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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 593.35 CE
Delta: 0.83
Vega: 0.27
Theta: -0.35
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 18.9 -1.35 17.74 54 -4 105
14 Sept 592.70 11.95 -5.15 21.49 205 11 133

For Patanjali Foods Limited - strike price 593.35 expiring on 30SEP2025

Delta for 593.35 CE is 0.83

Historical price for 593.35 CE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 18.9, which was -1.35 lower than the previous day. The implied volatity was 17.74, the open interest changed by -4 which decreased total open position to 105


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 11.95, which was -5.15 lower than the previous day. The implied volatity was 21.49, the open interest changed by 11 which increased total open position to 133


PATANJALI 30SEP2025 593.35 PE
Delta: -0.23
Vega: 0.32
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 608.90 3.25 -1.15 22.73 107 0 200
14 Sept 592.70 12.45 2.35 25.06 190 -14 188

For Patanjali Foods Limited - strike price 593.35 expiring on 30SEP2025

Delta for 593.35 PE is -0.23

Historical price for 593.35 PE is as follows

On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 3.25, which was -1.15 lower than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 200


On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 12.45, which was 2.35 higher than the previous day. The implied volatity was 25.06, the open interest changed by -14 which decreased total open position to 188