BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
05 Dec 2025 02:50 PM IST
| BRITANNIA 30-DEC-2025 5850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 4.87
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 5954.50 | 175.2 | 43.4 | 13.73 | 215 | -56 | 184 | |||||||||
| 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 | |||||||||
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| 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 0.76
Historical price for 5850 CE is as follows
On 5 Dec BRITANNIA was trading at 5954.50. The strike last trading price was 175.2, which was 43.4 higher than the previous day. The implied volatity was 13.73, the open interest changed by -56 which decreased total open position to 184
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 | |||||||
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Delta: -0.28
Vega: 5.24
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 5954.50 | 45.5 | -31.75 | 16.55 | 111 | 6 | 228 |
| 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 -0.28
Historical price for 5850 PE is as follows
On 5 Dec BRITANNIA was trading at 5954.50. The strike last trading price was 45.5, which was -31.75 lower than the previous day. The implied volatity was 16.55, the open interest changed by 6 which increased total open position to 228
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































































































































































































































