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Historical option data for BRITANNIA

24 Jun 2026 04:10 PM IST
BRITANNIA 30-Jun-2026 (6d) 5300 CE
Delta: 0.42
Vega: 0.03
Theta: -4.07
Gamma: 0.00322
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 5262.50 37.2 5.2 (16.25%) 17.53 3,573 -193 852
23 Jun 5241.00 27.9 -3.1 (-10.00%) 18.1 2,510 27 1,039
22 Jun 5217.50 29.05 -7.95 (-21.49%) 19.87 1,010 -6 1,027
19 Jun 5195.00 37 -17 (-31.48%) 20.48 1,277 -125 1,033
18 Jun 5245.00 50 -4 (-7.41%) 20.05 1,206 -53 1,153
17 Jun 5232.00 50.05 -2.95 (-5.57%) 18.97 1,183 42 1,207
16 Jun 5217.50 53.25 2.25 (4.41%) 20.29 842 91 1,167
15 Jun 5199.50 48.85 -2.15 (-4.22%) 20.95 1,300 -67 1,076
12 Jun 5165.50 49.4 11.4 (30.00%) 20.29 1,127 317 1,142
11 Jun 5113.00 41.65 -15.35 (-26.93%) 21.05 693 51 824
10 Jun 5171.00 55 10 (22.22%) 21.25 2,973 -256 773
9 Jun 5107.50 43.2 4.2 (10.77%) 21.97 516 113 1,032
8 Jun 5078.50 37 -22 (-37.29%) 22.74 437 -28 918
5 Jun 5120.50 59 7 (13.46%) 22.13 472 70 944
4 Jun 5090.00 53.35 -0.65 (-1.20%) 22.37 690 -44 874
3 Jun 5064.00 53.65 -14.35 (-21.10%) 23.86 784 236 925
2 Jun 5117.00 70 -6 (-7.89%) 23.34 659 133 694
1 Jun 5157.50 79.15 -36.85 (-31.77%) 21.45 885 86 561
29 May 5204.50 120 -53 (-30.64%) 22.62 1,696 270 477
27 May 5335.50 173.05 -1.95 (-1.11%) 21.07 311 15 206
26 May 5338.00 176.35 4.6 (2.68%) 21.21 219 39 193
25 May 5327.00 169.75 -22.25 (-11.59%) 20.38 106 63 155
22 May 5331.50 192 0 (0.00%) 23.81 132 76 93
21 May 5333.00 192.35 -31.65 (-14.13%) 23.09 25 13 16
20 May 5344.50 224.2 0.2 (0.09%) 25.76 1 0 2
19 May 5416.50 224.2 0.2 (0.09%) 23.22 0 0 2
18 May 5380.50 224.2 -53.8 (-19.35%) 23.22 1 0 1
15 May 5406.00 277.6 0 (0.00%) 28.57 0 0 1
14 May 5372.50 277.6 -108.7 (-28.14%) 28.57 1 1 1
13 May 5336.00 0 -386.3 (-100.00%) 0 0 0 0
12 May 5334.00 0 -386.3 (-100.00%) 0 0 0 0
11 May 5410.50 0 -386.3 (-100.00%) 0 0 0 0
8 May 5520.00 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 5300 expiring on 30JUN2026

Delta for 5300 CE is 0.42

Historical price for 5300 CE is as follows

On 24 Jun BRITANNIA was trading at 5262.50. The strike last trading price was 37.2, which was 5.2 higher than the previous day. The implied volatity was 17.53, the open interest changed by -193 which decreased total open position to 852


On 23 Jun BRITANNIA was trading at 5241.00. The strike last trading price was 27.9, which was -3.1 lower than the previous day. The implied volatity was 18.1, the open interest changed by 27 which increased total open position to 1039


On 22 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 29.05, which was -7.95 lower than the previous day. The implied volatity was 19.87, the open interest changed by -6 which decreased total open position to 1027


On 19 Jun BRITANNIA was trading at 5195.00. The strike last trading price was 37, which was -17 lower than the previous day. The implied volatity was 20.48, the open interest changed by -125 which decreased total open position to 1033


