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ClearStrike

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).

2026-07-16 O 5,311 H 5,367 L 5,294 C 5,3112026-07-17 O 5,312 H 5,418 L 5,299 C 5,4132026-07-20 O 5,413 H 5,486 L 5,392 C 5,4702026-07-21 O 5,466 H 5,497 L 5,435 C 5,4822026-07-22 O 5,479 H 5,529 L 5,444 C 5,4862026-07-23 O 5,475 H 5,524 L 5,366 C 5,3882026-07-24 O 5,383 H 5,450 L 5,317 C 5,3802026-07-27 O 5,400 H 5,437 L 5,343 C 5,3852026-07-28 O 5,380 H 5,510 L 5,380 C 5,4792026-07-29 O 5,500 H 5,582 L 5,489 C 5,5182026-07-30 O 5,528 H 5,562 L 5,483 C 5,5252026-07-31 O 5,445 H 5,460 L 5,364 C 5,4172026-08-03 O 5,422 H 5,531 L 5,401 C 5,5312026-08-04 O 5,502 H 5,504 L 5,394 C 5,4782026-08-05 O 5,461 H 5,488 L 5,406 C 5,4402026-08-06 O 5,440 H 5,475 L 5,364 C 5,4042026-08-07 O 5,503 H 5,660 L 5,500 C 5,5102026-08-10 O 5,513 H 5,644 L 5,513 C 5,6242026-08-11 O 5,650 H 5,652 L 5,598 C 5,5982026-08-12 O 5,598 H 5,646 L 5,560 C 5,6462026-08-13 O 5,624 H 5,690 L 5,585 C 5,6152026-08-14 O 5,615 H 5,630 L 5,550 C 5,5582026-08-17 O 5,546 H 5,589 L 5,496 C 5,5212026-08-18 O 5,544 H 5,561 L 5,490 C 5,4952026-08-19 O 5,495 H 5,550 L 5,453 C 5,4532026-08-20 O 5,455 H 5,555 L 5,455 C 5,5482026-08-21 O 5,528 H 5,533 L 5,342 C 5,3652026-08-24 O 5,385 H 5,385 L 5,285 C 5,3112026-08-25 O 5,311 H 5,383 L 5,286 C 5,3832026-08-26 O 5,370 H 5,389 L 5,310 C 5,3102026-08-27 O 5,315 H 5,361 L 5,278 C 5,2982026-08-28 O 5,298 H 5,355 L 5,277 C 5,3092026-08-31 O 5,302 H 5,302 L 5,216 C 5,2502026-09-01 O 5,230 H 5,256 L 5,146 C 5,1872026-09-02 O 5,135 H 5,172 L 5,046 C 5,1542026-09-03 O 5,132 H 5,146 L 5,079 C 5,1302026-09-04 O 5,155 H 5,161 L 5,090 C 5,1022026-09-07 O 5,126 H 5,126 L 5,006 C 5,0432026-09-08 O 5,036 H 5,092 L 5,012 C 5,0642026-09-09 O 5,064 H 5,113 L 5,023 C 5,0902026-09-10 O 5,108 H 5,108 L 4,997 C 5,0092026-09-11 O 4,996 H 5,013 L 4,945 C 4,9622026-09-15 O 4,990 H 5,023 L 4,948 C 4,9482026-09-16 O 4,948 H 5,037 L 4,933 C 5,0002026-09-17 O 4,996 H 5,040 L 4,982 C 4,9822026-09-18 O 4,982 H 5,027 L 4,968 C 4,9982026-09-21 O 5,002 H 5,031 L 4,992 C 5,0232026-09-22 O 5,030 H 5,030 L 4,915 C 4,9182026-09-23 O 4,928 H 4,965 L 4,905 C 4,9292026-09-24 O 4,935 H 4,960 L 4,885 C 4,8952026-09-25 O 4,901 H 4,940 L 4,883 C 4,9382026-09-28 O 4,933 H 4,933 L 4,869 C 4,9152026-09-29 O 4,899 H 4,908 L 4,798 C 4,8352026-09-30 O 4,830 H 4,831 L 4,758 C 4,8302026-10-01 O 4,798 H 4,812 L 4,737 C 4,7782026-10-05 O 4,778 H 4,817 L 4,734 C 4,7702026-10-06 O 4,780 H 4,893 L 4,760 C 4,8842026-10-07 O 4,870 H 4,873 L 4,775 C 4,7802026-10-08 O 4,802 H 4,845 L 4,746 C 4,7462026-10-09 O 4,770 H 4,856 L 4,760 C 4,825Upper end 4,883Lower end 4,767Now 4,82516 Jul9 Oct
Lower end 4,767Now 4,825Upper end 4,883

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).

