[--[65.84.65.76]--]

Back to Option Chain


Historical option data for BRITANNIA

08 Jun 2026 01:32 PM IST
BRITANNIA 30-Jun-2026 (22d) 5200 CE
Delta: 0.36
Vega: 0.05
Theta: -2.69
Gamma: 0.00131
Date Close Ltp Change IV Volume OI Chg OI
8 Jun 5074.00 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 5074.00. 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
Date Close Ltp Change IV Volume OI Chg OI
8 Jun 5074.00 160 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 5074.00. 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