Historical option data for BRITANNIA
22 Jun 2026 01:17 PM IST
| BRITANNIA 28-Jul-2026 (36d) 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.06
Theta: -2.26
Gamma: 0.0011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 5205.50 | 162 | -1 (-0.61%) | 21.83 | 70 | 49 | 83 | |||||||||
| 19 Jun | 5195.00 | 162.85 | -20.15 (-11.01%) | 21.53 | 27 | 13 | 32 | |||||||||
| 18 Jun | 5245.00 | 183 | 3 (1.67%) | 22.01 | 23 | 7 | 19 | |||||||||
| 17 Jun | 5232.00 | 180 | 10 (5.88%) | 20.9 | 11 | 5 | 12 | |||||||||
| 16 Jun | 5217.50 | 170 | -15 (-8.11%) | 21.45 | 5 | 4 | 7 | |||||||||
| 15 Jun | 5199.50 | 185 | 21 (12.80%) | 22.76 | 3 | 0 | 4 | |||||||||
| 12 Jun | 5165.50 | 164.2 | -48.8 (-22.91%) | 23.61 | 4 | 2 | 3 | |||||||||
| 11 Jun | 5113.00 | 213 | 0 (0.00%) | 24.29 | 1 | 0 | 1 | |||||||||
| 10 Jun | 5171.00 | 213 | 39 (22.41%) | 24.29 | 1 | 0 | 1 | |||||||||
| 9 Jun | 5107.50 | 174.35 | 0.35 (0.20%) | - | 2 | 0 | 1 | |||||||||
| 8 Jun | 5078.50 | 174.35 | 0.35 (0.20%) | - | 2 | 0 | 1 | |||||||||
| 5 Jun | 5120.50 | 173 | -3 (-1.70%) | 24.14 | 2 | 1 | 2 | |||||||||
| 4 Jun | 5090.00 | 175.65 | -442.35 (-71.58%) | 26.2 | 1 | 1 | 1 | |||||||||
| 3 Jun | 5064.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 5117.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 5157.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 5204.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5200 expiring on 28JUL2026
Delta for 5200 CE is 0.55
Historical price for 5200 CE is as follows
On 22 Jun BRITANNIA was trading at 5205.50. The strike last trading price was 162, which was -1 lower than the previous day. The implied volatity was 21.83, the open interest changed by 49 which increased total open position to 83
On 19 Jun BRITANNIA was trading at 5195.00. The strike last trading price was 162.85, which was -20.15 lower than the previous day. The implied volatity was 21.53, the open interest changed by 13 which increased total open position to 32
On 18 Jun BRITANNIA was trading at 5245.00. The strike last trading price was 183, which was 3 higher than the previous day. The implied volatity was 22.01, the open interest changed by 7 which increased total open position to 19
On 17 Jun BRITANNIA was trading at 5232.00. The strike last trading price was 180, which was 10 higher than the previous day. The implied volatity was 20.9, the open interest changed by 5 which increased total open position to 12
On 16 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 170, which was -15 lower than the previous day. The implied volatity was 21.45, the open interest changed by 4 which increased total open position to 7
On 15 Jun BRITANNIA was trading at 5199.50. The strike last trading price was 185, which was 21 higher than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 4
On 12 Jun BRITANNIA was trading at 5165.50. The strike last trading price was 164.2, which was -48.8 lower than the previous day. The implied volatity was 23.61, the open interest changed by 2 which increased total open position to 3
On 11 Jun BRITANNIA was trading at 5113.00. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 1
On 10 Jun BRITANNIA was trading at 5171.00. The strike last trading price was 213, which was 39 higher than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 1
On 9 Jun BRITANNIA was trading at 5107.50. The strike last trading price was 174.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun BRITANNIA was trading at 5078.50. The strike last trading price was 174.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 173, which was -3 lower than the previous day. The implied volatity was 24.14, the open interest changed by 1 which increased total open position to 2
On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 175.65, which was -442.35 lower than the previous day. The implied volatity was 26.2, the open interest changed by 1 which increased total open position to 1
On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 0, 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 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 0, 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 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 0, 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 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 0, 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 28-Jul-2026 (36d) 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.06
