BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
17 Dec 2025 04:11 PM IST
| BRITANNIA 30-DEC-2025 6350 CE | ||||||||||||||||
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Delta: 0.13
Vega: 2.48
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 6096.00 | 14.45 | 2.05 | 18.85 | 290 | -37 | 466 | |||||||||
| 16 Dec | 6066.00 | 12.3 | 1.35 | 18.66 | 1,016 | 23 | 503 | |||||||||
| 15 Dec | 6038.00 | 10.95 | 6.6 | 17.99 | 777 | -218 | 479 | |||||||||
| 12 Dec | 5915.50 | 4.45 | 0.7 | 17.94 | 68 | 0 | 697 | |||||||||
| 11 Dec | 5847.00 | 3.75 | 0.3 | 19.33 | 9 | 0 | 702 | |||||||||
| 10 Dec | 5828.50 | 3.5 | -2.5 | 18.36 | 109 | 4 | 702 | |||||||||
| 9 Dec | 5884.00 | 6.3 | 0.4 | 18.29 | 20 | 0 | 698 | |||||||||
| 8 Dec | 5847.50 | 5.5 | -3.85 | 17.97 | 153 | -89 | 698 | |||||||||
| 5 Dec | 5961.00 | 9.2 | 3 | 15.27 | 255 | -144 | 745 | |||||||||
| 4 Dec | 5876.50 | 6.1 | 0.45 | 16.87 | 43 | 0 | 889 | |||||||||
| 3 Dec | 5824.50 | 5.95 | -3.4 | 17.10 | 49 | 0 | 889 | |||||||||
| 2 Dec | 5875.50 | 8.7 | 2.1 | 16.62 | 43 | -9 | 889 | |||||||||
| 1 Dec | 5813.50 | 6.85 | -1.7 | 17.65 | 140 | 106 | 898 | |||||||||
| 28 Nov | 5846.00 | 8.3 | -0.5 | 16.61 | 887 | 648 | 783 | |||||||||
| 27 Nov | 5826.50 | 8.9 | -5.1 | 17.29 | 57 | 38 | 136 | |||||||||
| 26 Nov | 5880.50 | 14 | -2.55 | 17.29 | 116 | 85 | 96 | |||||||||
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| 25 Nov | 5867.00 | 16.55 | -6.55 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 5815.50 | 16.55 | -6.55 | 19.30 | 6 | -1 | 9 | |||||||||
| 21 Nov | 5813.00 | 23.1 | -41.9 | - | 0 | 7 | 0 | |||||||||
| 20 Nov | 5819.00 | 23.1 | -41.9 | 19.58 | 11 | 5 | 8 | |||||||||
| 19 Nov | 5874.50 | 65 | -99 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 5840.00 | 65 | -99 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 5830.50 | 65 | -99 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5803.50 | 65 | -99 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 5851.50 | 65 | -99 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 5880.00 | 65 | -99 | - | 0 | 2 | 0 | |||||||||
| 11 Nov | 5950.50 | 65 | -99 | 20.05 | 2 | 0 | 1 | |||||||||
| 10 Nov | 6133.50 | 164 | 68.15 | 24.71 | 1 | 0 | 0 | |||||||||
| 7 Nov | 6157.50 | 95.85 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 6350 expiring on 30DEC2025
Delta for 6350 CE is 0.13
Historical price for 6350 CE is as follows
On 17 Dec BRITANNIA was trading at 6096.00. The strike last trading price was 14.45, which was 2.05 higher than the previous day. The implied volatity was 18.85, the open interest changed by -37 which decreased total open position to 466
On 16 Dec BRITANNIA was trading at 6066.00. The strike last trading price was 12.3, which was 1.35 higher than the previous day. The implied volatity was 18.66, the open interest changed by 23 which increased total open position to 503
On 15 Dec BRITANNIA was trading at 6038.00. The strike last trading price was 10.95, which was 6.6 higher than the previous day. The implied volatity was 17.99, the open interest changed by -218 which decreased total open position to 479
On 12 Dec BRITANNIA was trading at 5915.50. The strike last trading price was 4.45, which was 0.7 higher than the previous day. The implied volatity was 17.94, the open interest changed by 0 which decreased total open position to 697
On 11 Dec BRITANNIA was trading at 5847.00. The strike last trading price was 3.75, which was 0.3 higher than the previous day. The implied volatity was 19.33, the open interest changed by 0 which decreased total open position to 702
On 10 Dec BRITANNIA was trading at 5828.50. The strike last trading price was 3.5, which was -2.5 lower than the previous day. The implied volatity was 18.36, the open interest changed by 4 which increased total open position to 702
On 9 Dec BRITANNIA was trading at 5884.00. The strike last trading price was 6.3, which was 0.4 higher than the previous day. The implied volatity was 18.29, the open interest changed by 0 which decreased total open position to 698
On 8 Dec BRITANNIA was trading at 5847.50. The strike last trading price was 5.5, which was -3.85 lower than the previous day. The implied volatity was 17.97, the open interest changed by -89 which decreased total open position to 698
On 5 Dec BRITANNIA was trading at 5961.00. The strike last trading price was 9.2, which was 3 higher than the previous day. The implied volatity was 15.27, the open interest changed by -144 which decreased total open position to 745