On 18 Jun BRITANNIA was trading at 5245.00. The strike last trading price was 50, which was -4 lower than the previous day. The implied volatity was 20.05, the open interest changed by -53 which decreased total open position to 1153


On 17 Jun BRITANNIA was trading at 5232.00. The strike last trading price was 50.05, which was -2.95 lower than the previous day. The implied volatity was 18.97, the open interest changed by 42 which increased total open position to 1207


On 16 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 53.25, which was 2.25 higher than the previous day. The implied volatity was 20.29, the open interest changed by 91 which increased total open position to 1167


On 15 Jun BRITANNIA was trading at 5199.50. The strike last trading price was 48.85, which was -2.15 lower than the previous day. The implied volatity was 20.95, the open interest changed by -67 which decreased total open position to 1076


On 12 Jun BRITANNIA was trading at 5165.50. The strike last trading price was 49.4, which was 11.4 higher than the previous day. The implied volatity was 20.29, the open interest changed by 317 which increased total open position to 1142


On 11 Jun BRITANNIA was trading at 5113.00. The strike last trading price was 41.65, which was -15.35 lower than the previous day. The implied volatity was 21.05, the open interest changed by 51 which increased total open position to 824


On 10 Jun BRITANNIA was trading at 5171.00. The strike last trading price was 55, which was 10 higher than the previous day. The implied volatity was 21.25, the open interest changed by -256 which decreased total open position to 773


On 9 Jun BRITANNIA was trading at 5107.50. The strike last trading price was 43.2, which was 4.2 higher than the previous day. The implied volatity was 21.97, the open interest changed by 113 which increased total open position to 1032


On 8 Jun BRITANNIA was trading at 5078.50. The strike last trading price was 37, which was -22 lower than the previous day. The implied volatity was 22.74, the open interest changed by -28 which decreased total open position to 918


On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 59, which was 7 higher than the previous day. The implied volatity was 22.13, the open interest changed by 70 which increased total open position to 944


On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 53.35, which was -0.65 lower than the previous day. The implied volatity was 22.37, the open interest changed by -44 which decreased total open position to 874


On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 53.65, which was -14.35 lower than the previous day. The implied volatity was 23.86, the open interest changed by 236 which increased total open position to 925


On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 70, which was -6 lower than the previous day. The implied volatity was 23.34, the open interest changed by 133 which increased total open position to 694


On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 79.15, which was -36.85 lower than the previous day. The implied volatity was 21.45, the open interest changed by 86 which increased total open position to 561


On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 120, which was -53 lower than the previous day. The implied volatity was 22.62, the open interest changed by 270 which increased total open position to 477


On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 173.05, which was -1.95 lower than the previous day. The implied volatity was 21.07, the open interest changed by 15 which increased total open position to 206


On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 176.35, which was 4.6 higher than the previous day. The implied volatity was 21.21, the open interest changed by 39 which increased total open position to 193


On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 169.75, which was -22.25 lower than the previous day. The implied volatity was 20.38, the open interest changed by 63 which increased total open position to 155


On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 192, which was 0 lower than the previous day. The implied volatity was 23.81, the open interest changed by 76 which increased total open position to 93


On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 192.35, which was -31.65 lower than the previous day. The implied volatity was 23.09, the open interest changed by 13 which increased total open position to 16


On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 224.2, which was 0.2 higher than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 2


On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 224.2, which was 0.2 higher than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 2


On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 224.2, which was -53.8 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 1


On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 277.6, which was 0 lower than the previous day. The implied volatity was 28.57, the open interest changed by 0 which decreased total open position to 1


On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 277.6, which was -108.7 lower than the previous day. The implied volatity was 28.57, the open interest changed by 1 which increased total open position to 1