2026-07-16 O 5,311 H 5,367 L 5,294 C 5,3112026-07-17 O 5,312 H 5,418 L 5,299 C 5,4132026-07-20 O 5,413 H 5,486 L 5,392 C 5,4702026-07-21 O 5,466 H 5,497 L 5,435 C 5,4822026-07-22 O 5,479 H 5,529 L 5,444 C 5,4862026-07-23 O 5,475 H 5,524 L 5,366 C 5,3882026-07-24 O 5,383 H 5,450 L 5,317 C 5,3802026-07-27 O 5,400 H 5,437 L 5,343 C 5,3852026-07-28 O 5,380 H 5,510 L 5,380 C 5,4792026-07-29 O 5,500 H 5,582 L 5,489 C 5,5182026-07-30 O 5,528 H 5,562 L 5,483 C 5,5252026-07-31 O 5,445 H 5,460 L 5,364 C 5,4172026-08-03 O 5,422 H 5,531 L 5,401 C 5,5312026-08-04 O 5,502 H 5,504 L 5,394 C 5,4782026-08-05 O 5,461 H 5,488 L 5,406 C 5,4402026-08-06 O 5,440 H 5,475 L 5,364 C 5,4042026-08-07 O 5,503 H 5,660 L 5,500 C 5,5102026-08-10 O 5,513 H 5,644 L 5,513 C 5,6242026-08-11 O 5,650 H 5,652 L 5,598 C 5,5982026-08-12 O 5,598 H 5,646 L 5,560 C 5,6462026-08-13 O 5,624 H 5,690 L 5,585 C 5,6152026-08-14 O 5,615 H 5,630 L 5,550 C 5,5582026-08-17 O 5,546 H 5,589 L 5,496 C 5,5212026-08-18 O 5,544 H 5,561 L 5,490 C 5,4952026-08-19 O 5,495 H 5,550 L 5,453 C 5,4532026-08-20 O 5,455 H 5,555 L 5,455 C 5,5482026-08-21 O 5,528 H 5,533 L 5,342 C 5,3652026-08-24 O 5,385 H 5,385 L 5,285 C 5,3112026-08-25 O 5,311 H 5,383 L 5,286 C 5,3832026-08-26 O 5,370 H 5,389 L 5,310 C 5,3102026-08-27 O 5,315 H 5,361 L 5,278 C 5,2982026-08-28 O 5,298 H 5,355 L 5,277 C 5,3092026-08-31 O 5,302 H 5,302 L 5,216 C 5,2502026-09-01 O 5,230 H 5,256 L 5,146 C 5,1872026-09-02 O 5,135 H 5,172 L 5,046 C 5,1542026-09-03 O 5,132 H 5,146 L 5,079 C 5,1302026-09-04 O 5,155 H 5,161 L 5,090 C 5,1022026-09-07 O 5,126 H 5,126 L 5,006 C 5,0432026-09-08 O 5,036 H 5,092 L 5,012 C 5,0642026-09-09 O 5,064 H 5,113 L 5,023 C 5,0902026-09-10 O 5,108 H 5,108 L 4,997 C 5,0092026-09-11 O 4,996 H 5,013 L 4,945 C 4,9622026-09-15 O 4,990 H 5,023 L 4,948 C 4,9482026-09-16 O 4,948 H 5,037 L 4,933 C 5,0002026-09-17 O 4,996 H 5,040 L 4,982 C 4,9822026-09-18 O 4,982 H 5,027 L 4,968 C 4,9982026-09-21 O 5,002 H 5,031 L 4,992 C 5,0232026-09-22 O 5,030 H 5,030 L 4,915 C 4,9182026-09-23 O 4,928 H 4,965 L 4,905 C 4,9292026-09-24 O 4,935 H 4,960 L 4,885 C 4,8952026-09-25 O 4,901 H 4,940 L 4,883 C 4,9382026-09-28 O 4,933 H 4,933 L 4,869 C 4,9152026-09-29 O 4,899 H 4,908 L 4,798 C 4,8352026-09-30 O 4,830 H 4,831 L 4,758 C 4,8302026-10-01 O 4,798 H 4,812 L 4,737 C 4,7782026-10-05 O 4,778 H 4,817 L 4,734 C 4,7702026-10-06 O 4,780 H 4,893 L 4,760 C 4,8842026-10-07 O 4,870 H 4,873 L 4,775 C 4,7802026-10-08 O 4,802 H 4,845 L 4,746 C 4,7462026-10-09 O 4,770 H 4,856 L 4,760 C 4,825Upper end 4,925Lower end 4,725Now 4,82516 Jul9 Oct
Lower end 4,725Now 4,825Upper end 4,925

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
19.0%
IV percentile
18%
Expected move 1d
±1.20%
Expected move 3d
±2.08%
IV / realised
1.00
Gamma flip
-2.0%
from spot
Max pain
+1.6%
from spot
Lot size
125
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

30.4%11.5%2026-07-162026-10-09

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.