Historical option data for BRITANNIA
05 Jun 2026 04:10 PM IST
| BRITANNIA 30-Jun-2026 (24d) 5250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.05
Theta: -2.47
Gamma: 0.0013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.37
Historical price for 5250 CE is as follows
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 (24d) 5250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.05
Theta: -1.5
Gamma: 0.00138
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.64
Historical price for 5250 PE is as follows
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