On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 0, which was -386.3 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 -386.3 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 -386.3 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 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 (6d) 5300 PE
Delta: -0.57
Vega: 0.03
Theta: -3.7
Gamma: 0.00292
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 5262.50 66.7 -25.3 (-27.50%) 19.41 768 25 403
23 Jun 5241.00 93.4 -20.15 (-17.75%) 21.03 289 -52 379
22 Jun 5217.50 120.05 -7.6 (-5.95%) 21.73 66 -24 433
19 Jun 5195.00 124.85 22.55 (22.04%) 17.93 100 -23 458
18 Jun 5245.00 104.2 -9.3 (-8.19%) 19.17 107 8 479
17 Jun 5232.00 113.05 -4.4 (-3.75%) 20.08 72 -16 472
16 Jun 5217.50 115 -26.5 (-18.73%) 18.09 110 -5 487
15 Jun 5199.50 143.3 -16.05 (-10.07%) 19.47 114 23 491
12 Jun 5165.50 154.55 -43.8 (-22.08%) 18.02 109 -6 469
11 Jun 5113.00 196 27.95 (16.63%) 17.99 101 -3 476
10 Jun 5171.00 168.2 -33.8 (-16.73%) 21.88 105 19 480
9 Jun 5107.50 202 -22.05 (-9.84%) 17.28 12 -1 461
8 Jun 5078.50 224.05 25.75 (12.99%) 18.78 14 0 462
5 Jun 5120.50 198.3 -20.2 (-9.24%) 18.35 10 -1 462
4 Jun 5090.00 217.65 -25.75 (-10.58%) 18.05 84 0 459
3 Jun 5064.00 243.4 42.4 (21.09%) 16.71 9 -2 458
2 Jun 5117.00 201.4 13.1 (6.96%) 17.38 240 44 460
1 Jun 5157.50 194.65 44.1 (29.29%) 19.96 124 -13 416
29 May 5204.50 135.95 36.6 (36.84%) 16.6 1,216 101 431
27 May 5335.50 100.15 -6.65 (-6.23%) 20.16 362 4 330
26 May 5338.00 106 -17 (-13.82%) 20.94 490 109 327
25 May 5327.00 122.75 -1.15 (-0.93%) 22.96 121 62 217
22 May 5331.50 124 -13.2 (-9.62%) 21.17 106 33 156
21 May 5333.00 133.05 5.6 (4.39%) 23.82 162 33 120
20 May 5344.50 127 19 (17.59%) 22.68 52 37 87
19 May 5416.50 108 -19.8 (-15.49%) 23.14 17 10 49
18 May 5380.50 127.8 12.8 (11.13%) 24.22 19 11 40
15 May 5406.00 115 -5 (-4.17%) 23.4 16 7 28
14 May 5372.50 120 -25 (-17.24%) 22.36 2 -2 21
13 May 5336.00 145 0 (0.00%) 0 0 0 23
12 May 5334.00 145 40 (38.10%) 0 1 0 22
11 May 5410.50 105 4 (3.96%) 0 2 0 22
8 May 5520.00 101 -67.35 (-40.01%) 24.91 25 21 21
28 Apr 5662.00 - - - 0 0 0
10 Apr 5455.50 0 0 (0.00%) 2.71 0 0 0
9 Apr 5475.00 0 0 (0.00%) 2.88 0 0 0
8 Apr 5594.50 0 0 (0.00%) 3.96 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%) 2.49 0 0 0


For Britannia Industries Ltd - strike price 5300 expiring on 30JUN2026

Delta for 5300 PE is -0.57

Historical price for 5300 PE is as follows

On 24 Jun BRITANNIA was trading at 5262.50. The strike last trading price was 66.7, which was -25.3 lower than the previous day. The implied volatity was 19.41, the open interest changed by 25 which increased total open position to 403


On 23 Jun BRITANNIA was trading at 5241.00. The strike last trading price was 93.4, which was -20.15 lower than the previous day. The implied volatity was 21.03, the open interest changed by -52 which decreased total open position to 379


On 22 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 120.05, which was -7.6 lower than the previous day. The implied volatity was 21.73, the open interest changed by -24 which decreased total open position to 433


On 19 Jun BRITANNIA was trading at 5195.00. The strike last trading price was 124.85, which was 22.55 higher than the previous day. The implied volatity was 17.93, the open interest changed by -23 which decreased total open position to 458


On 18 Jun BRITANNIA was trading at 5245.00. The strike last trading price was 104.2, which was -9.3 lower than the previous day. The implied volatity was 19.17, the open interest changed by 8 which increased total open position to 479


On 17 Jun BRITANNIA was trading at 5232.00. The strike last trading price was 113.05, which was -4.4 lower than the previous day. The implied volatity was 20.08, the open interest changed by -16 which decreased total open position to 472


