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Historical option data for BRITANNIA

22 Jun 2026 04:10 PM IST
BRITANNIA 30-Jun-2026 (7d) 5500 CE
Delta: 0.08
Vega: 0.01
Theta: -1.87
Gamma: 0.00075
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 5217.50 7 -2 (-22.22%) 25.01 328 -59 910
19 Jun 5195.00 8.95 -5.05 (-36.07%) 23.47 472 -39 970
18 Jun 5245.00 12.6 -1.4 (-10.00%) 21.46 528 -37 1,009
17 Jun 5232.00 12.45 -1.55 (-11.07%) 21.21 560 -25 1,047
16 Jun 5217.50 13.95 -0.05 (-0.36%) 21.91 1,125 -33 1,071
15 Jun 5199.50 13.35 0.35 (2.69%) 22.95 2,506 186 1,104
12 Jun 5165.50 13.1 2.1 (19.09%) 21.29 722 10 924
11 Jun 5113.00 12 -6 (-33.33%) 22.83 511 49 912
10 Jun 5171.00 17.5 2.5 (16.67%) 22.4 1,583 -196 856
9 Jun 5107.50 14.5 -0.5 (-3.33%) 23.34 393 29 1,053
8 Jun 5078.50 14 -9 (-39.13%) 24.54 622 43 1,015
5 Jun 5120.50 22.2 2.2 (11.00%) 23.09 617 -68 974
4 Jun 5090.00 20.35 -0.65 (-3.10%) 23.47 495 115 1,023
3 Jun 5064.00 20.9 -5.1 (-19.62%) 24.45 475 152 909
2 Jun 5117.00 27.1 -2.9 (-9.67%) 23.49 478 38 759
1 Jun 5157.50 31.55 -19.45 (-38.14%) 22.07 478 64 720
29 May 5204.50 50.05 -31.95 (-38.96%) 21.91 1,000 102 655
27 May 5335.50 81.55 -3.45 (-4.06%) 20.79 576 44 553
26 May 5338.00 85.5 -0.85 (-0.98%) 21.08 468 77 513
25 May 5327.00 87.3 -14.7 (-14.41%) 21.2 402 93 437
22 May 5331.50 102 -3 (-2.86%) 22.51 207 75 345
21 May 5333.00 107 -3 (-2.73%) 22.66 311 165 270
20 May 5344.50 109 -34 (-23.78%) 22.6 61 36 105
19 May 5416.50 138.65 9.65 (7.48%) 22.74 60 6 69
18 May 5380.50 129 -15 (-10.42%) 21.82 37 23 62
15 May 5406.00 144.05 -6.15 (-4.09%) 21.89 11 4 39
14 May 5372.50 151 3 (2.03%) 24.68 20 -4 36
13 May 5336.00 148 3 (2.07%) 0 40 14 39
12 May 5334.00 145 -23.1 (-13.74%) 0 28 1 24
11 May 5410.50 170 -49.75 (-22.64%) 0 22 12 23
8 May 5520.00 212 -66.85 (-23.97%) 21.57 23 11 11
7 May 5814.00 0 0 - 0 0 0
6 May 5783.00 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%) 0.13 0 0 0


For Britannia Industries Ltd - strike price 5500 expiring on 30JUN2026

Delta for 5500 CE is 0.08

Historical price for 5500 CE is as follows

On 22 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 25.01, the open interest changed by -59 which decreased total open position to 910


On 19 Jun BRITANNIA was trading at 5195.00. The strike last trading price was 8.95, which was -5.05 lower than the previous day. The implied volatity was 23.47, the open interest changed by -39 which decreased total open position to 970


On 18 Jun BRITANNIA was trading at 5245.00. The strike last trading price was 12.6, which was -1.4 lower than the previous day. The implied volatity was 21.46, the open interest changed by -37 which decreased total open position to 1009


On 17 Jun BRITANNIA was trading at 5232.00. The strike last trading price was 12.45, which was -1.55 lower than the previous day. The implied volatity was 21.21, the open interest changed by -25 which decreased total open position to 1047


On 16 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 13.95, which was -0.05 lower than the previous day. The implied volatity was 21.91, the open interest changed by -33 which decreased total open position to 1071


On 15 Jun BRITANNIA was trading at 5199.50. The strike last trading price was 13.35, which was 0.35 higher than the previous day. The implied volatity was 22.95, the open interest changed by 186 which increased total open position to 1104