On 4 Dec BRITANNIA was trading at 5876.50. The strike last trading price was 6.1, which was 0.45 higher than the previous day. The implied volatity was 16.87, the open interest changed by 0 which decreased total open position to 889
On 3 Dec BRITANNIA was trading at 5824.50. The strike last trading price was 5.95, which was -3.4 lower than the previous day. The implied volatity was 17.10, the open interest changed by 0 which decreased total open position to 889
On 2 Dec BRITANNIA was trading at 5875.50. The strike last trading price was 8.7, which was 2.1 higher than the previous day. The implied volatity was 16.62, the open interest changed by -9 which decreased total open position to 889
On 1 Dec BRITANNIA was trading at 5813.50. The strike last trading price was 6.85, which was -1.7 lower than the previous day. The implied volatity was 17.65, the open interest changed by 106 which increased total open position to 898
On 28 Nov BRITANNIA was trading at 5846.00. The strike last trading price was 8.3, which was -0.5 lower than the previous day. The implied volatity was 16.61, the open interest changed by 648 which increased total open position to 783
On 27 Nov BRITANNIA was trading at 5826.50. The strike last trading price was 8.9, which was -5.1 lower than the previous day. The implied volatity was 17.29, the open interest changed by 38 which increased total open position to 136
On 26 Nov BRITANNIA was trading at 5880.50. The strike last trading price was 14, which was -2.55 lower than the previous day. The implied volatity was 17.29, the open interest changed by 85 which increased total open position to 96
On 25 Nov BRITANNIA was trading at 5867.00. The strike last trading price was 16.55, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov BRITANNIA was trading at 5815.50. The strike last trading price was 16.55, which was -6.55 lower than the previous day. The implied volatity was 19.30, the open interest changed by -1 which decreased total open position to 9
On 21 Nov BRITANNIA was trading at 5813.00. The strike last trading price was 23.1, which was -41.9 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 20 Nov BRITANNIA was trading at 5819.00. The strike last trading price was 23.1, which was -41.9 lower than the previous day. The implied volatity was 19.58, the open interest changed by 5 which increased total open position to 8
On 19 Nov BRITANNIA was trading at 5874.50. The strike last trading price was 65, which was -99 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 65, which was -99 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 65, which was -99 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 65, which was -99 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 65, which was -99 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 65, which was -99 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Nov BRITANNIA was trading at 5950.50. The strike last trading price was 65, which was -99 lower than the previous day. The implied volatity was 20.05, the open interest changed by 0 which decreased total open position to 1
On 10 Nov BRITANNIA was trading at 6133.50. The strike last trading price was 164, which was 68.15 higher than the previous day. The implied volatity was 24.71, 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 95.85, 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
| BRITANNIA 30DEC2025 6350 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 6096.00 | 511.95 | 64.8 | - | 0 | 0 | 1 |
| 16 Dec | 6066.00 | 511.95 | 64.8 | - | 0 | 0 | 1 |
| 15 Dec | 6038.00 | 511.95 | 64.8 | - | 0 | 0 | 0 |
| 12 Dec | 5915.50 | 511.95 | 64.8 | - | 0 | 0 | 1 |
| 11 Dec | 5847.00 | 511.95 | 64.8 | - | 0 | 0 | 1 |
| 10 Dec | 5828.50 | 511.95 | 64.8 | 32.31 | 2 | 1 | 2 |
| 9 Dec | 5884.00 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 8 Dec | 5847.50 | 447.15 | -62.85 | - | 0 | 0 | 1 |
