BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
11 Mar 2026 04:11 PM IST
| BRITANNIA 30-MAR-2026 5850 CE | ||||||||||||||||
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Delta: 0.61
Vega: 5.17
Theta: -4.2
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 5921.50 | 172 | -22.8 | 23.97 | 32 | -9 | 54 | |||||||||
| 10 Mar | 5968.00 | 199.75 | 36.75 | 17.84 | 34 | 10 | 62 | |||||||||
| 9 Mar | 5890.00 | 161.25 | -47.65 | 23.01 | 339 | 16 | 51 | |||||||||
| 6 Mar | 5983.00 | 211.95 | 13.1 | 16.33 | 38 | 4 | 36 | |||||||||
| 5 Mar | 5963.00 | 198.85 | 34.05 | 18.33 | 52 | 10 | 33 | |||||||||
| 4 Mar | 5889.50 | 163.4 | -43.75 | 20.48 | 37 | 2 | 23 | |||||||||
| 2 Mar | 5959.00 | 209.75 | -175.25 | 15.62 | 20 | 19 | 20 | |||||||||
| 27 Feb | 6002.50 | 385 | 103.45 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 6137.00 | 385 | 103.45 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 6158.00 | 385 | 103.45 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 6162.50 | 385 | 103.45 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 6122.50 | 385 | 103.45 | - | 0 | 0 | 1 | |||||||||
| 20 Feb | 6098.50 | 385 | 103.45 | - | 0 | 0 | 1 | |||||||||
| 19 Feb | 6108.50 | 385 | 103.45 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 6176.00 | 385 | 103.45 | 7.55 | 1 | 0 | 0 | |||||||||
| 17 Feb | 6145.50 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 6106.00 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 5980.50 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 6102.00 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 6019.00 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5873.50 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 5843.00 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 5911.00 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 5870.50 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 5879.00 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 5882.00 | 281.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Feb | 5888.50 | 281.55 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 1 Feb | 5757.50 | 281.55 | 0 | 0.5 | 0 | 0 | 0 | |||||||||
| 30 Jan | 5860.50 | 281.55 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 29 Jan | 5723.00 | 281.55 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
| 28 Jan | 5748.50 | 281.55 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5850 expiring on 30MAR2026
Delta for 5850 CE is 0.61
Historical price for 5850 CE is as follows
On 11 Mar BRITANNIA was trading at 5921.50. The strike last trading price was 172, which was -22.8 lower than the previous day. The implied volatity was 23.97, the open interest changed by -9 which decreased total open position to 54
On 10 Mar BRITANNIA was trading at 5968.00. The strike last trading price was 199.75, which was 36.75 higher than the previous day. The implied volatity was 17.84, the open interest changed by 10 which increased total open position to 62
On 9 Mar BRITANNIA was trading at 5890.00. The strike last trading price was 161.25, which was -47.65 lower than the previous day. The implied volatity was 23.01, the open interest changed by 16 which increased total open position to 51
On 6 Mar BRITANNIA was trading at 5983.00. The strike last trading price was 211.95, which was 13.1 higher than the previous day. The implied volatity was 16.33, the open interest changed by 4 which increased total open position to 36
On 5 Mar BRITANNIA was trading at 5963.00. The strike last trading price was 198.85, which was 34.05 higher than the previous day. The implied volatity was 18.33, the open interest changed by 10 which increased total open position to 33
On 4 Mar BRITANNIA was trading at 5889.50. The strike last trading price was 163.4, which was -43.75 lower than the previous day. The implied volatity was 20.48, the open interest changed by 2 which increased total open position to 23
On 2 Mar BRITANNIA was trading at 5959.00. The strike last trading price was 209.75, which was -175.25 lower than the previous day. The implied volatity was 15.62, the open interest changed by 19 which increased total open position to 20
