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[--[65.84.65.76]--]
PATANJALI
Patanjali Foods Limited
597.4 -11.50 (-1.89%)

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Historical option data for PATANJALI

21 Sep 2025 04:15 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
PATANJALI 30SEP2025 586.65 CE
Delta: 0.91
Vega: 0.17
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 24.55 -0.6 17.11 42 7 64
14 Sept 592.70 16 -5.2 22.16 105 15 49

For Patanjali Foods Limited - strike price 586.65 expiring on 30SEP2025

Delta for 586.65 CE is 0.91

Historical price for 586.65 CE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 24.55, which was -0.6 lower than the previous day. The implied volatity was 17.11, the open interest changed by 7 which increased total open position to 64


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 16, which was -5.2 lower than the previous day. The implied volatity was 22.16, the open interest changed by 15 which increased total open position to 49


PATANJALI 30SEP2025 586.65 PE
Delta: -0.16
Vega: 0.25
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 2.05 -0.95 23.25 78 3 205
14 Sept 592.70 9.45 2.35 25.12 345 -18 227

For Patanjali Foods Limited - strike price 586.65 expiring on 30SEP2025

Delta for 586.65 PE is -0.16

Historical price for 586.65 PE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 23.25, the open interest changed by 3 which increased total open position to 205


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 9.45, which was 2.35 higher than the previous day. The implied volatity was 25.12, the open interest changed by -18 which decreased total open position to 227