| 5 Dec | 5961.00 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 4 Dec | 5876.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 3 Dec | 5824.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 2 Dec | 5875.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 1 Dec | 5813.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 28 Nov | 5846.00 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 27 Nov | 5826.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 26 Nov | 5880.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 25 Nov | 5867.00 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 24 Nov | 5815.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 21 Nov | 5813.00 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 20 Nov | 5819.00 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 19 Nov | 5874.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 18 Nov | 5840.00 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 17 Nov | 5830.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 14 Nov | 5803.50 | 447.15 | -62.85 | - | 0 | 0 | 0 |
| 13 Nov | 5851.50 | 447.15 | -62.85 | 17.99 | 1 | 0 | 1 |
| 12 Nov | 5880.00 | 510 | -8.25 | - | 0 | 0 | 0 |
| 11 Nov | 5950.50 | 510 | -8.25 | - | 0 | 0 | 0 |
| 10 Nov | 6133.50 | 510 | -8.25 | - | 0 | 0 | 0 |
| 7 Nov | 6157.50 | 510 | -8.25 | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 6350 expiring on 30DEC2025
Delta for 6350 PE is -
Historical price for 6350 PE is as follows
On 17 Dec BRITANNIA was trading at 6096.00. The strike last trading price was 511.95, which was 64.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec BRITANNIA was trading at 6066.00. The strike last trading price was 511.95, which was 64.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec BRITANNIA was trading at 6038.00. The strike last trading price was 511.95, which was 64.8 higher 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 511.95, which was 64.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec BRITANNIA was trading at 5847.00. The strike last trading price was 511.95, which was 64.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec BRITANNIA was trading at 5828.50. The strike last trading price was 511.95, which was 64.8 higher than the previous day. The implied volatity was 32.31, the open interest changed by 1 which increased total open position to 2
On 9 Dec BRITANNIA was trading at 5884.00. The strike last trading price was 447.15, which was -62.85 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 447.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec BRITANNIA was trading at 5961.00. The strike last trading price was 447.15, which was -62.85 lower than the previous day. The implied volatity was -, 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 447.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BRITANNIA was trading at 5824.50. The strike last trading price was 447.15, which was -62.85 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 447.15, which was -62.85 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 447.15, which was -62.85 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 447.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BRITANNIA was trading at 5826.50. The strike last trading price was 447.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BRITANNIA was trading at 5880.50. The strike last trading price was 447.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BRITANNIA was trading at 5867.00. The strike last trading price was 447.15, which was -62.85 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 447.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BRITANNIA was trading at 5813.00. The strike last trading price was 447.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BRITANNIA was trading at 5819.00. The strike last trading price was 447.15, which was -62.85 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 447.15, which was -62.85 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 447.15, which was -62.85 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 447.15, which was -62.85 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 447.15, which was -62.85 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 447.15, which was -62.85 lower than the previous day. The implied volatity was 17.99, the open interest changed by 0 which decreased total open position to 1
On 12 Nov BRITANNIA was trading at 5880.00. The strike last trading price was 510, which was -8.25 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 510, which was -8.25 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 510, which was -8.25 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 510, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































