PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 520 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.06
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 89.45 | -99.5 | 47.51 | 1 | 1 | 0 | |||||||||
| 14 Sept | 592.70 | 188.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.98
Historical price for 520 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 89.45, which was -99.5 lower than the previous day. The implied volatity was 47.51, the open interest changed by 1 which increased total open position to 0
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 188.95, 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
| PATANJALI 30SEP2025 520 PE | |||||||
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Delta: -0.01
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 0.15 | -0.05 | 39.99 | 1 | 1 | 7 |
| 14 Sept | 592.70 | 0.2 | -0.25 | 28.24 | 6 | 2 | 7 |
For Patanjali Foods Limited - strike price 520 expiring on 30SEP2025
Delta for 520 PE is -0.01
Historical price for 520 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 39.99, the open interest changed by 1 which increased total open position to 7
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 28.24, the open interest changed by 2 which increased total open position to 7
