BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
09 Dec 2025 04:11 PM IST
| BRITANNIA 30-DEC-2025 5950 CE | ||||||||||||||||
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Delta: 0.46
Vega: 5.60
Theta: -2.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 5884.00 | 75.8 | 4.05 | 15.85 | 145 | -5 | 179 | |||||||||
| 8 Dec | 5847.50 | 74.1 | -43.85 | 16.54 | 607 | -34 | 186 | |||||||||
| 5 Dec | 5961.00 | 115.05 | 33.95 | 13.50 | 776 | 49 | 233 | |||||||||
| 4 Dec | 5876.50 | 77.5 | 10.95 | 15.75 | 112 | -5 | 184 | |||||||||
| 3 Dec | 5824.50 | 72 | -21.2 | 15.96 | 195 | 14 | 190 | |||||||||
| 2 Dec | 5875.50 | 92.45 | 21.15 | 16.59 | 139 | 12 | 174 | |||||||||
| 1 Dec | 5813.50 | 71.65 | -13.25 | 16.71 | 127 | 29 | 162 | |||||||||
| 28 Nov | 5846.00 | 85.2 | 5.7 | 16.10 | 217 | 40 | 130 | |||||||||
| 27 Nov | 5826.50 | 78.65 | -21.65 | 16.29 | 115 | 0 | 90 | |||||||||
| 26 Nov | 5880.50 | 100 | -0.25 | 15.77 | 266 | 38 | 91 | |||||||||
| 25 Nov | 5867.00 | 100.45 | 8.75 | 16.50 | 68 | 16 | 54 | |||||||||
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| 24 Nov | 5815.50 | 91.85 | -8.85 | 17.54 | 17 | 10 | 38 | |||||||||
| 21 Nov | 5813.00 | 100.5 | -7.6 | 17.48 | 17 | -3 | 29 | |||||||||
| 20 Nov | 5819.00 | 106.2 | -30.1 | 17.64 | 54 | 25 | 33 | |||||||||
| 19 Nov | 5874.50 | 141.75 | 7.75 | 19.55 | 32 | 6 | 8 | |||||||||
| 18 Nov | 5840.00 | 134 | -3.75 | 18.70 | 1 | 0 | 1 | |||||||||
| 17 Nov | 5830.50 | 137.75 | -93.55 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5803.50 | 137.75 | -93.55 | - | 0 | 1 | 0 | |||||||||
| 13 Nov | 5851.50 | 137.75 | -93.55 | 17.72 | 2 | 1 | 1 | |||||||||
| 12 Nov | 5880.00 | 231.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 5950.50 | 231.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 6133.50 | 231.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 6157.50 | 231.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 6013.50 | 231.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 5820.50 | 231.3 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
| 31 Oct | 5836.50 | 231.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5950 expiring on 30DEC2025
Delta for 5950 CE is 0.46
Historical price for 5950 CE is as follows
On 9 Dec BRITANNIA was trading at 5884.00. The strike last trading price was 75.8, which was 4.05 higher than the previous day. The implied volatity was 15.85, the open interest changed by -5 which decreased total open position to 179
On 8 Dec BRITANNIA was trading at 5847.50. The strike last trading price was 74.1, which was -43.85 lower than the previous day. The implied volatity was 16.54, the open interest changed by -34 which decreased total open position to 186
On 5 Dec BRITANNIA was trading at 5961.00. The strike last trading price was 115.05, which was 33.95 higher than the previous day. The implied volatity was 13.50, the open interest changed by 49 which increased total open position to 233
On 4 Dec BRITANNIA was trading at 5876.50. The strike last trading price was 77.5, which was 10.95 higher than the previous day. The implied volatity was 15.75, the open interest changed by -5 which decreased total open position to 184
On 3 Dec BRITANNIA was trading at 5824.50. The strike last trading price was 72, which was -21.2 lower than the previous day. The implied volatity was 15.96, the open interest changed by 14 which increased total open position to 190
On 2 Dec BRITANNIA was trading at 5875.50. The strike last trading price was 92.45, which was 21.15 higher than the previous day. The implied volatity was 16.59, the open interest changed by 12 which increased total open position to 174
On 1 Dec BRITANNIA was trading at 5813.50. The strike last trading price was 71.65, which was -13.25 lower than the previous day. The implied volatity was 16.71, the open interest changed by 29 which increased total open position to 162
On 28 Nov BRITANNIA was trading at 5846.00. The strike last trading price was 85.2, which was 5.7 higher than the previous day. The implied volatity was 16.10, the open interest changed by 40 which increased total open position to 130
On 27 Nov BRITANNIA was trading at 5826.50. The strike last trading price was 78.65, which was -21.65 lower than the previous day. The implied volatity was 16.29, the open interest changed by 0 which decreased total open position to 90
