BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
09 Jan 2026 04:11 PM IST
| BRITANNIA 27-JAN-2026 6050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 5.30
Theta: -3.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 5977.50 | 92.5 | -25.6 | 19.66 | 606 | 20 | 274 | |||||||||
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| 8 Jan | 6033.50 | 111.9 | -99.3 | 20.11 | 1,328 | 47 | 258 | |||||||||
| 7 Jan | 6185.00 | 198.45 | 19.2 | 17.61 | 188 | -75 | 211 | |||||||||
| 6 Jan | 6129.50 | 172.25 | 57.55 | 18.28 | 1,937 | -45 | 297 | |||||||||
| 5 Jan | 6026.50 | 123.95 | 28.5 | 17.05 | 1,378 | 132 | 341 | |||||||||
| 2 Jan | 5984.50 | 94 | -15.95 | 16.61 | 531 | 36 | 212 | |||||||||
| 1 Jan | 6009.50 | 106.45 | -16.45 | 17.28 | 296 | 40 | 172 | |||||||||
| 31 Dec | 6031.00 | 123.5 | 10 | 17.22 | 295 | 39 | 133 | |||||||||
| 30 Dec | 6013.00 | 108.15 | -26.75 | 16.09 | 113 | 36 | 95 | |||||||||
| 29 Dec | 6041.50 | 134.95 | -1.7 | 16.99 | 132 | 16 | 57 | |||||||||
| 26 Dec | 6032.50 | 134.75 | -3.65 | 17.29 | 81 | 19 | 40 | |||||||||
| 24 Dec | 6030.00 | 139.6 | -49.2 | 17.54 | 32 | 19 | 19 | |||||||||
| 23 Dec | 6061.00 | 188.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 6083.00 | 188.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 6103.00 | 188.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 6040.50 | 188.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 6096.00 | 188.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 6066.00 | 188.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 6038.00 | 188.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5915.50 | 188.8 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
| 11 Dec | 5847.00 | 188.8 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 10 Dec | 5828.50 | 188.8 | 0 | 1.78 | 0 | 0 | 0 | |||||||||
| 8 Dec | 5847.50 | 188.8 | 0 | 1.37 | 0 | 0 | 0 | |||||||||
| 5 Dec | 5961.00 | 188.8 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
| 4 Dec | 5876.50 | 188.8 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 2 Dec | 5875.50 | 188.8 | 0 | 0.74 | 0 | 0 | 0 | |||||||||
| 1 Dec | 5813.50 | 188.8 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
| 28 Nov | 5846.00 | 188.8 | 0 | 1.20 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 6050 expiring on 27JAN2026
Delta for 6050 CE is 0.47
Historical price for 6050 CE is as follows
On 9 Jan BRITANNIA was trading at 5977.50. The strike last trading price was 92.5, which was -25.6 lower than the previous day. The implied volatity was 19.66, the open interest changed by 20 which increased total open position to 274
On 8 Jan BRITANNIA was trading at 6033.50. The strike last trading price was 111.9, which was -99.3 lower than the previous day. The implied volatity was 20.11, the open interest changed by 47 which increased total open position to 258
On 7 Jan BRITANNIA was trading at 6185.00. The strike last trading price was 198.45, which was 19.2 higher than the previous day. The implied volatity was 17.61, the open interest changed by -75 which decreased total open position to 211
On 6 Jan BRITANNIA was trading at 6129.50. The strike last trading price was 172.25, which was 57.55 higher than the previous day. The implied volatity was 18.28, the open interest changed by -45 which decreased total open position to 297
On 5 Jan BRITANNIA was trading at 6026.50. The strike last trading price was 123.95, which was 28.5 higher than the previous day. The implied volatity was 17.05, the open interest changed by 132 which increased total open position to 341
On 2 Jan BRITANNIA was trading at 5984.50. The strike last trading price was 94, which was -15.95 lower than the previous day. The implied volatity was 16.61, the open interest changed by 36 which increased total open position to 212
On 1 Jan BRITANNIA was trading at 6009.50. The strike last trading price was 106.45, which was -16.45 lower than the previous day. The implied volatity was 17.28, the open interest changed by 40 which increased total open position to 172
On 31 Dec BRITANNIA was trading at 6031.00. The strike last trading price was 123.5, which was 10 higher than the previous day. The implied volatity was 17.22, the open interest changed by 39 which increased total open position to 133
On 30 Dec BRITANNIA was trading at 6013.00. The strike last trading price was 108.15, which was -26.75 lower than the previous day. The implied volatity was 16.09, the open interest changed by 36 which increased total open position to 95
On 29 Dec BRITANNIA was trading at 6041.50. The strike last trading price was 134.95, which was -1.7 lower than the previous day. The implied volatity was 16.99, the open interest changed by 16 which increased total open position to 57
