Historical option data for BRITANNIA
03 Jun 2026 04:10 PM IST
| BRITANNIA 30-Jun-2026 (27d) 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.05
Theta: -2.26
Gamma: 0.00101
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.27
Historical price for 5300 CE is as follows
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 (27d) 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.04
Theta: -0.52
Gamma: 0.00114
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.82
Historical price for 5300 PE is as follows
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
