PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 540 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.07
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 608.90 | 69.45 | -122.35 | 36.93 | 1 | 1 | 2 | |||||||||
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| 14 Sept | 592.70 | 191.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 540 expiring on 30SEP2025
Delta for 540 CE is 0.97
Historical price for 540 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 69.45, which was -122.35 lower than the previous day. The implied volatity was 36.93, the open interest changed by 1 which increased total open position to 2
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 191.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PATANJALI 30SEP2025 540 PE | |||||||
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Delta: -0.02
Vega: 0.05
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 0.25 | -0.35 | 34.41 | 3 | -1 | 57 |
| 14 Sept | 592.70 | 1.2 | 0 | 29.80 | 28 | 9 | 38 |
For Patanjali Foods Limited - strike price 540 expiring on 30SEP2025
Delta for 540 PE is -0.02
Historical price for 540 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 34.41, the open interest changed by -1 which decreased total open position to 57
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 29.80, the open interest changed by 9 which increased total open position to 38