On 12 Jun BRITANNIA was trading at 5165.50. The strike last trading price was 13.1, which was 2.1 higher than the previous day. The implied volatity was 21.29, the open interest changed by 10 which increased total open position to 924


On 11 Jun BRITANNIA was trading at 5113.00. The strike last trading price was 12, which was -6 lower than the previous day. The implied volatity was 22.83, the open interest changed by 49 which increased total open position to 912


On 10 Jun BRITANNIA was trading at 5171.00. The strike last trading price was 17.5, which was 2.5 higher than the previous day. The implied volatity was 22.4, the open interest changed by -196 which decreased total open position to 856


On 9 Jun BRITANNIA was trading at 5107.50. The strike last trading price was 14.5, which was -0.5 lower than the previous day. The implied volatity was 23.34, the open interest changed by 29 which increased total open position to 1053


On 8 Jun BRITANNIA was trading at 5078.50. The strike last trading price was 14, which was -9 lower than the previous day. The implied volatity was 24.54, the open interest changed by 43 which increased total open position to 1015


On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 22.2, which was 2.2 higher than the previous day. The implied volatity was 23.09, the open interest changed by -68 which decreased total open position to 974


On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 20.35, which was -0.65 lower than the previous day. The implied volatity was 23.47, the open interest changed by 115 which increased total open position to 1023


On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 20.9, which was -5.1 lower than the previous day. The implied volatity was 24.45, the open interest changed by 152 which increased total open position to 909


On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 27.1, which was -2.9 lower than the previous day. The implied volatity was 23.49, the open interest changed by 38 which increased total open position to 759


On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 31.55, which was -19.45 lower than the previous day. The implied volatity was 22.07, the open interest changed by 64 which increased total open position to 720


On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 50.05, which was -31.95 lower than the previous day. The implied volatity was 21.91, the open interest changed by 102 which increased total open position to 655


On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 81.55, which was -3.45 lower than the previous day. The implied volatity was 20.79, the open interest changed by 44 which increased total open position to 553


On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 85.5, which was -0.85 lower than the previous day. The implied volatity was 21.08, the open interest changed by 77 which increased total open position to 513


On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 87.3, which was -14.7 lower than the previous day. The implied volatity was 21.2, the open interest changed by 93 which increased total open position to 437


On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 102, which was -3 lower than the previous day. The implied volatity was 22.51, the open interest changed by 75 which increased total open position to 345


On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 107, which was -3 lower than the previous day. The implied volatity was 22.66, the open interest changed by 165 which increased total open position to 270


On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 109, which was -34 lower than the previous day. The implied volatity was 22.6, the open interest changed by 36 which increased total open position to 105


On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 138.65, which was 9.65 higher than the previous day. The implied volatity was 22.74, the open interest changed by 6 which increased total open position to 69


On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 129, which was -15 lower than the previous day. The implied volatity was 21.82, the open interest changed by 23 which increased total open position to 62


On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 144.05, which was -6.15 lower than the previous day. The implied volatity was 21.89, the open interest changed by 4 which increased total open position to 39


On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 151, which was 3 higher than the previous day. The implied volatity was 24.68, the open interest changed by -4 which decreased total open position to 36


On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 148, which was 3 higher than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 39


On 12 May BRITANNIA was trading at 5334.00. The strike last trading price was 145, which was -23.1 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 24


On 11 May BRITANNIA was trading at 5410.50. The strike last trading price was 170, which was -49.75 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 23


On 8 May BRITANNIA was trading at 5520.00. The strike last trading price was 212, which was -66.85 lower than the previous day. The implied volatity was 21.57, the open interest changed by 11 which increased total open position to 11


On 7 May BRITANNIA was trading at 5814.00. 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 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 0.13, the open interest changed by 0 which decreased total open position to 0


