Historical option data for BRITANNIA
25 Jun 2026 04:10 PM IST
| BRITANNIA 30-Jun-2026 (4d) 5250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.03
Theta: -3.69
Gamma: 0.00437
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 5237.00 | 31.1 | -25.9 (-45.44%) | 14.34 | 656 | -32 | 386 | |||||||||
| 24 Jun | 5262.50 | 63.2 | 15.2 (31.67%) | 17.77 | 1,245 | -108 | 419 | |||||||||
| 23 Jun | 5241.00 | 46 | -2 (-4.17%) | 17.75 | 1,413 | -133 | 525 | |||||||||
| 22 Jun | 5217.50 | 43.75 | -9.25 (-17.45%) | 18.98 | 746 | -31 | 663 | |||||||||
| 19 Jun | 5195.00 | 50.25 | -24.75 (-33.00%) | 18.99 | 700 | 80 | 694 | |||||||||
| 18 Jun | 5245.00 | 70.9 | -2.1 (-2.88%) | 20.09 | 580 | -7 | 613 | |||||||||
| 17 Jun | 5232.00 | 68.85 | -4.15 (-5.68%) | 18.29 | 402 | 17 | 625 | |||||||||
| 16 Jun | 5217.50 | 73.8 | 4.8 (6.96%) | 20.32 | 527 | -29 | 607 | |||||||||
| 15 Jun | 5199.50 | 64.7 | -2.3 (-3.43%) | 20.4 | 1,033 | 222 | 644 | |||||||||
| 12 Jun | 5165.50 | 67.45 | 16.45 (32.25%) | 20.83 | 295 | 26 | 423 | |||||||||
| 11 Jun | 5113.00 | 54.8 | -19.2 (-25.95%) | 21.63 | 343 | 16 | 396 | |||||||||
| 10 Jun | 5171.00 | 71.4 | 13.4 (23.10%) | 20.45 | 2,288 | 184 | 382 | |||||||||
| 9 Jun | 5107.50 | 56.95 | 7.95 (16.22%) | 20.58 | 66 | 0 | 203 | |||||||||
| 8 Jun | 5078.50 | 46.35 | -27.65 (-37.36%) | 22.37 | 95 | 15 | 204 | |||||||||
| 5 Jun | 5120.50 | 72.5 | 5.5 (8.21%) | 21.62 | 110 | -17 | 189 | |||||||||
| 4 Jun | 5090.00 | 66 | -1 (-1.49%) | 21.7 | 145 | 25 | 206 | |||||||||
| 3 Jun | 5064.00 | 67.2 | -18.8 (-21.86%) | 23.79 | 128 | 38 | 182 | |||||||||
| 2 Jun | 5117.00 | 87.4 | -7.6 (-8.00%) | 23.49 | 180 | 19 | 143 | |||||||||
| 1 Jun | 5157.50 | 98 | -45 (-31.47%) | 21.19 | 216 | 46 | 125 | |||||||||
| 29 May | 5204.50 | 146 | -56 (-27.72%) | 23.08 | 176 | 63 | 79 | |||||||||
| 27 May | 5335.50 | 202.5 | -12.5 (-5.81%) | 22.94 | 14 | 8 | 17 | |||||||||
| 26 May | 5338.00 | 215.4 | 0 (0.00%) | - | 1 | 0 | 9 | |||||||||
| 25 May | 5327.00 | 204.9 | -0.1 (-0.05%) | 21.88 | 8 | 1 | 9 | |||||||||
| 22 May | 5331.50 | 204.9 | -0.1 (-0.05%) | 19.14 | 8 | 0 | 8 | |||||||||
| 21 May | 5333.00 | 204.9 | -324.1 (-61.27%) | 19.14 | 8 | 0 | 0 | |||||||||
| 18 May | 5380.50 | 0 | -529.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 5406.00 | 0 | -529.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 5372.50 | 0 | -529.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 5336.00 | 0 | -529.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 5334.00 | 0 | -529.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5410.50 | 0 | -529.4 (-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 | |||||||||
For Britannia Industries Ltd - strike price 5250 expiring on 30JUN2026
Delta for 5250 CE is 0.46
Historical price for 5250 CE is as follows
On 25 Jun BRITANNIA was trading at 5237.00. The strike last trading price was 31.1, which was -25.9 lower than the previous day. The implied volatity was 14.34, the open interest changed by -32 which decreased total open position to 386
On 24 Jun BRITANNIA was trading at 5262.50. The strike last trading price was 63.2, which was 15.2 higher than the previous day. The implied volatity was 17.77, the open interest changed by -108 which decreased total open position to 419
On 23 Jun BRITANNIA was trading at 5241.00. The strike last trading price was 46, which was -2 lower than the previous day. The implied volatity was 17.75, the open interest changed by -133 which decreased total open position to 525
On 22 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 43.75, which was -9.25 lower than the previous day. The implied volatity was 18.98, the open interest changed by -31 which decreased total open position to 663
On 19 Jun BRITANNIA was trading at 5195.00. The strike last trading price was 50.25, which was -24.75 lower than the previous day. The implied volatity was 18.99, the open interest changed by 80 which increased total open position to 694
On 18 Jun BRITANNIA was trading at 5245.00. The strike last trading price was 70.9, which was -2.1 lower than the previous day. The implied volatity was 20.09, the open interest changed by -7 which decreased total open position to 613
