PATANJALI
Patanjali Foods Limited
Historical option data for PATANJALI
21 Sep 2025 04:15 PM IST
| PATANJALI 30SEP2025 600 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.36
Theta: -0.43
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 608.90 | 14.3 | -1 | 19.07 | 766 | -40 | 773 | |||||||||
| 14 Sept | 592.70 | 9.25 | -3.6 | 22.20 | 1,490 | 285 | 1,153 | |||||||||
For Patanjali Foods Limited - strike price 600 expiring on 30SEP2025
Delta for 600 CE is 0.71
Historical price for 600 CE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 14.3, which was -1 lower than the previous day. The implied volatity was 19.07, the open interest changed by -40 which decreased total open position to 773
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 9.25, which was -3.6 lower than the previous day. The implied volatity was 22.20, the open interest changed by 285 which increased total open position to 1153
| PATANJALI 30SEP2025 600 PE | |||||||
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Delta: -0.32
Vega: 0.38
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 608.90 | 5.2 | -1.5 | 22.85 | 484 | -43 | 359 |
| 14 Sept | 592.70 | 16 | 3.2 | 25.09 | 313 | 22 | 375 |
For Patanjali Foods Limited - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.32
Historical price for 600 PE is as follows
On 21 Sept PATANJALI was trading at 608.90. The strike last trading price was 5.2, which was -1.5 lower than the previous day. The implied volatity was 22.85, the open interest changed by -43 which decreased total open position to 359
On 14 Sept PATANJALI was trading at 592.70. The strike last trading price was 16, which was 3.2 higher than the previous day. The implied volatity was 25.09, the open interest changed by 22 which increased total open position to 375
