25 0 - 0 0 0
10 Nov 6133.50 280.25 0 - 0 0 0
7 Nov 6157.50 280.25 0 - 0 0 0
6 Nov 6013.50 280.25 0 - 0 0 0
3 Nov 5820.50 280.25 0 - 0 0 0
31 Oct 5836.50 280.25 0 - 0 0 0


For Britannia Industries Ltd - strike price 5850 expiring on 30DEC2025

Delta for 5850 CE is 0.82

Historical price for 5850 CE is as follows

On 5 Dec BRITANNIA was trading at 5961.00. The strike last trading price was 173.5, which was 41.7 higher than the previous day. The implied volatity was 11.29, the open interest changed by -65 which decreased total open position to 175


On 4 Dec BRITANNIA was trading at 5876.50. The strike last trading price was 124.8, which was 14.05 higher than the previous day. The implied volatity was 15.40, the open interest changed by 7 which increased total open position to 241


On 3 Dec BRITANNIA was trading at 5824.50. The strike last trading price was 112.85, which was -30.8 lower than the previous day. The implied volatity was 15.10, the open interest changed by 29 which increased total open position to 234


On 2 Dec BRITANNIA was trading at 5875.50. The strike last trading price was 143.3, which was 30 higher than the previous day. The implied volatity was 14.92, the open interest changed by -28 which decreased total open position to 214


On 1 Dec BRITANNIA was trading at 5813.50. The strike last trading price was 113.05, which was -18.65 lower than the previous day. The implied volatity was 16.43, the open interest changed by 39 which increased total open position to 247


On 28 Nov BRITANNIA was trading at 5846.00. The strike last trading price was 130.3, which was 5.1 higher than the previous day. The implied volatity was 15.75, the open interest changed by 48 which increased total open position to 215


On 27 Nov BRITANNIA was trading at 5826.50. The strike last trading price was 124.35, which was -27.8 lower than the previous day. The implied volatity was 16.48, the open interest changed by 21 which increased total open position to 166


On 26 Nov BRITANNIA was trading at 5880.50. The strike last trading price was 153.75, which was 4.6 higher than the previous day. The implied volatity was 16.06, the open interest changed by 31 which increased total open position to 146


On 25 Nov BRITANNIA was trading at 5867.00. The strike last trading price was 138.6, which was 2.2 higher than the previous day. The implied volatity was 14.86, the open interest changed by 18 which increased total open position to 117


On 24 Nov BRITANNIA was trading at 5815.50. The strike last trading price was 135.45, which was -8.6 lower than the previous day. The implied volatity was 17.41, the open interest changed by 50 which increased total open position to 99


On 21 Nov BRITANNIA was trading at 5813.00. The strike last trading price was 144.05, which was -11.35 lower than the previous day. The implied volatity was 17.19, the open interest changed by 21 which increased total open position to 50


On 20 Nov BRITANNIA was trading at 5819.00. The strike last trading price was 152.3, which was -33.75 lower than the previous day. The implied volatity was 17.58, the open interest changed by 19 which increased total open position to 28


On 19 Nov BRITANNIA was trading at 5874.50. The strike last trading price was 184.25, which was 7.3 higher than the previous day. The implied volatity was 18.47, the open interest changed by 8 which increased total open position to 9


On 18 Nov BRITANNIA was trading at 5840.00. The strike last trading price was 176.95, which was -103.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 17 Nov BRITANNIA was trading at 5830.50. The strike last trading price was 176.95, which was -103.3 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BRITANNIA was trading at 5803.50. The strike last trading price was 280.25, 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 Nov BRITANNIA was trading at 5851.50. The strike last trading price was 280.25, 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 Nov BRITANNIA was trading at 5880.00. The strike last trading price was 280.25, 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 Nov BRITANNIA was trading at 5950.50. The strike last trading price was 280.25, 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 Nov BRITANNIA was trading at 6133.50. The strike last trading price was 280.25, 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 7 Nov BRITANNIA was trading at 6157.50. The strike last trading price was 280.25, 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 Nov BRITANNIA was trading at 6013.50. The strike last trading price was 280.25, 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 3 Nov BRITANNIA was trading at 5820.50. The strike last trading price was 280.25, 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 31 Oct BRITANNIA was trading at 5836.50. The strike last trading price was 280.25, 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 30DEC2025 5850 PE
Delta: -0.27
Vega: 5.15
Theta: -1.30
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 5961.00 44.7 -32.55 17.04 146 7 229
4 Dec 5876.50 80.95 -25.95 16.99 109 12 222
3 Dec 5824.50 101.6 23.15 18.58 172 11 212
2 Dec 5875.50 77.7 -33.25 17.70 191 17 205
1 Dec 5813.50 106.55 12.8 17.16 128 14 188
28 Nov 5846.00 92.8 -9.65 16.35 241 14 175
27 Nov 5826.50 102.4 19.25 16.01 223 4 161
26 Nov 5880.50 82.4 -19.15 16.19 282 29 155
25 Nov 5867.00 100.85 -34.15 17.78 69 35 126
24 Nov 5815.50 134.8 -7.3 19.72 8 2 90
21 Nov 5813.00 140.3 -3.7 20.29 14 -1 89
20 Nov 5819.00 144 11.4 20.92 125 87 91
19 Nov 5874.50 132.6 52.05 22.18 4 1 3
18 Nov 5840.00 80.55 -127.35 - 0 0 0
17 Nov 5830.50 80.55 -127.35 - 0 0 0
14 Nov 5803.50 80.55 -127.35 - 0 0 0
13 Nov 5851.50 80.55 -127.35 - 0 0 0
12 Nov 5880.00 80.55 -127.35 - 0 0 0
11 Nov 5950.50 80.55 -127.35 - 0 0 0
10 Nov 6133.50 80.55 -127.35 - 0 0 0
7 Nov 6157.50 80.55 -127.35 - 0 2 0
6 Nov 6013.50 80.55 -127.35 19.81 2 0 0
3 Nov 5820.50 207.9 0 0.64 0 0 0
31 Oct 5836.50 207.9 0 - 0 0 0