Theta: -1.31
Gamma: 0.0012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 5205.50 | 113.9 | -2.45 (-2.11%) | 19.98 | 74 | 48 | 95 |
| 19 Jun | 5195.00 | 117.2 | 16.5 (16.39%) | 19.54 | 24 | 17 | 45 |
| 18 Jun | 5245.00 | 99.4 | -10.6 (-9.64%) | 19.61 | 2 | 1 | 27 |
| 17 Jun | 5232.00 | 110 | -5 (-4.35%) | 20.03 | 10 | 9 | 26 |
| 16 Jun | 5217.50 | 115 | -45 (-28.13%) | 19.25 | 4 | 2 | 17 |
| 15 Jun | 5199.50 | 160 | 160 | - | 1 | 0 | 15 |
| 12 Jun | 5165.50 | 160 | 160 (6.31%) | 21.24 | 1 | 0 | 15 |
| 11 Jun | 5113.00 | 160 | 9.5 (6.31%) | 21.24 | 1 | -1 | 15 |
| 10 Jun | 5171.00 | 150.5 | -19.5 (-11.47%) | 21.61 | 11 | 10 | 16 |
| 9 Jun | 5107.50 | 216.15 | 216.15 | - | 4 | 0 | 6 |
| 8 Jun | 5078.50 | 216.15 | 216.15 | - | 4 | 0 | 6 |
| 5 Jun | 5120.50 | 216.15 | 216.15 (0.00%) | - | 4 | 0 | 6 |
| 4 Jun | 5090.00 | 216.15 | 0 (0.00%) | - | 4 | 0 | 6 |
| 3 Jun | 5064.00 | 216.15 | 0 (0.00%) | 19.11 | 4 | 0 | 6 |
| 2 Jun | 5117.00 | 170 | 30 (21.43%) | 19.11 | 4 | 0 | 2 |
| 1 Jun | 5157.50 | 140 | 0 (0.00%) | 19.83 | 2 | 0 | 2 |
| 29 May | 5204.50 | 140 | 58.7 (72.20%) | 19.83 | 2 | 1 | 1 |
For Britannia Industries Ltd - strike price 5200 expiring on 28JUL2026
Delta for 5200 PE is -0.44
Historical price for 5200 PE is as follows
On 22 Jun BRITANNIA was trading at 5205.50. The strike last trading price was 113.9, which was -2.45 lower than the previous day. The implied volatity was 19.98, the open interest changed by 48 which increased total open position to 95
On 19 Jun BRITANNIA was trading at 5195.00. The strike last trading price was 117.2, which was 16.5 higher than the previous day. The implied volatity was 19.54, the open interest changed by 17 which increased total open position to 45
On 18 Jun BRITANNIA was trading at 5245.00. The strike last trading price was 99.4, which was -10.6 lower than the previous day. The implied volatity was 19.61, the open interest changed by 1 which increased total open position to 27
On 17 Jun BRITANNIA was trading at 5232.00. The strike last trading price was 110, which was -5 lower than the previous day. The implied volatity was 20.03, the open interest changed by 9 which increased total open position to 26
On 16 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 115, which was -45 lower than the previous day. The implied volatity was 19.25, the open interest changed by 2 which increased total open position to 17
On 15 Jun BRITANNIA was trading at 5199.50. The strike last trading price was 160, which was 160 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 12 Jun BRITANNIA was trading at 5165.50. The strike last trading price was 160, which was 160 higher than the previous day. The implied volatity was 21.24, the open interest changed by 0 which decreased total open position to 15
On 11 Jun BRITANNIA was trading at 5113.00. The strike last trading price was 160, which was 9.5 higher than the previous day. The implied volatity was 21.24, the open interest changed by -1 which decreased total open position to 15
On 10 Jun BRITANNIA was trading at 5171.00. The strike last trading price was 150.5, which was -19.5 lower than the previous day. The implied volatity was 21.61, the open interest changed by 10 which increased total open position to 16
On 9 Jun BRITANNIA was trading at 5107.50. The strike last trading price was 216.15, which was 216.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 8 Jun BRITANNIA was trading at 5078.50. The strike last trading price was 216.15, which was 216.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 216.15, which was 216.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 216.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 216.15, which was 0 lower than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 6
On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 170, which was 30 higher than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 2
On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 140, which was 0 lower than the previous day. The implied volatity was 19.83, the open interest changed by 0 which decreased total open position to 2
On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 140, which was 58.7 higher than the previous day. The implied volatity was 19.83, the open interest changed by 1 which increased total open position to 1
