BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
07 May 2026 11:56 AM IST
| BRITANNIA 26-May-2026 (19d) 5750 CE | ||||||||||||||||
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Delta: 0.6
Vega: 0.05
Theta: -4.32
Gamma: 0.00096
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 5821.50 | 206.05 | 21.600000000000023 (11.71%) | 29.84 | 749 | 34 | 265 | |||||||||
| 6 May | 5783.00 | 172.05 | -36.39999999999998 (-17.46%) | 26.07 | 269 | 0 | 231 | |||||||||
| 5 May | 5834.50 | 208.25 | 18.099999999999994 (9.52%) | 27.06 | 330 | 22 | 231 | |||||||||
| 4 May | 5792.50 | 195 | 34 (21.12%) | 27.76 | 343 | 88 | 210 | |||||||||
| 30 Apr | 5726.00 | 163.2 | -7.550000000000011 (-4.42%) | 26.37 | 316 | 81 | 203 | |||||||||
| 29 Apr | 5709.00 | 168.7 | 13.799999999999983 (8.91%) | 28.28 | 226 | 46 | 121 | |||||||||
| 28 Apr | 5662.00 | 158 | -25.400000000000006 (-13.85%) | 29.69 | 30 | 15 | 74 | |||||||||
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| 27 Apr | 5717.50 | 182.15 | -14.900000000000006 (-7.56%) | 28.46 | 201 | 49 | 65 | |||||||||
| 24 Apr | 5730.50 | 194.75 | 12.099999999999994 (6.62%) | 27.99 | 22 | 6 | 16 | |||||||||
| 23 Apr | 5671.50 | 183.55 | -35.44999999999999 (-16.19%) | 30.29 | 15 | 2 | 7 | |||||||||
| 22 Apr | 5729.50 | 219 | 109.85 (100.64%) | 31.33 | 9 | 4 | 4 | |||||||||
| 21 Apr | 5837.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 5700.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 5735.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 5586.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 5654.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 5589.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 5557.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 5475.00 | 109.15 | 0 (0.00%) | 1.38 | 0 | 0 | 0 | |||||||||
| 8 Apr | 5594.50 | 109.15 | 0 (0.00%) | 0.99 | 0 | 0 | 0 | |||||||||
| 7 Apr | 5542.00 | 109.15 | 0 (0.00%) | 1.71 | 0 | 0 | 0 | |||||||||
| 6 Apr | 5535.00 | 109.15 | 0 (0.00%) | 1.81 | 0 | 0 | 0 | |||||||||
| 2 Apr | 5442.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 5474.00 | 0 | 0 (0.00%) | 1.92 | 0 | 0 | 0 | |||||||||
For Britannia Industries Ltd - strike price 5750 expiring on 26MAY2026
Delta for 5750 CE is 0.6
Historical price for 5750 CE is as follows
On 7 May BRITANNIA was trading at 5821.50. The strike last trading price was 206.05, which was 21.600000000000023 higher than the previous day. The implied volatity was 29.84, the open interest changed by 34 which increased total open position to 265
On 6 May BRITANNIA was trading at 5783.00. The strike last trading price was 172.05, which was -36.39999999999998 lower than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 231
On 5 May BRITANNIA was trading at 5834.50. The strike last trading price was 208.25, which was 18.099999999999994 higher than the previous day. The implied volatity was 27.06, the open interest changed by 22 which increased total open position to 231
On 4 May BRITANNIA was trading at 5792.50. The strike last trading price was 195, which was 34 higher than the previous day. The implied volatity was 27.76, the open interest changed by 88 which increased total open position to 210
On 30 Apr BRITANNIA was trading at 5726.00. The strike last trading price was 163.2, which was -7.550000000000011 lower than the previous day. The implied volatity was 26.37, the open interest changed by 81 which increased total open position to 203
On 29 Apr BRITANNIA was trading at 5709.00. The strike last trading price was 168.7, which was 13.799999999999983 higher than the previous day. The implied volatity was 28.28, the open interest changed by 46 which increased total open position to 121
On 28 Apr BRITANNIA was trading at 5662.00. The strike last trading price was 158, which was -25.400000000000006 lower than the previous day. The implied volatity was 29.69, the open interest changed by 15 which increased total open position to 74
On 27 Apr BRITANNIA was trading at 5717.50. The strike last trading price was 182.15, which was -14.900000000000006 lower than the previous day. The implied volatity was 28.46, the open interest changed by 49 which increased total open position to 65
On 24 Apr BRITANNIA was trading at 5730.50. The strike last trading price was 194.75, which was 12.099999999999994 higher than the previous day. The implied volatity was 27.99, the open interest changed by 6 which increased total open position to 16
On 23 Apr BRITANNIA was trading at 5671.50. The strike last trading price was 183.55, which was -35.44999999999999 lower than the previous day. The implied volatity was 30.29, the open interest changed by 2 which increased total open position to 7
On 22 Apr BRITANNIA was trading at 5729.50. The strike last trading price was 219, which was 109.85 higher than the previous day. The implied volatity was 31.33, the open interest changed by 4 which increased total open position to 4
On 21 Apr BRITANNIA was trading at 5837.50. 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 20 Apr BRITANNIA was trading at 5700.00. 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 17 Apr BRITANNIA was trading at 5735.50. 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 16 Apr BRITANNIA was trading at 5586.00. 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 15 Apr BRITANNIA was trading at 5654.50. 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 13 Apr BRITANNIA was trading at 5589.00. 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 10 Apr BRITANNIA was trading at 5557.50. 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 109.15, which was 0 lower than the previous day. The implied volatity was 1.38, 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 109.15, which was 0 lower than the previous day. The implied volatity was 0.99, 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 109.15, which was 0 lower than the previous day. The implied volatity was 1.71, 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 109.15, which was 0 lower than the previous day. The implied volatity was 1.81, 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 -, 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 1 Apr BRITANNIA was trading at 5474.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
