PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 573.35 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 36.75 | -0.15 | - | 4 | 3 | 48 | |||||||||
| 14 Sept | 592.70 | 26.15 | -5 | 24.87 | 18 | 3 | 36 | |||||||||
For Patanjali Foods Limited - strike price 573.35 expiring on 30SEP2025
Delta for 573.35 CE is -
Historical price for 573.35 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 36.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 48
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 26.15, which was -5 lower than the previous day. The implied volatity was 24.87, the open interest changed by 3 which increased total open position to 36
| PATANJALI 30SEP2025 573.35 PE | |||||||
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Delta: -0.07
Vega: 0.15
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 0.9 | -0.5 | 25.39 | 51 | -10 | 107 |
| 14 Sept | 592.70 | 5 | 1.1 | 25.16 | 102 | 6 | 105 |
For Patanjali Foods Limited - strike price 573.35 expiring on 30SEP2025
Delta for 573.35 PE is -0.07
Historical price for 573.35 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 0.9, which was -0.5 lower than the previous day. The implied volatity was 25.39, the open interest changed by -10 which decreased total open position to 107
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 5, which was 1.1 higher than the previous day. The implied volatity was 25.16, the open interest changed by 6 which increased total open position to 105