BRITANNIA 30-Jun-2026 (7d) 5500 PE
Delta: -0.87
Vega: 0.02
Theta: -2.26
Gamma: 0.00092
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 5217.50 284.35 -13.25 (-4.45%) 29.06 16 -11 178
19 Jun 5195.00 296.85 37.45 (14.44%) 24.2 10 -4 189
18 Jun 5245.00 260.05 -30.9 (-10.62%) 21.73 16 1 194
17 Jun 5232.00 290.95 10.1 (3.60%) 24.49 14 1 195
16 Jun 5217.50 280.85 -23.25 (-7.65%) 16.48 4 -1 195
15 Jun 5199.50 308.65 -11.55 (-3.61%) 23.08 8 4 198
12 Jun 5165.50 318.8 -44.1 (-12.15%) 21.69 17 1 193
11 Jun 5113.00 364.8 82.8 (29.36%) 22.83 2 -1 193
10 Jun 5171.00 282 -131.45 (-31.79%) 16.3 24 -2 194
9 Jun 5107.50 413.45 413.45 (12.87%) 16.71 8 0 196
8 Jun 5078.50 413.45 47.15 (12.87%) 16.71 8 0 195
5 Jun 5120.50 359.8 -24.65 (-6.41%) 18.59 7 1 195
4 Jun 5090.00 384 -16 (-4.00%) 13 18 2 194
3 Jun 5064.00 400 53.9 (15.57%) 25.18 3 0 191
2 Jun 5117.00 346.1 346.1 (19.17%) 17.35 12 0 191
1 Jun 5157.50 351.55 56.55 (19.17%) 17.35 12 -1 192
29 May 5204.50 294.4 84.9 (40.53%) 24.4 39 5 185
27 May 5335.50 209.5 -4.5 (-2.10%) 18.6 27 4 180
26 May 5338.00 214 -22 (-9.32%) 20.6 41 15 175
25 May 5327.00 236 7.9 (3.46%) 22.13 20 10 159
22 May 5331.50 226.2 -21.8 (-8.79%) 21.79 17 13 148
21 May 5333.00 248 16.1 (6.94%) 23.53 30 17 134
20 May 5344.50 230 25 (12.20%) 22.87 12 6 119
19 May 5416.50 205 -18.05 (-8.09%) 23.48 13 4 109
18 May 5380.50 223.05 4.35 (1.99%) 24.61 38 4 105
15 May 5406.00 219 4 (1.86%) 24.75 49 9 102
14 May 5372.50 215 -15 (-6.52%) 22.14 18 -2 93
13 May 5336.00 230 -26 (-10.16%) 0 22 10 96
12 May 5334.00 256 29 (12.78%) 0 7 3 86
11 May 5410.50 226.85 50.55 (28.67%) 0 22 9 82
8 May 5520.00 176 92.05 (109.65%) 24.68 115 67 73
7 May 5814.00 79.9 -20.1 (-20.10%) 26.75 21 -3 6
6 May 5783.00 100 -157.35 (-61.14%) 26.35 14 9 9
28 Apr 5662.00 - - - 0 0 0
10 Apr 5455.50 0 0 (0.00%) 0.83 0 0 0
9 Apr 5475.00 0 0 (0.00%) 1.02 0 0 0
8 Apr 5594.50 0 0 (0.00%) 2.1 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%) 0.67 0 0 0


For Britannia Industries Ltd - strike price 5500 expiring on 30JUN2026

Delta for 5500 PE is -0.87

Historical price for 5500 PE is as follows

On 22 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 284.35, which was -13.25 lower than the previous day. The implied volatity was 29.06, the open interest changed by -11 which decreased total open position to 178


On 19 Jun BRITANNIA was trading at 5195.00. The strike last trading price was 296.85, which was 37.45 higher than the previous day. The implied volatity was 24.2, the open interest changed by -4 which decreased total open position to 189


On 18 Jun BRITANNIA was trading at 5245.00. The strike last trading price was 260.05, which was -30.9 lower than the previous day. The implied volatity was 21.73, the open interest changed by 1 which increased total open position to 194


On 17 Jun BRITANNIA was trading at 5232.00. The strike last trading price was 290.95, which was 10.1 higher than the previous day. The implied volatity was 24.49, the open interest changed by 1 which increased total open position to 195


On 16 Jun BRITANNIA was trading at 5217.50. The strike last trading price was 280.85, which was -23.25 lower than the previous day. The implied volatity was 16.48, the open interest changed by -1 which decreased total open position to 195


On 15 Jun BRITANNIA was trading at 5199.50. The strike last trading price was 308.65, which was -11.55 lower than the previous day. The implied volatity was 23.08, the open interest changed by 4 which increased total open position to 198


On 12 Jun BRITANNIA was trading at 5165.50. The strike last trading price was 318.8, which was -44.1 lower than the previous day. The implied volatity was 21.69, the open interest changed by 1 which increased total open position to 193