On 26 Nov BRITANNIA was trading at 5880.50. The strike last trading price was 100, which was -0.25 lower than the previous day. The implied volatity was 15.77, the open interest changed by 38 which increased total open position to 91
On 25 Nov BRITANNIA was trading at 5867.00. The strike last trading price was 100.45, which was 8.75 higher than the previous day. The implied volatity was 16.50, the open interest changed by 16 which increased total open position to 54
On 24 Nov BRITANNIA was trading at 5815.50. The strike last trading price was 91.85, which was -8.85 lower than the previous day. The implied volatity was 17.54, the open interest changed by 10 which increased total open position to 38
On 21 Nov BRITANNIA was trading at 5813.00. The strike last trading price was 100.5, which was -7.6 lower than the previous day. The implied volatity was 17.48, the open interest changed by -3 which decreased total open position to 29
On 20 Nov BRITANNIA was trading at 5819.00. The strike last trading price was 106.2, which was -30.1 lower than the previous day. The implied volatity was 17.64, the open interest changed by 25 which increased total open position to 33
On 19 Nov BRITANNIA was trading at 5874.50. The strike last trading price was 141.75, which was 7.75 higher than the previous day. The implied volatity was 19.55, the open interest changed by 6 which increased total open position to 8
On 18 Nov BRITANNIA was trading at 5840.00. The strike last trading price was 134, which was -3.75 lower than the previous day. The implied volatity was 18.70, the open interest changed by 0 which decreased total open position to 1
On 17 Nov BRITANNIA was trading at 5830.50. The strike last trading price was 137.75, which was -93.55 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 137.75, which was -93.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov BRITANNIA was trading at 5851.50. The strike last trading price was 137.75, which was -93.55 lower than the previous day. The implied volatity was 17.72, the open interest changed by 1 which increased total open position to 1
On 12 Nov BRITANNIA was trading at 5880.00. The strike last trading price was 231.3, 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 231.3, 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 231.3, 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 231.3, 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 231.3, 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 231.3, 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 31 Oct BRITANNIA was trading at 5836.50. The strike last trading price was 231.3, 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 5950 PE | |||||||
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Delta: -0.53
Vega: 5.61
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 5884.00 | 124.5 | -13.85 | 19.39 | 10 | 3 | 88 |
| 8 Dec | 5847.50 | 132.3 | 49.9 | 18.65 | 255 | 31 | 86 |
| 5 Dec | 5961.00 | 79.9 | -60.35 | 17.07 | 80 | 22 | 55 |
| 4 Dec | 5876.50 | 140.25 | -14.75 | - | 0 | 18 | 0 |
| 3 Dec | 5824.50 | 140.25 | -14.75 | 16.30 | 41 | 17 | 32 |
| 2 Dec | 5875.50 | 155 | 23.2 | - | 0 | 0 | 0 |
| 1 Dec | 5813.50 | 155 | 23.2 | - | 0 | 0 | 0 |
| 28 Nov | 5846.00 | 155 | 23.2 | - | 0 | -1 | 0 |
| 27 Nov | 5826.50 | 155 | 23.2 | 16.04 | 1 | 0 | 16 |
| 26 Nov | 5880.50 | 130.8 | -64.8 | 16.33 | 32 | 15 | 19 |
| 25 Nov | 5867.00 | 195.6 | -2.1 | - | 0 | 0 | 0 |
| 24 Nov | 5815.50 | 195.6 | -2.1 | 20.65 | 2 | 0 | 4 |
| 21 Nov | 5813.00 | 197.7 | -60.2 | 20.88 | 7 | 3 | 3 |
| 20 Nov | 5819.00 | 257.9 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 5874.50 | 257.9 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 5840.00 | 257.9 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 5830.50 | 257.9 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 5803.50 | 257.9 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 5851.50 | 257.9 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 5880.00 | 257.9 | 0 | 0.14 | 0 | 0 | 0 |
| 11 Nov | 5950.50 | 257.9 | 0 | 1.16 | 0 | 0 | 0 |
| 10 Nov | 6133.50 | 257.9 | 0 | 2.92 | 0 | 0 | 0 |
| 7 Nov | 6157.50 | 257.9 | 0 | 3.13 | 0 | 0 | 0 |
| 6 Nov | 6013.50 | 257.9 | 0 | 1.79 | 0 | 0 | 0 |
| 3 Nov | 5820.50 | 257.9 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 5836.50 | 257.9 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5950 expiring on 30DEC2025
Delta for 5950 PE is -0.53
Historical price for 5950 PE is as follows
