Historical option data for BRITANNIA
08 Jun 2026 01:37 PM IST
| BRITANNIA 30-Jun-2026 (22d) 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.05
Theta: -2.69
Gamma: 0.00131
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 5073.50 | 69.35 | -22.65 (-24.62%) | 22.84 | 538 | 50 | 937 | |||||||||
| 5 Jun | 5120.50 | 93.6 | 10.6 (12.77%) | 22.01 | 1,011 | 203 | 886 | |||||||||
| 4 Jun | 5090.00 | 83.1 | -0.9 (-1.07%) | 21.65 | 621 | 32 | 683 | |||||||||
| 3 Jun | 5064.00 | 82.35 | -23.65 (-22.31%) | 24.58 | 1,002 | 313 | 651 | |||||||||
| 2 Jun | 5117.00 | 108 | -9 (-7.69%) | 23.7 | 1,249 | 99 | 366 | |||||||||
| 1 Jun | 5157.50 | 121.45 | -47.55 (-28.14%) | 21.7 | 661 | 208 | 258 | |||||||||
| 29 May | 5204.50 | 170 | -65 (-27.66%) | 22.77 | 101 | 34 | 49 | |||||||||
| 27 May | 5335.50 | 234.75 | -4.25 (-1.78%) | 21.04 | 10 | 5 | 14 | |||||||||
| 26 May | 5338.00 | 239 | 6 (2.58%) | 21.62 | 14 | 5 | 9 | |||||||||
| 25 May | 5327.00 | 233 | -1 (-0.43%) | 20.63 | 1 | 0 | 3 | |||||||||
| 22 May | 5331.50 | 233.55 | -0.45 (-0.19%) | 23.5 | 3 | 0 | 3 | |||||||||
| 21 May | 5333.00 | 233.55 | -37.45 (-13.82%) | 23.5 | 3 | 1 | 2 | |||||||||
| 20 May | 5344.50 | 271 | -178 (-39.64%) | 23.24 | 1 | 1 | 1 | |||||||||
| 19 May | 5416.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 5380.50 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 5406.00 | 0 | -448.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 5372.50 | 0 | -448.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 5336.00 | 0 | -448.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 5334.00 | 0 | -448.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5410.50 | 0 | -448.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 5520.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 5783.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 5792.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 5709.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 5662.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 5455.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 5475.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 5594.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 5542.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 5535.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 5442.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5200 expiring on 30JUN2026
Delta for 5200 CE is 0.36
Historical price for 5200 CE is as follows
On 8 Jun BRITANNIA was trading at 5073.50. The strike last trading price was 69.35, which was -22.65 lower than the previous day. The implied volatity was 22.84, the open interest changed by 50 which increased total open position to 937
On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 93.6, which was 10.6 higher than the previous day. The implied volatity was 22.01, the open interest changed by 203 which increased total open position to 886
On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 83.1, which was -0.9 lower than the previous day. The implied volatity was 21.65, the open interest changed by 32 which increased total open position to 683
On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 82.35, which was -23.65 lower than the previous day. The implied volatity was 24.58, the open interest changed by 313 which increased total open position to 651
On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 108, which was -9 lower than the previous day. The implied volatity was 23.7, the open interest changed by 99 which increased total open position to 366
On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 121.45, which was -47.55 lower than the previous day. The implied volatity was 21.7, the open interest changed by 208 which increased total open position to 258
On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 170, which was -65 lower than the previous day. The implied volatity was 22.77, the open interest changed by 34 which increased total open position to 49
On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 234.75, which was -4.25 lower than the previous day. The implied volatity was 21.04, the open interest changed by 5 which increased total open position to 14
On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 239, which was 6 higher than the previous day. The implied volatity was 21.62, the open interest changed by 5 which increased total open position to 9
On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 233, which was -1 lower than the previous day. The implied volatity was 20.63, the open interest changed by 0 which decreased total open position to 3
On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 233.55, which was -0.45 lower than the previous day. The implied volatity was 23.5, the open interest changed by 0 which decreased total open position to 3