On 16 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 115, which was -26.5 lower than the previous day. The implied volatity was 18.09, the open interest changed by -5 which decreased total open position to 487


On 15 Jun BRITANNIA was trading at 5199.50. The strike last trading price was 143.3, which was -16.05 lower than the previous day. The implied volatity was 19.47, the open interest changed by 23 which increased total open position to 491


On 12 Jun BRITANNIA was trading at 5165.50. The strike last trading price was 154.55, which was -43.8 lower than the previous day. The implied volatity was 18.02, the open interest changed by -6 which decreased total open position to 469


On 11 Jun BRITANNIA was trading at 5113.00. The strike last trading price was 196, which was 27.95 higher than the previous day. The implied volatity was 17.99, the open interest changed by -3 which decreased total open position to 476


On 10 Jun BRITANNIA was trading at 5171.00. The strike last trading price was 168.2, which was -33.8 lower than the previous day. The implied volatity was 21.88, the open interest changed by 19 which increased total open position to 480


On 9 Jun BRITANNIA was trading at 5107.50. The strike last trading price was 202, which was -22.05 lower than the previous day. The implied volatity was 17.28, the open interest changed by -1 which decreased total open position to 461


On 8 Jun BRITANNIA was trading at 5078.50. The strike last trading price was 224.05, which was 25.75 higher than the previous day. The implied volatity was 18.78, the open interest changed by 0 which decreased total open position to 462


On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 198.3, which was -20.2 lower than the previous day. The implied volatity was 18.35, the open interest changed by -1 which decreased total open position to 462


On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 217.65, which was -25.75 lower than the previous day. The implied volatity was 18.05, the open interest changed by 0 which decreased total open position to 459


On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 243.4, which was 42.4 higher than the previous day. The implied volatity was 16.71, the open interest changed by -2 which decreased total open position to 458


On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 201.4, which was 13.1 higher than the previous day. The implied volatity was 17.38, the open interest changed by 44 which increased total open position to 460


On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 194.65, which was 44.1 higher than the previous day. The implied volatity was 19.96, the open interest changed by -13 which decreased total open position to 416


On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 135.95, which was 36.6 higher than the previous day. The implied volatity was 16.6, the open interest changed by 101 which increased total open position to 431


On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 100.15, which was -6.65 lower than the previous day. The implied volatity was 20.16, the open interest changed by 4 which increased total open position to 330


On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 106, which was -17 lower than the previous day. The implied volatity was 20.94, the open interest changed by 109 which increased total open position to 327


On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 122.75, which was -1.15 lower than the previous day. The implied volatity was 22.96, the open interest changed by 62 which increased total open position to 217


On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 124, which was -13.2 lower than the previous day. The implied volatity was 21.17, the open interest changed by 33 which increased total open position to 156


On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 133.05, which was 5.6 higher than the previous day. The implied volatity was 23.82, the open interest changed by 33 which increased total open position to 120


On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 127, which was 19 higher than the previous day. The implied volatity was 22.68, the open interest changed by 37 which increased total open position to 87


On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 108, which was -19.8 lower than the previous day. The implied volatity was 23.14, the open interest changed by 10 which increased total open position to 49


On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 127.8, which was 12.8 higher than the previous day. The implied volatity was 24.22, the open interest changed by 11 which increased total open position to 40


On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 115, which was -5 lower than the previous day. The implied volatity was 23.4, the open interest changed by 7 which increased total open position to 28


On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 120, which was -25 lower than the previous day. The implied volatity was 22.36, the open interest changed by -2 which decreased total open position to 21


On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 145, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 23


On 12 May BRITANNIA was trading at 5334.00. The strike last trading price was 145, which was 40 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 22


On 11 May BRITANNIA was trading at 5410.50. The strike last trading price was 105, which was 4 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 22


On 8 May BRITANNIA was trading at 5520.00. The strike last trading price was 101, which was -67.35 lower than the previous day. The implied volatity was 24.91, the open interest changed by 21 which increased total open position to 21


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 2.71, 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 2.88, 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 3.96, 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 2.49, the open interest changed by 0 which decreased total open position to 0