BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
30 Jan 2026 04:11 PM IST
| BRITANNIA 24-FEB-2026 5850 CE | ||||||||||||||||
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Delta: 0.55
Vega: 6.05
Theta: -4.09
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 5860.50 | 185.05 | 54.1 | 26.91 | 1,175 | 3 | 96 | |||||||||
| 29 Jan | 5723.00 | 126.3 | -23.65 | 27.9 | 40 | 10 | 93 | |||||||||
| 28 Jan | 5748.50 | 147.3 | -87.55 | 28.4 | 212 | 51 | 83 | |||||||||
| 27 Jan | 5886.00 | 235 | 54.9 | 30.41 | 44 | 18 | 33 | |||||||||
| 23 Jan | 5835.00 | 180.1 | -50.55 | 24.53 | 18 | 8 | 16 | |||||||||
| 22 Jan | 5932.00 | 230.65 | 59.15 | 21.8 | 2 | -1 | 8 | |||||||||
| 21 Jan | 5802.50 | 173 | -52 | 24.21 | 26 | 9 | 10 | |||||||||
| 20 Jan | 5884.00 | 225 | -122.55 | - | 0 | 0 | 1 | |||||||||
| 19 Jan | 5943.50 | 225 | -122.55 | 19.27 | 1 | 0 | 0 | |||||||||
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| 16 Jan | 5898.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 5906.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 5918.00 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 5943.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 5977.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 6033.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 6185.00 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 6129.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 6026.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 5984.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 6009.50 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 6031.00 | 347.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5850 expiring on 24FEB2026
Delta for 5850 CE is 0.55
Historical price for 5850 CE is as follows
On 30 Jan BRITANNIA was trading at 5860.50. The strike last trading price was 185.05, which was 54.1 higher than the previous day. The implied volatity was 26.91, the open interest changed by 3 which increased total open position to 96
On 29 Jan BRITANNIA was trading at 5723.00. The strike last trading price was 126.3, which was -23.65 lower than the previous day. The implied volatity was 27.9, the open interest changed by 10 which increased total open position to 93
On 28 Jan BRITANNIA was trading at 5748.50. The strike last trading price was 147.3, which was -87.55 lower than the previous day. The implied volatity was 28.4, the open interest changed by 51 which increased total open position to 83
On 27 Jan BRITANNIA was trading at 5886.00. The strike last trading price was 235, which was 54.9 higher than the previous day. The implied volatity was 30.41, the open interest changed by 18 which increased total open position to 33
On 23 Jan BRITANNIA was trading at 5835.00. The strike last trading price was 180.1, which was -50.55 lower than the previous day. The implied volatity was 24.53, the open interest changed by 8 which increased total open position to 16
On 22 Jan BRITANNIA was trading at 5932.00. The strike last trading price was 230.65, which was 59.15 higher than the previous day. The implied volatity was 21.8, the open interest changed by -1 which decreased total open position to 8
On 21 Jan BRITANNIA was trading at 5802.50. The strike last trading price was 173, which was -52 lower than the previous day. The implied volatity was 24.21, the open interest changed by 9 which increased total open position to 10
On 20 Jan BRITANNIA was trading at 5884.00. The strike last trading price was 225, which was -122.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Jan BRITANNIA was trading at 5943.50. The strike last trading price was 225, which was -122.55 lower than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BRITANNIA was trading at 5898.50. The strike last trading price was 347.55, 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 Jan BRITANNIA was trading at 5906.50. The strike last trading price was 347.55, 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 Jan BRITANNIA was trading at 5918.00. The strike last trading price was 347.55, 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 Jan BRITANNIA was trading at 5943.50. The strike last trading price was 347.55, 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 Jan BRITANNIA was trading at 5977.50. The strike last trading price was 347.55, 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 8 Jan BRITANNIA was trading at 6033.50. The strike last trading price was 347.55, 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 Jan BRITANNIA was trading at 6185.00. The strike last trading price was 347.55, 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 Jan BRITANNIA was trading at 6129.50. The strike last trading price was 347.55, 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 Jan BRITANNIA was trading at 6026.50. The strike last trading price was 347.55, 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 Jan BRITANNIA was trading at 5984.50. The strike last trading price was 347.55, 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 1 Jan BRITANNIA was trading at 6009.50. The strike last trading price was 347.55, 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 Dec BRITANNIA was trading at 6031.00. The strike last trading price was 347.55, 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 24FEB2026 5850 PE | |||||||
