PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 580 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.01
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 30.45 | -0.2 | 10.08 | 66 | 15 | 70 | |||||||||
| 14 Sept | 592.70 | 20.2 | -6.95 | 22.03 | 186 | 23 | 80 | |||||||||
For Patanjali Foods Limited - strike price 580 expiring on 30SEP2025
Delta for 580 CE is 1.00
Historical price for 580 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 30.45, which was -0.2 lower than the previous day. The implied volatity was 10.08, the open interest changed by 15 which increased total open position to 70
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 20.2, which was -6.95 lower than the previous day. The implied volatity was 22.03, the open interest changed by 23 which increased total open position to 80
| PATANJALI 30SEP2025 580 PE | |||||||
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Delta: -0.11
Vega: 0.20
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 1.4 | -0.75 | 24.52 | 160 | -5 | 205 |
| 14 Sept | 592.70 | 6.85 | 1.3 | 24.86 | 279 | 21 | 211 |
For Patanjali Foods Limited - strike price 580 expiring on 30SEP2025
Delta for 580 PE is -0.11
Historical price for 580 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 24.52, the open interest changed by -5 which decreased total open position to 205
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 6.85, which was 1.3 higher than the previous day. The implied volatity was 24.86, the open interest changed by 21 which increased total open position to 211
