PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 28OCT2025 600 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.75
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 608.90 | 29.85 | 1.4 | 27.40 | 57 | 29 | 123 | |||||||||
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| 14 Sept | 592.70 | 20 | -3.15 | 24.26 | 22 | 4 | 32 | |||||||||
For Patanjali Foods Limited - strike price 600 expiring on 28OCT2025
Delta for 600 CE is 0.63
Historical price for 600 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 29.85, which was 1.4 higher than the previous day. The implied volatity was 27.40, the open interest changed by 29 which increased total open position to 123
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 20, which was -3.15 lower than the previous day. The implied volatity was 24.26, the open interest changed by 4 which increased total open position to 32
| PATANJALI 28OCT2025 600 PE | |||||||
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Delta: -0.38
Vega: 0.76
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 16.5 | -2.75 | 29.69 | 13 | 9 | 51 |
| 14 Sept | 592.70 | 19 | 0 | 0.00 | 0 | 0 | 0 |
For Patanjali Foods Limited - strike price 600 expiring on 28OCT2025
Delta for 600 PE is -0.38
Historical price for 600 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 16.5, which was -2.75 lower than the previous day. The implied volatity was 29.69, the open interest changed by 9 which increased total open position to 51
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
