Historical option data for BRITANNIA
02 Jun 2026 12:34 PM IST
| BRITANNIA 30-Jun-2026 (28d) 5350 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.05
Theta: -2.11
Gamma: 0.00099
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 5100.00 | 49.5 | -12.5 (-20.16%) | 23.04 | 93 | 16 | 448 | |||||||||
| 1 Jun | 5157.50 | 65 | -30 (-31.58%) | 21.87 | 264 | 70 | 433 | |||||||||
| 29 May | 5204.50 | 99.3 | -46.7 (-31.99%) | 22.46 | 722 | -23 | 367 | |||||||||
| 27 May | 5335.50 | 143.9 | -3.1 (-2.11%) | 20.73 | 362 | 18 | 397 | |||||||||
| 26 May | 5338.00 | 145.35 | -1 (-0.68%) | 20.51 | 369 | 43 | 385 | |||||||||
| 25 May | 5327.00 | 145.25 | -21.75 (-13.02%) | 21.71 | 120 | 7 | 342 | |||||||||
| 22 May | 5331.50 | 163.85 | -2.15 (-1.30%) | 24.07 | 517 | 306 | 335 | |||||||||
| 21 May | 5333.00 | 164.8 | -6.2 (-3.63%) | 21.55 | 42 | 19 | 30 | |||||||||
| 20 May | 5344.50 | 170.8 | 1.8 (1.07%) | 23 | 6 | 5 | 10 | |||||||||
| 19 May | 5416.50 | 169.05 | 0.05 (0.03%) | 19.82 | 0 | 0 | 5 | |||||||||
| 18 May | 5380.50 | 169.05 | -29.95 (-15.05%) | 19.82 | 3 | 1 | 5 | |||||||||
| 15 May | 5406.00 | 198.9 | 0 (0.00%) | 21.4 | 0 | 0 | 4 | |||||||||
| 14 May | 5372.50 | 198.9 | -26.1 (-11.60%) | 21.4 | 3 | 1 | 4 | |||||||||
| 13 May | 5336.00 | 225 | -29.25 (-11.50%) | 0 | 2 | 2 | 3 | |||||||||
| 12 May | 5334.00 | 254.25 | -200.85 (-44.13%) | 30.53 | 1 | 1 | 1 | |||||||||
| 11 May | 5410.50 | 0 | -455.1 (-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 5350 expiring on 30JUN2026
Delta for 5350 CE is 0.26
Historical price for 5350 CE is as follows
On 2 Jun BRITANNIA was trading at 5100.00. The strike last trading price was 49.5, which was -12.5 lower than the previous day. The implied volatity was 23.04, the open interest changed by 16 which increased total open position to 448
On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 65, which was -30 lower than the previous day. The implied volatity was 21.87, the open interest changed by 70 which increased total open position to 433
On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 99.3, which was -46.7 lower than the previous day. The implied volatity was 22.46, the open interest changed by -23 which decreased total open position to 367
On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 143.9, which was -3.1 lower than the previous day. The implied volatity was 20.73, the open interest changed by 18 which increased total open position to 397
On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 145.35, which was -1 lower than the previous day. The implied volatity was 20.51, the open interest changed by 43 which increased total open position to 385
On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 145.25, which was -21.75 lower than the previous day. The implied volatity was 21.71, the open interest changed by 7 which increased total open position to 342
On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 163.85, which was -2.15 lower than the previous day. The implied volatity was 24.07, the open interest changed by 306 which increased total open position to 335
On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 164.8, which was -6.2 lower than the previous day. The implied volatity was 21.55, the open interest changed by 19 which increased total open position to 30
On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 170.8, which was 1.8 higher than the previous day. The implied volatity was 23, the open interest changed by 5 which increased total open position to 10
On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 169.05, which was 0.05 higher than the previous day. The implied volatity was 19.82, the open interest changed by 0 which decreased total open position to 5
On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 169.05, which was -29.95 lower than the previous day. The implied volatity was 19.82, the open interest changed by 1 which increased total open position to 5
On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 198.9, which was 0 lower than the previous day. The implied volatity was 21.4, the open interest changed by 0 which decreased total open position to 4
On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 198.9, which was -26.1 lower than the previous day. The implied volatity was 21.4, the open interest changed by 1 which increased total open position to 4
On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 225, which was -29.25 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 3