On 26 Dec BRITANNIA was trading at 6032.50. The strike last trading price was 134.75, which was -3.65 lower than the previous day. The implied volatity was 17.29, the open interest changed by 19 which increased total open position to 40
On 24 Dec BRITANNIA was trading at 6030.00. The strike last trading price was 139.6, which was -49.2 lower than the previous day. The implied volatity was 17.54, the open interest changed by 19 which increased total open position to 19
On 23 Dec BRITANNIA was trading at 6061.00. The strike last trading price was 188.8, 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 22 Dec BRITANNIA was trading at 6083.00. The strike last trading price was 188.8, 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 Dec BRITANNIA was trading at 6103.00. The strike last trading price was 188.8, 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 Dec BRITANNIA was trading at 6040.50. The strike last trading price was 188.8, 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 Dec BRITANNIA was trading at 6096.00. The strike last trading price was 188.8, 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 Dec BRITANNIA was trading at 6066.00. The strike last trading price was 188.8, 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 15 Dec BRITANNIA was trading at 6038.00. The strike last trading price was 188.8, 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 Dec BRITANNIA was trading at 5915.50. The strike last trading price was 188.8, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BRITANNIA was trading at 5847.00. The strike last trading price was 188.8, 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 10 Dec BRITANNIA was trading at 5828.50. The strike last trading price was 188.8, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BRITANNIA was trading at 5847.50. The strike last trading price was 188.8, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BRITANNIA was trading at 5961.00. The strike last trading price was 188.8, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BRITANNIA was trading at 5876.50. The strike last trading price was 188.8, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BRITANNIA was trading at 5875.50. The strike last trading price was 188.8, which was 0 lower than the previous day. The implied volatity was 0.74, 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 188.8, which was 0 lower than the previous day. The implied volatity was 1.63, 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 188.8, which was 0 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 27JAN2026 6050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 5.30
Theta: -2.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 5977.50 | 141.25 | 16.35 | 24.10 | 437 | -42 | 314 |
| 8 Jan | 6033.50 | 124.45 | 66.4 | 23.02 | 2,043 | 91 | 361 |
| 7 Jan | 6185.00 | 63.3 | -7.75 | 22.31 | 579 | -9 | 268 |
| 6 Jan | 6129.50 | 69.05 | -32.75 | 20.15 | 925 | 63 | 282 |
| 5 Jan | 6026.50 | 93.55 | -26.9 | 19.27 | 798 | 82 | 224 |
| 2 Jan | 5984.50 | 119.7 | 15.35 | 17.41 | 304 | 42 | 143 |
| 1 Jan | 6009.50 | 108.2 | 10.55 | 16.29 | 153 | -10 | 100 |
| 31 Dec | 6031.00 | 98.4 | -19.1 | 16.68 | 297 | 59 | 112 |
| 30 Dec | 6013.00 | 115.5 | 6.85 | 17.61 | 26 | 17 | 54 |
| 29 Dec | 6041.50 | 108.65 | -1.55 | 18.71 | 49 | 3 | 37 |
| 26 Dec | 6032.50 | 112 | -8.55 | 17.37 | 32 | 11 | 34 |
| 24 Dec | 6030.00 | 121.6 | -15.4 | 18.10 | 43 | 18 | 19 |
| 23 Dec | 6061.00 | 137 | -171.55 | - | 0 | 0 | 0 |
| 22 Dec | 6083.00 | 137 | -171.55 | - | 0 | 0 | 1 |
| 19 Dec | 6103.00 | 137 | -171.55 | 23.44 | 1 | 0 | 0 |
| 18 Dec | 6040.50 | 308.55 | 0 | 0.69 | 0 | 0 | 0 |
| 17 Dec | 6096.00 | 308.55 | 0 | 1.44 | 0 | 0 | 0 |
| 16 Dec | 6066.00 | 308.55 | 0 | 0.94 | 0 | 0 | 0 |
| 15 Dec | 6038.00 | 308.55 | 0 | 0.66 | 0 | 0 | 0 |
| 12 Dec | 5915.50 | 308.55 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 5847.00 | 308.55 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 5828.50 | 308.55 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 5847.50 | 308.55 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 5961.00 | 308.55 | 0 | 0.08 | 0 | 0 | 0 |
| 4 Dec | 5876.50 | 308.55 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 5875.50 | 308.55 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 5813.50 | 308.55 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 5846.00 | 308.55 | 0 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6050 expiring on 27JAN2026
Delta for 6050 PE is -0.52
Historical price for 6050 PE is as follows
On 9 Jan BRITANNIA was trading at 5977.50. The strike last trading price was 141.25, which was 16.35 higher than the previous day. The implied volatity was 24.10, the open interest changed by -42 which decreased total open position to 314
On 8 Jan BRITANNIA was trading at 6033.50. The strike last trading price was 124.45, which was 66.4 higher than the previous day. The implied volatity was 23.02, the open interest changed by 91 which increased total open position to 361