On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 233.55, which was -37.45 lower than the previous day. The implied volatity was 23.5, the open interest changed by 1 which increased total open position to 2
On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 271, which was -178 lower than the previous day. The implied volatity was 23.24, the open interest changed by 1 which increased total open position to 1
On 19 May BRITANNIA was trading at 5416.50. 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 18 May BRITANNIA was trading at 5380.50. 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 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 0, which was -448.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 0, which was -448.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 0, which was -448.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BRITANNIA was trading at 5334.00. The strike last trading price was 0, which was -448.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BRITANNIA was trading at 5410.50. The strike last trading price was 0, which was -448.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BRITANNIA was trading at 5520.00. 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 6 May BRITANNIA was trading at 5783.00. 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 4 May BRITANNIA was trading at 5792.50. 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 Apr BRITANNIA was trading at 5709.00. 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 28 Apr BRITANNIA was trading at 5662.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr BRITANNIA was trading at 5455.50. 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 9 Apr BRITANNIA was trading at 5475.00. 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 8 Apr BRITANNIA was trading at 5594.50. 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 7 Apr BRITANNIA was trading at 5542.00. 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 6 Apr BRITANNIA was trading at 5535.00. 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 Apr BRITANNIA was trading at 5442.00. 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
| BRITANNIA 30-Jun-2026 (22d) 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.05
Theta: -1.44
Gamma: 0.00153
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 5073.50 | 160 | 22.3 (16.19%) | 18.98 | 9 | -3 | 515 |
| 5 Jun | 5120.50 | 139.85 | -13.95 (-9.07%) | 20.33 | 132 | 43 | 521 |
| 4 Jun | 5090.00 | 151 | -17.95 (-10.62%) | 19.19 | 77 | -9 | 477 |
| 3 Jun | 5064.00 | 170 | 34 (25.00%) | 16.42 | 126 | -3 | 485 |
| 2 Jun | 5117.00 | 135 | 1.9 (1.43%) | 17.93 | 326 | 6 | 488 |
| 1 Jun | 5157.50 | 131.3 | 33.55 (34.32%) | 21.53 | 1,740 | 137 | 481 |
| 29 May | 5204.50 | 98.2 | 35.2 (55.87%) | 20.05 | 824 | 117 | 349 |
| 27 May | 5335.50 | 62.05 | -9.65 (-13.46%) | 19.98 | 247 | 43 | 232 |
| 26 May | 5338.00 | 72 | -10 (-12.20%) | 21.49 | 146 | 26 | 188 |
| 25 May | 5327.00 | 82 | -2.15 (-2.55%) | 22.76 | 178 | 47 | 163 |
| 22 May | 5331.50 | 85.45 | -7.25 (-7.82%) | 21.76 | 110 | 37 | 117 |
| 21 May | 5333.00 | 91.35 | 1.55 (1.73%) | 23.44 | 136 | 15 | 81 |
| 20 May | 5344.50 | 85.2 | 10.2 (13.60%) | 22.69 | 105 | 32 | 66 |
| 19 May | 5416.50 | 75 | -10 (-11.76%) | 24.04 | 46 | -8 | 24 |
| 18 May | 5380.50 | 85 | 3.45 (4.23%) | 24.17 | 16 | 10 | 32 |
| 15 May | 5406.00 | 82 | -10 (-10.87%) | 23.36 | 5 | 1 | 22 |
| 14 May | 5372.50 | 92 | -4 (-4.17%) | 24.4 | 19 | 0 | 35 |
| 13 May | 5336.00 | 96 | -23.05 (-19.36%) | 0 | 17 | -10 | 35 |
| 12 May | 5334.00 | 118 | 35 (42.17%) | 0 | 14 | 4 | 46 |
| 11 May | 5410.50 | 83.45 | 22.95 (37.93%) | 0 | 18 | 15 | 42 |
| 8 May | 5520.00 | 60.5 | -71.95 (-54.32%) | 23.02 | 28 | 26 | 26 |
| 6 May | 5783.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 5792.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 5709.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 5662.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 5455.50 | 0 | 0 (0.00%) | 3.68 | 0 | 0 | 0 |
| 9 Apr | 5475.00 | 0 | 0 (0.00%) | 3.83 | 0 | 0 | 0 |
| 8 Apr | 5594.50 | 0 | 0 (0.00%) | 4.89 | 0 | 0 | 0 |
| 7 Apr | 5542.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 5535.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 5442.00 | 0 | 0 (0.00%) | 3.41 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5200 expiring on 30JUN2026
Delta for 5200 PE is -0.67
Historical price for 5200 PE is as follows
On 8 Jun BRITANNIA was trading at 5073.50. The strike last trading price was 160, which was 22.3 higher than the previous day. The implied volatity was 18.98, the open interest changed by -3 which decreased total open position to 515
On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 139.85, which was -13.95 lower than the previous day. The implied volatity was 20.33, the open interest changed by 43 which increased total open position to 521