On 9 Dec BRITANNIA was trading at 5884.00. The strike last trading price was 124.5, which was -13.85 lower than the previous day. The implied volatity was 19.39, the open interest changed by 3 which increased total open position to 88
On 8 Dec BRITANNIA was trading at 5847.50. The strike last trading price was 132.3, which was 49.9 higher than the previous day. The implied volatity was 18.65, the open interest changed by 31 which increased total open position to 86
On 5 Dec BRITANNIA was trading at 5961.00. The strike last trading price was 79.9, which was -60.35 lower than the previous day. The implied volatity was 17.07, the open interest changed by 22 which increased total open position to 55
On 4 Dec BRITANNIA was trading at 5876.50. The strike last trading price was 140.25, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0
On 3 Dec BRITANNIA was trading at 5824.50. The strike last trading price was 140.25, which was -14.75 lower than the previous day. The implied volatity was 16.30, the open interest changed by 17 which increased total open position to 32
On 2 Dec BRITANNIA was trading at 5875.50. The strike last trading price was 155, which was 23.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BRITANNIA was trading at 5813.50. The strike last trading price was 155, which was 23.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BRITANNIA was trading at 5846.00. The strike last trading price was 155, which was 23.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 27 Nov BRITANNIA was trading at 5826.50. The strike last trading price was 155, which was 23.2 higher than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 16
On 26 Nov BRITANNIA was trading at 5880.50. The strike last trading price was 130.8, which was -64.8 lower than the previous day. The implied volatity was 16.33, the open interest changed by 15 which increased total open position to 19
On 25 Nov BRITANNIA was trading at 5867.00. The strike last trading price was 195.6, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov BRITANNIA was trading at 5815.50. The strike last trading price was 195.6, which was -2.1 lower than the previous day. The implied volatity was 20.65, the open interest changed by 0 which decreased total open position to 4
On 21 Nov BRITANNIA was trading at 5813.00. The strike last trading price was 197.7, which was -60.2 lower than the previous day. The implied volatity was 20.88, the open interest changed by 3 which increased total open position to 3
On 20 Nov BRITANNIA was trading at 5819.00. The strike last trading price was 257.9, 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
On 19 Nov BRITANNIA was trading at 5874.50. The strike last trading price was 257.9, 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
On 18 Nov BRITANNIA was trading at 5840.00. The strike last trading price was 257.9, 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
On 17 Nov BRITANNIA was trading at 5830.50. The strike last trading price was 257.9, 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
On 14 Nov BRITANNIA was trading at 5803.50. The strike last trading price was 257.9, 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
On 13 Nov BRITANNIA was trading at 5851.50. The strike last trading price was 257.9, 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
On 12 Nov BRITANNIA was trading at 5880.00. The strike last trading price was 257.9, which was 0 lower than the previous day. The implied volatity was 0.14, 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 257.9, which was 0 lower than the previous day. The implied volatity was 1.16, 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 257.9, which was 0 lower than the previous day. The implied volatity was 2.92, 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 257.9, which was 0 lower than the previous day. The implied volatity was 3.13, 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 257.9, which was 0 lower than the previous day. The implied volatity was 1.79, 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 257.9, 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
On 31 Oct BRITANNIA was trading at 5836.50. The strike last trading price was 257.9, 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































































































































































































