On 7 Jan BRITANNIA was trading at 6185.00. The strike last trading price was 63.3, which was -7.75 lower than the previous day. The implied volatity was 22.31, the open interest changed by -9 which decreased total open position to 268
On 6 Jan BRITANNIA was trading at 6129.50. The strike last trading price was 69.05, which was -32.75 lower than the previous day. The implied volatity was 20.15, the open interest changed by 63 which increased total open position to 282
On 5 Jan BRITANNIA was trading at 6026.50. The strike last trading price was 93.55, which was -26.9 lower than the previous day. The implied volatity was 19.27, the open interest changed by 82 which increased total open position to 224
On 2 Jan BRITANNIA was trading at 5984.50. The strike last trading price was 119.7, which was 15.35 higher than the previous day. The implied volatity was 17.41, the open interest changed by 42 which increased total open position to 143
On 1 Jan BRITANNIA was trading at 6009.50. The strike last trading price was 108.2, which was 10.55 higher than the previous day. The implied volatity was 16.29, the open interest changed by -10 which decreased total open position to 100
On 31 Dec BRITANNIA was trading at 6031.00. The strike last trading price was 98.4, which was -19.1 lower than the previous day. The implied volatity was 16.68, the open interest changed by 59 which increased total open position to 112
On 30 Dec BRITANNIA was trading at 6013.00. The strike last trading price was 115.5, which was 6.85 higher than the previous day. The implied volatity was 17.61, the open interest changed by 17 which increased total open position to 54
On 29 Dec BRITANNIA was trading at 6041.50. The strike last trading price was 108.65, which was -1.55 lower than the previous day. The implied volatity was 18.71, the open interest changed by 3 which increased total open position to 37
On 26 Dec BRITANNIA was trading at 6032.50. The strike last trading price was 112, which was -8.55 lower than the previous day. The implied volatity was 17.37, the open interest changed by 11 which increased total open position to 34
On 24 Dec BRITANNIA was trading at 6030.00. The strike last trading price was 121.6, which was -15.4 lower than the previous day. The implied volatity was 18.10, the open interest changed by 18 which increased total open position to 19
On 23 Dec BRITANNIA was trading at 6061.00. The strike last trading price was 137, which was -171.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec BRITANNIA was trading at 6083.00. The strike last trading price was 137, which was -171.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec BRITANNIA was trading at 6103.00. The strike last trading price was 137, which was -171.55 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 0
On 18 Dec BRITANNIA was trading at 6040.50. The strike last trading price was 308.55, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BRITANNIA was trading at 6096.00. The strike last trading price was 308.55, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BRITANNIA was trading at 6066.00. The strike last trading price was 308.55, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 15 Dec BRITANNIA was trading at 6038.00. The strike last trading price was 308.55, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BRITANNIA was trading at 5915.50. The strike last trading price was 308.55, 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 Dec BRITANNIA was trading at 5847.00. The strike last trading price was 308.55, 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 Dec BRITANNIA was trading at 5828.50. The strike last trading price was 308.55, 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 Dec BRITANNIA was trading at 5847.50. The strike last trading price was 308.55, 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 Dec BRITANNIA was trading at 5961.00. The strike last trading price was 308.55, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BRITANNIA was trading at 5876.50. The strike last trading price was 308.55, 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 Dec BRITANNIA was trading at 5875.50. The strike last trading price was 308.55, 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 Dec BRITANNIA was trading at 5813.50. The strike last trading price was 308.55, 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 28 Nov BRITANNIA was trading at 5846.00. The strike last trading price was 308.55, 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































































































































































































































