PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 546.65 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 172.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 592.70 | 172.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 546.65 expiring on 30SEP2025
Delta for 546.65 CE is 0.00
Historical price for 546.65 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 172.45, 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
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 172.45, 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 546.65 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 0.35 | -0.3 | 33.20 | 17 | -11 | 24 |
| 14 Sept | 592.70 | 1.75 | 0.3 | 29.55 | 20 | 7 | 64 |
For Patanjali Foods Limited - strike price 546.65 expiring on 30SEP2025
Delta for 546.65 PE is -0.03
Historical price for 546.65 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 33.20, the open interest changed by -11 which decreased total open position to 24
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 1.75, which was 0.3 higher than the previous day. The implied volatity was 29.55, the open interest changed by 7 which increased total open position to 64