On 11 Jun BRITANNIA was trading at 5113.00. The strike last trading price was 364.8, which was 82.8 higher than the previous day. The implied volatity was 22.83, the open interest changed by -1 which decreased total open position to 193


On 10 Jun BRITANNIA was trading at 5171.00. The strike last trading price was 282, which was -131.45 lower than the previous day. The implied volatity was 16.3, the open interest changed by -2 which decreased total open position to 194


On 9 Jun BRITANNIA was trading at 5107.50. The strike last trading price was 413.45, which was 413.45 higher than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 196


On 8 Jun BRITANNIA was trading at 5078.50. The strike last trading price was 413.45, which was 47.15 higher than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 195


On 5 Jun BRITANNIA was trading at 5120.50. The strike last trading price was 359.8, which was -24.65 lower than the previous day. The implied volatity was 18.59, the open interest changed by 1 which increased total open position to 195


On 4 Jun BRITANNIA was trading at 5090.00. The strike last trading price was 384, which was -16 lower than the previous day. The implied volatity was 13, the open interest changed by 2 which increased total open position to 194


On 3 Jun BRITANNIA was trading at 5064.00. The strike last trading price was 400, which was 53.9 higher than the previous day. The implied volatity was 25.18, the open interest changed by 0 which decreased total open position to 191


On 2 Jun BRITANNIA was trading at 5117.00. The strike last trading price was 346.1, which was 346.1 higher than the previous day. The implied volatity was 17.35, the open interest changed by 0 which decreased total open position to 191


On 1 Jun BRITANNIA was trading at 5157.50. The strike last trading price was 351.55, which was 56.55 higher than the previous day. The implied volatity was 17.35, the open interest changed by -1 which decreased total open position to 192


On 29 May BRITANNIA was trading at 5204.50. The strike last trading price was 294.4, which was 84.9 higher than the previous day. The implied volatity was 24.4, the open interest changed by 5 which increased total open position to 185


On 27 May BRITANNIA was trading at 5335.50. The strike last trading price was 209.5, which was -4.5 lower than the previous day. The implied volatity was 18.6, the open interest changed by 4 which increased total open position to 180


On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 214, which was -22 lower than the previous day. The implied volatity was 20.6, the open interest changed by 15 which increased total open position to 175


On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 236, which was 7.9 higher than the previous day. The implied volatity was 22.13, the open interest changed by 10 which increased total open position to 159


On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 226.2, which was -21.8 lower than the previous day. The implied volatity was 21.79, the open interest changed by 13 which increased total open position to 148


On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 248, which was 16.1 higher than the previous day. The implied volatity was 23.53, the open interest changed by 17 which increased total open position to 134


On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 230, which was 25 higher than the previous day. The implied volatity was 22.87, the open interest changed by 6 which increased total open position to 119


On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 205, which was -18.05 lower than the previous day. The implied volatity was 23.48, the open interest changed by 4 which increased total open position to 109


On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 223.05, which was 4.35 higher than the previous day. The implied volatity was 24.61, the open interest changed by 4 which increased total open position to 105


On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 219, which was 4 higher than the previous day. The implied volatity was 24.75, the open interest changed by 9 which increased total open position to 102


On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 215, which was -15 lower than the previous day. The implied volatity was 22.14, the open interest changed by -2 which decreased total open position to 93


On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 230, which was -26 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 96


On 12 May BRITANNIA was trading at 5334.00. The strike last trading price was 256, which was 29 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 86


On 11 May BRITANNIA was trading at 5410.50. The strike last trading price was 226.85, which was 50.55 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 82


On 8 May BRITANNIA was trading at 5520.00. The strike last trading price was 176, which was 92.05 higher than the previous day. The implied volatity was 24.68, the open interest changed by 67 which increased total open position to 73


On 7 May BRITANNIA was trading at 5814.00. The strike last trading price was 79.9, which was -20.1 lower than the previous day. The implied volatity was 26.75, the open interest changed by -3 which decreased total open position to 6


On 6 May BRITANNIA was trading at 5783.00. The strike last trading price was 100, which was -157.35 lower than the previous day. The implied volatity was 26.35, the open interest changed by 9 which increased total open position to 9


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 0.83, 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 1.02, 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 2.1, 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 0.67, the open interest changed by 0 which decreased total open position to 0