On 12 May BRITANNIA was trading at 5334.00. The strike last trading price was 254.25, which was -200.85 lower than the previous day. The implied volatity was 30.53, the open interest changed by 1 which increased total open position to 1
On 11 May BRITANNIA was trading at 5410.50. The strike last trading price was 0, which was -455.1 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
| BRITANNIA 30-Jun-2026 (28d) 5350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.04
Theta: -0.55
Gamma: 0.00109
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 5100.00 | 254 | 32.4 (14.62%) | 17.2 | 8 | 1 | 438 |
| 1 Jun | 5157.50 | 223.85 | 43.7 (24.26%) | 20.7 | 28 | -6 | 437 |
| 29 May | 5204.50 | 181.85 | 60.85 (50.29%) | 19.11 | 411 | -2 | 445 |
| 27 May | 5335.50 | 120.85 | -10.25 (-7.82%) | 19.49 | 208 | -30 | 448 |
| 26 May | 5338.00 | 133 | -13 (-8.90%) | 21.52 | 384 | 72 | 487 |
| 25 May | 5327.00 | 147.4 | 3.05 (2.11%) | 22.02 | 351 | 287 | 415 |
| 22 May | 5331.50 | 144.15 | -17.55 (-10.85%) | 21.23 | 120 | 45 | 129 |
| 21 May | 5333.00 | 153.9 | -22.2 (-12.61%) | 23.37 | 102 | 79 | 84 |
| 20 May | 5344.50 | 176.1 | 176.1 | - | 0 | 0 | 5 |
| 19 May | 5416.50 | 176.1 | 176.1 (3.59%) | 25.03 | 0 | 0 | 5 |
| 18 May | 5380.50 | 176.1 | 6.1 (3.59%) | 25.03 | 10 | 3 | 5 |
| 15 May | 5406.00 | 170 | 0 (0.00%) | - | 0 | 0 | 2 |
| 14 May | 5372.50 | 170 | -42 (-19.81%) | 0 | 1 | 1 | 2 |
| 13 May | 5336.00 | 212.15 | 122.3 (136.12%) | 29.04 | 1 | 1 | 1 |
| 12 May | 5334.00 | 0 | -90 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 5410.50 | 0 | -89.85 (-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 5350 expiring on 30JUN2026
Delta for 5350 PE is -0.81
Historical price for 5350 PE is as follows
On 2 Jun BRITANNIA was trading at 5100.00. The strike last trading price was 254, which was 32.4 higher than the previous day. The implied volatity was 17.2, the open interest changed by 1 which increased total open position to 438
On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 223.85, which was 43.7 higher than the previous day. The implied volatity was 20.7, the open interest changed by -6 which decreased total open position to 437
On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 181.85, which was 60.85 higher than the previous day. The implied volatity was 19.11, the open interest changed by -2 which decreased total open position to 445
On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 120.85, which was -10.25 lower than the previous day. The implied volatity was 19.49, the open interest changed by -30 which decreased total open position to 448
On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 133, which was -13 lower than the previous day. The implied volatity was 21.52, the open interest changed by 72 which increased total open position to 487
On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 147.4, which was 3.05 higher than the previous day. The implied volatity was 22.02, the open interest changed by 287 which increased total open position to 415
On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 144.15, which was -17.55 lower than the previous day. The implied volatity was 21.23, the open interest changed by 45 which increased total open position to 129
On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 153.9, which was -22.2 lower than the previous day. The implied volatity was 23.37, the open interest changed by 79 which increased total open position to 84
On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 176.1, which was 176.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 176.1, which was 176.1 higher than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 5
On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 176.1, which was 6.1 higher than the previous day. The implied volatity was 25.03, the open interest changed by 3 which increased total open position to 5
On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 170, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 170, which was -42 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 212.15, which was 122.3 higher than the previous day. The implied volatity was 29.04, the open interest changed by 1 which increased total open position to 1
On 12 May BRITANNIA was trading at 5334.00. The strike last trading price was 0, which was -90 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 -89.85 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