On 17 Jun BRITANNIA was trading at 5232.00. The strike last trading price was 68.85, which was -4.15 lower than the previous day. The implied volatity was 18.29, the open interest changed by 17 which increased total open position to 625
On 16 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 73.8, which was 4.8 higher than the previous day. The implied volatity was 20.32, the open interest changed by -29 which decreased total open position to 607
On 15 Jun BRITANNIA was trading at 5199.50. The strike last trading price was 64.7, which was -2.3 lower than the previous day. The implied volatity was 20.4, the open interest changed by 222 which increased total open position to 644
On 12 Jun BRITANNIA was trading at 5165.50. The strike last trading price was 67.45, which was 16.45 higher than the previous day. The implied volatity was 20.83, the open interest changed by 26 which increased total open position to 423
On 11 Jun BRITANNIA was trading at 5113.00. The strike last trading price was 54.8, which was -19.2 lower than the previous day. The implied volatity was 21.63, the open interest changed by 16 which increased total open position to 396
On 10 Jun BRITANNIA was trading at 5171.00. The strike last trading price was 71.4, which was 13.4 higher than the previous day. The implied volatity was 20.45, the open interest changed by 184 which increased total open position to 382
On 9 Jun BRITANNIA was trading at 5107.50. The strike last trading price was 56.95, which was 7.95 higher than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 203
On 8 Jun BRITANNIA was trading at 5078.50. The strike last trading price was 46.35, which was -27.65 lower than the previous day. The implied volatity was 22.37, the open interest changed by 15 which increased total open position to 204
On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 72.5, which was 5.5 higher than the previous day. The implied volatity was 21.62, the open interest changed by -17 which decreased total open position to 189
On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 66, which was -1 lower than the previous day. The implied volatity was 21.7, the open interest changed by 25 which increased total open position to 206
On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 67.2, which was -18.8 lower than the previous day. The implied volatity was 23.79, the open interest changed by 38 which increased total open position to 182
On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 87.4, which was -7.6 lower than the previous day. The implied volatity was 23.49, the open interest changed by 19 which increased total open position to 143
On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 98, which was -45 lower than the previous day. The implied volatity was 21.19, the open interest changed by 46 which increased total open position to 125
On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 146, which was -56 lower than the previous day. The implied volatity was 23.08, the open interest changed by 63 which increased total open position to 79
On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 202.5, which was -12.5 lower than the previous day. The implied volatity was 22.94, the open interest changed by 8 which increased total open position to 17
On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 215.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 204.9, which was -0.1 lower than the previous day. The implied volatity was 21.88, the open interest changed by 1 which increased total open position to 9
On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 204.9, which was -0.1 lower than the previous day. The implied volatity was 19.14, the open interest changed by 0 which decreased total open position to 8
On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 204.9, which was -324.1 lower than the previous day. The implied volatity was 19.14, 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 -529.4 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 -529.4 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 -529.4 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 -529.4 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 -529.4 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 -529.4 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