On 27 Feb BRITANNIA was trading at 6002.50. The strike last trading price was 385, which was 103.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb BRITANNIA was trading at 6137.00. The strike last trading price was 385, which was 103.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb BRITANNIA was trading at 6158.00. The strike last trading price was 385, which was 103.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb BRITANNIA was trading at 6162.50. The strike last trading price was 385, which was 103.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb BRITANNIA was trading at 6122.50. The strike last trading price was 385, which was 103.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb BRITANNIA was trading at 6098.50. The strike last trading price was 385, which was 103.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb BRITANNIA was trading at 6108.50. The strike last trading price was 385, which was 103.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb BRITANNIA was trading at 6176.00. The strike last trading price was 385, which was 103.45 higher than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BRITANNIA was trading at 6145.50. The strike last trading price was 281.55, 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 16 Feb BRITANNIA was trading at 6106.00. The strike last trading price was 281.55, 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 Feb BRITANNIA was trading at 5980.50. The strike last trading price was 281.55, 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 Feb BRITANNIA was trading at 6102.00. The strike last trading price was 281.55, 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 11 Feb BRITANNIA was trading at 6019.00. The strike last trading price was 281.55, 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 10 Feb BRITANNIA was trading at 5873.50. The strike last trading price was 281.55, 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 Feb BRITANNIA was trading at 5843.00. The strike last trading price was 281.55, 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 Feb BRITANNIA was trading at 5911.00. The strike last trading price was 281.55, 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 Feb BRITANNIA was trading at 5870.50. The strike last trading price was 281.55, 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 4 Feb BRITANNIA was trading at 5879.00. The strike last trading price was 281.55, 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 3 Feb BRITANNIA was trading at 5882.00. The strike last trading price was 281.55, 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 Feb BRITANNIA was trading at 5888.50. The strike last trading price was 281.55, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BRITANNIA was trading at 5757.50. The strike last trading price was 281.55, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BRITANNIA was trading at 5860.50. The strike last trading price was 281.55, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BRITANNIA was trading at 5723.00. The strike last trading price was 281.55, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BRITANNIA was trading at 5748.50. The strike last trading price was 281.55, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 30MAR2026 5850 PE | |||||||
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Delta: -0.39
Vega: 5.17
Theta: -2.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 5921.50 | 94.25 | 24.55 | 24.47 | 58 | 11 | 96 |
| 10 Mar | 5968.00 | 62.6 | -45.35 | 23.16 | 40 | 3 | 85 |
| 9 Mar | 5890.00 | 108.85 | 38.95 | 25.39 | 190 | 19 | 83 |
| 6 Mar | 5983.00 | 68.55 | -1.3 | 23.17 | 107 | -2 | 63 |
| 5 Mar | 5963.00 | 70.1 | -41.75 | 21.1 | 134 | 31 | 64 |
| 4 Mar | 5889.50 | 117.2 | 35.95 | 23.81 | 63 | 10 | 32 |
| 2 Mar | 5959.00 | 79.75 | 43.7 | 23.09 | 52 | 4 | 22 |
| 27 Feb | 6002.50 | 36.05 | -6.7 | - | 0 | 0 | 18 |
| 26 Feb | 6137.00 | 36.05 | -6.7 | - | 0 | 0 | 18 |
| 25 Feb | 6158.00 | 36.05 | -6.7 | - | 6 | 0 | 18 |
| 24 Feb | 6162.50 | 36.05 | -6.7 | 21.58 | 6 | 1 | 17 |
| 23 Feb | 6122.50 | 44 | -34.75 | 20.62 | 46 | 13 | 16 |
| 20 Feb | 6098.50 | 78.75 | -101.25 | - | 0 | 0 | 3 |
| 19 Feb | 6108.50 | 78.75 | -101.25 | - | 0 | 0 | 3 |
| 18 Feb | 6176.00 | 78.75 | -101.25 | - | 0 | 0 | 3 |
| 17 Feb | 6145.50 | 78.75 | -101.25 | - | 0 | 0 | 3 |
| 16 Feb | 6106.00 | 78.75 | -101.25 | 24.98 | 2 | 1 | 2 |
| 13 Feb | 5980.50 | 180 | -4.35 | - | 0 | 0 | 1 |
| 12 Feb | 6102.00 | 180 | -4.35 | - | 0 | 0 | 1 |
| 11 Feb | 6019.00 | 180 | -4.35 | - | 0 | 0 | 1 |
| 10 Feb | 5873.50 | 180 | -4.35 | 27.16 | 1 | 0 | 0 |
| 9 Feb | 5843.00 | 184.35 | 0 | 0.87 | 0 | 0 | 0 |
| 6 Feb | 5911.00 | 184.35 | 0 | 1.71 | 0 | 0 | 0 |
| 5 Feb | 5870.50 | 184.35 | 0 | 1.45 | 0 | 0 | 0 |
| 4 Feb | 5879.00 | 184.35 | 0 | 1.35 | 0 | 0 | 0 |
| 3 Feb | 5882.00 | 184.35 | 0 | 1.41 | 0 | 0 | 0 |
| 2 Feb | 5888.50 | 184.35 | 0 | 1.6 | 0 | 0 | 0 |
| 1 Feb | 5757.50 | 184.35 | 0 | 0.03 | 0 | 0 | 0 |
| 30 Jan | 5860.50 | 184.35 | 0 | 1.08 | 0 | 0 | 0 |
| 29 Jan | 5723.00 | 184.35 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 5748.50 | 184.35 | 0 | 0.03 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5850 expiring on 30MAR2026
Delta for 5850 PE is -0.39
Historical price for 5850 PE is as follows