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Delta: -0.45
Vega: 6.06
Theta: -2.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 5860.50 | 162.05 | -72.5 | 29.87 | 367 | 34 | 68 |
| 29 Jan | 5723.00 | 234.55 | 12.65 | 29.54 | 13 | 5 | 33 |
| 28 Jan | 5748.50 | 221.9 | 69.4 | 29.96 | 57 | -2 | 29 |
| 27 Jan | 5886.00 | 152.5 | -24.45 | 28.95 | 45 | 23 | 30 |
| 23 Jan | 5835.00 | 175.5 | 55.3 | 27.22 | 13 | 1 | 8 |
| 22 Jan | 5932.00 | 120.2 | -58.8 | 25.64 | 5 | -1 | 7 |
| 21 Jan | 5802.50 | 178.5 | 101.9 | 25.59 | 8 | 4 | 6 |
| 20 Jan | 5884.00 | 76.6 | -53.9 | - | 0 | 0 | 2 |
| 19 Jan | 5943.50 | 76.6 | -53.9 | - | 0 | 0 | 2 |
| 16 Jan | 5898.50 | 76.6 | -53.9 | - | 0 | 0 | 2 |
| 14 Jan | 5906.50 | 76.6 | -53.9 | - | 0 | 0 | 2 |
| 13 Jan | 5918.00 | 76.6 | -53.9 | - | 0 | 0 | 0 |
| 12 Jan | 5943.50 | 76.6 | -53.9 | - | 0 | 0 | 2 |
| 9 Jan | 5977.50 | 76.6 | -53.9 | - | 0 | 0 | 2 |
| 8 Jan | 6033.50 | 76.6 | -53.9 | - | 0 | 0 | 2 |
| 7 Jan | 6185.00 | 76.6 | -53.9 | - | 0 | 0 | 2 |
| 6 Jan | 6129.50 | 76.6 | -53.9 | 23.94 | 2 | 0 | 0 |
| 5 Jan | 6026.50 | 130.5 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 5984.50 | 130.5 | 0 | 2.41 | 0 | 0 | 0 |
| 1 Jan | 6009.50 | 130.5 | 0 | 2.61 | 0 | 0 | 0 |
| 31 Dec | 6031.00 | 130.5 | 0 | 2.86 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5850 expiring on 24FEB2026
Delta for 5850 PE is -0.45
Historical price for 5850 PE is as follows
On 30 Jan BRITANNIA was trading at 5860.50. The strike last trading price was 162.05, which was -72.5 lower than the previous day. The implied volatity was 29.87, the open interest changed by 34 which increased total open position to 68
On 29 Jan BRITANNIA was trading at 5723.00. The strike last trading price was 234.55, which was 12.65 higher than the previous day. The implied volatity was 29.54, the open interest changed by 5 which increased total open position to 33
On 28 Jan BRITANNIA was trading at 5748.50. The strike last trading price was 221.9, which was 69.4 higher than the previous day. The implied volatity was 29.96, the open interest changed by -2 which decreased total open position to 29
On 27 Jan BRITANNIA was trading at 5886.00. The strike last trading price was 152.5, which was -24.45 lower than the previous day. The implied volatity was 28.95, the open interest changed by 23 which increased total open position to 30
On 23 Jan BRITANNIA was trading at 5835.00. The strike last trading price was 175.5, which was 55.3 higher than the previous day. The implied volatity was 27.22, the open interest changed by 1 which increased total open position to 8
On 22 Jan BRITANNIA was trading at 5932.00. The strike last trading price was 120.2, which was -58.8 lower than the previous day. The implied volatity was 25.64, the open interest changed by -1 which decreased total open position to 7
On 21 Jan BRITANNIA was trading at 5802.50. The strike last trading price was 178.5, which was 101.9 higher than the previous day. The implied volatity was 25.59, the open interest changed by 4 which increased total open position to 6
On 20 Jan BRITANNIA was trading at 5884.00. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jan BRITANNIA was trading at 5943.50. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jan BRITANNIA was trading at 5898.50. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan BRITANNIA was trading at 5906.50. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Jan BRITANNIA was trading at 5918.00. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BRITANNIA was trading at 5943.50. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan BRITANNIA was trading at 5977.50. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan BRITANNIA was trading at 6033.50. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Jan BRITANNIA was trading at 6185.00. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Jan BRITANNIA was trading at 6129.50. The strike last trading price was 76.6, which was -53.9 lower than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 0
On 5 Jan BRITANNIA was trading at 6026.50. The strike last trading price was 130.5, 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 2 Jan BRITANNIA was trading at 5984.50. The strike last trading price was 130.5, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BRITANNIA was trading at 6009.50. The strike last trading price was 130.5, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BRITANNIA was trading at 6031.00. The strike last trading price was 130.5, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0






























































































































































































