For Britannia Industries Ltd - strike price 5850 expiring on 30DEC2025

Delta for 5850 PE is -0.27

Historical price for 5850 PE is as follows

On 5 Dec BRITANNIA was trading at 5961.00. The strike last trading price was 44.7, which was -32.55 lower than the previous day. The implied volatity was 17.04, the open interest changed by 7 which increased total open position to 229


On 4 Dec BRITANNIA was trading at 5876.50. The strike last trading price was 80.95, which was -25.95 lower than the previous day. The implied volatity was 16.99, the open interest changed by 12 which increased total open position to 222


On 3 Dec BRITANNIA was trading at 5824.50. The strike last trading price was 101.6, which was 23.15 higher than the previous day. The implied volatity was 18.58, the open interest changed by 11 which increased total open position to 212


On 2 Dec BRITANNIA was trading at 5875.50. The strike last trading price was 77.7, which was -33.25 lower than the previous day. The implied volatity was 17.70, the open interest changed by 17 which increased total open position to 205


On 1 Dec BRITANNIA was trading at 5813.50. The strike last trading price was 106.55, which was 12.8 higher than the previous day. The implied volatity was 17.16, the open interest changed by 14 which increased total open position to 188


On 28 Nov BRITANNIA was trading at 5846.00. The strike last trading price was 92.8, which was -9.65 lower than the previous day. The implied volatity was 16.35, the open interest changed by 14 which increased total open position to 175


On 27 Nov BRITANNIA was trading at 5826.50. The strike last trading price was 102.4, which was 19.25 higher than the previous day. The implied volatity was 16.01, the open interest changed by 4 which increased total open position to 161


On 26 Nov BRITANNIA was trading at 5880.50. The strike last trading price was 82.4, which was -19.15 lower than the previous day. The implied volatity was 16.19, the open interest changed by 29 which increased total open position to 155


On 25 Nov BRITANNIA was trading at 5867.00. The strike last trading price was 100.85, which was -34.15 lower than the previous day. The implied volatity was 17.78, the open interest changed by 35 which increased total open position to 126


On 24 Nov BRITANNIA was trading at 5815.50. The strike last trading price was 134.8, which was -7.3 lower than the previous day. The implied volatity was 19.72, the open interest changed by 2 which increased total open position to 90


On 21 Nov BRITANNIA was trading at 5813.00. The strike last trading price was 140.3, which was -3.7 lower than the previous day. The implied volatity was 20.29, the open interest changed by -1 which decreased total open position to 89


On 20 Nov BRITANNIA was trading at 5819.00. The strike last trading price was 144, which was 11.4 higher than the previous day. The implied volatity was 20.92, the open interest changed by 87 which increased total open position to 91


On 19 Nov BRITANNIA was trading at 5874.50. The strike last trading price was 132.6, which was 52.05 higher than the previous day. The implied volatity was 22.18, the open interest changed by 1 which increased total open position to 3


On 18 Nov BRITANNIA was trading at 5840.00. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov BRITANNIA was trading at 5830.50. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BRITANNIA was trading at 5803.50. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BRITANNIA was trading at 5851.50. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BRITANNIA was trading at 5880.00. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BRITANNIA was trading at 5950.50. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov BRITANNIA was trading at 6133.50. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BRITANNIA was trading at 6157.50. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 6 Nov BRITANNIA was trading at 6013.50. The strike last trading price was 80.55, which was -127.35 lower than the previous day. The implied volatity was 19.81, the open interest changed by 0 which decreased total open position to 0


On 3 Nov BRITANNIA was trading at 5820.50. The strike last trading price was 207.9, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BRITANNIA was trading at 5836.50. The strike last trading price was 207.9, 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