| BRITANNIA 26-May-2026 (19d) 5750 PE | |||||||
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Delta: -0.4
Vega: 0.05
Theta: -3.2
Gamma: 0.00102
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 5821.50 | 109.7 | -25.950000000000003 (-19.13%) | 28.01 | 802 | 60 | 353 |
| 6 May | 5783.00 | 138.7 | 25.249999999999986 (22.26%) | 29.94 | 312 | 18 | 292 |
| 5 May | 5834.50 | 115.15 | -15.549999999999983 (-11.90%) | 27.68 | 343 | 46 | 275 |
| 4 May | 5792.50 | 126.65 | -31.549999999999983 (-19.94%) | 27.94 | 178 | 119 | 229 |
| 30 Apr | 5726.00 | 154.15 | -18.150000000000006 (-10.53%) | 25.34 | 345 | 136 | 246 |
| 29 Apr | 5709.00 | 168.55 | -51.099999999999994 (-23.26%) | 26.11 | 84 | 12 | 110 |
| 28 Apr | 5662.00 | 219.65 | 18.400000000000006 (9.14%) | 29.17 | 125 | 31 | 98 |
| 27 Apr | 5717.50 | 205.35 | 7.949999999999989 (4.03%) | 31.12 | 174 | 54 | 67 |
| 24 Apr | 5730.50 | 201 | 201 | - | 0 | 0 | 13 |
| 23 Apr | 5671.50 | 201 | 201 (-46.05%) | 28.71 | 0 | 0 | 13 |
| 22 Apr | 5729.50 | 201 | -171.55 (-46.05%) | 28.71 | 15 | 12 | 12 |
| 21 Apr | 5837.50 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 5700.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 5735.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 5586.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 5654.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 5589.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 5557.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 5475.00 | 372.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 5594.50 | 372.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 5542.00 | 372.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 5535.00 | 372.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 5442.00 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 5474.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5750 expiring on 26MAY2026
Delta for 5750 PE is -0.4
Historical price for 5750 PE is as follows
On 7 May BRITANNIA was trading at 5821.50. The strike last trading price was 109.7, which was -25.950000000000003 lower than the previous day. The implied volatity was 28.01, the open interest changed by 60 which increased total open position to 353
On 6 May BRITANNIA was trading at 5783.00. The strike last trading price was 138.7, which was 25.249999999999986 higher than the previous day. The implied volatity was 29.94, the open interest changed by 18 which increased total open position to 292
On 5 May BRITANNIA was trading at 5834.50. The strike last trading price was 115.15, which was -15.549999999999983 lower than the previous day. The implied volatity was 27.68, the open interest changed by 46 which increased total open position to 275
On 4 May BRITANNIA was trading at 5792.50. The strike last trading price was 126.65, which was -31.549999999999983 lower than the previous day. The implied volatity was 27.94, the open interest changed by 119 which increased total open position to 229
On 30 Apr BRITANNIA was trading at 5726.00. The strike last trading price was 154.15, which was -18.150000000000006 lower than the previous day. The implied volatity was 25.34, the open interest changed by 136 which increased total open position to 246
On 29 Apr BRITANNIA was trading at 5709.00. The strike last trading price was 168.55, which was -51.099999999999994 lower than the previous day. The implied volatity was 26.11, the open interest changed by 12 which increased total open position to 110
On 28 Apr BRITANNIA was trading at 5662.00. The strike last trading price was 219.65, which was 18.400000000000006 higher than the previous day. The implied volatity was 29.17, the open interest changed by 31 which increased total open position to 98
On 27 Apr BRITANNIA was trading at 5717.50. The strike last trading price was 205.35, which was 7.949999999999989 higher than the previous day. The implied volatity was 31.12, the open interest changed by 54 which increased total open position to 67
On 24 Apr BRITANNIA was trading at 5730.50. The strike last trading price was 201, which was 201 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 23 Apr BRITANNIA was trading at 5671.50. The strike last trading price was 201, which was 201 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 13
On 22 Apr BRITANNIA was trading at 5729.50. The strike last trading price was 201, which was -171.55 lower than the previous day. The implied volatity was 28.71, the open interest changed by 12 which increased total open position to 12
On 21 Apr BRITANNIA was trading at 5837.50. 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 20 Apr BRITANNIA was trading at 5700.00. 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 17 Apr BRITANNIA was trading at 5735.50. 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 16 Apr BRITANNIA was trading at 5586.00. 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 15 Apr BRITANNIA was trading at 5654.50. 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 13 Apr BRITANNIA was trading at 5589.00. 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 10 Apr BRITANNIA was trading at 5557.50. 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 372.55, 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 372.55, 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 372.55, 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 372.55, 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 -, 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 1 Apr BRITANNIA was trading at 5474.00. 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
