PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 553.35 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 | |||||||||
| 21 Sept | 608.90 | 151.3 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 592.70 | 151.3 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
For Patanjali Foods Limited - strike price 553.35 expiring on 30SEP2025
Delta for 553.35 CE is 0.00
Historical price for 553.35 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 151.3, which was 0.05 higher 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 151.3, which was 0.05 higher 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 553.35 PE | |||||||
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Delta: -0.03
Vega: 0.08
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 0.45 | -0.25 | 31.45 | 6 | -1 | 182 |
| 14 Sept | 592.70 | 2 | 0 | 27.37 | 24 | 5 | 180 |
For Patanjali Foods Limited - strike price 553.35 expiring on 30SEP2025
Delta for 553.35 PE is -0.03
Historical price for 553.35 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 31.45, the open interest changed by -1 which decreased total open position to 182
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 27.37, the open interest changed by 5 which increased total open position to 180