| BRITANNIA 30-Jun-2026 (4d) 5250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.03
Theta: -3.59
Gamma: 0.00364
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 5237.00 | 49.25 | 5.75 (13.22%) | 17.27 | 469 | -111 | 261 |
| 24 Jun | 5262.50 | 40.5 | -21.1 (-34.25%) | 18.99 | 787 | -109 | 372 |
| 23 Jun | 5241.00 | 61 | -20.85 (-25.47%) | 18.1 | 170 | 30 | 480 |
| 22 Jun | 5217.50 | 84.25 | -12.55 (-12.96%) | 21.2 | 190 | 13 | 451 |
| 19 Jun | 5195.00 | 93.45 | 20.05 (27.32%) | 17.84 | 236 | -24 | 433 |
| 18 Jun | 5245.00 | 75.8 | -8.2 (-9.76%) | 19.05 | 195 | 35 | 460 |
| 17 Jun | 5232.00 | 85 | -3.85 (-4.33%) | 19.83 | 88 | 11 | 425 |
| 16 Jun | 5217.50 | 89.95 | -20.65 (-18.67%) | 19.09 | 151 | 29 | 414 |
| 15 Jun | 5199.50 | 109.05 | -16.5 (-13.14%) | 18.88 | 455 | 262 | 388 |
| 12 Jun | 5165.50 | 122.75 | -40.45 (-24.79%) | 19.31 | 18 | 9 | 125 |
| 11 Jun | 5113.00 | 160 | 22.65 (16.49%) | 19.31 | 39 | 2 | 116 |
| 10 Jun | 5171.00 | 136.2 | -27.6 (-16.85%) | 21.54 | 110 | -6 | 114 |
| 9 Jun | 5107.50 | 164.9 | -30 (-15.39%) | 16.57 | 15 | -2 | 119 |
| 8 Jun | 5078.50 | 197.5 | 29.8 (17.77%) | 19.07 | 18 | 5 | 121 |
| 5 Jun | 5120.50 | 169.6 | -9.45 (-5.28%) | 20.06 | 56 | 19 | 116 |
| 4 Jun | 5090.00 | 179.05 | 13 (7.83%) | 17.24 | 3 | 2 | 97 |
| 3 Jun | 5064.00 | 166.05 | 166.05 (2.63%) | 18.19 | 46 | 0 | 95 |
| 2 Jun | 5117.00 | 168.1 | 4.3 (2.63%) | 18.19 | 46 | -3 | 97 |
| 1 Jun | 5157.50 | 170.3 | 49.6 (41.09%) | 20 | 96 | 16 | 100 |
| 29 May | 5204.50 | 115 | 34.8 (43.39%) | 17.74 | 260 | 42 | 86 |
| 27 May | 5335.50 | 79.15 | -18.75 (-19.15%) | 20.02 | 79 | 37 | 43 |
| 26 May | 5338.00 | 100 | -33 (-24.81%) | 23.18 | 3 | 0 | 3 |
| 25 May | 5327.00 | 132.95 | 132.95 | - | 3 | 0 | 3 |
| 22 May | 5331.50 | 132.95 | 132.95 (104.22%) | 26.92 | 3 | 0 | 3 |
| 21 May | 5333.00 | 132.95 | 67.85 (104.22%) | 26.92 | 3 | 0 | 0 |
| 18 May | 5380.50 | 0 | -65 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 5406.00 | 0 | -65 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 5372.50 | 0 | -65 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 5336.00 | 0 | -65.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 5334.00 | 0 | -65 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5410.50 | 0 | -65.1 (-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 |
For Britannia Industries Ltd - strike price 5250 expiring on 30JUN2026
Delta for 5250 PE is -0.54
Historical price for 5250 PE is as follows
On 25 Jun BRITANNIA was trading at 5237.00. The strike last trading price was 49.25, which was 5.75 higher than the previous day. The implied volatity was 17.27, the open interest changed by -111 which decreased total open position to 261
On 24 Jun BRITANNIA was trading at 5262.50. The strike last trading price was 40.5, which was -21.1 lower than the previous day. The implied volatity was 18.99, the open interest changed by -109 which decreased total open position to 372
On 23 Jun BRITANNIA was trading at 5241.00. The strike last trading price was 61, which was -20.85 lower than the previous day. The implied volatity was 18.1, the open interest changed by 30 which increased total open position to 480
On 22 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 84.25, which was -12.55 lower than the previous day. The implied volatity was 21.2, the open interest changed by 13 which increased total open position to 451
On 19 Jun BRITANNIA was trading at 5195.00. The strike last trading price was 93.45, which was 20.05 higher than the previous day. The implied volatity was 17.84, the open interest changed by -24 which decreased total open position to 433
On 18 Jun BRITANNIA was trading at 5245.00. The strike last trading price was 75.8, which was -8.2 lower than the previous day. The implied volatity was 19.05, the open interest changed by 35 which increased total open position to 460
On 17 Jun BRITANNIA was trading at 5232.00. The strike last trading price was 85, which was -3.85 lower than the previous day. The implied volatity was 19.83, the open interest changed by 11 which increased total open position to 425