On 11 Mar BRITANNIA was trading at 5921.50. The strike last trading price was 94.25, which was 24.55 higher than the previous day. The implied volatity was 24.47, the open interest changed by 11 which increased total open position to 96
On 10 Mar BRITANNIA was trading at 5968.00. The strike last trading price was 62.6, which was -45.35 lower than the previous day. The implied volatity was 23.16, the open interest changed by 3 which increased total open position to 85
On 9 Mar BRITANNIA was trading at 5890.00. The strike last trading price was 108.85, which was 38.95 higher than the previous day. The implied volatity was 25.39, the open interest changed by 19 which increased total open position to 83
On 6 Mar BRITANNIA was trading at 5983.00. The strike last trading price was 68.55, which was -1.3 lower than the previous day. The implied volatity was 23.17, the open interest changed by -2 which decreased total open position to 63
On 5 Mar BRITANNIA was trading at 5963.00. The strike last trading price was 70.1, which was -41.75 lower than the previous day. The implied volatity was 21.1, the open interest changed by 31 which increased total open position to 64
On 4 Mar BRITANNIA was trading at 5889.50. The strike last trading price was 117.2, which was 35.95 higher than the previous day. The implied volatity was 23.81, the open interest changed by 10 which increased total open position to 32
On 2 Mar BRITANNIA was trading at 5959.00. The strike last trading price was 79.75, which was 43.7 higher than the previous day. The implied volatity was 23.09, the open interest changed by 4 which increased total open position to 22
On 27 Feb BRITANNIA was trading at 6002.50. The strike last trading price was 36.05, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 26 Feb BRITANNIA was trading at 6137.00. The strike last trading price was 36.05, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 25 Feb BRITANNIA was trading at 6158.00. The strike last trading price was 36.05, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 24 Feb BRITANNIA was trading at 6162.50. The strike last trading price was 36.05, which was -6.7 lower than the previous day. The implied volatity was 21.58, the open interest changed by 1 which increased total open position to 17
On 23 Feb BRITANNIA was trading at 6122.50. The strike last trading price was 44, which was -34.75 lower than the previous day. The implied volatity was 20.62, the open interest changed by 13 which increased total open position to 16
On 20 Feb BRITANNIA was trading at 6098.50. The strike last trading price was 78.75, which was -101.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb BRITANNIA was trading at 6108.50. The strike last trading price was 78.75, which was -101.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb BRITANNIA was trading at 6176.00. The strike last trading price was 78.75, which was -101.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb BRITANNIA was trading at 6145.50. The strike last trading price was 78.75, which was -101.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb BRITANNIA was trading at 6106.00. The strike last trading price was 78.75, which was -101.25 lower than the previous day. The implied volatity was 24.98, the open interest changed by 1 which increased total open position to 2
On 13 Feb BRITANNIA was trading at 5980.50. The strike last trading price was 180, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb BRITANNIA was trading at 6102.00. The strike last trading price was 180, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb BRITANNIA was trading at 6019.00. The strike last trading price was 180, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb BRITANNIA was trading at 5873.50. The strike last trading price was 180, which was -4.35 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BRITANNIA was trading at 5843.00. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BRITANNIA was trading at 5911.00. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BRITANNIA was trading at 5870.50. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BRITANNIA was trading at 5879.00. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BRITANNIA was trading at 5882.00. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BRITANNIA was trading at 5888.50. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BRITANNIA was trading at 5757.50. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BRITANNIA was trading at 5860.50. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BRITANNIA was trading at 5723.00. The strike last trading price was 184.35, 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 28 Jan BRITANNIA was trading at 5748.50. The strike last trading price was 184.35, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
