PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 590 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.24
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 608.90 | 21.95 | -0.5 | 18.77 | 63 | 3 | 69 | |||||||||
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| 14 Sept | 592.70 | 13.65 | -11.15 | 21.34 | 180 | 57 | 57 | |||||||||
For Patanjali Foods Limited - strike price 590 expiring on 30SEP2025
Delta for 590 CE is 0.86
Historical price for 590 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 21.95, which was -0.5 lower than the previous day. The implied volatity was 18.77, the open interest changed by 3 which increased total open position to 69
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 13.65, which was -11.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by 57 which increased total open position to 57
| PATANJALI 30SEP2025 590 PE | |||||||
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Delta: -0.19
Vega: 0.29
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 2.7 | -1 | 23.37 | 82 | 16 | 102 |
| 14 Sept | 592.70 | 10.7 | -3.35 | 24.74 | 108 | 13 | 14 |
For Patanjali Foods Limited - strike price 590 expiring on 30SEP2025
Delta for 590 PE is -0.19
Historical price for 590 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 2.7, which was -1 lower than the previous day. The implied volatity was 23.37, the open interest changed by 16 which increased total open position to 102
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 10.7, which was -3.35 lower than the previous day. The implied volatity was 24.74, the open interest changed by 13 which increased total open position to 14
