BRITANNIA options IV analysis
End-of-day data as of 2026-10-09
Tomorrow: where BRITANNIA can go (next trading day)
For the next trading day, options point to about 1.2% either way: BRITANNIA between 4,767 and 4,883 (from 4,825).
Where BRITANNIA can go in the next 3 days
Options imply about 2.1% either way over 3 days (about 1.2% in a day). That puts BRITANNIA between 4,725 and 4,925 in 3 days (now 4,825).
If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.
BRITANNIA (Fast Moving Consumer Goods): ATM IV is 19.0%, higher than 18% of days over the last year in the same expiry-cycle phase. Options imply about ±1.20% in a day and ±2.08% over three days. This describes what options price in, not where the stock will go.
All the numbers (for experienced traders)
ATM IV, last 60 days
Free view shows the last 60 days. The full history comes with the free 5-day trial.
IV moves with the expiry cycle, so compare like with like.
Same sector: Fast Moving Consumer Goods
Sector peers by IV percentile
What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.