On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 151, which was -17.95 lower than the previous day. The implied volatity was 19.19, the open interest changed by -9 which decreased total open position to 477
On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 170, which was 34 higher than the previous day. The implied volatity was 16.42, the open interest changed by -3 which decreased total open position to 485
On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 135, which was 1.9 higher than the previous day. The implied volatity was 17.93, the open interest changed by 6 which increased total open position to 488
On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 131.3, which was 33.55 higher than the previous day. The implied volatity was 21.53, the open interest changed by 137 which increased total open position to 481
On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 98.2, which was 35.2 higher than the previous day. The implied volatity was 20.05, the open interest changed by 117 which increased total open position to 349
On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 62.05, which was -9.65 lower than the previous day. The implied volatity was 19.98, the open interest changed by 43 which increased total open position to 232
On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 72, which was -10 lower than the previous day. The implied volatity was 21.49, the open interest changed by 26 which increased total open position to 188
On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 82, which was -2.15 lower than the previous day. The implied volatity was 22.76, the open interest changed by 47 which increased total open position to 163
On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 85.45, which was -7.25 lower than the previous day. The implied volatity was 21.76, the open interest changed by 37 which increased total open position to 117
On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 91.35, which was 1.55 higher than the previous day. The implied volatity was 23.44, the open interest changed by 15 which increased total open position to 81
On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 85.2, which was 10.2 higher than the previous day. The implied volatity was 22.69, the open interest changed by 32 which increased total open position to 66
On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 75, which was -10 lower than the previous day. The implied volatity was 24.04, the open interest changed by -8 which decreased total open position to 24
On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 85, which was 3.45 higher than the previous day. The implied volatity was 24.17, the open interest changed by 10 which increased total open position to 32
On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 82, which was -10 lower than the previous day. The implied volatity was 23.36, the open interest changed by 1 which increased total open position to 22
On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 92, which was -4 lower than the previous day. The implied volatity was 24.4, the open interest changed by 0 which decreased total open position to 35
On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 96, which was -23.05 lower than the previous day. The implied volatity was 0, the open interest changed by -10 which decreased total open position to 35
On 12 May BRITANNIA was trading at 5334.00. The strike last trading price was 118, which was 35 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 46
On 11 May BRITANNIA was trading at 5410.50. The strike last trading price was 83.45, which was 22.95 higher than the previous day. The implied volatity was 0, the open interest changed by 15 which increased total open position to 42
On 8 May BRITANNIA was trading at 5520.00. The strike last trading price was 60.5, which was -71.95 lower than the previous day. The implied volatity was 23.02, the open interest changed by 26 which increased total open position to 26
On 6 May BRITANNIA was trading at 5783.00. 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 4 May BRITANNIA was trading at 5792.50. 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 Apr BRITANNIA was trading at 5709.00. 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 28 Apr BRITANNIA was trading at 5662.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr BRITANNIA was trading at 5455.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BRITANNIA was trading at 5475.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BRITANNIA was trading at 5594.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BRITANNIA was trading at 5542.00. 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 6 Apr BRITANNIA was trading at 5535.00. 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 Apr BRITANNIA was trading at 5442.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
