Historical option data for BRITANNIA
26 May 2026 04:10 PM IST
| BRITANNIA 30-Jun-2026 (34d) 5400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.07
Theta: -2.28
Gamma: 0.00115
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 5338.00 | 124 | 0.15 (0.12%) | 20.93 | 831 | 64 | 623 | |||||||||
| 25 May | 5327.00 | 125 | -17 (-11.97%) | 20.95 | 563 | 173 | 558 | |||||||||
| 22 May | 5331.50 | 141.2 | 0.2 (0.14%) | 23.12 | 549 | 214 | 385 | |||||||||
| 21 May | 5333.00 | 144.4 | -9.6 (-6.23%) | 22 | 214 | 126 | 171 | |||||||||
| 20 May | 5344.50 | 155 | -36 (-18.85%) | 22.68 | 58 | 17 | 44 | |||||||||
| 19 May | 5416.50 | 191.45 | 24.45 (14.64%) | 23.31 | 11 | -5 | 26 | |||||||||
| 18 May | 5380.50 | 168 | -28 (-14.29%) | 21.35 | 50 | 26 | 30 | |||||||||
| 15 May | 5406.00 | 196 | 7 (3.70%) | 22.73 | 3 | 1 | 3 | |||||||||
| 14 May | 5372.50 | 189 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 5336.00 | 189 | -140.7 (-42.68%) | 25.89 | 2 | 1 | 1 | |||||||||
| 12 May | 5334.00 | 0 | -329.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 5410.50 | 0 | -329.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 5520.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 5834.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 5792.50 | 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 5400 expiring on 30JUN2026
Delta for 5400 CE is 0.48
Historical price for 5400 CE is as follows
On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 124, which was 0.15 higher than the previous day. The implied volatity was 20.93, the open interest changed by 64 which increased total open position to 623
On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 125, which was -17 lower than the previous day. The implied volatity was 20.95, the open interest changed by 173 which increased total open position to 558
On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 141.2, which was 0.2 higher than the previous day. The implied volatity was 23.12, the open interest changed by 214 which increased total open position to 385
On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 144.4, which was -9.6 lower than the previous day. The implied volatity was 22, the open interest changed by 126 which increased total open position to 171
On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 155, which was -36 lower than the previous day. The implied volatity was 22.68, the open interest changed by 17 which increased total open position to 44
On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 191.45, which was 24.45 higher than the previous day. The implied volatity was 23.31, the open interest changed by -5 which decreased total open position to 26
On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 168, which was -28 lower than the previous day. The implied volatity was 21.35, the open interest changed by 26 which increased total open position to 30
On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 196, which was 7 higher than the previous day. The implied volatity was 22.73, the open interest changed by 1 which increased total open position to 3
On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 189, 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 2
On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 189, which was -140.7 lower than the previous day. The implied volatity was 25.89, 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 -329.7 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 -329.7 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 5 May BRITANNIA was trading at 5834.50. 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 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
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 (34d) 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.07
Theta: -1.55
Gamma: 0.0011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 5338.00 | 155 | -19 (-10.92%) | 21.72 | 349 | 147 | 722 |
| 25 May | 5327.00 | 172.15 | -0.8 (-0.46%) | 22.94 | 407 | 245 | 556 |
| 22 May | 5331.50 | 174.9 | -11.6 (-6.22%) | 21.77 | 209 | 172 | 311 |
| 21 May | 5333.00 | 183 | -4.25 (-2.27%) | 23.88 | 130 | 99 | 138 |
| 20 May | 5344.50 | 187.25 | 35.35 (23.27%) | 24.72 | 4 | 2 | 38 |
| 19 May | 5416.50 | 151.9 | -17.55 (-10.36%) | 23.56 | 17 | 2 | 36 |
| 18 May | 5380.50 | 171.45 | 19.45 (12.80%) | 24.46 | 35 | 17 | 34 |
| 15 May | 5406.00 | 152 | -43 (-22.05%) | 22.51 | 1 | 1 | 17 |
| 14 May | 5372.50 | 195 | -1 (-0.51%) | 0 | 1 | 0 | 16 |
| 13 May | 5336.00 | 195.65 | 0 (0.00%) | 0 | 0 | 0 | 16 |
| 12 May | 5334.00 | 196 | 40 (25.64%) | 0 | 1 | 0 | 16 |
| 11 May | 5410.50 | 155.85 | 21.85 (16.31%) | 0 | 8 | 0 | 8 |
| 8 May | 5520.00 | 134 | -75.95 (-36.18%) | 24.55 | 10 | 7 | 7 |
| 5 May | 5834.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 5792.50 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 5662.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 5455.50 | 0 | 0 (0.00%) | 1.86 | 0 | 0 | 0 |
| 9 Apr | 5475.00 | 0 | 0 (0.00%) | 1.92 | 0 | 0 | 0 |
| 8 Apr | 5594.50 | 0 | 0 (0.00%) | 3.03 | 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%) | 1.66 | 0 | 0 | 0 |
For Britannia Industries Ltd - strike price 5400 expiring on 30JUN2026
Delta for 5400 PE is -0.51
Historical price for 5400 PE is as follows
On 26 May BRITANNIA was trading at 5338.00. The strike last trading price was 155, which was -19 lower than the previous day. The implied volatity was 21.72, the open interest changed by 147 which increased total open position to 722
On 25 May BRITANNIA was trading at 5327.00. The strike last trading price was 172.15, which was -0.8 lower than the previous day. The implied volatity was 22.94, the open interest changed by 245 which increased total open position to 556
On 22 May BRITANNIA was trading at 5331.50. The strike last trading price was 174.9, which was -11.6 lower than the previous day. The implied volatity was 21.77, the open interest changed by 172 which increased total open position to 311
On 21 May BRITANNIA was trading at 5333.00. The strike last trading price was 183, which was -4.25 lower than the previous day. The implied volatity was 23.88, the open interest changed by 99 which increased total open position to 138
On 20 May BRITANNIA was trading at 5344.50. The strike last trading price was 187.25, which was 35.35 higher than the previous day. The implied volatity was 24.72, the open interest changed by 2 which increased total open position to 38
On 19 May BRITANNIA was trading at 5416.50. The strike last trading price was 151.9, which was -17.55 lower than the previous day. The implied volatity was 23.56, the open interest changed by 2 which increased total open position to 36
On 18 May BRITANNIA was trading at 5380.50. The strike last trading price was 171.45, which was 19.45 higher than the previous day. The implied volatity was 24.46, the open interest changed by 17 which increased total open position to 34
On 15 May BRITANNIA was trading at 5406.00. The strike last trading price was 152, which was -43 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1 which increased total open position to 17
On 14 May BRITANNIA was trading at 5372.50. The strike last trading price was 195, which was -1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16
On 13 May BRITANNIA was trading at 5336.00. The strike last trading price was 195.65, 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 16
On 12 May BRITANNIA was trading at 5334.00. The strike last trading price was 196, 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 16
On 11 May BRITANNIA was trading at 5410.50. The strike last trading price was 155.85, which was 21.85 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 8
On 8 May BRITANNIA was trading at 5520.00. The strike last trading price was 134, which was -75.95 lower than the previous day. The implied volatity was 24.55, the open interest changed by 7 which increased total open position to 7
On 5 May BRITANNIA was trading at 5834.50. 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 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
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 1.86, 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 1.92, 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 3.03, 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 1.66, the open interest changed by 0 which decreased total open position to 0