On 16 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 89.95, which was -20.65 lower than the previous day. The implied volatity was 19.09, the open interest changed by 29 which increased total open position to 414
On 15 Jun BRITANNIA was trading at 5199.50. The strike last trading price was 109.05, which was -16.5 lower than the previous day. The implied volatity was 18.88, the open interest changed by 262 which increased total open position to 388
On 12 Jun BRITANNIA was trading at 5165.50. The strike last trading price was 122.75, which was -40.45 lower than the previous day. The implied volatity was 19.31, the open interest changed by 9 which increased total open position to 125
On 11 Jun BRITANNIA was trading at 5113.00. The strike last trading price was 160, which was 22.65 higher than the previous day. The implied volatity was 19.31, the open interest changed by 2 which increased total open position to 116
On 10 Jun BRITANNIA was trading at 5171.00. The strike last trading price was 136.2, which was -27.6 lower than the previous day. The implied volatity was 21.54, the open interest changed by -6 which decreased total open position to 114
On 9 Jun BRITANNIA was trading at 5107.50. The strike last trading price was 164.9, which was -30 lower than the previous day. The implied volatity was 16.57, the open interest changed by -2 which decreased total open position to 119
On 8 Jun BRITANNIA was trading at 5078.50. The strike last trading price was 197.5, which was 29.8 higher than the previous day. The implied volatity was 19.07, the open interest changed by 5 which increased total open position to 121
On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 169.6, which was -9.45 lower than the previous day. The implied volatity was 20.06, the open interest changed by 19 which increased total open position to 116
On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 179.05, which was 13 higher than the previous day. The implied volatity was 17.24, the open interest changed by 2 which increased total open position to 97
On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 166.05, which was 166.05 higher than the previous day. The implied volatity was 18.19, the open interest changed by 0 which decreased total open position to 95
On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 168.1, which was 4.3 higher than the previous day. The implied volatity was 18.19, the open interest changed by -3 which decreased total open position to 97
On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 170.3, which was 49.6 higher than the previous day. The implied volatity was 20, the open interest changed by 16 which increased total open position to 100
On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 115, which was 34.8 higher than the previous day. The implied volatity was 17.74, the open interest changed by 42 which increased total open position to 86
On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 79.15, which was -18.75 lower than the previous day. The implied volatity was 20.02, the open interest changed by 37 which increased total open position to 43
On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 100, which was -33 lower than the previous day. The implied volatity was 23.18, the open interest changed by 0 which decreased total open position to 3
On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 132.95, which was 132.95 higher than the previous day. The implied volatity was -, 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 132.95, which was 132.95 higher than the previous day. The implied volatity was 26.92, 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 132.95, which was 67.85 higher than the previous day. The implied volatity was 26.92, 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 -65 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 -65 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 -65 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 -65.1 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 -65 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 -65.1 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
